# EDGAR Filing Document

**Accession Number:** 0001816125
**File Stem:** 0001004726-26-005656
**Filing Date:** 2026-6
**Character Count:** 484860
**Document Hash:** f848c240ab9f61d1b87f561c1b324de2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-26-005656.hdr.sgml**: 20260629

**ACCESSION NUMBER**: 0001004726-26-005656

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260629

**DATE AS OF CHANGE**: 20260629

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23580
- **FILM NUMBER:** 261133252

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

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

## Series and Classes Contracts Data

### Dimensional Global Credit ETF (Series ID: S000081784)

| Class ID   | Class Name                    | Ticker Symbol   |
|:---|:---|:---|
| C000244778 | Dimensional Global Credit ETF | DGCB            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Austin

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 78746

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

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

- **a. Name of Series:** Dimensional Global Credit ETF

- **b. EDGAR series identifier (if any):** S000081784

- **c. LEI of Series:** 5493000MTXUG45UVCR10

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $993944862.29

**Total Liabilities:** $27991816.49

**Net Assets:** $965953045.80

**Cash Not Reported:** $18147616.98

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1335.36628726 | **1-Year:** -29455.34676690 | **5-Year:** -196232.09488104 | **10-Year:** -350590.22969963 | **30-Year:** -36437.92623908

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

- **3-Month:** -6.76703272 | **1-Year:** -176.25013083 | **5-Year:** -997.12017762 | **10-Year:** -2830.03680150 | **30-Year:** -702.52664361

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000244778 | 1.20%                | -2.30%               | 0.92%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $642720.32               | $3473745.68                                |
| Month 2  | $92400.84                | $-35601401.21                              |
| Month 3  | $742436.54               | $12672172.09                               |

**Designated Index Information**

- **Index Name:** Securities Portfolio

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                       | Title                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| AFLAC INCORPORATED                                         | AFLAC INC                                        | CUSIP: 001055AD4<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    270000 | PA      | $300691.28    | 0.03%             | 2039-12-17      | Fixed         | 6.90%                 | No            | 2                  | On Loan: No      |
| AGCO CORPORATION                                           | AGCO CORP                                        | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |   1352000 | PA      | $1390804.09   | 0.14%             | 2034-03-21      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                   | SOUTHERN CO GAS CAPITAL CORP                     | CUSIP: 001192AH6<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    911000 | PA      | $931685.59    | 0.10%             | 2041-03-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                   | SOUTHERN CO GAS CAPITAL CORP                     | CUSIP: 001192AK9<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    610000 | PA      | $511410.98    | 0.05%             | 2043-06-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| THE AES CORPORATION                                        | AES CORP THE                                     | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    162000 | PA      | $144257.93    | 0.01%             | 2031-01-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: —       |
| THE AES CORPORATION                                        | AES CORP THE                                     | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1678194.00   | 0.17%             | 2032-03-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| AON GLOBAL LIMITED.                                        | AON GLOBAL LTD                                   | CUSIP: 00185AAB0<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    160000 | PA      | $132918.88    | 0.01%             | 2042-12-12      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| AT&T INC.                                                  | AT T INC                                         | CUSIP: 00206RBA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96550.01     | 0.01%             | 2041-08-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| AT&T INC.                                                  | AT T INC                                         | CUSIP: 00206RDG4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    442000 | PA      | $464189.16    | 0.05%             | 2041-03-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| AT&T INC.                                                  | AT T INC                                         | CUSIP: 00206RJK9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    600000 | PA      | $506829.76    | 0.05%             | 2044-06-01      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| AT&T INC.                                                  | AT T INC                                         | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    190000 | PA      | $146571.57    | 0.02%             | 2041-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC.                                                | ABBVIE INC                                       | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87561.53     | 0.01%             | 2042-11-06      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| ACCENTURE CAPITAL INC.                                     | ACCENTURE CAPITAL INC                            | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    966000 | PA      | $930673.10    | 0.10%             | 2034-10-04      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| AETNA INC.                                                 | AETNA INC                                        | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    150000 | PA      | $162381.02    | 0.02%             | 2036-06-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| AETNA INC.                                                 | AETNA INC                                        | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     73000 | PA      | $79416.88     | 0.01%             | 2037-12-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| AETNA INC.                                                 | AETNA INC                                        | CUSIP: 00817YAJ7<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41973.49     | 0.00%             | 2042-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| AFFILIATED MANAGERS GROUP, INC.                            | AFFILIATED MANAGERS GROUP INC                    | CUSIP: 008252AR9<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    665000 | PA      | $664821.31    | 0.07%             | 2034-08-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| AFFILIATED MANAGERS GROUP, INC.                            | AFFILIATED MANAGERS GROUP INC                    | CUSIP: 008252AS7<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    355000 | PA      | $350599.90    | 0.04%             | 2036-02-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| AKER BP ASA                                                | AKER BP ASA                                      | CUSIP: 00973RAM5<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    400000 | PA      | $417266.57    | 0.04%             | 2033-06-13      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| AKER BP ASA                                                | AKER BP ASA                                      | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    676000 | PA      | $661000.03    | 0.07%             | 2034-10-01      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| Alabama Power Company                                      | ALABAMA POWER CO                                 | CUSIP: 010392FD5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103753.40    | 0.01%             | 2041-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Alabama Power Company                                      | ALABAMA POWER CO                                 | CUSIP: 010392FF0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    170000 | PA      | $164758.33    | 0.02%             | 2041-06-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Alabama Power Company                                      | ALABAMA POWER CO                                 | CUSIP: 010392FG8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    262000 | PA      | $217257.85    | 0.02%             | 2042-01-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| ALBEMARLE CORPORATION                                      | ALBEMARLE CORP                                   | CUSIP: 012653AE1<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    398000 | PA      | $399017.90    | 0.04%             | 2032-06-01      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| HOWMET AEROSPACE INC.                                      | HOWMET AEROSPACE INC                             | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1062357.19   | 0.11%             | 2037-02-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| THE ALLSTATE CORPORATION                                   | ALLSTATE CORP THE                                | CUSIP: 020002BA8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    252000 | PA      | $215728.71    | 0.02%             | 2043-06-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                         | ALTRIA GROUP INC                                 | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1147000 | PA      | $937036.37    | 0.10%             | 2042-08-09      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                         | ALTRIA GROUP INC                                 | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    557000 | PA      | $464698.23    | 0.05%             | 2043-05-02      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                         | ALTRIA GROUP INC                                 | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    305000 | PA      | $307611.70    | 0.03%             | 2039-02-14      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                         | ALTRIA GROUP INC                                 | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1193000 | PA      | $905850.18    | 0.09%             | 2041-02-04      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                         | ALTRIA GROUP INC                                 | CUSIP: 02209SBR3<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    220000 | PA      | $244205.24    | 0.03%             | 2033-11-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM, INC.                                           | AMAZON COM INC                                   | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1131000 | PA      | $1017538.23   | 0.11%             | 2037-08-22      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM, INC.                                           | AMAZON COM INC                                   | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1161000 | PA      | $855924.08    | 0.09%             | 2041-05-12      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM, INC.                                           | AMAZON COM INC                                   | CUSIP: 023135CU8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1957068.88   | 0.20%             | 2033-03-20      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| AMERICAN NATIONAL GROUP INC.                               | AMERICAN NATIONAL GROUP INC                      | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   3710000 | PA      | $3638201.74   | 0.38%             | 2035-07-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: —       |
| AMERICAN EXPRESS COMPANY                                   | AMERICAN EXPRESS CO                              | CUSIP: 025816AZ2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    130000 | PA      | $163704.82    | 0.02%             | 2038-03-19      | Fixed         | 8.15%                 | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                   | AMERICAN EXPRESS CO                              | CUSIP: 025816CL1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250356.25    | 0.03%             | 2026-11-04      | Floating      | 4.32%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                         | AMERICAN HONDA FINANCE CORP                      | CUSIP: 02665WEZ0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293750.39    | 0.03%             | 2034-01-10      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                         | AMERICAN HONDA FINANCE CORP                      | CUSIP: 02665WFC0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100120.00    | 0.01%             | 2027-03-12      | Floating      | 4.42%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                         | AMERICAN HONDA FINANCE CORP                      | CUSIP: 02665WFJ5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    750000 | PA      | $750034.11    | 0.08%             | 2027-07-09      | Floating      | 4.35%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                         | AMERICAN HONDA FINANCE CORP                      | CUSIP: 02665WFN6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150183.90    | 0.02%             | 2026-10-05      | Floating      | 4.37%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                         | AMERICAN HONDA FINANCE CORP                      | CUSIP: 02665WFR7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100005.68    | 0.01%             | 2026-05-11      | Floating      | 4.22%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                         | AMERICAN HONDA FINANCE CORP                      | CUSIP: 02665WFS5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99962.83     | 0.01%             | 2027-10-22      | Floating      | 4.37%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                         | AMERICAN HONDA FINANCE CORP                      | CUSIP: 02665WFV8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     63000 | PA      | $63007.27     | 0.01%             | 2026-05-21      | Floating      | 4.21%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                         | AMERICAN HONDA FINANCE CORP                      | CUSIP: 02665WFZ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247617.99    | 0.03%             | 2035-03-05      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| AMERICAN NATIONAL GROUP INC.                               | AMERICAN NATIONAL GROUP INC                      | CUSIP: 02772AAA7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256509.80    | 0.03%             | 2032-06-13      | Fixed         | 6.14%                 | Yes           | 2                  | On Loan: No      |
| AMERICAN WATER CAPITAL CORP.                               | AMERICAN WATER CAPITAL CORP                      | CUSIP: 03040WBF1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1014706.30   | 0.11%             | 2035-03-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| AMERICOLD REALTY OPERATING PARTNERSHIP, L.P.               | AMERICOLD REALTY OPERATING PARTNERSHIP LP        | CUSIP: 03063UAA9<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |   3072000 | PA      | $2954700.38   | 0.31%             | 2034-09-12      | Fixed         | 5.41%                 | No            | 2                  | On Loan: No      |
| AMERICOLD REALTY OPERATING PARTNERSHIP, L.P.               | AMERICOLD REALTY OPERATING PARTNERSHIP LP        | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |    241000 | PA      | $240197.05    | 0.02%             | 2032-05-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| AMERIPRISE FINANCIAL, INC.                                 | AMERIPRISE FINANCIAL INC                         | CUSIP: 03076CAP1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2007700.42   | 0.21%             | 2035-04-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| AMGEN INC.                                                 | AMGEN INC                                        | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    550000 | PA      | $542437.01    | 0.06%             | 2043-03-02      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                        | ANHEUSER BUSCH INBEV WORLDWIDE INC               | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1185461.31   | 0.12%             | 2039-01-23      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                        | ANHEUSER BUSCH INBEV WORLDWIDE INC               | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    280000 | PA      | $262615.42    | 0.03%             | 2042-01-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                        | ANHEUSER BUSCH INBEV WORLDWIDE INC               | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    169000 | PA      | $157466.79    | 0.02%             | 2038-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH, INC.                                      | ELEVANCE HEALTH INC                              | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    393000 | PA      | $399748.65    | 0.04%             | 2034-06-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH, INC.                                      | ELEVANCE HEALTH INC                              | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    281000 | PA      | $281272.06    | 0.03%             | 2035-02-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: —       |
| ELEVANCE HEALTH, INC.                                      | ELEVANCE HEALTH INC                              | CUSIP: 036752BK8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    713000 | PA      | $700078.94    | 0.07%             | 2036-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: —       |
| AON CORPORATION                                            | AON CORP                                         | CUSIP: 037389AU7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213355.52    | 0.02%             | 2040-09-30      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| APA CORPORATION                                            | APA CORP                                         | CUSIP: 03743QAR9<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |   2437000 | PA      | $2528434.78   | 0.26%             | 2035-02-15      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| APA CORPORATION                                            | APA CORP                                         | CUSIP: 03743QAZ1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98759.89     | 0.01%             | 2030-01-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| APA CORPORATION                                            | APA CORP                                         | CUSIP: 03743QBA5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    166000 | PA      | $168581.66    | 0.02%             | 2037-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| APA CORPORATION                                            | APA CORP                                         | CUSIP: 03743QBB3<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182624.31    | 0.02%             | 2040-09-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Appalachian Power Company                                  | APPALACHIAN POWER CO                             | CUSIP: 037735CM7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    181000 | PA      | $201687.67    | 0.02%             | 2038-04-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| APPLE INC.                                                 | APPLE INC                                        | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    163000 | PA      | $124170.14    | 0.01%             | 2045-02-09      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| APPLE INC.                                                 | APPLE INC                                        | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    300000 | PA      | $261699.64    | 0.03%             | 2045-05-13      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| APPLE INC.                                                 | APPLE INC                                        | CUSIP: 037833ED8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6252419.46   | 0.65%             | 2031-02-08      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| APPLE INC.                                                 | APPLE INC                                        | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1208000 | PA      | $856843.67    | 0.09%             | 2041-02-08      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| APPLE INC.                                                 | APPLE INC                                        | CUSIP: 037833EJ5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1765372.08   | 0.18%             | 2031-08-05      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| APPLE INC.                                                 | APPLE INC                                        | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142965.19    | 0.01%             | 2032-08-08      | Fixed         | 3.35%                 | No            | 2                  | On Loan: —       |
| APPLE INC.                                                 | APPLE INC                                        | CUSIP: 037833FA3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1727304.87   | 0.18%             | 2032-05-12      | Fixed         | 4.50%                 | No            | 2                  | On Loan: —       |
| APPLE INC.                                                 | APPLE INC                                        | CUSIP: 037833FB1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166706.99    | 0.02%             | 2035-05-12      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ArcelorMittal SA                                           | ARCELORMITTAL SA                                 | CUSIP: 03938LBG8<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    655000 | PA      | $692259.05    | 0.07%             | 2034-06-17      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ARROW ELECTRONICS, INC.                                    | ARROW ELECTRONICS INC                            | CUSIP: 04273WAC5<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    450000 | PA      | $400677.66    | 0.04%             | 2032-02-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| ARROW ELECTRONICS, INC.                                    | ARROW ELECTRONICS INC                            | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |   2018000 | PA      | $2079799.19   | 0.22%             | 2034-04-10      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                      | ASHTEAD CAPITAL INC                              | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1306000 | PA      | $1354556.71   | 0.14%             | 2033-10-15      | Fixed         | 5.95%                 | Yes           | 2                  | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                      | ASHTEAD CAPITAL INC                              | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    785000 | PA      | $805313.63    | 0.08%             | 2034-04-15      | Fixed         | 5.80%                 | Yes           | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                     | ASIAN DEVELOPMENT BANK                           | CUSIP: 04517PBG6<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              |  | PH        |     50000 | PA      | $50145.50     | 0.01%             | 2026-08-27      | Floating      | 4.66%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                     | ASIAN DEVELOPMENT BANK                           | CUSIP: 04517PBK7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              |  | PH        |   1300000 | PA      | $1309024.26   | 0.14%             | 2027-04-06      | Floating      | 4.65%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                     | ASIAN DEVELOPMENT BANK                           | CUSIP: 04517PBZ4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              |  | PH        |    239000 | PA      | $239219.75    | 0.02%             | 2028-06-20      | Floating      | 3.95%                 | No            | 2                  | On Loan: No      |
| Asian Infrastructure Investment Bank                       | ASIAN INFRASTRUCTURE INVESTMENT BANK             | CUSIP: 04522KAG1<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              |  | CN        |     84000 | PA      | $84379.20     | 0.01%             | 2027-08-16      | Floating      | 4.29%                 | Yes           | 2                  | On Loan: No      |
| ASSURANT, INC.                                             | ASSURANT INC                                     | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131478.22    | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| ASTRAZENECA PLC                                            | ASTRAZENECA PLC                                  | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    323000 | PA      | $359923.81    | 0.04%             | 2037-09-15      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| AT&T INC.                                                  | AT T INC                                         | CUSIP: 04650NAB0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    372000 | PA      | $359331.11    | 0.04%             | 2040-09-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| ATHENE HOLDING LTD.                                        | ATHENE HOLDING LTD                               | CUSIP: 04686JAF8<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    689000 | PA      | $723589.85    | 0.07%             | 2033-02-01      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| ATHENE HOLDING LTD.                                        | ATHENE HOLDING LTD                               | CUSIP: 04686JAG6<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    839000 | PA      | $844082.20    | 0.09%             | 2034-01-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: —       |
| ATLAS WAREHOUSE LENDING COMPANY, L.P.                      | ATLAS WAREHOUSE LENDING CO LP                    | CUSIP: 049463AG7<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    539000 | PA      | $530009.08    | 0.05%             | 2030-11-15      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED            | AUSTRALIA NEW ZEALAND BANKING GROUP LTD          | CUSIP: 05252ADM0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   3250000 | PA      | $3261315.20   | 0.34%             | 2027-09-30      | Floating      | 4.30%                 | Yes           | 2                  | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED            | AUSTRALIA NEW ZEALAND BANKING GROUP LTD          | CUSIP: 05252BDL0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $200780.05    | 0.02%             | 2027-07-16      | Floating      | 4.34%                 | No            | 2                  | On Loan: No      |
| AUTODESK, INC.                                             | AUTODESK INC                                     | CUSIP: 052769AJ5<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    438000 | PA      | $440397.84    | 0.05%             | 2035-06-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| AUTONATION, INC.                                           | AUTONATION INC                                   | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $373244.48    | 0.04%             | 2032-03-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| AUTONATION, INC.                                           | AUTONATION INC                                   | CUSIP: 05329WAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $123270.05    | 0.01%             | 2031-08-01      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| AUTONATION, INC.                                           | AUTONATION INC                                   | CUSIP: 05329WAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    705000 | PA      | $721915.46    | 0.07%             | 2035-03-15      | Fixed         | 5.89%                 | No            | 2                  | On Loan: No      |
| AVALONBAY COMMUNITIES, INC.                                | AVALONBAY COMMUNITIES INC                        | CUSIP: 053484AF8<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2048195.56   | 0.21%             | 2034-06-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                 | AVIATION CAPITAL GROUP LLC                       | CUSIP: 05369AAU5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    834000 | PA      | $807603.73    | 0.08%             | 2033-01-28      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| AVNET, INC.                                                | AVNET INC                                        | CUSIP: 053807AV5<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |   2765000 | PA      | $2807061.10   | 0.29%             | 2032-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                  | BAT CAPITAL CORP                                 | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    461000 | PA      | $509212.89    | 0.05%             | 2043-08-02      | Fixed         | 7.08%                 | No            | 2                  | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                  | BAT CAPITAL CORP                                 | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    921000 | PA      | $838699.12    | 0.09%             | 2037-08-15      | Fixed         | 4.39%                 | No            | 2                  | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                  | BAT CAPITAL CORP                                 | CUSIP: 05526DBT1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    223000 | PA      | $178183.23    | 0.02%             | 2040-09-25      | Fixed         | 3.73%                 | No            | 2                  | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                  | BAT CAPITAL CORP                                 | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    118000 | PA      | $135391.52    | 0.01%             | 2032-10-19      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                  | BAT CAPITAL CORP                                 | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    285000 | PA      | $301535.66    | 0.03%             | 2034-02-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BHP BILLITON FINANCE (USA) LIMITED                         | BHP BILLITON FINANCE USA LTD                     | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    105000 | PA      | $98303.91     | 0.01%             | 2043-09-30      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BMW US CAPITAL, LLC                                        | BMW US CAPITAL LLC                               | CUSIP: 05565ECB9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    392000 | PA      | $366802.51    | 0.04%             | 2032-04-01      | Fixed         | 3.70%                 | Yes           | 2                  | On Loan: No      |
| BMW US CAPITAL, LLC                                        | BMW US CAPITAL LLC                               | CUSIP: 05565ECN3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500819.14    | 0.05%             | 2026-08-13      | Floating      | 4.47%                 | Yes           | 2                  | On Loan: No      |
| BMW US CAPITAL, LLC                                        | BMW US CAPITAL LLC                               | CUSIP: 05565ECS2<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99811.55     | 0.01%             | 2031-08-13      | Fixed         | 4.85%                 | Yes           | 2                  | On Loan: —       |
| BMW US CAPITAL, LLC                                        | BMW US CAPITAL LLC                               | CUSIP: 05565ECX1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    414000 | PA      | $415974.78    | 0.04%             | 2028-03-21      | Floating      | 4.57%                 | Yes           | 2                  | On Loan: No      |
| BMW US CAPITAL, LLC                                        | BMW US CAPITAL LLC                               | CUSIP: 05565ECZ6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151828.67    | 0.02%             | 2035-03-21      | Fixed         | 5.40%                 | Yes           | 2                  | On Loan: No      |
| BAKER HUGHES HOLDINGS LLC                                  | BAKER HUGHES HOLDINGS LLC                        | CUSIP: 057224AZ0<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |    144000 | PA      | $139343.07    | 0.01%             | 2040-09-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Banco Santander, S.A.                                      | BANCO SANTANDER SA                               | CUSIP: 05964HBK0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1200000 | PA      | $1256905.60   | 0.13%             | 2035-01-17      | Fixed         | 6.03%                 | No            | 2                  | On Loan: No      |
| Banco Santander, S.A.                                      | BANCO SANTANDER SA                               | CUSIP: 05971KAS8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $977400.36    | 0.10%             | 2035-11-06      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Banco Santander, S.A.                                      | BANCO SANTANDER SA                               | CUSIP: 05971KAT6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1800000 | PA      | $1803308.35   | 0.19%             | 2030-11-06      | Floating      | 4.79%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                                           | BANK OF MONTREAL                                 | CUSIP: 06368FAD1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | RF                | CA        |      2000 | PA      | $2002.08      | 0.00%             | 2026-09-15      | Floating      | 4.27%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                                           | BANK OF MONTREAL                                 | CUSIP: 06368L3L8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | RF                | CA        |    100000 | PA      | $103976.84    | 0.01%             | 2031-06-04      | Fixed         | 5.51%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                                           | BANK OF MONTREAL                                 | CUSIP: 06368L3M6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | RF                | CA        |    300000 | PA      | $301068.80    | 0.03%             | 2027-06-04      | Floating      | 4.42%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                                           | BANK OF MONTREAL                                 | CUSIP: 06368LC61<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | RF                | CA        |    200000 | PA      | $201042.51    | 0.02%             | 2026-12-11      | Floating      | 4.81%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                                           | BANK OF MONTREAL                                 | CUSIP: 06368LWU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | RF                | CA        |    400000 | PA      | $411541.66    | 0.04%             | 2028-09-25      | Fixed         | 5.72%                 | No            | 2                  | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                    | BANK OF NOVA SCOTIA THE                          | CUSIP: 0641598M1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    158000 | PA      | $158200.34    | 0.02%             | 2026-09-15      | Floating      | 4.26%                 | No            | 2                  | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                    | BANK OF NOVA SCOTIA THE                          | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $404620.35    | 0.04%             | 2030-02-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                    | BANK OF NOVA SCOTIA THE                          | CUSIP: 06418GAG2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $301164.00    | 0.03%             | 2027-06-04      | Floating      | 4.44%                 | No            | 2                  | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                    | BANK OF NOVA SCOTIA THE                          | CUSIP: 06418GAJ6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    720000 | PA      | $726438.63    | 0.08%             | 2029-08-01      | Floating      | 4.71%                 | No            | 2                  | On Loan: No      |
| BARRICK NORTH AMERICA FINANCE LLC                          | BARRICK NORTH AMERICA FINANCE LLC                | CUSIP: 06849RAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    791000 | PA      | $794256.77    | 0.08%             | 2041-05-30      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| BAYER US FINANCE LLC                                       | BAYER US FINANCE LLC                             | CUSIP: 07274EAL7<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   1388000 | PA      | $1477395.22   | 0.15%             | 2033-11-21      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| BAYER US FINANCE II LLC                                    | BAYER US FINANCE II LLC                          | CUSIP: 07274NAN3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1304639.81   | 0.14%             | 2038-06-25      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| BAYER US FINANCE II LLC                                    | BAYER US FINANCE II LLC                          | CUSIP: 07274NAZ6<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    438000 | PA      | $402571.26    | 0.04%             | 2034-07-15      | Fixed         | 4.20%                 | Yes           | 2                  | On Loan: No      |
| BAYER US FINANCE II LLC                                    | BAYER US FINANCE II LLC                          | CUSIP: 07274NBA0<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148146.89    | 0.02%             | 2035-07-30      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| BAYER US FINANCE II LLC                                    | BAYER US FINANCE II LLC                          | CUSIP: 07274NBE2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    800000 | PA      | $641693.35    | 0.07%             | 2043-11-15      | Fixed         | 4.65%                 | Yes           | 2                  | On Loan: No      |
| BAYER US FINANCE II LLC                                    | BAYER US FINANCE II LLC                          | CUSIP: 07274NBF9<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    500000 | PA      | $396434.90    | 0.04%             | 2044-07-15      | Fixed         | 4.40%                 | Yes           | 2                  | On Loan: No      |
| BLACK HILLS CORPORATION                                    | BLACK HILLS CORP                                 | CUSIP: 092113AW9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    857000 | PA      | $903873.59    | 0.09%             | 2034-05-15      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| BLACK HILLS CORPORATION                                    | BLACK HILLS CORP                                 | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103663.30    | 0.01%             | 2035-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BLOCK FINANCIAL LLC                                        | BLOCK FINANCIAL LLC                              | CUSIP: 093662AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    793000 | PA      | $774106.51    | 0.08%             | 2032-09-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| BLUE OWL FINANCE LLC                                       | BLUE OWL FINANCE LLC                             | CUSIP: 09581JAS5<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91115.50     | 0.01%             | 2032-02-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| BLUE OWL FINANCE LLC                                       | BLUE OWL FINANCE LLC                             | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1747211.51   | 0.18%             | 2034-04-18      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| BOARDWALK PIPELINES, LP                                    | BOARDWALK PIPELINES LP                           | CUSIP: 096630AK4<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    650000 | PA      | $667026.89    | 0.07%             | 2034-08-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| THE BOEING COMPANY                                         | BOEING CO THE                                    | CUSIP: 097023AX3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    787000 | PA      | $872076.54    | 0.09%             | 2039-03-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| THE BOEING COMPANY                                         | BOEING CO THE                                    | CUSIP: 097023BA2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    450000 | PA      | $455877.40    | 0.05%             | 2040-02-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| THE BOEING COMPANY                                         | BOEING CO THE                                    | CUSIP: 097023BK0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85616.91     | 0.01%             | 2035-03-01      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| THE BOEING COMPANY                                         | BOEING CO THE                                    | CUSIP: 097023BY0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    148000 | PA      | $122630.12    | 0.01%             | 2038-03-01      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| THE BOEING COMPANY                                         | BOEING CO THE                                    | CUSIP: 097023CE3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    450000 | PA      | $363165.62    | 0.04%             | 2039-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BOOZ ALLEN HAMILTON INC.                                   | BOOZ ALLEN HAMILTON INC                          | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102101.27    | 0.01%             | 2033-08-04      | Fixed         | 5.95%                 | No            | 2                  | On Loan: —       |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                      | BOSTON PROPERTIES LP                             | CUSIP: 10112RBC7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139811.44    | 0.01%             | 2030-03-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                      | BOSTON PROPERTIES LP                             | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    250000 | PA      | $231118.97    | 0.02%             | 2031-01-30      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                      | BOSTON PROPERTIES LP                             | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    958000 | PA      | $831056.22    | 0.09%             | 2032-04-01      | Fixed         | 2.55%                 | No            | 2                  | On Loan: —       |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                      | BOSTON PROPERTIES LP                             | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    500000 | PA      | $408258.48    | 0.04%             | 2033-10-01      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                      | BOSTON PROPERTIES LP                             | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   2370000 | PA      | $2500691.83   | 0.26%             | 2034-01-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                      | BOSTON PROPERTIES LP                             | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   1929000 | PA      | $1937903.72   | 0.20%             | 2035-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| GREAT BRITISH POUND                                        | GREAT BRITISH POUND                              | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | GB        |     32223 | NS      | $43785.89     | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| CANADIAN DOLLAR                                            | CANADIAN DOLLAR                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | CA        |     40857 | NS      | $30017.38     | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                            | BP CAPITAL MARKETS AMERICA INC                   | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1362000 | PA      | $1026839.68   | 0.11%             | 2041-06-17      | Fixed         | 3.06%                 | No            | 2                  | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                            | BP CAPITAL MARKETS AMERICA INC                   | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200574.27    | 0.02%             | 2033-02-13      | Fixed         | 4.81%                 | No            | 2                  | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                            | BP CAPITAL MARKETS AMERICA INC                   | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    450000 | PA      | $458763.40    | 0.05%             | 2034-11-17      | Fixed         | 5.23%                 | No            | 2                  | On Loan: —       |
| AUSTRALIAN DOLLAR                                          | AUSTRALIAN DOLLAR                                | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | AU        |     78478 | NS      | $56421.40     | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| JAPANESE YEN                                               | JAPANESE YEN                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | JP        |         0 | NS      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                               | BRISTOL MYERS SQUIBB CO                          | CUSIP: 110122AQ1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106407.11    | 0.01%             | 2038-05-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                               | BRISTOL MYERS SQUIBB CO                          | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    300000 | PA      | $267244.89    | 0.03%             | 2039-06-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                               | BRISTOL MYERS SQUIBB CO                          | CUSIP: 110122DG0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     58000 | PA      | $55214.27     | 0.01%             | 2043-08-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Province of British Columbia                               | PROVINCE OF BRITISH COLUMBIA CANADA              | CUSIP: 110709AK8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              |  | CA        |   7200000 | PA      | $5410447.43   | 0.56%             | 2034-06-18      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Province of British Columbia                               | PROVINCE OF BRITISH COLUMBIA CANADA              | CUSIP: 110709AP7<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              |  | CA        |   6125000 | PA      | $4515111.86   | 0.47%             | 2035-06-18      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Province of British Columbia                               | PROVINCE OF BRITISH COLUMBIA CANADA              | CUSIP: 110709GR7<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              |  | CA        |   1225000 | PA      | $885832.23    | 0.09%             | 2036-06-18      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                           | BRIXMOR OPERATING PARTNERSHIP LP                 | CUSIP: 11120VAM5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    450000 | PA      | $457839.27    | 0.05%             | 2034-02-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BROADSTONE NET LEASE, LLC                                  | BROADSTONE NET LEASE LLC                         | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              | CORP              | US        |    507000 | PA      | $446975.79    | 0.05%             | 2031-09-15      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC.                                              | BROADCOM INC                                     | CUSIP: 11135FCV1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    282000 | PA      | $225259.93    | 0.02%             | 2041-02-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Brookfield Finance Inc.                                    | BROOKFIELD FINANCE INC                           | CUSIP: 11271LAH5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $90881.89     | 0.01%             | 2031-04-15      | Fixed         | 2.72%                 | No            | 2                  | On Loan: No      |
| Brookfield Finance Inc.                                    | BROOKFIELD FINANCE INC                           | CUSIP: 11271LAK8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    420000 | PA      | $446885.32    | 0.05%             | 2034-01-05      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| Brookfield Finance Inc.                                    | BROOKFIELD FINANCE INC                           | CUSIP: 11271LAM4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $304634.36    | 0.03%             | 2035-01-15      | Fixed         | 5.67%                 | No            | 2                  | On Loan: No      |
| BRUNSWICK CORPORATION                                      | BRUNSWICK CORP DE                                | CUSIP: 117043AT6<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    577000 | PA      | $502527.84    | 0.05%             | 2031-08-18      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| BRUNSWICK CORPORATION                                      | BRUNSWICK CORP DE                                | CUSIP: 117043AU3<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1042088.26   | 0.11%             | 2032-09-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| CBRE SERVICES, INC.                                        | CBRE SERVICES INC                                | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    475000 | PA      | $495706.25    | 0.05%             | 2034-08-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| CDP FINANCIAL INC.                                         | CDP FINANCIAL INC                                | CUSIP: 125094AC6<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $629987.95    | 0.07%             | 2039-11-25      | Fixed         | 5.60%                 | Yes           | 2                  | On Loan: No      |
| CF INDUSTRIES, INC.                                        | CF INDUSTRIES INC                                | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $917554.83    | 0.09%             | 2043-06-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| CF INDUSTRIES, INC.                                        | CF INDUSTRIES INC                                | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    510000 | PA      | $478899.14    | 0.05%             | 2044-03-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| THE CIGNA GROUP                                            | CIGNA CORP                                       | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   7210000 | PA      | $6779190.46   | 0.70%             | 2038-08-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| THE CIGNA GROUP                                            | CIGNA CORP                                       | CUSIP: 125523BH2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48037.66     | 0.00%             | 2042-02-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| THE CIGNA GROUP                                            | CIGNA CORP                                       | CUSIP: 125523CD0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    550000 | PA      | $570013.91    | 0.06%             | 2041-11-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| THE CIGNA GROUP                                            | CIGNA CORP                                       | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $941095.82    | 0.10%             | 2040-03-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| THE CIGNA GROUP                                            | CIGNA GROUP THE                                  | CUSIP: 125523CU2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    245000 | PA      | $250263.71    | 0.03%             | 2031-05-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| THE CIGNA GROUP                                            | CIGNA GROUP THE                                  | CUSIP: 125523CV0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    182000 | PA      | $184577.98    | 0.02%             | 2034-02-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CNA FINANCIAL CORPORATION                                  | CNA FINANCIAL CORP                               | CUSIP: 126117AX8<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    245000 | PA      | $250088.45    | 0.03%             | 2033-06-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CNA FINANCIAL CORPORATION                                  | CNA FINANCIAL CORP                               | CUSIP: 126117AY6<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247932.90    | 0.03%             | 2034-02-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| CNO FINANCIAL GROUP, INC.                                  | CNO FINANCIAL GROUP INC                          | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401822.43    | 0.04%             | 2029-05-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CNO FINANCIAL GROUP, INC.                                  | CNO FINANCIAL GROUP INC                          | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |   5563000 | PA      | $5777053.67   | 0.60%             | 2034-06-15      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| CSX Corporation                                            | CSX CORP                                         | CUSIP: 126408GU1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100893.61    | 0.01%             | 2041-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CSL FINANCE PLC                                            | CSL FINANCE PLC                                  | CUSIP: 12661PAC3<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $96830.42     | 0.01%             | 2032-04-27      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| CSL FINANCE PLC                                            | CSL FINANCE PLC                                  | CUSIP: 12661PAD1<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    799000 | PA      | $705927.81    | 0.07%             | 2042-04-27      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| CVS HEALTH CORPORATION                                     | CVS HEALTH CORP                                  | CUSIP: 126650BR0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    759000 | PA      | $780487.51    | 0.08%             | 2039-09-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORPORATION                                     | CVS HEALTH CORP                                  | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    384000 | PA      | $351796.71    | 0.04%             | 2043-12-05      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORPORATION                                     | CVS HEALTH CORP                                  | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    719000 | PA      | $666293.94    | 0.07%             | 2038-03-25      | Fixed         | 4.78%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORPORATION                                     | CVS HEALTH CORP                                  | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    512000 | PA      | $431413.63    | 0.04%             | 2040-04-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORPORATION                                     | CVS HEALTH CORP                                  | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101495.72    | 0.01%             | 2033-02-21      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORPORATION                                     | CVS HEALTH CORP                                  | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    698000 | PA      | $688801.43    | 0.07%             | 2044-06-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CADENCE DESIGN SYSTEMS, INC.                               | CADENCE DESIGN SYSTEMS INC                       | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2951710.29   | 0.31%             | 2034-09-10      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| CAMDEN PROPERTY TRUST                                      | CAMDEN PROPERTY TRUST                            | CUSIP: 133131BC5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1944034.00   | 0.20%             | 2036-02-28      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Canada Housing Trust No. 1                                 | CANADA HOUSING TRUST NO 1                        | CUSIP: 13509PJZ7<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | CORP              | CA        |   1225000 | PA      | $903805.38    | 0.09%             | 2030-03-15      | Floating      | 2.67%                 | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                         | CANADIAN IMPERIAL BANK OF COMMERCE               | CUSIP: 13607HR53<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $94126.19     | 0.01%             | 2032-04-07      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                         | CANADIAN IMPERIAL BANK OF COMMERCE               | CUSIP: 13607L8D8<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $351767.50    | 0.04%             | 2027-06-28      | Floating      | 4.59%                 | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                         | CANADIAN IMPERIAL BANK OF COMMERCE               | CUSIP: 13607LWU3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    353000 | PA      | $354369.40    | 0.04%             | 2026-10-02      | Floating      | 4.87%                 | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                         | CANADIAN IMPERIAL BANK OF COMMERCE               | CUSIP: 13607LWW9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $74809.12     | 0.01%             | 2033-10-03      | Fixed         | 6.09%                 | No            | 2                  | On Loan: No      |
| Canadian National Railway Company                          | CANADIAN NATIONAL RAILWAY CO                     | CUSIP: 136375DU3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $2183777.83   | 0.23%             | 2035-06-10      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                         | CANADIAN NATURAL RESOURCES LTD                   | CUSIP: 136385AG6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    265000 | PA      | $276001.82    | 0.03%             | 2035-02-01      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                         | CANADIAN NATURAL RESOURCES LTD                   | CUSIP: 136385AJ0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   1018000 | PA      | $1094357.78   | 0.11%             | 2037-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                         | CANADIAN NATURAL RESOURCES LTD                   | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   1982000 | PA      | $2099969.00   | 0.22%             | 2038-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                         | CANADIAN NATURAL RESOURCES LTD                   | CUSIP: 136385AP6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $218113.30    | 0.02%             | 2039-02-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                         | CANADIAN NATURAL RESOURCES LTD                   | CUSIP: 136385BC4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $203096.46    | 0.02%             | 2034-12-15      | Fixed         | 5.40%                 | Yes           | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                          | CAPITAL ONE FINANCIAL CORP                       | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    374000 | PA      | $369821.22    | 0.04%             | 2028-01-31      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| CARRIER GLOBAL CORPORATION                                 | CARRIER GLOBAL CORP                              | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    400000 | PA      | $319120.98    | 0.03%             | 2040-04-05      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| EURO                                                       | EURO                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | XX        |    170797 | NS      | $200353.19    | 0.02%             |  |  |  | No            | N/A                | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORPORATION                 | CATERPILLAR FINANCIAL SERVICES CORP              | CUSIP: 14913UAM2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155253.77    | 0.02%             | 2027-05-14      | Floating      | 4.19%                 | No            | 2                  | On Loan: No      |
| Cenovus Energy Incorporation .                             | CENOVUS ENERGY INC                               | CUSIP: 15135UAF6<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |    494000 | PA      | $541069.29    | 0.06%             | 2039-11-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Cenovus Energy Incorporation .                             | CENOVUS ENERGY INC                               | CUSIP: 15135UAP4<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |    555000 | PA      | $538219.23    | 0.06%             | 2037-06-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CENTERPOINT ENERGY RESOURCES CORP.                         | CENTERPOINT ENERGY RESOURCES CORP                | CUSIP: 15189WAD2<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    820000 | PA      | $895621.51    | 0.09%             | 2037-11-01      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| CENTERPOINT ENERGY RESOURCES CORP.                         | CENTERPOINT ENERGY RESOURCES CORP                | CUSIP: 15189WAP5<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    311000 | PA      | $304886.01    | 0.03%             | 2032-07-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| CINCINNATI FINANCIAL CORPORATION                           | CINCINNATI FINANCIAL CORP                        | CUSIP: 172062AE1<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1340916.40   | 0.14%             | 2034-11-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| CISCO SYSTEMS, INC.                                        | CISCO SYSTEMS INC                                | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    506000 | PA      | $535332.71    | 0.06%             | 2039-02-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| CISCO SYSTEMS, INC.                                        | CISCO SYSTEMS INC DELAWARE                       | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    850000 | PA      | $866841.72    | 0.09%             | 2040-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC.                                             | CITIGROUP INC                                    | CUSIP: 172967EP2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $168598.26    | 0.02%             | 2038-03-05      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC.                                             | CITIGROUP INC                                    | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3242000 | PA      | $4057210.76   | 0.42%             | 2039-07-15      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC.                                             | CITIGROUP INC                                    | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    116000 | PA      | $118679.78    | 0.01%             | 2042-01-30      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP, INC.                             | CITIZENS FINANCIAL GROUP INC                     | CUSIP: 174610AS4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92007.61     | 0.01%             | 2030-02-06      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| COLUMBIA PIPELINES HOLDING COMPANY LLC                     | COLUMBIA PIPELINES HOLDING CO LLC                | CUSIP: 19828AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    871000 | PA      | $889508.99    | 0.09%             | 2034-01-15      | Fixed         | 5.68%                 | Yes           | 2                  | On Loan: No      |
| COMCAST CORPORATION                                        | COMCAST CORP                                     | CUSIP: 20030NAK7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109513.57    | 0.01%             | 2035-11-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| COMCAST CORPORATION                                        | COMCAST CORP                                     | CUSIP: 20030NAV3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1633000 | PA      | $1825967.64   | 0.19%             | 2037-08-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| COMCAST CORPORATION                                        | COMCAST CORP                                     | CUSIP: 20030NAX9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    270000 | PA      | $282430.07    | 0.03%             | 2038-05-15      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| COMCAST CORPORATION                                        | COMCAST CORP                                     | CUSIP: 20030NAY7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107311.74    | 0.01%             | 2039-07-01      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| COMCAST CORPORATION                                        | COMCAST CORP                                     | CUSIP: 20030NBE0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    360000 | PA      | $308455.45    | 0.03%             | 2042-07-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| COMCAST CORPORATION                                        | COMCAST CORP                                     | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    275000 | PA      | $236334.08    | 0.02%             | 2038-03-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| COMCAST CORPORATION                                        | COMCAST CORP                                     | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76975.14     | 0.01%             | 2039-11-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| COMCAST CORPORATION                                        | COMCAST CORP                                     | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    230000 | PA      | $186368.28    | 0.02%             | 2040-04-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| COMCAST CORPORATION                                        | COMCAST CORP                                     | CUSIP: 20030NES6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3444000 | PA      | $3357359.22   | 0.35%             | 2037-01-15      | Fixed         | 5.17%                 | Yes           | 2                  | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                             | COMMONWEALTH BANK OF AUSTRALIA                   | CUSIP: 2027A0KV0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1400000 | PA      | $1401276.69   | 0.15%             | 2026-11-27      | Floating      | 4.12%                 | Yes           | 2                  | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                             | COMMONWEALTH BANK OF AUSTRALIA                   | CUSIP: 2027A0KW8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    697000 | PA      | $699413.31    | 0.07%             | 2028-03-14      | Floating      | 4.29%                 | Yes           | 2                  | On Loan: No      |
| CONAGRA BRANDS, INC.                                       | CONAGRA BRANDS INC                               | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2608461.97   | 0.27%             | 2038-11-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| BURLINGTON RESOURCES LLC                                   | BURLINGTON RESOURCES LLC                         | CUSIP: 20825VAB8<br>LEI: 0FJ5X7MVCTSE8OEPQE56 | Long             | DBT              | CORP              | US        |    150000 | PA      | $160119.57    | 0.02%             | 2036-10-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                     | CONOCOPHILLIPS CO                                | CUSIP: 20826FBC9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    333000 | PA      | $269781.83    | 0.03%             | 2042-03-15      | Fixed         | 3.76%                 | No            | 2                  | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                     | CONOCOPHILLIPS CO                                | CUSIP: 20826FBL9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    118000 | PA      | $118529.20    | 0.01%             | 2035-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.              | CONSOLIDATED EDISON CO OF NEW YORK INC           | CUSIP: 209111ES8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    250000 | PA      | $271273.16    | 0.03%             | 2037-08-15      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.              | CONSOLIDATED EDISON CO OF NEW YORK INC           | CUSIP: 209111EU3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    400000 | PA      | $451926.47    | 0.05%             | 2038-04-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.              | CONSOLIDATED EDISON CO OF NEW YORK INC           | CUSIP: 209111EY5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100538.70    | 0.01%             | 2039-12-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.              | CONSOLIDATED EDISON CO OF NEW YORK INC           | CUSIP: 209111FC2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    200000 | PA      | $161303.68    | 0.02%             | 2043-03-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.              | CONSOLIDATED EDISON CO OF NEW YORK INC           | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    690000 | PA      | $589646.02    | 0.06%             | 2044-03-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.              | CON EDISON CO OF NY INC                          | CUSIP: 209111GF4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103975.60    | 0.01%             | 2034-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CONTINENTAL RESOURCES, INC.                                | CONTINENTAL RESOURCES INC OK                     | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   5380000 | PA      | $4314136.08   | 0.45%             | 2044-06-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| CONTINENTAL RESOURCES, INC.                                | CONTINENTAL RESOURCES INC OK                     | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   2078000 | PA      | $1830368.40   | 0.19%             | 2032-04-01      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: No      |
| COOPERATIEVE RABOBANK U.A.                                 | COOPERATIEVE RABOBANK UA                         | CUSIP: 21685WCJ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1055000 | PA      | $1036054.84   | 0.11%             | 2041-05-24      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Cooperatieve Rabobank UA (New York Branch)                 | COOPERATIEVE RABOBANK UA NY                      | CUSIP: 21688AAZ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $451084.50    | 0.05%             | 2026-10-05      | Floating      | 4.55%                 | No            | 2                  | On Loan: No      |
| Cooperatieve Rabobank UA (New York Branch)                 | COOPERATIEVE RABOBANK UA NY                      | CUSIP: 21688ABJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3010000 | PA      | $3035464.60   | 0.31%             | 2029-10-17      | Floating      | 4.55%                 | No            | 2                  | On Loan: No      |
| Cooperatieve Rabobank UA (New York Branch)                 | COOPERATIEVE RABOBANK UA NY                      | CUSIP: 21688ABL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $401154.14    | 0.04%             | 2028-01-21      | Floating      | 4.25%                 | No            | 2                  | On Loan: No      |
| COREBRIDGE FINANCIAL, INC.                                 | COREBRIDGE FINANCIAL INC                         | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293670.26    | 0.03%             | 2029-04-05      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| COREBRIDGE FINANCIAL, INC.                                 | COREBRIDGE FINANCIAL INC                         | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     72000 | PA      | $75682.83     | 0.01%             | 2033-09-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| COPT DEFENSE PROPERTIES, L.P.                              | CORPORATE OFFICE PROPERTIES LP                   | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    746000 | PA      | $633791.04    | 0.07%             | 2033-12-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| COX COMMUNICATIONS, INC.                                   | COX COMMUNICATIONS INC                           | CUSIP: 224044BV8<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   1043000 | PA      | $1174521.27   | 0.12%             | 2039-03-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| COX COMMUNICATIONS, INC.                                   | COX COMMUNICATIONS INC                           | CUSIP: 224044BY2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    933000 | PA      | $720129.55    | 0.07%             | 2042-12-15      | Fixed         | 4.70%                 | Yes           | 2                  | On Loan: No      |
| COX COMMUNICATIONS, INC.                                   | COX COMMUNICATIONS INC                           | CUSIP: 224044CC9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $150936.25    | 0.02%             | 2043-06-30      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| COX COMMUNICATIONS, INC.                                   | COX COMMUNICATIONS INC                           | CUSIP: 224044CF2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1021142.71   | 0.11%             | 2035-02-01      | Fixed         | 4.80%                 | Yes           | 2                  | On Loan: No      |
| COX COMMUNICATIONS, INC.                                   | COX COMMUNICATIONS INC                           | CUSIP: 224044CS4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    450000 | PA      | $447060.65    | 0.05%             | 2033-06-15      | Fixed         | 5.70%                 | Yes           | 2                  | On Loan: No      |
| COX COMMUNICATIONS, INC.                                   | COX COMMUNICATIONS INC                           | CUSIP: 224044CU9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1010451.88   | 0.10%             | 2034-09-01      | Fixed         | 5.45%                 | Yes           | 2                  | On Loan: No      |
| DCP MIDSTREAM OPERATING, LP                                | DCP MIDSTREAM OPERATING LP                       | CUSIP: 23311RAA4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   1078000 | PA      | $1166428.50   | 0.12%             | 2037-09-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| D.R. HORTON, INC.                                          | DR HORTON INC                                    | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3062472.66   | 0.32%             | 2035-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                    | DAIMLER FINANCE NORTH AMERICA LLC                | CUSIP: 233835AQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $115906.40    | 0.01%             | 2031-01-18      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                    | DAIMLER FINANCE NORTH AMERICA LLC                | CUSIP: 233851DW1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    400000 | PA      | $381961.66    | 0.04%             | 2029-08-15      | Fixed         | 3.10%                 | Yes           | 2                  | On Loan: No      |
| DBS GROUP HOLDINGS LTD                                     | DBS GROUP HOLDINGS LTD                           | CUSIP: 24023KAP3<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |    450000 | PA      | $452535.68    | 0.05%             | 2030-03-21      | Floating      | 4.30%                 | Yes           | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                             | JOHN DEERE CAPITAL CORP                          | CUSIP: 24422EXS3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100247.33    | 0.01%             | 2027-06-11      | Floating      | 4.25%                 | No            | 2                  | On Loan: No      |
| DELL INC.                                                  | DELL INC                                         | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |    429000 | PA      | $462068.71    | 0.05%             | 2038-04-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| DELL INC.                                                  | DELL INC                                         | CUSIP: 24702RAM3<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48780.61     | 0.01%             | 2040-09-10      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| DENTSPLY SIRONA INC.                                       | DENTSPLY SIRONA INC                              | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |    352000 | PA      | $325680.70    | 0.03%             | 2030-06-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: —       |
| DEVON ENERGY CORPORATION                                   | DEVON ENERGY CORP                                | CUSIP: 251799AA0<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    331000 | PA      | $380747.99    | 0.04%             | 2032-04-15      | Fixed         | 7.95%                 | No            | 2                  | On Loan: No      |
| DEVON ENERGY CORPORATION                                   | DEVON ENERGY CORP                                | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $1988236.41   | 0.21%             | 2041-07-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| DEVON ENERGY CORPORATION                                   | DEVON ENERGY CORP                                | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1591296.95   | 0.16%             | 2042-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| DEVON ENERGY CORPORATION                                   | DEVON ENERGY CORP                                | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    306000 | PA      | $307195.13    | 0.03%             | 2034-09-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: —       |
| THE WALT DISNEY COMPANY                                    | WALT DISNEY CO THE                               | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    100000 | PA      | $112661.51    | 0.01%             | 2037-11-15      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| THE WALT DISNEY COMPANY                                    | WALT DISNEY CO THE                               | CUSIP: 254687EP7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    200000 | PA      | $223521.51    | 0.02%             | 2039-08-15      | Fixed         | 6.90%                 | No            | 2                  | On Loan: No      |
| THE WALT DISNEY COMPANY                                    | WALT DISNEY CO THE                               | CUSIP: 254687ER3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     85000 | PA      | $91347.93     | 0.01%             | 2041-02-15      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| DOLLAR GENERAL CORPORATION                                 | DOLLAR GENERAL CORP                              | CUSIP: 256677AL9<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99781.13     | 0.01%             | 2032-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Dominion Energy, Inc.                                      | DOMINION ENERGY INC                              | CUSIP: 25746UBD0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    245000 | PA      | $271468.10    | 0.03%             | 2038-06-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Dominion Energy, Inc.                                      | DOMINION ENERGY INC                              | CUSIP: 25746UBQ1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    200000 | PA      | $158902.84    | 0.02%             | 2042-09-15      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                   | DOW CHEMICAL CO THE                              | CUSIP: 260543CE1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    180000 | PA      | $161249.00    | 0.02%             | 2041-11-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                   | DOW CHEMICAL CO THE                              | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $397790.85    | 0.04%             | 2042-11-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                   | DOW CHEMICAL CO THE                              | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   3811000 | PA      | $3797565.73   | 0.39%             | 2036-03-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: —       |
| EIDP, INC.                                                 | EIDP INC                                         | CUSIP: 263534CR8<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |   1252000 | PA      | $1239685.04   | 0.13%             | 2033-05-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| DCP MIDSTREAM OPERATING, LP                                | DCP MIDSTREAM OPERATING LP                       | CUSIP: 26439XAH6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105997.32    | 0.01%             | 2036-11-03      | Fixed         | 6.45%                 | Yes           | 2                  | On Loan: No      |
| Duke Energy Carolinas, LLC                                 | DUKE ENERGY CAROLINAS LLC                        | CUSIP: 26442CAA2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1723000 | PA      | $1833700.58   | 0.19%             | 2037-06-01      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| ENI S.P.A.                                                 | ENI SPA                                          | CUSIP: 26874RAC2<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    927000 | PA      | $914893.77    | 0.09%             | 2040-10-01      | Fixed         | 5.70%                 | Yes           | 2                  | On Loan: No      |
| E.ON International Finance B.V.                            | E ON INTERNATIONAL FINANCE BV                    | CUSIP: 268789AB0<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $109178.31    | 0.01%             | 2038-04-30      | Fixed         | 6.65%                 | Yes           | 2                  | On Loan: No      |
| ERP OPERATING LIMITED PARTNERSHIP                          | ERP OPERATING LP                                 | CUSIP: 26884ABB8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130795.67    | 0.01%             | 2044-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ERAC USA FINANCE LLC                                       | ERAC USA FINANCE LLC                             | CUSIP: 26884TAW2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1196909.24   | 0.12%             | 2033-05-01      | Fixed         | 4.90%                 | Yes           | 2                  | On Loan: No      |
| EPR PROPERTIES                                             | EPR PROPERTIES                                   | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100019.08    | 0.01%             | 2028-04-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| EPR PROPERTIES                                             | EPR PROPERTIES                                   | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96243.45     | 0.01%             | 2029-08-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| EPR PROPERTIES                                             | EPR PROPERTIES                                   | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    800000 | PA      | $734344.69    | 0.08%             | 2031-11-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| EASTMAN CHEMICAL COMPANY                                   | EASTMAN CHEMICAL CO                              | CUSIP: 277432AL4<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87805.85     | 0.01%             | 2042-09-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| EASTMAN CHEMICAL COMPANY                                   | EASTMAN CHEMICAL CO                              | CUSIP: 277432AY6<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102192.52    | 0.01%             | 2034-02-20      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| EBAY INC.                                                  | EBAY INC                                         | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    341000 | PA      | $274227.14    | 0.03%             | 2042-07-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                        | KINDER MORGAN ENERGY PARTNERS LP                 | CUSIP: 28370TAD1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    291000 | PA      | $338092.15    | 0.04%             | 2040-11-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                        | KINDER MORGAN ENERGY PARTNERS LP                 | CUSIP: 28370TAF6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    160000 | PA      | $139731.36    | 0.01%             | 2042-11-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH, INC.                                      | ELEVANCE HEALTH INC                              | CUSIP: 28622HAB7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173006.76    | 0.02%             | 2033-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| OVINTIV INC.                                               | OVINTIV INC                                      | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1393495.44   | 0.14%             | 2034-08-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| OVINTIV INC.                                               | OVINTIV INC                                      | CUSIP: 292505AE4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    564000 | PA      | $600767.40    | 0.06%             | 2037-08-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| OVINTIV INC.                                               | OVINTIV INC                                      | CUSIP: 292505AG9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   2601000 | PA      | $2733353.08   | 0.28%             | 2038-02-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS, L.P.                             | ENBRIDGE ENERGY PARTNERS LP                      | CUSIP: 29250RAP1<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $173937.86    | 0.02%             | 2038-04-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS, L.P.                             | ENBRIDGE ENERGY PARTNERS LP                      | CUSIP: 29250RAT3<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    636000 | PA      | $622782.63    | 0.06%             | 2040-09-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ENEL Finance International N.V.                            | ENEL FINANCE INTERNATIONAL NV                    | CUSIP: 29268BAC5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    260000 | PA      | $286921.28    | 0.03%             | 2037-09-15      | Fixed         | 6.80%                 | Yes           | 2                  | On Loan: No      |
| ENEL Finance International N.V.                            | ENEL FINANCE INTERNATIONAL NV                    | CUSIP: 29268BAF8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    897000 | PA      | $911380.86    | 0.09%             | 2039-10-07      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                         | ENERGY TRANSFER LP                               | CUSIP: 29273RAJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    479000 | PA      | $553217.23    | 0.06%             | 2038-07-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                         | ENERGY TRANSFER LP                               | CUSIP: 29273RAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    578000 | PA      | $585170.11    | 0.06%             | 2041-06-01      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                         | ENERGY TRANSFER LP                               | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    771000 | PA      | $804914.42    | 0.08%             | 2042-02-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                         | ENERGY TRANSFER LP                               | CUSIP: 29273RAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    414000 | PA      | $369227.27    | 0.04%             | 2043-02-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                         | ENERGY TRANSFER LP                               | CUSIP: 29273RAZ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    268000 | PA      | $260884.52    | 0.03%             | 2043-10-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                         | ENERGY TRANSFER LP                               | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $162607.63    | 0.02%             | 2033-12-01      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                         | ENERGY TRANSFER LP                               | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    262000 | PA      | $266709.01    | 0.03%             | 2038-06-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                          | ENTERPRISE PRODUCTS OPERATING LLC                | CUSIP: 293791AT6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102879.20    | 0.01%             | 2035-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                          | ENTERPRISE PRODUCTS OPERATING LLC                | CUSIP: 29379VAG8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    237000 | PA      | $253228.88    | 0.03%             | 2039-10-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                          | ENTERPRISE PRODUCTS OPERATING LLC                | CUSIP: 29379VAM5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1007000 | PA      | $1196069.97   | 0.12%             | 2038-04-15      | Fixed         | 7.55%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                          | ENTERPRISE PRODUCTS OPERATING LLC                | CUSIP: 29379VAQ6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    693000 | PA      | $763769.53    | 0.08%             | 2040-09-01      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                          | ENTERPRISE PRODUCTS OPERATING LLC                | CUSIP: 29379VAT0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1099000 | PA      | $1152033.19   | 0.12%             | 2041-02-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                          | ENTERPRISE PRODUCTS OPERATING LLC                | CUSIP: 29379VAV5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    650000 | PA      | $657267.68    | 0.07%             | 2042-02-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                          | ENTERPRISE PRODUCTS OPERATING LLC                | CUSIP: 29379VAW3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $274921.19    | 0.03%             | 2042-08-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                          | ENTERPRISE PRODUCTS OPERATING LLC                | CUSIP: 29379VAY9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    707000 | PA      | $615697.16    | 0.06%             | 2043-02-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                          | ENTERPRISE PRODUCTS OPERATING LLC                | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1126000 | PA      | $1024585.09   | 0.11%             | 2044-03-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                                | EQUINOR ASA                                      | CUSIP: 29446MAG7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    514000 | PA      | $428545.26    | 0.04%             | 2040-04-06      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| EQUITABLE HOLDINGS, INC.                                   | EQUITABLE HOLDINGS INC                           | CUSIP: 29452EAC5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102301.97    | 0.01%             | 2033-01-11      | Fixed         | 5.59%                 | No            | 2                  | On Loan: No      |
| European Bank for Reconstruction and Development           | EUROPEAN BANK FOR RECONSTRUCTION DEVELOPMENT     | CUSIP: 29874QEU4<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              |  | GB        |   1136000 | PA      | $1135082.36   | 0.12%             | 2029-02-16      | Floating      | 3.97%                 | No            | 2                  | On Loan: No      |
| European Bank for Reconstruction and Development           | EUROPEAN BANK FOR RECONSTRUCTION                 | CUSIP: 29875BAK2<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              |  | GB        |   2600000 | PA      | $2601993.84   | 0.27%             | 2028-02-20      | Floating      | 4.00%                 | No            | 2                  | On Loan: No      |
| CONSTELLATION ENERGY GENERATION, LLC                       | EXELON GENERATION CO LLC                         | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    600000 | PA      | $632982.88    | 0.07%             | 2039-10-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| CONSTELLATION ENERGY GENERATION, LLC                       | EXELON GENERATION CO LLC                         | CUSIP: 30161MAJ2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150900.50    | 0.02%             | 2041-10-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| CONSTELLATION ENERGY GENERATION, LLC                       | CONSTELLATION ENERGY GENERATION LLC              | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    750000 | PA      | $737591.30    | 0.08%             | 2042-06-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| EXELON CORPORATION                                         | EXELON CORP                                      | CUSIP: 30161NAQ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97352.59     | 0.01%             | 2035-06-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| EXTRA SPACE STORAGE LP                                     | EXTRA SPACE STORAGE LP                           | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100890.45    | 0.01%             | 2034-02-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                                    | EXXON MOBIL CORP                                 | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    450000 | PA      | $406163.10    | 0.04%             | 2040-03-19      | Fixed         | 4.23%                 | No            | 2                  | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LIMITED                         | FAIRFAX FINANCIAL HOLDINGS LTD                   | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $839877.70    | 0.09%             | 2033-12-07      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| FEDEX CORPORATION                                          | FEDEX CORP                                       | CUSIP: 31428XDN3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40403.80     | 0.00%             | 2043-04-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES, INC.               | FIDELITY NATIONAL INFORMATION SERVICES INC       | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    130000 | PA      | $93920.24     | 0.01%             | 2041-03-01      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| FIRST AMERICAN FINANCIAL CORPORATION                       | FIRST AMERICAN FINANCIAL CORP                    | CUSIP: 31847RAG7<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95886.63     | 0.01%             | 2030-05-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| FIRST AMERICAN FINANCIAL CORPORATION                       | FIRST AMERICAN FINANCIAL CORP                    | CUSIP: 31847RAJ1<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    650000 | PA      | $641294.33    | 0.07%             | 2034-09-30      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| FLEX LTD.                                                  | FLEX LTD                                         | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    556000 | PA      | $559411.43    | 0.06%             | 2032-01-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| FOX CORPORATION                                            | FOX CORP                                         | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   2541000 | PA      | $2474960.12   | 0.26%             | 2039-01-25      | Fixed         | 5.48%                 | No            | 2                  | On Loan: No      |
| FOX CORPORATION                                            | FOX CORP                                         | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    554000 | PA      | $594934.64    | 0.06%             | 2033-10-13      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| FREEPORT-MCMORAN INC.                                      | FREEPORT MCMORAN INC                             | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    165000 | PA      | $157515.20    | 0.02%             | 2043-03-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| GATX CORPORATION                                           | GATX CORP                                        | CUSIP: 361448AU7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    500000 | PA      | $459414.61    | 0.05%             | 2044-03-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| GATX CORPORATION                                           | GATX CORP                                        | CUSIP: 361448BN2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    366000 | PA      | $403280.55    | 0.04%             | 2034-05-01      | Fixed         | 6.90%                 | No            | 2                  | On Loan: No      |
| ALLY FINANCIAL INC.                                        | ALLY FINANCIAL INC                               | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $2261865.53   | 0.23%             | 2031-11-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| GENERAL DYNAMICS CORPORATION                               | GENERAL DYNAMICS CORP                            | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    300000 | PA      | $269283.68    | 0.03%             | 2040-04-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| ALLY FINANCIAL INC.                                        | ALLY FINANCIAL INC                               | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1814000 | PA      | $2016662.93   | 0.21%             | 2031-11-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS COMPANY                                     | GENERAL MOTORS CO                                | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    823000 | PA      | $816105.12    | 0.08%             | 2043-10-02      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS COMPANY                                     | GENERAL MOTORS CO                                | CUSIP: 37045VAH3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    114000 | PA      | $110252.33    | 0.01%             | 2035-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS COMPANY                                     | GENERAL MOTORS CO                                | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1072000 | PA      | $1147453.04   | 0.12%             | 2036-04-01      | Fixed         | 6.60%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS COMPANY                                     | GENERAL MOTORS CO                                | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    450000 | PA      | $426463.27    | 0.04%             | 2038-04-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                     | GENERAL MOTORS FINANCIAL CO INC                  | CUSIP: 37045XDQ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50064.63     | 0.01%             | 2027-02-26      | Floating      | 4.70%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                     | GENERAL MOTORS FINANCIAL CO INC                  | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    257000 | PA      | $268327.44    | 0.03%             | 2034-01-07      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                     | GENERAL MOTORS FINANCIAL CO INC                  | CUSIP: 37045XES1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85373.38     | 0.01%             | 2027-05-08      | Floating      | 5.02%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                     | GENERAL MOTORS FINANCIAL CO INC                  | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    268000 | PA      | $277367.30    | 0.03%             | 2034-04-04      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                     | GENERAL MOTORS FINANCIAL CO INC                  | CUSIP: 37045XEW2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    534000 | PA      | $534199.38    | 0.06%             | 2027-07-15      | Floating      | 4.71%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                     | GENERAL MOTORS FINANCIAL CO INC                  | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102580.28    | 0.01%             | 2032-04-04      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                     | GENERAL MOTORS FINANCIAL CO INC                  | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    814000 | PA      | $847089.47    | 0.09%             | 2035-07-15      | Fixed         | 6.15%                 | No            | 2                  | On Loan: —       |
| GEORGIA POWER COMPANY                                      | GEORGIA POWER CO                                 | CUSIP: 373334JS1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    400000 | PA      | $374879.80    | 0.04%             | 2040-09-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| GEORGIA POWER COMPANY                                      | GEORGIA POWER CO                                 | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    260000 | PA      | $224568.72    | 0.02%             | 2042-03-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| GEORGIA POWER COMPANY                                      | GEORGIA POWER CO                                 | CUSIP: 373334KA8<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    575000 | PA      | $485781.46    | 0.05%             | 2043-03-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| GEORGIA POWER COMPANY                                      | GEORGIA POWER CO                                 | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100706.61    | 0.01%             | 2033-05-17      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| GILEAD SCIENCES, INC.                                      | GILEAD SCIENCES INC                              | CUSIP: 375558AS2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152019.20    | 0.02%             | 2041-12-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| GILEAD SCIENCES, INC.                                      | GILEAD SCIENCES INC                              | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    990000 | PA      | $892391.34    | 0.09%             | 2044-04-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| GILEAD SCIENCES, INC.                                      | GILEAD SCIENCES INC                              | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91998.92     | 0.01%             | 2036-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| GILEAD SCIENCES, INC.                                      | GILEAD SCIENCES INC                              | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100859.04    | 0.01%             | 2035-06-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL INC.                               | GLAXOSMITHKLINE CAPITAL INC                      | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1439773.50   | 0.15%             | 2038-05-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                                       | GLENCORE FUNDING LLC                             | CUSIP: 378272BW7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100378.51    | 0.01%             | 2027-04-04      | Floating      | 4.71%                 | Yes           | 2                  | On Loan: No      |
| GLOBAL PAYMENTS INC.                                       | GLOBAL PAYMENTS INC                              | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1483000 | PA      | $1475324.56   | 0.15%             | 2032-08-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| GLOBAL PAYMENTS INC.                                       | GLOBAL PAYMENTS INC                              | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   2847000 | PA      | $2745819.10   | 0.28%             | 2035-11-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| GLOBE LIFE INC.                                            | GLOBE LIFE INC                                   | CUSIP: 37959EAC6<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206885.92    | 0.02%             | 2034-09-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                              | GOLDMAN SACHS GROUP INC THE                      | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3091000 | PA      | $3269319.14   | 0.34%             | 2041-02-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| HF SINCLAIR CORPORATION                                    | HF SINCLAIR CORP                                 | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   1338000 | PA      | $1387671.80   | 0.14%             | 2035-01-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: —       |
| HF SINCLAIR CORPORATION                                    | HF SINCLAIR CORP                                 | CUSIP: 403949AT7<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    750000 | PA      | $758952.03    | 0.08%             | 2032-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| HCA INC.                                                   | HCA INC                                          | CUSIP: 404119AJ8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    700000 | PA      | $790888.32    | 0.08%             | 2033-11-06      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| HCA INC.                                                   | HCA INC                                          | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    710000 | PA      | $595013.82    | 0.06%             | 2042-03-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| HCA INC.                                                   | HCA INC                                          | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    359000 | PA      | $367987.33    | 0.04%             | 2034-04-01      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| HCA INC.                                                   | HCA INC                                          | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303676.31    | 0.03%             | 2034-09-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                          | HSBC HOLDINGS PLC                                | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $1161960.88   | 0.12%             | 2042-01-14      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| HALLIBURTON COMPANY                                        | HALLIBURTON CO                                   | CUSIP: 406216AW1<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    450000 | PA      | $500008.04    | 0.05%             | 2038-09-15      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| HALLIBURTON COMPANY                                        | HALLIBURTON CO                                   | CUSIP: 406216AY7<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    780000 | PA      | $917852.74    | 0.10%             | 2039-09-15      | Fixed         | 7.45%                 | No            | 2                  | On Loan: No      |
| HALLIBURTON COMPANY                                        | HALLIBURTON CO                                   | CUSIP: 406216BA8<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173796.77    | 0.02%             | 2041-11-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| HALLIBURTON COMPANY                                        | HALLIBURTON CO                                   | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |   1383000 | PA      | $1218076.12   | 0.13%             | 2043-08-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| HALLIBURTON COMPANY                                        | HALLIBURTON CO                                   | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    400000 | PA      | $391321.26    | 0.04%             | 2035-11-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: —       |
| Hasbro, Inc.                                               | HASBRO INC                                       | CUSIP: 418056AS6<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |   2457000 | PA      | $2545084.65   | 0.26%             | 2040-03-15      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| Hasbro, Inc.                                               | HASBRO INC                                       | CUSIP: 418056AU1<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    305000 | PA      | $277306.09    | 0.03%             | 2044-05-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Hasbro, Inc.                                               | HASBRO INC                                       | CUSIP: 418056BA4<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |   1492000 | PA      | $1561085.34   | 0.16%             | 2034-05-14      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| Healthcare Realty Holdings, L.P.                           | HEALTHCARE TRUST OF AMERICA HOLDINGS LP          | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    400000 | PA      | $376623.83    | 0.04%             | 2030-02-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Healthcare Realty Holdings, L.P.                           | HEALTHCARE REALTY HOLDINGS LP                    | CUSIP: 42225UAL8<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91375.12     | 0.01%             | 2030-03-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Healthcare Realty Holdings, L.P.                           | HEALTHCARE REALTY HOLDINGS LP                    | CUSIP: 42225UAM6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130489.08    | 0.01%             | 2031-03-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| HELMERICH & PAYNE, INC.                                    | HELMERICH PAYNE INC                              | CUSIP: 423452AM3<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199834.38    | 0.02%             | 2029-12-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: —       |
| HELMERICH & PAYNE, INC.                                    | HELMERICH PAYNE INC                              | CUSIP: 423452AN1<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   5488000 | PA      | $5424302.43   | 0.56%             | 2034-12-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| HP INC.                                                    | HP INC                                           | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    888000 | PA      | $889859.77    | 0.09%             | 2041-09-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: —       |
| Highwoods Realty Limited Partnership                       | HIGHWOODS REALTY LP                              | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97665.02     | 0.01%             | 2029-04-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Highwoods Realty Limited Partnership                       | HIGHWOODS REALTY LP                              | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92612.74     | 0.01%             | 2030-02-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| Highwoods Realty Limited Partnership                       | HIGHWOODS REALTY LP                              | CUSIP: 431282AT9<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    400000 | PA      | $355459.92    | 0.04%             | 2031-02-01      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Highwoods Realty Limited Partnership                       | HIGHWOODS REALTY LP                              | CUSIP: 431282AU6<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    980000 | PA      | $1093353.04   | 0.11%             | 2034-02-01      | Fixed         | 7.65%                 | No            | 2                  | On Loan: No      |
| Highwoods Realty Limited Partnership                       | HIGHWOODS REALTY LP                              | CUSIP: 431282AV4<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    901000 | PA      | $892443.73    | 0.09%             | 2033-01-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| THE HOME DEPOT, INC.                                       | HOME DEPOT INC THE                               | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $120224.36    | 0.01%             | 2040-04-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| HOST HOTELS & RESORTS, L.P.                                | HOST HOTELS RESORTS LP                           | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    233000 | PA      | $221897.60    | 0.02%             | 2029-12-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| HOST HOTELS & RESORTS, L.P.                                | HOST HOTELS RESORTS LP                           | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89477.16     | 0.01%             | 2031-12-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| HOST HOTELS & RESORTS, L.P.                                | HOST HOTELS RESORTS LP                           | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1735116.70   | 0.18%             | 2034-07-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| HOST HOTELS & RESORTS, L.P.                                | HOST HOTELS RESORTS LP                           | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    750000 | PA      | $752204.37    | 0.08%             | 2035-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| HUMANA INC.                                                | HUMANA INC                                       | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153863.69    | 0.02%             | 2033-03-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| HYATT HOTELS CORPORATION                                   | HYATT HOTELS CORP                                | CUSIP: 448579AS1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    410000 | PA      | $416637.77    | 0.04%             | 2034-06-30      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| HYATT HOTELS CORPORATION                                   | HYATT HOTELS CORP                                | CUSIP: 448579AT9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101892.76    | 0.01%             | 2031-12-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| HYATT HOTELS CORPORATION                                   | HYATT HOTELS CORP                                | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103527.35    | 0.01%             | 2032-03-30      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| IBM INTERNATIONAL CAPITAL PTE. LTD.                        | IBM INTERNATIONAL CAPITAL PTE LTD                | CUSIP: 449276AF1<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |   2715000 | PA      | $2489039.43   | 0.26%             | 2044-02-05      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                | IMPERIAL BRANDS FINANCE PLC                      | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1738000 | PA      | $1793108.57   | 0.19%             | 2034-07-01      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| ING Groep N.V.                                             | ING GROEP NV                                     | CUSIP: 456837AQ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $988302.65    | 0.10%             | 2029-04-09      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| VOYA FINANCIAL, INC.                                       | VOYA FINANCIAL INC                               | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    523000 | PA      | $503463.28    | 0.05%             | 2043-07-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| INTEL CORPORATION                                          | INTEL CORP                                       | CUSIP: 458140AK6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $990761.65    | 0.10%             | 2041-10-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| INTEL CORPORATION                                          | INTEL CORP                                       | CUSIP: 458140AP5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    700000 | PA      | $572073.90    | 0.06%             | 2042-12-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| INTEL CORPORATION                                          | INTEL CORP                                       | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    400000 | PA      | $357570.72    | 0.04%             | 2040-03-25      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| INTEL CORPORATION                                          | INTEL CORP                                       | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    250000 | PA      | $175007.05    | 0.02%             | 2041-08-12      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| INTEL CORPORATION                                          | INTEL CORP                                       | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303849.54    | 0.03%             | 2033-02-10      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| INTEL CORPORATION                                          | INTEL CORP                                       | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $996906.98    | 0.10%             | 2043-02-10      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                            | INTER AMERICAN DEVELOPMENT BANK                  | CUSIP: 4581X0DU9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              |  | US        |    692000 | PA      | $692422.61    | 0.07%             | 2028-03-20      | Floating      | 3.92%                 | No            | 2                  | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                            | INTER AMERICAN DEVELOPMENT BANK                  | CUSIP: 4581X0EC8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              |  | US        |    300000 | PA      | $300180.00    | 0.03%             | 2029-02-15      | Floating      | 3.97%                 | No            | 2                  | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                            | INTER AMERICAN DEVELOPMENT BANK                  | CUSIP: 4581X0EG9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              |  | US        |    450000 | PA      | $450926.99    | 0.05%             | 2027-10-04      | Floating      | 4.00%                 | No            | 2                  | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                            | INTER AMERICAN DEVELOPMENT BANK                  | CUSIP: 4581X0EQ7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              |  | US        |    173000 | PA      | $173648.03    | 0.02%             | 2029-08-01      | Floating      | 4.02%                 | No            | 2                  | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                            | INTER AMERICAN DEVELOPMENT BANK                  | CUSIP: 4581X0ET1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              |  | US        |    244000 | PA      | $244786.86    | 0.03%             | 2030-03-13      | Floating      | 4.04%                 | No            | 2                  | On Loan: No      |
| International Bank for Reconstruction and Development      | INTERNATIONAL BANK FOR RECONSTRUCTION            | CUSIP: 459058KD4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |    655000 | PA      | $655753.25    | 0.07%             | 2028-11-22      | Floating      | 3.95%                 | No            | 2                  | On Loan: No      |
| International Bank for Reconstruction and Development      | INTERNATIONAL BANK FOR RECONSTRUCTION DEV        | CUSIP: 459058KH5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |    738000 | PA      | $739276.68    | 0.08%             | 2029-01-24      | Floating      | 3.95%                 | No            | 2                  | On Loan: No      |
| International Bank for Reconstruction and Development      | INTERNATIONAL BANK FOR RECONSTRUCTION            | CUSIP: 459058KN2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |     64000 | PA      | $64078.92     | 0.01%             | 2027-01-12      | Floating      | 4.01%                 | No            | 2                  | On Loan: No      |
| International Bank for Reconstruction and Development      | INTERNATIONAL BANK                               | CUSIP: 459058LG6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |    508000 | PA      | $509033.30    | 0.05%             | 2028-05-15      | Floating      | 3.97%                 | No            | 2                  | On Loan: No      |
| International Bank for Reconstruction and Development      | INTERNATIONAL BANK FOR RECONSTRUCTION DEVLOPMENT | CUSIP: 459058LH4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |   5300000 | PA      | $5307991.39   | 0.55%             | 2027-06-15      | Floating      | 3.92%                 | No            | 2                  | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                | INTERNATIONAL BUSINESS MACHINES CORP             | CUSIP: 459200GS4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100887.97    | 0.01%             | 2039-11-30      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                | INTERNATIONAL BUSINESS MACHINES CORP             | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    369000 | PA      | $297934.67    | 0.03%             | 2042-06-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                | INTERNATIONAL BUSINESS MACHINES CORP             | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $259851.59    | 0.03%             | 2039-05-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| INTERNATIONAL FINANCE CORPORATION                          | INTERNATIONAL FINANCE CORP                       | CUSIP: 45950KDL1<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              |  | US        |    274000 | PA      | $274733.48    | 0.03%             | 2029-08-28      | Floating      | 4.02%                 | No            | 2                  | On Loan: No      |
| INTERSTATE POWER AND LIGHT COMPANY                         | INTERSTATE POWER AND LIGHT CO                    | CUSIP: 461070AG9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105572.92    | 0.01%             | 2039-07-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| INTERSTATE POWER AND LIGHT COMPANY                         | INTERSTATE POWER AND LIGHT CO                    | CUSIP: 461070AU8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    460000 | PA      | $479046.69    | 0.05%             | 2033-10-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| INTERSTATE POWER AND LIGHT COMPANY                         | INTERSTATE POWER AND LIGHT CO                    | CUSIP: 461070AV6<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98453.91     | 0.01%             | 2034-09-30      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                  | INVITATION HOMES OPERATING PARTNERSHIP LP        | CUSIP: 46188BAE2<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    132000 | PA      | $134454.23    | 0.01%             | 2030-08-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO.                                       | JPMORGAN CHASE CO                                | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1020796.48   | 0.11%             | 2040-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| JACKSON FINANCIAL INC.                                     | JACKSON FINANCIAL INC                            | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    656000 | PA      | $587377.66    | 0.06%             | 2031-11-23      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| JACKSON FINANCIAL INC.                                     | JACKSON FINANCIAL INC                            | CUSIP: 46817MAS6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    498000 | PA      | $503251.79    | 0.05%             | 2032-06-08      | Fixed         | 5.67%                 | No            | 2                  | On Loan: No      |
| JACOBS ENGINEERING GROUP INC.                              | JACOBS ENGINEERING GROUP INC                     | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |    281000 | PA      | $290285.96    | 0.03%             | 2033-03-01      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| JANUS HENDERSON US (HOLDINGS) INC.                         | JANUS HEND US HLDGS INC                          | CUSIP: 47103MAB4<br>LEI: 8T2ZO87FU1KVPZIG9I59 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1356682.05   | 0.14%             | 2034-09-10      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                             | JEFFERIES GROUP LLC                              | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    831000 | PA      | $850403.15    | 0.09%             | 2036-01-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                             | JEFFERIES GROUP LLC                              | CUSIP: 472319AE2<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71281.97     | 0.01%             | 2027-06-08      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                             | JEFFERIES FINANCIAL GROUP INC                    | CUSIP: 472319AM4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    392000 | PA      | $389156.13    | 0.04%             | 2043-01-20      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                             | JEFFERIES GROUP LLC                              | CUSIP: 47233JDX3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127322.89    | 0.01%             | 2032-10-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                             | JEFFERIES FIN GROUP INC                          | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   1136000 | PA      | $1162648.39   | 0.12%             | 2034-04-14      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| JERSEY CENTRAL POWER & LIGHT COMPANY                       | JERSEY CENTRAL PWR LT                            | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1096208.55   | 0.11%             | 2035-01-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| JOHNSON & JOHNSON                                          | JOHNSON JOHNSON                                  | CUSIP: 478160AV6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    391000 | PA      | $370572.96    | 0.04%             | 2040-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: —       |
| JOHNSON & JOHNSON                                          | JOHNSON JOHNSON                                  | CUSIP: 478160BU7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    300000 | PA      | $273112.81    | 0.03%             | 2036-03-01      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| JOHNSON & JOHNSON                                          | JOHNSON JOHNSON                                  | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    400000 | PA      | $358451.03    | 0.04%             | 2037-03-03      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| JOHNSON & JOHNSON                                          | JOHNSON JOHNSON                                  | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    270000 | PA      | $233910.66    | 0.02%             | 2038-01-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| JOHNSON & JOHNSON                                          | JOHNSON JOHNSON                                  | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1337000 | PA      | $936129.19    | 0.10%             | 2040-09-01      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| JOHNSON & JOHNSON                                          | JOHNSON JOHNSON                                  | CUSIP: 478160DK7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1028839.47   | 0.11%             | 2032-03-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| JOHNSON & JOHNSON                                          | JOHNSON JOHNSON                                  | CUSIP: 478160DL5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    255000 | PA      | $261810.20    | 0.03%             | 2035-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: —       |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                  | JPMORGAN CHASE BANK NA                           | CUSIP: 48125LRV6<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |    750000 | PA      | $752925.00    | 0.08%             | 2026-12-08      | Floating      | 4.65%                 | No            | 2                  | On Loan: No      |
| JUNIPER NETWORKS, INC.                                     | JUNIPER NETWORKS INC                             | CUSIP: 48203RAP9<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |     90000 | PA      | $78981.21     | 0.01%             | 2030-12-10      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| KEMPER CORPORATION                                         | KEMPER CORP                                      | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |    505000 | PA      | $460432.57    | 0.05%             | 2032-02-23      | Fixed         | 3.80%                 | No            | 2                  | On Loan: —       |
| KEURIG DR PEPPER INC.                                      | KEURIG DR PEPPER INC                             | CUSIP: 49271VAS9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160179.69    | 0.02%             | 2027-03-15      | Floating      | 4.53%                 | No            | 2                  | On Loan: No      |
| KILROY REALTY, L.P.                                        | KILROY REALTY LP                                 | CUSIP: 49427RAS1<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |   2637000 | PA      | $2639430.26   | 0.27%             | 2036-01-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| KILROY REALTY, L.P.                                        | KILROY REALTY LP                                 | CUSIP: 49427RAT9<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    161000 | PA      | $156516.08    | 0.02%             | 2035-10-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                        | KINDER MORGAN ENERGY PARTNERS LP                 | CUSIP: 494550AL0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    100000 | PA      | $114273.16    | 0.01%             | 2032-03-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                        | KINDER MORGAN ENERGY PARTNERS LP                 | CUSIP: 494550AT3<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    534000 | PA      | $553483.53    | 0.06%             | 2035-03-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                        | KINDER MORGAN ENERGY PARTNERS LP                 | CUSIP: 494550AV8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     52000 | PA      | $56495.72     | 0.01%             | 2037-02-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                        | KINDER MORGAN ENERGY PARTNERS LP                 | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    670000 | PA      | $749179.38    | 0.08%             | 2038-01-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                        | KINDER MORGAN ENERGY PARTNERS LP                 | CUSIP: 494550BD7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     41000 | PA      | $44107.47     | 0.00%             | 2039-09-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                        | KINDER MORGAN ENERGY PARTNERS LP                 | CUSIP: 494550BF2<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    278000 | PA      | $299412.40    | 0.03%             | 2040-09-15      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                        | KINDER MORGAN ENERGY PARTNERS LP                 | CUSIP: 494550BH8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    233000 | PA      | $245912.38    | 0.03%             | 2041-03-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                        | KINDER MORGAN ENERGY PARTNERS LP                 | CUSIP: 494550BK1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83483.11     | 0.01%             | 2041-09-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                        | KINDER MORGAN ENERGY PARTNERS LP                 | CUSIP: 494550BN5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    254000 | PA      | $229560.10    | 0.02%             | 2042-08-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                        | KINDER MORGAN ENERGY PARTNERS LP                 | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    579000 | PA      | $521335.07    | 0.05%             | 2043-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                        | KINDER MORGAN ENERGY PARTNERS LP                 | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    181000 | PA      | $171675.52    | 0.02%             | 2044-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| KINROSS GOLD CORPORATION                                   | KINROSS GOLD CORP                                | CUSIP: 496902AT4<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | DBT              | CORP              | CA        |   1232000 | PA      | $1316139.22   | 0.14%             | 2033-07-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Koninklijke Philips N.V.                                   | KONINKLIJKE PHILIPS NV                           | CUSIP: 500472AC9<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |    215000 | PA      | $237276.32    | 0.02%             | 2038-03-11      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Koninklijke Philips N.V.                                   | KONINKLIJKE PHILIPS NV                           | CUSIP: 500472AE5<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |    260000 | PA      | $236779.45    | 0.02%             | 2042-03-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| KOMMUNALBANKEN AS                                          | KOMMUNALBANKEN AS                                | CUSIP: 50047JAR9<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              |  | NO        |   1050000 | PA      | $1054123.59   | 0.11%             | 2029-04-09      | Floating      | 4.06%                 | Yes           | 2                  | On Loan: No      |
| KOMMUNALBANKEN AS                                          | KOMMUNALBANKEN AS                                | CUSIP: 50048MDE7<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              |  | NO        |    900000 | PA      | $900997.04    | 0.09%             | 2026-06-17      | Floating      | 4.65%                 | Yes           | 2                  | On Loan: No      |
| Kraft Heinz Foods Company                                  | KRAFT HEINZ FOODS CO                             | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    600000 | PA      | $530376.85    | 0.05%             | 2042-06-04      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Kraft Heinz Foods Company                                  | KRAFT HEINZ FOODS CO                             | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    424000 | PA      | $461314.30    | 0.05%             | 2039-01-26      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| THE KROGER CO.                                             | KROGER CO THE                                    | CUSIP: 501044CR0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92212.00     | 0.01%             | 2042-04-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| THE KROGER CO.                                             | KROGER CO THE                                    | CUSIP: 501044CT6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    756000 | PA      | $698745.42    | 0.07%             | 2043-08-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| LKQ CORPORATION                                            | LKQ CORP                                         | CUSIP: 501889AF6<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |   3720000 | PA      | $3860319.85   | 0.40%             | 2033-06-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| LPL HOLDINGS, INC.                                         | LPL HOLDINGS INC                                 | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511225.06    | 0.05%             | 2034-05-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| LPL HOLDINGS, INC.                                         | LPL HOLDINGS INC                                 | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199871.48    | 0.02%             | 2035-03-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| LSEG FINANCE PLC                                           | LSEGA FINANCING PLC                              | CUSIP: 50220PAE3<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |   2836000 | PA      | $2144414.60   | 0.22%             | 2041-04-06      | Fixed         | 3.20%                 | Yes           | 2                  | On Loan: No      |
| LYB INTERNATIONAL FINANCE III, LLC                         | LYB INTERNATIONAL FINANCE III LLC                | CUSIP: 50249AAH6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $771785.55    | 0.08%             | 2040-10-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| LYB INTERNATIONAL FINANCE III, LLC                         | LYB INTERNATIONAL FINANCE III LLC                | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   1661000 | PA      | $1665875.35   | 0.17%             | 2034-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: —       |
| LYB INTERNATIONAL FINANCE III, LLC                         | LYB INTERNATIONAL FINANCE III LLC                | CUSIP: 50249AAP8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   1507000 | PA      | $1560417.24   | 0.16%             | 2035-05-15      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| LYB INTERNATIONAL FINANCE III, LLC                         | LYB INTERNATIONAL FINANCE III LLC                | CUSIP: 50249AAR4<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   2160000 | PA      | $2181907.61   | 0.23%             | 2036-01-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: —       |
| LEAR CORPORATION                                           | LEAR CORP                                        | CUSIP: 521865BB0<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    145000 | PA      | $137855.57    | 0.01%             | 2030-05-30      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| LEGG MASON, INC.                                           | LEGG MASON INC                                   | CUSIP: 524901AR6<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |    381000 | PA      | $371520.44    | 0.04%             | 2044-01-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                             | JEFFERIES FINANCIAL GROUP INC                    | CUSIP: 527288BF0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    265000 | PA      | $266496.52    | 0.03%             | 2043-10-23      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| LIBERTY UTILITIES CO.                                      | LIBERTY UTILITIES CO                             | CUSIP: 531542AB4<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206206.32    | 0.02%             | 2034-01-31      | Fixed         | 5.87%                 | Yes           | 2                  | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                               | LINCOLN NATIONAL CORP                            | CUSIP: 534187AW9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104358.54    | 0.01%             | 2037-10-09      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                               | LINCOLN NATIONAL CORP                            | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    700000 | PA      | $758848.16    | 0.08%             | 2040-06-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                               | LINCOLN NATIONAL CORP                            | CUSIP: 534187BQ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136745.42    | 0.01%             | 2032-03-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                               | LINCOLN NATIONAL CORP                            | CUSIP: 534187BT5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407697.32    | 0.04%             | 2034-03-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| LOWE'S COMPANIES, INC.                                     | LOWE S COS INC                                   | CUSIP: 548661DV6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94072.46     | 0.01%             | 2040-04-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                    | MPLX LP                                          | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1128322.21   | 0.12%             | 2038-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| MACQUARIE BANK LIMITED                                     | MACQUARIE BANK LTD                               | CUSIP: 55608PBU7<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   1150000 | PA      | $1156202.51   | 0.12%             | 2027-07-02      | Floating      | 4.57%                 | Yes           | 2                  | On Loan: No      |
| Magna International Inc.                                   | MAGNA INTERNATIONAL INC                          | CUSIP: 559222AY0<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    514000 | PA      | $529252.55    | 0.05%             | 2033-03-21      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Magna International Inc.                                   | MAGNA INTERNATIONAL INC                          | CUSIP: 559222BD5<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $416729.34    | 0.04%             | 2035-06-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Province of Manitoba                                       | PROVINCE OF MANITOBA CANADA                      | CUSIP: 563469VE2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              |  | CA        |    550000 | PA      | $416001.40    | 0.04%             | 2034-06-02      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Province of Manitoba                                       | PROVINCE OF MANITOBA CANADA                      | CUSIP: 563469VG7<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              |  | CA        |   1745000 | PA      | $1258461.54   | 0.13%             | 2035-06-02      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Province of Manitoba                                       | PROVINCE OF MANITOBA CANADA                      | CUSIP: 563469VK8<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              |  | CA        |   1225000 | PA      | $879973.18    | 0.09%             | 2036-06-02      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| MARATHON PETROLEUM CORPORATION                             | MARATHON PETROLEUM CORP                          | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   1772000 | PA      | $1898477.65   | 0.20%             | 2041-03-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Markel Group Inc.                                          | MARKEL CORP                                      | CUSIP: 570535AP9<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44514.56     | 0.00%             | 2043-03-30      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| MARS, INCORPORATED                                         | MARS INC                                         | CUSIP: 571676AV7<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    343000 | PA      | $339226.18    | 0.04%             | 2033-04-20      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                           | MARSH MCLENNAN COS INC                           | CUSIP: 571748BZ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100088.52    | 0.01%             | 2027-11-08      | Floating      | 4.37%                 | No            | 2                  | On Loan: No      |
| MARRIOTT INTERNATIONAL, INC.                               | MARRIOTT INTERNATIONAL INC MD                    | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100995.45    | 0.01%             | 2034-05-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| MCKESSON CORPORATION                                       | MCKESSON CORP                                    | CUSIP: 58155QAE3<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    270000 | PA      | $273538.25    | 0.03%             | 2041-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                    | MERCEDES BENZ FINANCE NORTH AMERICA LLC          | CUSIP: 58769JAM9<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    281000 | PA      | $281262.40    | 0.03%             | 2033-08-03      | Fixed         | 5.05%                 | Yes           | 2                  | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                    | MERCEDES BENZ FINANCE NORTH AMERICA LLC          | CUSIP: 58769JAS6<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1369000 | PA      | $1353524.84   | 0.14%             | 2034-01-11      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                    | MERCEDES BENZ FINANCE NORTH AMERICA LLC          | CUSIP: 58769JAY3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225600.39    | 0.02%             | 2027-11-15      | Floating      | 4.52%                 | Yes           | 2                  | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                    | MERCEDES BENZ FINANCE NORTH AMERICA LLC          | CUSIP: 58769JBH9<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506043.54    | 0.05%             | 2035-04-01      | Fixed         | 5.45%                 | Yes           | 2                  | On Loan: No      |
| MERCK & CO., INC.                                          | MERCK CO INC                                     | CUSIP: 58933YAV7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    221000 | PA      | $193749.06    | 0.02%             | 2039-03-07      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| MERCK & CO., INC.                                          | MERCK CO INC                                     | CUSIP: 58933YBA2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $971076.48    | 0.10%             | 2040-06-24      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| METLIFE, INC.                                              | METLIFE INC                                      | CUSIP: 59156RAY4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1274000 | PA      | $1315867.19   | 0.14%             | 2041-02-06      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| METLIFE, INC.                                              | METLIFE INC                                      | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    105000 | PA      | $87439.22     | 0.01%             | 2042-08-13      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| METLIFE, INC.                                              | METLIFE INC                                      | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90740.37     | 0.01%             | 2043-11-13      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| MICROSOFT CORPORATION                                      | MICROSOFT CORP                                   | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134321.13    | 0.01%             | 2036-08-08      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| MICROSOFT CORPORATION                                      | MICROSOFT CORP                                   | CUSIP: 594918BZ6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    109000 | PA      | $103450.55    | 0.01%             | 2037-02-06      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| MICRON TECHNOLOGY, INC.                                    | MICRON TECHNOLOGY INC                            | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    445000 | PA      | $343695.80    | 0.04%             | 2041-11-01      | Fixed         | 3.37%                 | No            | 2                  | On Loan: No      |
| MID-AMERICA APARTMENTS, L.P.                               | MID AMERICA APARTMENTS LP                        | CUSIP: 59523UAW7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103043.21    | 0.01%             | 2032-02-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| MID-AMERICA APARTMENTS, L.P.                               | MID AMERICA APARTMENTS LP                        | CUSIP: 59523UAX5<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    152000 | PA      | $150135.34    | 0.02%             | 2035-03-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                          | BERKSHIRE HATHAWAY ENERGY CO                     | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1504000 | PA      | $1611934.24   | 0.17%             | 2036-04-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                          | BERKSHIRE HATHAWAY ENERGY CO                     | CUSIP: 59562VAP2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    232000 | PA      | $246271.43    | 0.03%             | 2037-05-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                          | BERKSHIRE HATHAWAY ENERGY CO                     | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    479000 | PA      | $449813.77    | 0.05%             | 2043-11-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| MISSISSIPPI POWER COMPANY                                  | MISSISSIPPI POWER CO                             | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |   1128000 | PA      | $942666.68    | 0.10%             | 2042-03-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| MOLSON COORS BEVERAGE COMPANY                              | MOLSON COORS BEVERAGE CO                         | CUSIP: 60871RAD2<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90385.24     | 0.01%             | 2042-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Bank, National Association                  | MORGAN STANLEY BANK NA                           | CUSIP: 61690U7X2<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    387000 | PA      | $388394.75    | 0.04%             | 2026-10-30      | Floating      | 4.80%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                             | MORGAN STANLEY                                   | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    450000 | PA      | $484830.91    | 0.05%             | 2042-07-24      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| THE MOSAIC COMPANY                                         | MOSAIC CO THE                                    | CUSIP: 61945CAE3<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    810000 | PA      | $758970.03    | 0.08%             | 2043-11-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Mylan Inc.                                                 | MYLAN INC                                        | CUSIP: 628530BC0<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    750000 | PA      | $642050.47    | 0.07%             | 2043-11-29      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| NTT FINANCE CORPORATION                                    | NTT FINANCE CORP                                 | CUSIP: 62954WAT2<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    712000 | PA      | $723847.79    | 0.07%             | 2030-07-16      | Floating      | 4.96%                 | Yes           | 2                  | On Loan: No      |
| NTT FINANCE CORPORATION                                    | NTT FINANCE CORP                                 | CUSIP: 62954WAV7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   2000000 | PA      | $2034954.24   | 0.21%             | 2035-07-16      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                            | NATIONAL AUSTRALIA BANK LTD                      | CUSIP: 632525BW0<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    414000 | PA      | $415186.11    | 0.04%             | 2027-10-26      | Floating      | 4.25%                 | Yes           | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                            | NATIONAL AUSTRALIA BANK                          | CUSIP: 632525CC3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    345000 | PA      | $347692.73    | 0.04%             | 2030-01-14      | Floating      | 4.44%                 | Yes           | 2                  | On Loan: No      |
| NOV INC.                                                   | NOV INC                                          | CUSIP: 637071AK7<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $865435.10    | 0.09%             | 2042-12-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION   | NATIONAL RURAL UTILITIES COOPERATIVE FINANCE     | CUSIP: 637432CT0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    100000 | PA      | $115939.59    | 0.01%             | 2032-03-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION   | NATIONAL RURAL UTILITIES COOPERATIVE FINANCE     | CUSIP: 63743HFQ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    315000 | PA      | $315717.93    | 0.03%             | 2027-02-05      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| NATWEST MARKETS PLC                                        | NATWEST MARKETS PLC                              | CUSIP: 63906YAL2<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    452000 | PA      | $455380.89    | 0.05%             | 2029-05-17      | Floating      | 4.81%                 | Yes           | 2                  | On Loan: No      |
| NATWEST MARKETS PLC                                        | NATWEST MARKETS PLC                              | CUSIP: 63906YAQ1<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    847000 | PA      | $853382.15    | 0.09%             | 2030-03-21      | Floating      | 4.84%                 | Yes           | 2                  | On Loan: No      |
| NATWEST MARKETS PLC                                        | NATWEST MARKETS PLC                              | CUSIP: 63906YAR9<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   1250000 | PA      | $1251000.00   | 0.13%             | 2028-11-06      | Floating      | 4.47%                 | Yes           | 2                  | On Loan: No      |
| NBCUNIVERSAL MEDIA, LLC                                    | NBCUNIVERSAL MEDIA LLC                           | CUSIP: 63946BAF7<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    140000 | PA      | $147717.93    | 0.02%             | 2040-04-30      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| NBCUNIVERSAL MEDIA, LLC                                    | NBCUNIVERSAL MEDIA LLC                           | CUSIP: 63946BAG5<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    244000 | PA      | $246625.07    | 0.03%             | 2041-04-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| NBCUNIVERSAL MEDIA, LLC                                    | NBCUNIVERSAL MEDIA LLC                           | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    711000 | PA      | $588404.13    | 0.06%             | 2043-01-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| NEW YORK STATE ELECTRIC & GAS CORPORATION                  | NEW YORK STATE ELECTRIC GAS CORP                 | CUSIP: 649840CV5<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94020.19     | 0.01%             | 2033-08-15      | Fixed         | 5.85%                 | Yes           | 2                  | On Loan: No      |
| NEWMONT CORPORATION                                        | NEWMONT CORP                                     | CUSIP: 651639AV8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    600000 | PA      | $578179.90    | 0.06%             | 2044-06-09      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| NEWMONT CORPORATION                                        | NEWMONT CORP                                     | CUSIP: 651639AW6<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    123000 | PA      | $130344.77    | 0.01%             | 2035-04-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                      | NEXTERA ENERGY CAPITAL HOLDINGS INC              | CUSIP: 65339KCU2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    821000 | PA      | $832336.31    | 0.09%             | 2034-03-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                      | NEXTERA ENERGY CAPITAL HOLDINGS INC              | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152937.21    | 0.02%             | 2035-03-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: —       |
| NISOURCE INC.                                              | NISOURCE INC                                     | CUSIP: 65473QAX1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    350000 | PA      | $357150.78    | 0.04%             | 2041-06-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Nordea Bank Abp                                            | NORDEA BANK ABP                                  | CUSIP: 65558RAF6<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    300000 | PA      | $301010.40    | 0.03%             | 2027-03-19      | Floating      | 4.39%                 | Yes           | 2                  | On Loan: No      |
| Nordea Bank Abp                                            | NORDEA BANK ABP                                  | CUSIP: 65558RAM1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   1026000 | PA      | $1029877.28   | 0.11%             | 2028-03-17      | Floating      | 4.35%                 | Yes           | 2                  | On Loan: No      |
| NORTHERN TRUST CORPORATION                                 | NORTHERN TRUST CORP                              | CUSIP: 665859AU8<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    400000 | PA      | $387609.36    | 0.04%             | 2029-05-03      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF NOVA SCOTIA                                    | PROVINCE OF NOVA SCOTIA CANADA                   | CUSIP: 669827GG6<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              |  | CA        |    200000 | PA      | $150182.94    | 0.02%             | 2033-06-01      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF NOVA SCOTIA                                    | PROVINCE OF NOVA SCOTIA CANADA                   | CUSIP: 669827GN1<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              |  | CA        |   3000000 | PA      | $2174079.79   | 0.23%             | 2036-06-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| OKLAHOMA GAS AND ELECTRIC COMPANY                          | OKLAHOMA GAS AND ELECTRIC CO                     | CUSIP: 678858BM2<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145245.18    | 0.02%             | 2041-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| OMNICOM GROUP INC.                                         | OMNICOM GROUP INC                                | CUSIP: 681919BT2<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |   1047000 | PA      | $774446.79    | 0.08%             | 2041-03-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| ONEOK, INC.                                                | ONEOK INC                                        | CUSIP: 682680AN3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    358000 | PA      | $374847.11    | 0.04%             | 2035-06-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ONEOK PARTNERS, L.P.                                       | ONEOK PARTNERS LP                                | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    353000 | PA      | $382425.64    | 0.04%             | 2036-10-01      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| ONEOK PARTNERS, L.P.                                       | ONEOK PARTNERS LP                                | CUSIP: 68268NAD5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    444000 | PA      | $486204.89    | 0.05%             | 2037-10-15      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| ONEOK PARTNERS, L.P.                                       | ONEOK PARTNERS LP                                | CUSIP: 68268NAG8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |   1174000 | PA      | $1202248.10   | 0.12%             | 2041-02-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| ONEOK PARTNERS, L.P.                                       | ONEOK PARTNERS LP                                | CUSIP: 68268NAM5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149914.06    | 0.02%             | 2043-09-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| Province of Ontario, Canada                                | PROVINCE OF ONTARIO CANADA                       | CUSIP: 683234YD4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |   5000000 | PA      | $3857174.34   | 0.40%             | 2037-06-02      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Province of Ontario, Canada                                | PROVINCE OF ONTARIO CANADA                       | CUSIP: 68333ZBC0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |   3400000 | PA      | $2562952.02   | 0.27%             | 2034-06-02      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Province of Ontario, Canada                                | PROVINCE OF ONTARIO CANADA                       | CUSIP: 68333ZBK2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |   8610000 | PA      | $6180526.34   | 0.64%             | 2035-06-02      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Province of Ontario, Canada                                | PROVINCE OF ONTARIO CANADA                       | CUSIP: 68333ZBP1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |   3675000 | PA      | $2698456.03   | 0.28%             | 2035-12-02      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Province of Ontario, Canada                                | PROVINCE OF ONTARIO CANADA                       | CUSIP: 68333ZBQ9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |    650000 | PA      | $478815.66    | 0.05%             | 2030-11-19      | Floating      | 2.70%                 | No            | 2                  | On Loan: No      |
| ORACLE CORPORATION                                         | ORACLE CORP                                      | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    102000 | PA      | $102116.41    | 0.01%             | 2038-04-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ORACLE CORPORATION                                         | ORACLE CORP                                      | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1931000 | PA      | $1682252.35   | 0.17%             | 2040-07-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| ORACLE CORPORATION                                         | ORACLE CORP                                      | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    510000 | PA      | $367756.35    | 0.04%             | 2040-04-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| ORACLE CORPORATION                                         | ORACLE CORP                                      | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    404000 | PA      | $286613.48    | 0.03%             | 2041-03-25      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| OVINTIV INC.                                               | OVINTIV INC                                      | CUSIP: 69047QAC6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    984000 | PA      | $1043131.99   | 0.11%             | 2033-07-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                     | PNC FINANCIAL SERVICES GROUP INC THE             | CUSIP: 693475AW5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    400000 | PA      | $390708.69    | 0.04%             | 2029-04-23      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                     | PNC FINANCIAL SERVICES GROUP INC THE             | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    116000 | PA      | $108250.69    | 0.01%             | 2030-01-22      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| PAYPAL HOLDINGS, INC.                                      | PAYPAL HOLDINGS INC                              | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    400000 | PA      | $379209.49    | 0.04%             | 2029-10-01      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| PAYPAL HOLDINGS, INC.                                      | PAYPAL HOLDINGS INC                              | CUSIP: 70450YAT0<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1981366.30   | 0.21%             | 2035-04-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: —       |
| PENSKE TRUCK LEASING CO., L.P.                             | PENSKE TRUCK LEASING CO LP                       | CUSIP: 709599BV5<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    401000 | PA      | $421108.33    | 0.04%             | 2030-06-15      | Fixed         | 6.20%                 | Yes           | 2                  | On Loan: No      |
| Suncor Energy Inc.                                         | SUNCOR ENERGY INC                                | CUSIP: 71644EAG7<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |    112000 | PA      | $113469.36    | 0.01%             | 2035-05-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Suncor Energy Inc.                                         | SUNCOR ENERGY INC                                | CUSIP: 71644EAJ1<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |    305000 | PA      | $333652.91    | 0.03%             | 2038-05-15      | Fixed         | 6.80%                 | No            | 2                  | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                    | PFIZER INVESTMENT ENTERPRISES PTE LTD            | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    178000 | PA      | $167603.09    | 0.02%             | 2043-05-19      | Fixed         | 5.11%                 | No            | 2                  | On Loan: No      |
| PFIZER INC.                                                | PFIZER INC                                       | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    800000 | PA      | $934848.69    | 0.10%             | 2039-03-15      | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                           | PHILIP MORRIS INTERNATIONAL INC                  | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    545000 | PA      | $595383.94    | 0.06%             | 2038-05-16      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                           | PHILIP MORRIS INTERNATIONAL INC                  | CUSIP: 718172AM1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1068000 | PA      | $932222.45    | 0.10%             | 2041-11-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                           | PHILIP MORRIS INTERNATIONAL INC                  | CUSIP: 718172AP4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    346000 | PA      | $303240.01    | 0.03%             | 2042-03-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                           | PHILIP MORRIS INTERNATIONAL INC                  | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1123511.33   | 0.12%             | 2042-08-21      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                           | PHILIP MORRIS INTERNATIONAL INC                  | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1129000 | PA      | $938388.19    | 0.10%             | 2043-03-04      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                           | PHILIP MORRIS INTERNATIONAL INC                  | CUSIP: 718172BD0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    453000 | PA      | $408660.52    | 0.04%             | 2043-11-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                           | PHILIP MORRIS INTERNATIONAL INC                  | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104443.62    | 0.01%             | 2033-09-07      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                           | PHILIP MORRIS INTERNATIONAL INC                  | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198710.12    | 0.02%             | 2034-11-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| PHILLIPS 66                                                | PHILLIPS 66                                      | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   2260000 | PA      | $2270709.94   | 0.24%             | 2042-05-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| PHILLIPS 66 COMPANY                                        | PHILLIPS 66 CO                                   | CUSIP: 718547AR3<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254994.20    | 0.03%             | 2033-06-30      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| PHILLIPS 66 COMPANY                                        | PHILLIPS 66 CO                                   | CUSIP: 718547AU6<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102269.84    | 0.01%             | 2031-06-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| PHILLIPS 66 COMPANY                                        | PHILLIPS 66 CO                                   | CUSIP: 718547AY8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   1002000 | PA      | $991784.64    | 0.10%             | 2035-03-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: —       |
| PIEDMONT OPERATING PARTNERSHIP, LP                         | PIEDMONT OPERATING PARTNERSHIP LP                | CUSIP: 720198AK6<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |   1471000 | PA      | $1447875.67   | 0.15%             | 2033-01-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE, L.P.                         | PLAINS ALL AMERICAN PIPELINE LP PAA FINANCE CORP | CUSIP: 72650RAM4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    500000 | PA      | $539663.49    | 0.06%             | 2036-05-15      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE, L.P.                         | PLAINS ALL AMERICAN PIPELINE LP PAA FINANCE CORP | CUSIP: 72650RAR3<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |   1263000 | PA      | $1362700.21   | 0.14%             | 2037-01-15      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE, L.P.                         | PLAINS ALL AMERICAN PIPELINE LP PAA FINANCE CORP | CUSIP: 72650RBA9<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1013549.69   | 0.10%             | 2042-06-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE, L.P.                         | PLAINS ALL AMERICAN PIPELINE LP PAA FINANCE CORP | CUSIP: 72650RBC5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |   1028000 | PA      | $838945.15    | 0.09%             | 2043-01-31      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE, L.P.                         | PLAINS ALL AMERICAN PIPELINE LP PAA FINANCE CORP | CUSIP: 72650RBE1<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    300000 | PA      | $254371.17    | 0.03%             | 2044-06-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP, INC.                            | PRINCIPAL FINANCIAL GROUP INC                    | CUSIP: 74251VAA0<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    210000 | PA      | $224716.46    | 0.02%             | 2036-10-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP, INC.                            | PRINCIPAL FINANCIAL GROUP INC                    | CUSIP: 74251VAF9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130503.07    | 0.01%             | 2042-09-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP, INC.                            | PRINCIPAL FINANCIAL GROUP INC                    | CUSIP: 74251VAT9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    910000 | PA      | $930469.27    | 0.10%             | 2033-03-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| PROLOGIS, L.P.                                             | PROLOGIS LP                                      | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1009815.82   | 0.10%             | 2034-01-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| PROTECTIVE LIFE CORPORATION                                | PROTECTIVE LIFE CORP                             | CUSIP: 743674AY9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |    130000 | PA      | $156055.46    | 0.02%             | 2039-10-15      | Fixed         | 8.45%                 | No            | 2                  | On Loan: No      |
| PRUDENTIAL FINANCIAL, INC.                                 | PRUDENTIAL FINANCIAL INC                         | CUSIP: 74432QAQ8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    400000 | PA      | $416271.41    | 0.04%             | 2036-12-14      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| PRUDENTIAL FINANCIAL, INC.                                 | PRUDENTIAL FINANCIAL INC                         | CUSIP: 74432QBD6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    299000 | PA      | $331032.06    | 0.03%             | 2037-12-01      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| PRUDENTIAL FUNDING (ASIA) PLC                              | PRUDENTIAL FUNDING ASIA PLC                      | CUSIP: 744330AA9<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $381749.25    | 0.04%             | 2030-04-14      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| PUBLIC STORAGE OPERATING COMPANY                           | PUBLIC STORAGE                                   | CUSIP: 74460DAD1<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    400000 | PA      | $390082.51    | 0.04%             | 2029-05-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| QUANTA SERVICES, INC.                                      | QUANTA SERVICES INC                              | CUSIP: 74762EAJ1<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $738638.45    | 0.08%             | 2041-10-01      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| Province of Quebec                                         | PROVINCE OF QUEBEC CANADA                        | CUSIP: 74814ZDK6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |   2500000 | PA      | $1957405.77   | 0.20%             | 2038-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Province of Quebec                                         | PROVINCE OF QUEBEC CANADA                        | CUSIP: 74814ZEF6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |   3000000 | PA      | $2319440.16   | 0.24%             | 2041-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Province of Quebec                                         | PROVINCE OF QUEBEC CANADA                        | CUSIP: 74814ZEK5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |   3300000 | PA      | $2318097.86   | 0.24%             | 2043-12-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Province of Quebec                                         | PROVINCE OF QUEBEC CANADA                        | CUSIP: 74814ZFS7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |    883000 | PA      | $643712.25    | 0.07%             | 2033-09-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Province of Quebec                                         | PROVINCE OF QUEBEC CANADA                        | CUSIP: 74814ZFT5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |   8797000 | PA      | $6737580.35   | 0.70%             | 2034-09-01      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Province of Quebec                                         | PROVINCE OF QUEBEC CANADA                        | CUSIP: 74814ZFV0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |   6639000 | PA      | $4885525.52   | 0.51%             | 2035-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| RWE FINANCE US, LLC                                        | RWE FINANCE US LLC                               | CUSIP: 749983AA0<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |    474000 | PA      | $490405.47    | 0.05%             | 2034-04-16      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| RAYMOND JAMES FINANCIAL, INC.                              | RAYMOND JAMES FINANCIAL INC                      | CUSIP: 754730AJ8<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1951076.36   | 0.20%             | 2035-09-11      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORPORATION                                  | REALTY INCOME CORP                               | CUSIP: 756109BA1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    200000 | PA      | $165140.90    | 0.02%             | 2033-03-15      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORPORATION                                  | REALTY INCOME CORP                               | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104380.67    | 0.01%             | 2032-10-13      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORPORATION                                  | REALTY INCOME CORP                               | CUSIP: 756109BT0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169651.96    | 0.02%             | 2033-07-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORPORATION                                  | REALTY INCOME CORP                               | CUSIP: 756109CG7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    350000 | PA      | $352640.67    | 0.04%             | 2034-02-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| REINSURANCE GROUP OF AMERICA, INCORPORATED                 | REINSURANCE GROUP OF AMERICA INC                 | CUSIP: 759351AR0<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    506000 | PA      | $527099.54    | 0.05%             | 2033-09-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| REINSURANCE GROUP OF AMERICA, INCORPORATED                 | REINSURANCE GROUP OF AMERICA INC                 | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204541.22    | 0.02%             | 2034-09-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| REPSOL E&P CAPITAL MARKETS US LLC                          | REPSOL E P CAPITAL MARKETS US LLC                | CUSIP: 76026AAC1<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |    797000 | PA      | $813112.42    | 0.08%             | 2035-09-16      | Fixed         | 5.98%                 | Yes           | 2                  | On Loan: No      |
| Reynolds American Inc.                                     | REYNOLDS AMERICAN INC                            | CUSIP: 761713AT3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    488000 | PA      | $554798.37    | 0.06%             | 2037-06-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Reynolds American Inc.                                     | REYNOLDS AMERICAN INC                            | CUSIP: 761713AZ9<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    388000 | PA      | $390919.99    | 0.04%             | 2043-09-15      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| Reynolds American Inc.                                     | REYNOLDS AMERICAN INC                            | CUSIP: 761713BW5<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    424000 | PA      | $461127.78    | 0.05%             | 2041-08-04      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| RIO TINTO FINANCE (USA) LIMITED                            | RIO TINTO FINANCE USA LTD                        | CUSIP: 767201AL0<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |   1600000 | PA      | $1570114.14   | 0.16%             | 2040-11-02      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| ROCHE HOLDINGS, INC.                                       | ROCHE HOLDINGS INC                               | CUSIP: 771196AU6<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1686322.67   | 0.17%             | 2039-03-01      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS INC.                                 | ROGERS COMMUNICATIONS INC                        | CUSIP: 775109AL5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1598000 | PA      | $1819773.00   | 0.19%             | 2038-08-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS INC.                                 | ROGERS COMMUNICATIONS INC ONTARIO                | CUSIP: 775109AZ4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    257000 | PA      | $238286.84    | 0.02%             | 2043-10-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS INC.                                 | ROGERS COMMUNICATIONS INC                        | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $295542.05    | 0.03%             | 2042-03-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                                       | ROYAL BANK OF CANADA                             | CUSIP: 78016HZR4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100214.50    | 0.01%             | 2026-07-20      | Floating      | 4.73%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                                       | ROYAL BANK OF CANADA                             | CUSIP: 78016HZU7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100425.00    | 0.01%             | 2027-01-19      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                                         | ROYALTY PHARMA PLC                               | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   1710000 | PA      | $1307401.94   | 0.14%             | 2040-09-02      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                                         | ROYALTY PHARMA PLC                               | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $456043.31    | 0.05%             | 2034-09-02      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| S&P GLOBAL INC.                                            | S P GLOBAL INC                                   | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2739435.36   | 0.28%             | 2032-03-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Province of Saskatchewan                                   | PROVINCE OF SASKATCHEWAN CANADA                  | CUSIP: 803854KX5<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              |  | CA        |  15100000 | PA      | $11012094.63  | 1.14%             | 2035-06-02      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| SCHLUMBERGER HOLDINGS CORPORATION                          | SCHLUMBERGER HOLDINGS CORP                       | CUSIP: 806851AN1<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150883.81    | 0.02%             | 2034-06-01      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                             | CHARLES SCHWAB CORP THE                          | CUSIP: 808513BQ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100009.40    | 0.01%             | 2026-05-13      | Floating      | 4.19%                 | No            | 2                  | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                             | CHARLES SCHWAB CORP THE                          | CUSIP: 808513BZ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    882000 | PA      | $886154.22    | 0.09%             | 2027-03-03      | Floating      | 4.71%                 | No            | 2                  | On Loan: No      |
| SEMPRA                                                     | SEMPRA ENERGY                                    | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306586.63    | 0.03%             | 2039-10-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| SEMPRA INFRASTRUCTURE PARTNERS, LP                         | SEMPRA GLOBAL                                    | CUSIP: 81685VAA1<br>LEI: 549300L0B3MD11PUAA07 | Long             | DBT              | CORP              | US        |    566000 | PA      | $500881.88    | 0.05%             | 2032-01-15      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| 7-ELEVEN, INC.                                             | 7 ELEVEN INC                                     | CUSIP: 817826AF7<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    512000 | PA      | $343626.62    | 0.04%             | 2041-02-10      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Shell International Finance B.V.                           | SHELL INTERNATIONAL FINANCE BV                   | CUSIP: 822582AD4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    380000 | PA      | $418837.88    | 0.04%             | 2038-12-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| SHELL FINANCE US INC.                                      | SHELL FINANCE US INC                             | CUSIP: 822905AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $160509.50    | 0.02%             | 2030-11-06      | Floating      | 4.45%                 | No            | 2                  | On Loan: No      |
| SHELL FINANCE US INC.                                      | SHELL FINANCE US INC                             | CUSIP: 822905AT2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    799000 | PA      | $878899.33    | 0.09%             | 2038-12-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| SHELL FINANCE US INC.                                      | SHELL FINANCE US INC                             | CUSIP: 822905AV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $456106.57    | 0.05%             | 2040-03-25      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                                 | SIMON PROPERTY GROUP LP                          | CUSIP: 828807CE5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    536000 | PA      | $601449.89    | 0.06%             | 2040-02-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                                 | SIMON PROPERTY GROUP LP                          | CUSIP: 828807CL9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    550000 | PA      | $496357.41    | 0.05%             | 2042-03-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                                 | SIMON PROPERTY GROUP LP                          | CUSIP: 828807DQ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43822.99     | 0.00%             | 2032-01-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                                 | SIMON PROPERTY GROUP LP                          | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    459000 | PA      | $449013.24    | 0.05%             | 2034-09-26      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Skandinaviska Enskilda Banken AB                           | SKANDINAVISKA ENSKILDA BANKEN AB                 | CUSIP: 830505BC6<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    400000 | PA      | $400967.09    | 0.04%             | 2028-06-02      | Floating      | 4.41%                 | Yes           | 2                  | On Loan: No      |
| THE J. M. SMUCKER COMPANY                                  | J M SMUCKER CO THE                               | CUSIP: 832696AM0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    480000 | PA      | $445701.96    | 0.05%             | 2035-03-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                   | SOUTHERN CO GAS CAPITAL CORP                     | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208226.05    | 0.02%             | 2033-09-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                   | SOUTHERN CO GAS CAPITAL CORP                     | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    205000 | PA      | $202147.66    | 0.02%             | 2034-09-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| SPECTRA ENERGY PARTNERS, LP                                | SPECTRA ENERGY PARTNERS LP                       | CUSIP: 84756NAE9<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49605.97     | 0.01%             | 2043-09-25      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| STANLEY BLACK & DECKER, INC.                               | STANLEY BLACK DECKER INC                         | CUSIP: 854502AA9<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    810000 | PA      | $757928.90    | 0.08%             | 2040-09-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| STANLEY BLACK & DECKER, INC.                               | STANLEY BLACK DECKER INC                         | CUSIP: 854502AL5<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    301000 | PA      | $275836.74    | 0.03%             | 2030-03-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                        | STATE STREET BANK TRUST CO                       | CUSIP: 857449AD4<br>LEI: 571474TGEMMWANRLN572 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001360.00   | 0.10%             | 2026-11-25      | Floating      | 4.12%                 | No            | 2                  | On Loan: No      |
| STATE STREET CORPORATION                                   | STATE STREET CORP                                | CUSIP: 857477CQ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    585000 | PA      | $585932.78    | 0.06%             | 2027-10-22      | Floating      | 4.29%                 | No            | 2                  | On Loan: No      |
| Stora Enso Oyj                                             | STORA ENSO OYJ                                   | CUSIP: 86210MAC0<br>LEI: 7437000ZP669LKUTZ738 | Long             | DBT              | CORP              | FI        |    485000 | PA      | $521292.38    | 0.05%             | 2036-04-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| STORE CAPITAL LLC                                          | STORE CAPITAL CORP                               | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90258.26     | 0.01%             | 2030-11-18      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| STORE CAPITAL LLC                                          | STORE CAPITAL CORP                               | CUSIP: 862121AD2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131604.34    | 0.01%             | 2031-12-01      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                      | SUMITOMO MITSUI FINANCIAL GROUP INC              | CUSIP: 86562MCL2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1508000 | PA      | $1512882.48   | 0.16%             | 2027-01-14      | Floating      | 4.52%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                      | SUMITOMO MITSUI FINANCIAL GROUP INC              | CUSIP: 86562MDL1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1296000 | PA      | $1308835.70   | 0.14%             | 2029-07-09      | Floating      | 4.82%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                      | SUMITOMO MITSUI FINANCIAL GROUP INC              | CUSIP: 86562MDR8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1010000 | PA      | $1014808.29   | 0.11%             | 2030-04-15      | Floating      | 4.69%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Limited                        | SUMITOMO MITSUI TRUST BANK LTD                   | CUSIP: 86563VCC1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    458000 | PA      | $459063.91    | 0.05%             | 2028-09-11      | Floating      | 4.40%                 | Yes           | 2                  | On Loan: —       |
| Suncor Energy Inc.                                         | SUNCOR ENERGY INC                                | CUSIP: 867229AC0<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |    255000 | PA      | $282632.75    | 0.03%             | 2032-02-01      | Fixed         | 7.15%                 | No            | 2                  | On Loan: No      |
| Suncor Energy Inc.                                         | SUNCOR ENERGY INC                                | CUSIP: 86722TAB8<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |    793000 | PA      | $874515.32    | 0.09%             | 2039-06-01      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                         | ENERGY TRANSFER LP                               | CUSIP: 86765BAH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106550.55    | 0.01%             | 2040-02-15      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                         | ENERGY TRANSFER LP                               | CUSIP: 86765BAK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    238000 | PA      | $235439.33    | 0.02%             | 2042-02-15      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                         | ENERGY TRANSFER LP                               | CUSIP: 86765BAM1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     89000 | PA      | $77871.34     | 0.01%             | 2043-01-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Svenska Handelsbanken AB                                   | SVENSKA HANDELSBANKEN AB                         | CUSIP: 86959LAN3<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   1700000 | PA      | $1702009.72   | 0.18%             | 2026-06-15      | Floating      | 4.90%                 | Yes           | 2                  | On Loan: No      |
| Svenska Handelsbanken AB                                   | SVENSKA HANDELSBANKEN AB                         | CUSIP: 86959LAT0<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    550000 | PA      | $552305.65    | 0.06%             | 2028-05-23      | Floating      | 4.40%                 | Yes           | 2                  | On Loan: No      |
| Swedbank AB                                                | SWEDBANK AB                                      | CUSIP: 870195AD6<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    541000 | PA      | $546745.91    | 0.06%             | 2029-11-20      | Floating      | 4.70%                 | Yes           | 2                  | On Loan: No      |
| TD SYNNEX CORPORATION                                      | TD SYNNEX CORP                                   | CUSIP: 87162WAL4<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    130000 | PA      | $135439.46    | 0.01%             | 2034-04-12      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| SYNCHRONY FINANCIAL                                        | SYNCHRONY FINANCIAL                              | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1010531.94   | 0.10%             | 2031-10-28      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA, INC.                                         | T MOBILE USA INC                                 | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    488000 | PA      | $426744.39    | 0.04%             | 2040-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA, INC.                                         | T MOBILE USA INC                                 | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $109549.41    | 0.01%             | 2041-02-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| TANGER PROPERTIES LIMITED PARTNERSHIP                      | TANGER PROPERTIES LP                             | CUSIP: 875484AK3<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |    145000 | PA      | $143878.63    | 0.01%             | 2027-07-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| TAPESTRY, INC.                                             | TAPESTRY INC                                     | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200926.69    | 0.02%             | 2035-03-11      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES CORP.                                      | TARGA RESOURCES CORP                             | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    409000 | PA      | $432642.47    | 0.04%             | 2033-03-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Telefonica Emisiones, S.A.U.                               | TELEFONICA EMISIONES SA                          | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   1628000 | PA      | $1796482.55   | 0.19%             | 2036-06-20      | Fixed         | 7.04%                 | No            | 2                  | On Loan: No      |
| Telefonica Emisiones, S.A.U.                               | TELEFONICA EMISIONES SA                          | CUSIP: 87938WAV5<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    325000 | PA      | $294391.87    | 0.03%             | 2038-03-06      | Fixed         | 4.67%                 | No            | 2                  | On Loan: No      |
| TELUS CORPORATION                                          | TELUS CORP                                       | CUSIP: 87971MAW3<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1047322.02   | 0.11%             | 2044-04-05      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| THE TIMKEN COMPANY                                         | TIMKEN CO THE                                    | CUSIP: 887389AL8<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94990.91     | 0.01%             | 2032-04-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| TOLL BROTHERS FINANCE CORP.                                | TOLL BROTHERS FINANCE CORP                       | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $389758.70    | 0.04%             | 2029-11-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| THE TORONTO-DOMINION BANK                                  | TORONTO DOMINION BANK THE                        | CUSIP: 89114TZQ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $106407.96    | 0.01%             | 2032-01-12      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| THE TORONTO-DOMINION BANK                                  | TORONTO DOMINION BANK THE                        | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    145000 | PA      | $142707.84    | 0.01%             | 2032-06-08      | Fixed         | 4.46%                 | No            | 2                  | On Loan: No      |
| THE TORONTO-DOMINION BANK                                  | TORONTO DOMINION BANK THE                        | CUSIP: 89115A2T8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    271000 | PA      | $271488.34    | 0.03%             | 2026-07-17      | Floating      | 4.74%                 | No            | 2                  | On Loan: No      |
| THE TORONTO-DOMINION BANK                                  | TORONTO DOMINION BANK THE                        | CUSIP: 89115A2X9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $903085.75    | 0.09%             | 2027-04-05      | Floating      | 4.38%                 | No            | 2                  | On Loan: No      |
| THE TORONTO-DOMINION BANK                                  | TORONTO DOMINION BANK THE                        | CUSIP: 89115A3D2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   3559000 | PA      | $3575423.75   | 0.37%             | 2029-12-17      | Floating      | 4.68%                 | No            | 2                  | On Loan: No      |
| THE TORONTO-DOMINION BANK                                  | TORONTO DOMINION BANK THE                        | CUSIP: 89115KAA8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    154000 | PA      | $154604.30    | 0.02%             | 2028-06-02      | Floating      | 4.57%                 | No            | 2                  | On Loan: No      |
| TOTALENERGIES CAPITAL INTERNATIONAL SA                     | TOTALENERGIES CAPITAL INTERNATIONAL SA           | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $187584.49    | 0.02%             | 2041-06-29      | Fixed         | 2.99%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                            | TOYOTA MOTOR CREDIT CORP                         | CUSIP: 89236TMA0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27074.25     | 0.00%             | 2027-03-19      | Floating      | 4.30%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                              | TRANSCANADA PIPELINES LTD                        | CUSIP: 8935268Z9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    251000 | PA      | $296194.60    | 0.03%             | 2039-01-15      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                              | TRANSCANADA PIPELINES LTD                        | CUSIP: 893526DF7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $154112.39    | 0.02%             | 2034-03-31      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                              | TRANSCANADA PIPELINES LTD                        | CUSIP: 893526DJ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    512000 | PA      | $532317.50    | 0.06%             | 2040-06-01      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                              | TRANSCANADA PIPELINES LTD                        | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    570000 | PA      | $604727.08    | 0.06%             | 2037-10-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| TUCSON ELECTRIC POWER COMPANY                              | TUCSON ELECTRIC POWER CO                         | CUSIP: 898813AW0<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100831.27    | 0.01%             | 2034-09-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| TYSON FOODS, INCORPORATED                                  | TYSON FOODS INC                                  | CUSIP: 902494AY9<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138020.63    | 0.01%             | 2044-08-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| TYSON FOODS, INCORPORATED                                  | TYSON FOODS INC                                  | CUSIP: 902494BM4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103708.95    | 0.01%             | 2034-03-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| UNITED OVERSEAS BANK LIMITED                               | UNITED OVERSEAS BANK LTD                         | CUSIP: 91127KAL6<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |   1280000 | PA      | $1283406.36   | 0.13%             | 2028-04-02      | Floating      | 4.23%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                   | U S TREASURY NOTE                                | CUSIP: 91282CLT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    187000 | PA      | $187146.06    | 0.02%             | 2026-10-31      | Floating      | 3.83%                 | No            | 2                  | On Loan: No      |
| United States of America                                   | U S TREASURY NOTE                                | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1992343.76   | 0.21%             | 2030-04-30      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| United States of America                                   | U S TREASURY NOTE                                | CUSIP: 91282CNQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3600000 | PA      | $3603436.63   | 0.37%             | 2027-07-31      | Floating      | 3.78%                 | No            | 2                  | On Loan: No      |
| United States of America                                   | U S TREASURY NOTE                                | CUSIP: 91282CPG0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2003077.24   | 0.21%             | 2027-10-31      | Floating      | 3.81%                 | No            | 2                  | On Loan: No      |
| RTX CORPORATION                                            | RAYTHEON TECHNOLOGIES CORP                       | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    473000 | PA      | $436721.00    | 0.05%             | 2038-11-16      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC                           | CUSIP: 91324PAR3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209892.39    | 0.02%             | 2036-03-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC                           | CUSIP: 91324PAX0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    486000 | PA      | $534561.17    | 0.06%             | 2037-06-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC                           | CUSIP: 91324PBE1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $555776.39    | 0.06%             | 2037-11-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC                           | CUSIP: 91324PBK7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $227414.79    | 0.02%             | 2038-02-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC                           | CUSIP: 91324PBN1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101634.71    | 0.01%             | 2040-10-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC                           | CUSIP: 91324PBQ4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309715.16    | 0.03%             | 2041-02-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC                           | CUSIP: 91324PCD2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84046.70     | 0.01%             | 2043-03-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC                           | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $163589.37    | 0.02%             | 2039-08-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC                           | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    400000 | PA      | $293294.14    | 0.03%             | 2040-05-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC                           | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    800000 | PA      | $597648.41    | 0.06%             | 2041-05-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC                           | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101193.81    | 0.01%             | 2034-07-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC                           | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485165.67    | 0.05%             | 2044-07-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| UNUM GROUP                                                 | UNUM GROUP                                       | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491217.68    | 0.05%             | 2042-08-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| VALERO ENERGY CORPORATION                                  | VALERO ENERGY CORP                               | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   1297000 | PA      | $1422826.95   | 0.15%             | 2037-06-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| VENTAS REALTY, LIMITED PARTNERSHIP                         | VENTAS REALTY LP                                 | CUSIP: 92277GAB3<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    339000 | PA      | $333562.56    | 0.03%             | 2043-09-30      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                | VERIZON COMMUNICATIONS INC                       | CUSIP: 92343VBG8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    125000 | PA      | $99027.80     | 0.01%             | 2042-11-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                | VERIZON COMMUNICATIONS INC                       | CUSIP: 92343VBT0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    400000 | PA      | $428959.69    | 0.04%             | 2043-09-15      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                | VERIZON COMMUNICATIONS INC                       | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    490000 | PA      | $451991.20    | 0.05%             | 2036-01-15      | Fixed         | 4.27%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                | VERIZON COMMUNICATIONS INC                       | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3140000 | PA      | $2923758.25   | 0.30%             | 2039-03-15      | Fixed         | 4.81%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                | VERIZON COMMUNICATIONS INC                       | CUSIP: 92343VDU5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    889000 | PA      | $877510.63    | 0.09%             | 2037-03-16      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                | VERIZON COMMUNICATIONS INC                       | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    931000 | PA      | $652657.50    | 0.07%             | 2040-11-20      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                | VERIZON COMMUNICATIONS INC                       | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1261000 | PA      | $967583.87    | 0.10%             | 2041-03-22      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                | VERIZON COMMUNICATIONS INC                       | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    750000 | PA      | $526954.73    | 0.05%             | 2041-09-03      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                | VERIZON COMMUNICATIONS INC                       | CUSIP: 92344GAX4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209732.08    | 0.02%             | 2035-09-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| VIATRIS INC.                                               | VIATRIS INC                                      | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    103000 | PA      | $100095.62    | 0.01%             | 2027-06-22      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| VIATRIS INC.                                               | VIATRIS INC                                      | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    500000 | PA      | $455636.96    | 0.05%             | 2030-06-22      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| VIATRIS INC.                                               | VIATRIS INC                                      | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   2205000 | PA      | $1693670.07   | 0.18%             | 2040-06-22      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Virginia Electric and Power Company                        | VIRGINIA ELECTRIC AND POWER CO                   | CUSIP: 927804FA7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    350000 | PA      | $368861.96    | 0.04%             | 2036-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Virginia Electric and Power Company                        | VIRGINIA ELECTRIC AND POWER CO                   | CUSIP: 927804FB5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1041000 | PA      | $1099711.20   | 0.11%             | 2037-05-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Virginia Electric and Power Company                        | VIRGINIA ELECTRIC AND POWER CO                   | CUSIP: 927804FE9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    381000 | PA      | $412144.09    | 0.04%             | 2037-11-30      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| Virginia Electric and Power Company                        | VIRGINIA ELECTRIC AND POWER CO                   | CUSIP: 927804FG4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1004000 | PA      | $1311436.52   | 0.14%             | 2038-11-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Virginia Electric and Power Company                        | VIRGINIA ELECTRIC AND POWER CO                   | CUSIP: 927804FL3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $242287.24    | 0.03%             | 2043-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Virginia Electric and Power Company                        | VIRGINIA ELECTRIC AND POWER CO                   | CUSIP: 927804FP4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    415000 | PA      | $361655.12    | 0.04%             | 2043-08-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Virginia Electric and Power Company                        | VIRGINIA ELECTRIC AND POWER CO                   | CUSIP: 927804FR0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    512000 | PA      | $433855.52    | 0.04%             | 2044-02-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Virginia Electric and Power Company                        | VIRGINIA ELECTRIC AND POWER CO                   | CUSIP: 927804GK4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    182000 | PA      | $183535.89    | 0.02%             | 2033-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Virginia Electric and Power Company                        | VIRGINIA ELECTRIC AND POWER CO                   | CUSIP: 927804GP3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99861.05     | 0.01%             | 2034-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| W.P. CAREY INC.                                            | WP CAREY INC                                     | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    400000 | PA      | $390973.26    | 0.04%             | 2029-07-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH, INC.                                      | ANTHEM INC                                       | CUSIP: 94973VAH0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104884.27    | 0.01%             | 2034-12-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH, INC.                                      | ANTHEM INC                                       | CUSIP: 94973VAL1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    123000 | PA      | $127398.57    | 0.01%             | 2036-01-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH, INC.                                      | ANTHEM INC                                       | CUSIP: 94973VAN7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   2383000 | PA      | $2568075.65   | 0.27%             | 2037-06-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH, INC.                                      | ANTHEM INC                                       | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    960000 | PA      | $845985.80    | 0.09%             | 2042-05-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH, INC.                                      | ELEVANCE HEALTH INC                              | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    609000 | PA      | $533249.50    | 0.06%             | 2043-01-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH, INC.                                      | ELEVANCE HEALTH INC                              | CUSIP: 94973VBF3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $976435.73    | 0.10%             | 2044-01-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH, INC.                                      | ELEVANCE HEALTH INC                              | CUSIP: 94973VBK2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    555000 | PA      | $477420.41    | 0.05%             | 2044-08-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                      | WELLS FARGO CO                                   | CUSIP: 949746JM4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102502.69    | 0.01%             | 2035-02-07      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERATING, LP                            | WESTERN MIDSTREAM OPERATING LP                   | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    501000 | PA      | $450132.33    | 0.05%             | 2044-04-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERATING, LP                            | WESTERN MIDSTREAM OPERATING LP                   | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    300000 | PA      | $314683.55    | 0.03%             | 2033-04-01      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERATING, LP                            | WESTERN MIDSTREAM OPERATING LP                   | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1487835.65   | 0.15%             | 2034-11-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERATING, LP                            | WESTERN MIDSTREAM OPERATING LP                   | CUSIP: 958667AJ6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    816000 | PA      | $806665.45    | 0.08%             | 2035-12-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| THE WESTERN UNION COMPANY                                  | WESTERN UNION CO THE                             | CUSIP: 959802AH2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |   4098000 | PA      | $4245269.42   | 0.44%             | 2036-11-17      | Fixed         | 6.20%                 | No            | 2                  | On Loan: —       |
| THE WESTERN UNION COMPANY                                  | WESTERN UNION CO THE                             | CUSIP: 959802AM1<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    700000 | PA      | $703368.18    | 0.07%             | 2040-06-21      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| THE WESTERN UNION COMPANY                                  | WESTERN UNION CO THE                             | CUSIP: 959802BA6<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    250000 | PA      | $225821.01    | 0.02%             | 2031-03-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: —       |
| WESTPAC BANKING CORPORATION                                | WESTPAC BANKING CORP                             | CUSIP: 961214ES8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1061000 | PA      | $1061288.09   | 0.11%             | 2026-06-03      | Floating      | 4.18%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORPORATION                                | WESTPAC BANKING CORP                             | CUSIP: 961214FU2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    177000 | PA      | $178594.77    | 0.02%             | 2029-04-16      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORPORATION                                | WESTPAC BANKING CORP                             | CUSIP: 961214FX6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    198000 | PA      | $198174.26    | 0.02%             | 2026-10-20      | Floating      | 4.11%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORPORATION                                | WESTPAC BANKING CORP                             | CUSIP: 961214GD9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    450000 | PA      | $454166.22    | 0.05%             | 2030-07-01      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| WHIRLPOOL CORPORATION                                      | WHIRLPOOL CORP                                   | CUSIP: 963320AZ9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175547.38    | 0.02%             | 2032-05-14      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| WHIRLPOOL CORPORATION                                      | WHIRLPOOL CORP                                   | CUSIP: 963320BA3<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135002.70    | 0.01%             | 2033-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| WHIRLPOOL CORPORATION                                      | WHIRLPOOL CORP                                   | CUSIP: 963320BC9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |   1587000 | PA      | $1432670.92   | 0.15%             | 2034-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| WHIRLPOOL CORPORATION                                      | WHIRLPOOL CORP                                   | CUSIP: 96332HCG2<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $149130.30    | 0.02%             | 2043-03-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                               | WILLIAMS COS INC THE                             | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97939.27     | 0.01%             | 2044-06-24      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                               | WILLIAMS COS INC THE                             | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1521000 | PA      | $1611319.78   | 0.17%             | 2040-04-15      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                               | WILLIAMS COS INC THE                             | CUSIP: 96950FAK0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    650000 | PA      | $637071.69    | 0.07%             | 2043-11-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                               | WILLIAMS COS INC THE                             | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93930.36     | 0.01%             | 2044-03-04      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| WISCONSIN POWER AND LIGHT COMPANY                          | WISCONSIN POWER AND LIGHT CO                     | CUSIP: 976826BR7<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    306000 | PA      | $306906.03    | 0.03%             | 2033-04-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| WOODSIDE FINANCE LIMITED                                   | WOODSIDE FINANCE LTD                             | CUSIP: 980236AR4<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $246420.58    | 0.03%             | 2034-09-12      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Xcel Energy Inc.                                           | XCEL ENERGY INC                                  | CUSIP: 98389BAN0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    160000 | PA      | $141810.13    | 0.01%             | 2041-09-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| AUSTRALIAN DOLLAR                                          | AUSTRALIAN DOLLAR                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |  -2749430 | OU      | $24625.85     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AUSTRALIAN DOLLAR                                          | AUSTRALIAN DOLLAR                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |   -717417 | OU      | $12440.52     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SEGRO PUBLIC LIMITED COMPANY                               | SEGRO PLC                                        | CUSIP: N/A<br>LEI: 213800XC35KGM9NFC641       | Long             | DBT              | CORP              | GB        |    350000 | PA      | $472549.60    | 0.05%             | 2035-06-20      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Japan                                                      | JAPAN GOVERNMENT THIRTY YEAR BOND                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 286400000 | PA      | $1809964.66   | 0.19%             | 2035-06-20      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                      | WELLS FARGO CO                                   | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2499147.52   | 0.26%             | 2035-11-02      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Japan                                                      | JAPAN GOVERNMENT THIRTY YEAR BOND                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 400000000 | PA      | $2480865.32   | 0.26%             | 2036-12-20      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC.                                             | CITIGROUP INC                                    | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |   1500000 | PA      | $2183712.63   | 0.23%             | 2038-06-25      | Fixed         | 6.80%                 | No            | 2                  | On Loan: No      |
| SSE PLC                                                    | SSE PLC                                          | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $135951.42    | 0.01%             | 2038-08-27      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| TREASURY CORP OF VICTORIA                                  | TREASURY CORP OF VICTORIA                        | CUSIP: EI6973792<br>LEI: N/A                  | Long             | DBT              |  | AU        |    200000 | PA      | $144511.55    | 0.01%             | 2026-11-17      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Koninklijke KPN N.V.                                       | KONINKLIJKE KPN NV                               | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |    200000 | PA      | $278169.31    | 0.03%             | 2029-09-17      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| NATIONAL GRID ELECTRICITY DISTRIBUTION (WEST MIDLANDS) PLC | NATIONAL GRID ELECTRICITY DISTRIBUTION WEST MID  | CUSIP: N/A<br>LEI: 549300L22M2RCLXON143       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $137179.99    | 0.01%             | 2032-04-16      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| CENTRICA PLC                                               | CENTRICA PLC                                     | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | DBT              | CORP              | GB        |    300000 | PA      | $400204.68    | 0.04%             | 2029-03-13      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| BHP BILLITON FINANCE LIMITED                               | BHP BILLITON FINANCE LTD                         | CUSIP: N/A<br>LEI: 549300KZMIS43NMT0A66       | Long             | DBT              | CORP              | AU        |   1500000 | PA      | $1696912.20   | 0.18%             | 2033-04-29      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                      | WELLS FARGO CO                                   | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |    100000 | PA      | $115822.12    | 0.01%             | 2027-02-02      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA                                    | ANHEUSER BUSCH INBEV SA NV                       | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |    100000 | PA      | $107140.37    | 0.01%             | 2036-03-17      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                            | NATIONAL AUSTRALIA BANK LTD                      | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |    100000 | PA      | $112786.61    | 0.01%             | 2028-08-30      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFIELD SE                               | UNIBAIL RODAMCO WESTFIELD SE                     | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $107901.08    | 0.01%             | 2031-01-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| ING Groep N.V.                                             | ING GROEP NV                                     | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |    900000 | PA      | $1026377.59   | 0.11%             | 2028-09-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                              | GOLDMAN SACHS GROUP INC THE                      | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |    262000 | PA      | $299291.98    | 0.03%             | 2028-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                | VERIZON COMMUNICATIONS INC                       | CUSIP: 92343VEE0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    500000 | PA      | $516774.42    | 0.05%             | 2038-01-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                | VERIZON COMMUNICATIONS INC                       | CUSIP: 92343VEF7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    500000 | PA      | $537705.19    | 0.06%             | 2036-10-27      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                               | BARCLAYS PLC                                     | CUSIP: 06738EAZ8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | RF                | GB        |    100000 | PA      | $116495.73    | 0.01%             | 2033-01-17      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                   | DOW CHEMICAL CO THE                              | CUSIP: 260543DA8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398821.36    | 0.04%             | 2032-03-15      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| Prologis Euro Finance LLC                                  | PROLOGIS EURO FINANCE LLC                        | CUSIP: 74341EAB8<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |    300000 | PA      | $338584.80    | 0.04%             | 2027-09-10      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| JAB Holdings B.V.                                          | JAB HOLDINGS BV                                  | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |    500000 | PA      | $450846.00    | 0.05%             | 2039-12-19      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                         | ALTRIA GROUP INC                                 | CUSIP: 02209SAZ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    300000 | PA      | $343649.16    | 0.04%             | 2031-06-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| SOCIETE DES GRANDS PROJETS EPN                             | SOCIETE DES GRANDS PROJETS EPIC                  | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              |  | FR        |    100000 | PA      | $97095.64     | 0.01%             | 2034-05-25      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                      | SUMITOMO MITSUI FINANCIAL GROUP INC              | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | DBT              | CORP              | JP        |    200000 | PA      | $214091.10    | 0.02%             | 2029-10-23      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS SA                                             | BNP PARIBAS SA                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |   3100000 | PA      | $3318504.14   | 0.34%             | 2032-04-07      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| THE TORONTO-DOMINION BANK                                  | TORONTO DOMINION BANK THE                        | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |    200000 | PA      | $221839.73    | 0.02%             | 2030-04-08      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| Medtronic Global Holdings S.C.A.                           | MEDTRONIC GLOBAL HOLDINGS SCA                    | CUSIP: 58507LAK5<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $386135.35    | 0.04%             | 2039-03-07      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| VICINITY CENTRES RE LTD                                    | VICINITY CENTRES TRUST                           | CUSIP: N/A<br>LEI: 549300S7GOEVR0EGFN47       | Long             | DBT              | CORP              | AU        |   1250000 | PA      | $1352257.74   | 0.14%             | 2029-11-07      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                          | CAPITAL ONE FINANCIAL CORP                       | CUSIP: 14040HCC7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110665.43    | 0.01%             | 2029-06-12      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| SNAM S.P.A.                                                | SNAM SPA                                         | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | DBT              | CORP              | IT        |   1000000 | PA      | $941727.40    | 0.10%             | 2034-09-12      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Medtronic Global Holdings S.C.A.                           | MEDTRONIC GLOBAL HOLDINGS SCA                    | CUSIP: 58507LAP4<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    800000 | PA      | $693414.34    | 0.07%             | 2039-07-02      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| UNICREDIT, SOCIETA PER AZIONI                              | UNICREDIT SPA                                    | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |   2460000 | PA      | $2922356.11   | 0.30%             | 2034-03-05      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                | INTERNATIONAL BUSINESS MACHINES CORP             | CUSIP: 459200KF7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    520000 | PA      | $518057.40    | 0.05%             | 2032-02-11      | Fixed         | 0.65%                 | No            | 2                  | On Loan: No      |
| AIR PRODUCTS AND CHEMICALS, INC.                           | AIR PRODUCTS AND CHEMICALS INC                   | CUSIP: 009158BE5<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    270000 | PA      | $270046.77    | 0.03%             | 2032-05-05      | Fixed         | 0.80%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                     | BERKSHIRE HATHAWAY FINANCE CORP                  | CUSIP: 084664CS8<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    173000 | PA      | $158417.04    | 0.02%             | 2039-06-19      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                      | WELLS FARGO CO                                   | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |    300000 | PA      | $316833.58    | 0.03%             | 2030-03-25      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| OMV Aktiengesellschaft                                     | OMV AG                                           | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | DBT              | CORP              | AT        |    120000 | PA      | $114803.07    | 0.01%             | 2034-07-03      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| MERLIN Properties SOCIMI, S.A.                             | MERLIN PROPERTIES SOCIMI SA                      | CUSIP: N/A<br>LEI: 959800L8KD863DP30X04       | Long             | DBT              | CORP              | ES        |    100000 | PA      | $97585.09     | 0.01%             | 2034-12-04      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                      | BANQUE FEDERATIVE DU CREDIT MUTUEL SA            | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |    300000 | PA      | $319176.99    | 0.03%             | 2030-01-17      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                               | UBS GROUP AG                                     | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |   1000000 | PA      | $955215.84    | 0.10%             | 2033-02-24      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| BP CAPITAL MARKETS P.L.C.                                  | BP CAPITAL MARKETS PLC                           | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $949730.34    | 0.10%             | 2034-11-15      | Fixed         | 1.10%                 | No            | 2                  | On Loan: No      |
| PRAEMIA HEALTHCARE SA                                      | PRAEMIA HEALTHCARE SACA                          | CUSIP: N/A<br>LEI: 96950067NFR9MWI0CJ45       | Long             | DBT              | CORP              | FR        |    300000 | PA      | $317628.89    | 0.03%             | 2029-11-04      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| LSEG Netherlands B.V.                                      | LSEG NETHERLANDS BV                              | CUSIP: N/A<br>LEI: 213800JCR9B7CYW7U265       | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $959569.40    | 0.10%             | 2033-04-06      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                      | WELLS FARGO CO                                   | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |    100000 | PA      | $104495.85    | 0.01%             | 2030-08-14      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| B.A.T. INTERNATIONAL FINANCE P.L.C.                        | BAT INTERNATIONAL FINANCE PLC                    | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |    647000 | PA      | $768559.74    | 0.08%             | 2032-04-12      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORPORATION                                  | REALTY INCOME CORP                               | CUSIP: 756109CS1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    571000 | PA      | $684275.83    | 0.07%             | 2041-09-04      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CK Hutchison Group Telecom Finance S.A.                    | CK HUTCHISON GROUP TELECOM FINANCE SA            | CUSIP: N/A<br>LEI: 254900OM17Q9YNDIUG82       | Long             | DBT              | CORP              | LU        |    610000 | PA      | $636571.20    | 0.07%             | 2031-10-17      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| PUBLIC STORAGE OPERATING COMPANY                           | PUBLIC STORAGE                                   | CUSIP: 74460DAE9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    910000 | PA      | $912659.34    | 0.09%             | 2032-01-24      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| COMCAST CORPORATION                                        | COMCAST CORP                                     | CUSIP: 20030NDC2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100194.63    | 0.01%             | 2032-02-20      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| EASTERN POWER NETWORKS PLC                                 | EASTERN POWER NETWORKS PLC                       | CUSIP: N/A<br>LEI: 213800U5R8Q5KGM2KU56       | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $3225270.56   | 0.33%             | 2033-11-25      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORPORATION                                  | REALTY INCOME CORP                               | CUSIP: 756109BC7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104997.81    | 0.01%             | 2033-07-13      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Acciona Energia Financiacion Filiales, S.A.U.              | ACCIONA ENERGIA FINANCIA                         | CUSIP: N/A<br>LEI: 254900CO48EPLIMJDK17       | Long             | DBT              | CORP              | ES        |    200000 | PA      | $246833.18    | 0.03%             | 2031-04-23      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| NEW ZEALAND LOCAL GOVERNMENT FUNDING AGENCY LIMITED        | NEW ZEALAND LOCAL GOVERNMENT FUNDING             | CUSIP: N/A<br>LEI: 254900ZJG39H1CAH6K02       | Long             | DBT              |  | NZ        |   3400000 | PA      | $1701569.89   | 0.18%             | 2035-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BELFIUS BANQUE SA                                          | BELFIUS BANK SA                                  | CUSIP: N/A<br>LEI: A5GWLFH3KM7YV2SFQL84       | Long             | DBT              |  | BE        |    100000 | PA      | $115678.81    | 0.01%             | 2031-01-30      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Nestle Finance International Ltd. SA                       | NESTLE FINANCE INTERNATIONAL LTD                 | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |   1169000 | PA      | $1385091.78   | 0.14%             | 2035-11-14      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| MACQUARIE GROUP LIMITED                                    | MACQUARIE GROUP LTD                              | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | DBT              | CORP              | AU        |   2177000 | PA      | $2665626.89   | 0.28%             | 2030-01-23      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ORIX CORPORATION                                           | ORIX CORP                                        | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | DBT              | CORP              | JP        |    632000 | PA      | $746594.58    | 0.08%             | 2029-05-29      | Fixed         | 3.78%                 | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                                        | INTESA SANPAOLO SPA                              | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |    250000 | PA      | $315709.65    | 0.03%             | 2031-08-29      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| APA INFRASTRUCTURE LIMITED                                 | APA INFRASTRUCTURE LTD                           | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |    300000 | PA      | $327319.60    | 0.03%             | 2029-03-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| APA INFRASTRUCTURE LIMITED                                 | APA INFRASTRUCTURE LTD                           | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |   1300000 | PA      | $1286107.18   | 0.13%             | 2033-03-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| E.ON SE                                                    | E ON SE                                          | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |    700000 | PA      | $841586.88    | 0.09%             | 2033-08-29      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| JAB Holdings B.V.                                          | JAB HOLDINGS BV                                  | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |   1100000 | PA      | $1313095.09   | 0.14%             | 2034-04-25      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                              | GOLDMAN SACHS GROUP INC THE                      | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |    200000 | PA      | $199545.89    | 0.02%             | 2032-03-23      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                      | BANQUE FEDERATIVE DU CREDIT MUTUEL SA            | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $101959.28    | 0.01%             | 2031-02-21      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| KERING SA                                                  | KERING SA                                        | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1140103.40   | 0.12%             | 2034-11-21      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                                              | RCI BANQUE SA                                    | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |     83000 | PA      | $97009.75     | 0.01%             | 2029-07-26      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                                    | EXXON MOBIL CORP                                 | CUSIP: N/A<br>LEI: J3WHBG0MTS7O8ZVMDC91       | Long             | DBT              | CORP              | US        |    358000 | PA      | $305873.96    | 0.03%             | 2039-06-26      | Fixed         | 1.41%                 | No            | 2                  | On Loan: No      |
| NATIONAL GAS TRANSMISSION PLC                              | NATIONAL GAS TRANSMISSION PLC                    | CUSIP: N/A<br>LEI: FPCHGTHKVH9ZWXS7S453       | Long             | DBT              | CORP              | GB        |    250000 | PA      | $300736.03    | 0.03%             | 2030-04-05      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                      | BANQUE FEDERATIVE DU CREDIT MUTUEL SA            | CUSIP: BY8968392<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $117042.99    | 0.01%             | 2032-09-14      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| BORGWARNER INC.                                            | BORGWARNER INC                                   | CUSIP: 099724AN6<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103263.17    | 0.01%             | 2031-05-19      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CORPORATION                                    | DUKE ENERGY CORP                                 | CUSIP: 26441CCD5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $235527.27    | 0.02%             | 2031-04-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| PVH CORP.                                                  | PVH CORP                                         | CUSIP: 693656AD2<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $118932.71    | 0.01%             | 2029-07-16      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| GLOBAL PAYMENTS INC.                                       | GLOBAL PAYMENTS INC                              | CUSIP: 37940XAS1<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1486000 | PA      | $1779048.08   | 0.18%             | 2031-03-17      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE SA                                        | SOCIETE GENERALE SA                              | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $113733.32    | 0.01%             | 2027-07-08      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                      | BANQUE FEDERATIVE DU CREDIT MUTUEL SA            | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |   1500000 | PA      | $1812661.18   | 0.19%             | 2030-05-02      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| CREDIT MUTUEL ARKEA SA                                     | CREDIT MUTUEL ARKEA SA                           | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |    700000 | PA      | $711559.15    | 0.07%             | 2031-10-25      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| Magna International Inc.                                   | MAGNA INTERNATIONAL INC                          | CUSIP: N/A<br>LEI: 95RWVLFZX6VGDZNNTN43       | Long             | DBT              | CORP              | CA        |    450000 | PA      | $545591.47    | 0.06%             | 2032-03-17      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Volkswagen International Finance N.V.                      | VOLKSWAGEN INTERNATIONAL FINANCE NV              | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $99425.42     | 0.01%             | 2032-09-23      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                                    | BPCE SA                                          | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |   2500000 | PA      | $2564748.56   | 0.27%             | 2031-03-03      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| NTT FINANCE CORPORATION                                    | NTT FINANCE CORP                                 | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |    100000 | PA      | $104982.96    | 0.01%             | 2030-03-03      | Fixed         | 0.34%                 | No            | 2                  | On Loan: No      |
| TOTALENERGIES CAPITAL INTERNATIONAL SA                     | TOTALENERGIES CAPITAL INTERNATIONAL SA           | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |    500000 | PA      | $560337.79    | 0.06%             | 2037-03-03      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Akzo Nobel N.V.                                            | AKZO NOBEL NV                                    | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | DBT              | CORP              | NL        |   1500000 | PA      | $1718326.58   | 0.18%             | 2035-03-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Mizuho Financial Group, Inc.                               | MIZUHO FINANCIAL GROUP INC                       | CUSIP: BY7414224<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    800000 | PA      | $955285.48    | 0.10%             | 2032-09-05      | Fixed         | 4.03%                 | No            | 2                  | On Loan: No      |
| ASB BANK LIMITED                                           | ASB FINANCE LTD                                  | CUSIP: N/A<br>LEI: 549300IBZWZL1KTPF918       | Long             | DBT              | CORP              | NZ        |    100000 | PA      | $109755.29    | 0.01%             | 2028-09-08      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| COOPERATIEVE RABOBANK U.A.                                 | COOPERATIEVE RABOBANK UA                         | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |    300000 | PA      | $359873.33    | 0.04%             | 2030-01-10      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                                    | BPCE SA                                          | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |    800000 | PA      | $959467.01    | 0.10%             | 2028-07-13      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                                        | INTESA SANPAOLO SPA                              | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |    100000 | PA      | $143455.12    | 0.01%             | 2033-05-31      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                                        | INTESA SANPAOLO SPA                              | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |   3300000 | PA      | $3375693.01   | 0.35%             | 2036-03-11      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| ICADE SA                                                   | ICADE                                            | CUSIP: N/A<br>LEI: 969500UDH342QLTE1M42       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $105958.49    | 0.01%             | 2030-01-19      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| MACQUARIE GROUP LIMITED                                    | MACQUARIE GROUP LTD                              | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | DBT              | CORP              | AU        |    300000 | PA      | $330679.03    | 0.03%             | 2029-01-19      | Fixed         | 0.94%                 | No            | 2                  | On Loan: No      |
| VINCI SA                                                   | VINCI SA                                         | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | DBT              | CORP              | FR        |   1100000 | PA      | $1290382.16   | 0.13%             | 2026-05-13      | Floating      | 2.24%                 | No            | 2                  | On Loan: No      |
| Aareal Bank AG                                             | AAREAL BANK AG                                   | CUSIP: N/A<br>LEI: EZKODONU5TYHW4PP1R34       | Long             | DBT              | CORP              | DE        |    300000 | PA      | $335586.23    | 0.03%             | 2027-11-23      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORPORATION                                  | REALTY INCOME CORP                               | CUSIP: 756109BX1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    163000 | PA      | $212289.42    | 0.02%             | 2039-12-05      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| OP Yrityspankki Oyj                                        | OP CORPORATE BANK PLC                            | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |   2218000 | PA      | $2490130.27   | 0.26%             | 2027-11-16      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| TEMASEK FINANCIAL (I) LIMITED                              | TEMASEK FINANCIAL I LTD                          | CUSIP: N/A<br>LEI: 549300XMGMDF3VRJMF12       | Long             | DBT              | CORP              | SG        |    411000 | PA      | $483386.59    | 0.05%             | 2027-02-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Volkswagen Financial Services N.V.                         | VOLKSWAGEN FINANCIAL SERVICES NV                 | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $137575.06    | 0.01%             | 2029-05-23      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CORPORATION                                    | DUKE ENERGY CORP                                 | CUSIP: 26441CBR5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    850000 | PA      | $985841.51    | 0.10%             | 2034-06-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| THE TORONTO-DOMINION BANK                                  | TORONTO DOMINION BANK THE                        | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |    100000 | PA      | $114096.26    | 0.01%             | 2032-08-03      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORPORATION                                | WESTPAC BANKING CORP                             | CUSIP: ZM9903877<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1100000 | PA      | $797367.93    | 0.08%             | 2028-02-16      | Floating      | 4.94%                 | No            | 2                  | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                | INTERNATIONAL BUSINESS MACHINES CORP             | CUSIP: N/A<br>LEI: VGRQXHF3J8VDLUA7XE92       | Long             | DBT              | CORP              | US        |    200000 | PA      | $194474.62    | 0.02%             | 2034-02-09      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| SELP Finance S.a r.l.                                      | SELP FINANCE SARL                                | CUSIP: N/A<br>LEI: 549300Y4VYEJE1MH6D45       | Long             | DBT              | CORP              | LU        |    100000 | PA      | $108536.62    | 0.01%             | 2029-05-27      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| Banco Santander, S.A.                                      | BANCO SANTANDER SA                               | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |    100000 | PA      | $102785.06    | 0.01%             | 2031-11-04      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Mizuho Financial Group, Inc.                               | MIZUHO FINANCIAL GROUP INC                       | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |   1600000 | PA      | $1722133.41   | 0.18%             | 2032-04-08      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Mizuho Financial Group, Inc.                               | MIZUHO FINANCIAL GROUP INC                       | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |   2123000 | PA      | $2583527.91   | 0.27%             | 2033-05-20      | Fixed         | 4.42%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS SA                                             | BNP PARIBAS SA                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |    300000 | PA      | $288745.55    | 0.03%             | 2032-12-03      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                         | CANADIAN IMPERIAL BANK OF COMMERCE               | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1176440.50   | 0.12%             | 2027-01-29      | Floating      | 2.87%                 | No            | 2                  | On Loan: No      |
| HARLEY-DAVIDSON FINANCIAL SERVICES, INC.                   | HARLEY DAVIDSON FINANCIAL SERVICES INC           | CUSIP: N/A<br>LEI: RLUFFFFW4GRYU77BTS24       | Long             | DBT              | CORP              | US        |    708000 | PA      | $827206.23    | 0.09%             | 2030-03-12      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ABERTIS FRANCE SAS                                         | HOLDING D INFRASTRUCTURES DE TRANSPOR            | CUSIP: N/A<br>LEI: 9695004S3RCE0Q5V8G28       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $220384.95    | 0.02%             | 2029-09-18      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED            | AUSTRALIA NEW ZEALAND BANKING GROUP LTD          | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |    540000 | PA      | $391959.28    | 0.04%             | 2029-02-05      | Floating      | 4.89%                 | No            | 2                  | On Loan: No      |
| NATIONAL GRID NORTH AMERICA INC                            | NATIONAL GRID NORTH AMERICA INC                  | CUSIP: N/A<br>LEI: 5Q3U0WRKWZZGRMPYFT08       | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1786578.47   | 0.18%             | 2033-09-12      | Fixed         | 4.67%                 | No            | 2                  | On Loan: No      |
| ENI S.P.A.                                                 | ENI SPA                                          | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |   1200000 | PA      | $1456496.19   | 0.15%             | 2033-05-19      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Telefonica Emisiones, S.A.U.                               | TELEFONICA EMISIONES SA                          | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |    200000 | PA      | $237361.46    | 0.02%             | 2033-11-21      | Fixed         | 4.18%                 | No            | 2                  | On Loan: No      |
| BMW Finance N.V.                                           | BMW FINANCE NV                                   | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |    334000 | PA      | $385614.35    | 0.04%             | 2035-05-22      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                      | BANQUE FEDERATIVE DU CREDIT MUTUEL SA            | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $102008.13    | 0.01%             | 2032-01-19      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| Oersted A/S                                                | ORSTED AS                                        | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |    350000 | PA      | $412552.25    | 0.04%             | 2030-03-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| LVMH MOET HENNESSY LOUIS VUITTON SE                        | LVMH MOET HENNESSY LOUIS VUITTON SE              | CUSIP: YO0367764<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $460042.59    | 0.05%             | 2032-03-07      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                         | CREDIT AGRICOLE SA                               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $112129.67    | 0.01%             | 2027-12-09      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                                    | BPCE SA                                          | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |   3600000 | PA      | $4363867.56   | 0.45%             | 2033-01-13      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CADENT FINANCE PLC                                         | CADENT FINANCE PLC                               | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $105110.61    | 0.01%             | 2030-03-19      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| Prologis Euro Finance LLC                                  | PROLOGIS EURO FINANCE LLC                        | CUSIP: 74341EAS1<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |    670000 | PA      | $789487.99    | 0.08%             | 2034-05-05      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| American Medical Systems Europe B.V.                       | AMERICAN MEDICAL SYSTEMS EUROPE BV               | CUSIP: N/A<br>LEI: 549300AA2JE6ZQ5D2493       | Long             | DBT              | CORP              | NL        |   3157000 | PA      | $3571230.45   | 0.37%             | 2034-03-08      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                      | BANQUE FEDERATIVE DU CREDIT MUTUEL SA            | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $114195.65    | 0.01%             | 2029-11-06      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| Prologis Euro Finance LLC                                  | PROLOGIS EURO FINANCE LLC                        | CUSIP: 74341EAR3<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $2058143.83   | 0.21%             | 2033-05-23      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| BMW International Investment B.V.                          | BMW INTERNATIONAL INVESTMENT BV                  | CUSIP: N/A<br>LEI: 724500J951RJJFEW5X49       | Long             | DBT              | CORP              | NL        |    527000 | PA      | $612863.35    | 0.06%             | 2032-11-17      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED            | AUSTRALIA NEW ZEALAND BANKING GROUP LTD          | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |   3050000 | PA      | $3580909.23   | 0.37%             | 2027-05-21      | Floating      | 2.42%                 | No            | 2                  | On Loan: No      |
| RECKITT BENCKISER TREASURY SERVICES PLC                    | RECKITT BENCKISER TREASURY SERVICES PLC          | CUSIP: N/A<br>LEI: 213800LAXWIUOOBZ3908       | Long             | DBT              | CORP              | GB        |   2652000 | PA      | $3152276.24   | 0.33%             | 2033-09-14      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| NATIONAL GRID PLC                                          | NATIONAL GRID PLC                                | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $223965.56    | 0.02%             | 2034-03-30      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| FISERV, INC.                                               | FISERV INC                                       | CUSIP: 337738BF4<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    350000 | PA      | $421017.21    | 0.04%             | 2031-05-24      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                              | GOLDMAN SACHS GROUP INC THE                      | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1182348.95   | 0.12%             | 2033-03-18      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| ICADE SA                                                   | ICADE                                            | CUSIP: N/A<br>LEI: 969500UDH342QLTE1M42       | Long             | DBT              | CORP              | FR        |    900000 | PA      | $1025113.72   | 0.11%             | 2035-05-22      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                    | BANK OF NOVA SCOTIA THE                          | CUSIP: N/A<br>LEI: L3I9ZG2KFGXZ61BMYR72       | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1174971.85   | 0.12%             | 2027-06-10      | Floating      | 2.58%                 | No            | 2                  | On Loan: No      |
| VISA INC.                                                  | VISA INC                                         | CUSIP: 92826CAT9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1327414.16   | 0.14%             | 2034-06-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                         | CREDIT AGRICOLE SA                               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |    300000 | PA      | $302723.31    | 0.03%             | 2032-07-12      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| New Zealand                                                | NEW ZEALAND GOVERNMENT BOND                      | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |   1600000 | PA      | $921372.26    | 0.10%             | 2034-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| DXC CAPITAL FUNDING DESIGNATED ACTIVITY COMPANY            | DXC CAPITAL FUNDING DAC                          | CUSIP: N/A<br>LEI: 6354001BJH7XSHGTD882       | Long             | DBT              | CORP              | IE        |    200000 | PA      | $192347.10    | 0.02%             | 2031-09-15      | Fixed         | 0.95%                 | No            | 2                  | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFIELD SE                               | UNIBAIL RODAMCO WESTFIELD SE                     | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |   1200000 | PA      | $1388852.22   | 0.14%             | 2034-09-11      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFIELD SE                               | UNIBAIL RODAMCO WESTFIELD SE                     | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |    300000 | PA      | $352690.93    | 0.04%             | 2029-09-11      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                         | AMERICAN HONDA FINANCE CORP                      | CUSIP: 026657AZ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $583863.43    | 0.06%             | 2031-04-23      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                    | NYKREDIT REALKREDIT A S                          | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |    346000 | PA      | $402595.90    | 0.04%             | 2031-07-10      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                                    | BPCE SA                                          | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $119866.43    | 0.01%             | 2032-11-29      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                                        | INTESA SANPAOLO SPA                              | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |    800000 | PA      | $948579.85    | 0.10%             | 2030-10-16      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                | VERIZON COMMUNICATIONS INC                       | CUSIP: 92343VGV0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    144000 | PA      | $165106.11    | 0.02%             | 2036-02-28      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                         | CREDIT AGRICOLE SA                               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |    400000 | PA      | $472995.58    | 0.05%             | 2034-11-28      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Volkswagen Financial Services AG                           | VOLKSWAGEN FINANCIAL SERVICES AG                 | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |    200000 | PA      | $209057.39    | 0.02%             | 2030-02-12      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                      | BANQUE FEDERATIVE DU CREDIT MUTUEL SA            | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |    300000 | PA      | $352393.50    | 0.04%             | 2033-02-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| LIBERTY MUTUAL GROUP INC.                                  | LIBERTY MUTUAL GROUP INC                         | CUSIP: N/A<br>LEI: QUR0DG15Z6FFGYCHH861       | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1572199.31   | 0.16%             | 2030-12-02      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| WPP FINANCE 2013                                           | WPP FINANCE 2013                                 | CUSIP: N/A<br>LEI: 549300L84EKSLWWPGI24       | Long             | DBT              | CORP              | GB        |   2267000 | PA      | $2579041.06   | 0.27%             | 2033-09-12      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| DIAGEO FINANCE PLC                                         | DIAGEO FINANCE PLC                               | CUSIP: N/A<br>LEI: BPF79TJMIH3DK8XCKI50       | Long             | DBT              | CORP              | GB        |   1300000 | PA      | $1525218.32   | 0.16%             | 2026-06-20      | Floating      | 2.42%                 | No            | 2                  | On Loan: No      |
| Volkswagen International Finance N.V.                      | VOLKSWAGEN INTERNATIONAL FINANCE NV              | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |    300000 | PA      | $346920.83    | 0.04%             | 2035-09-02      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| ENI S.P.A.                                                 | ENI SPA                                          | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |   1000000 | PA      | $1181336.93   | 0.12%             | 2034-01-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| AEROPORTS DE PARIS SA                                      | AEROPORTS DE PARIS SA                            | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | DBT              | CORP              | FR        |    900000 | PA      | $1037508.53   | 0.11%             | 2033-03-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Neste Oyj                                                  | NESTE OYJ                                        | CUSIP: N/A<br>LEI: 5493009GY1X8GQ66AM14       | Long             | DBT              | CORP              | FI        |    100000 | PA      | $118541.88    | 0.01%             | 2030-03-20      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| LIBERTY MUTUAL GROUP INC.                                  | LIBERTY MUTUAL GROUP INC                         | CUSIP: N/A<br>LEI: QUR0DG15Z6FFGYCHH861       | Long             | DBT              | CORP              | US        |    400000 | PA      | $491312.29    | 0.05%             | 2030-12-02      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| Mizuho Financial Group, Inc.                               | MIZUHO FINANCIAL GROUP INC                       | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |   1825000 | PA      | $2155218.00   | 0.22%             | 2034-05-21      | Fixed         | 3.98%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC.                                              | ALPHABET INC                                     | CUSIP: 02079KAR8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   4084000 | PA      | $4594642.00   | 0.48%             | 2037-05-06      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Novo Nordisk Finance (Netherlands) B.V.                    | NOVO NORDISK FINANCE NETHERLANDS BV              | CUSIP: N/A<br>LEI: 549300X0PCJ6M2JZQW91       | Long             | DBT              | CORP              | NL        |   2800000 | PA      | $3222877.35   | 0.33%             | 2034-05-21      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| COFIROUTE SA                                               | COFIROUTE SA                                     | CUSIP: N/A<br>LEI: 213800CP8292W9E8LJ69       | Long             | DBT              | CORP              | FR        |   2100000 | PA      | $2382796.68   | 0.25%             | 2033-03-06      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| EATON CAPITAL UNLIMITED COMPANY                            | EATON CAPITAL UNLTD CO                           | CUSIP: N/A<br>LEI: 549300OLS85LSODKAF64       | Long             | DBT              | CORP              | IE        |    650000 | PA      | $757817.61    | 0.08%             | 2036-05-21      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Telefonica Emisiones, S.A.U.                               | TELEFONICA EMISIONES SA                          | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |    200000 | PA      | $230761.07    | 0.02%             | 2036-01-24      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| MOTABILITY OPERATIONS GROUP PLC                            | MOTABILITY OPERATIONS GROUP PLC                  | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |   2855000 | PA      | $3317543.05   | 0.34%             | 2034-01-24      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| NTT FINANCE CORPORATION                                    | NTT FINANCE CORP                                 | CUSIP: 62954WAZ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    485000 | PA      | $568799.05    | 0.06%             | 2037-07-16      | Fixed         | 4.09%                 | Yes           | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                         | AMERICAN HONDA FINANCE CORP                      | CUSIP: 026657BD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   4456000 | PA      | $5248264.76   | 0.54%             | 2032-03-19      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Deutsche Post AG                                           | DEUTSCHE POST AG                                 | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | DBT              | CORP              | DE        |    270000 | PA      | $314305.93    | 0.03%             | 2040-03-24      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                            | NATIONAL AUSTRALIA BANK LTD                      | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |   2800000 | PA      | $2023805.83   | 0.21%             | 2029-11-14      | Floating      | 4.78%                 | No            | 2                  | On Loan: No      |
| BOUYGUES SA                                                | BOUYGUES SA                                      | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1107367.99   | 0.11%             | 2037-06-30      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| EUROCLEAR HOLDING SA                                       | EUROCLEAR INVESTMENTS SA                         | CUSIP: AL3198242<br>LEI: 549300IQZVZ949N37S44 | Long             | DBT              | CORP              | BE        |    200000 | PA      | $232489.68    | 0.02%             | 2026-12-07      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| THE TORONTO-DOMINION BANK                                  | TORONTO DOMINION BANK THE                        | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |    100000 | PA      | $118188.10    | 0.01%             | 2029-12-13      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                     | BERKSHIRE HATHAWAY FINANCE CORP                  | CUSIP: N/A<br>LEI: 549300RLHFT5RU20WM87       | Long             | DBT              | CORP              | US        |    523000 | PA      | $548582.83    | 0.06%             | 2034-03-18      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                      | BANQUE FEDERATIVE DU CREDIT MUTUEL SA            | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |   1200000 | PA      | $1405997.56   | 0.15%             | 2034-02-03      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria, S.A.                      | BANCO BILBAO VIZCAYA ARGENTARIA SA               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |    800000 | PA      | $953953.75    | 0.10%             | 2034-01-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| E.ON SE                                                    | E ON SE                                          | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |    500000 | PA      | $583135.28    | 0.06%             | 2036-01-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| ABB Finance B.V.                                           | ABB FINANCE BV                                   | CUSIP: N/A<br>LEI: 5493004JXXFB454B6L79       | Long             | DBT              | CORP              | NL        |    500000 | PA      | $578837.31    | 0.06%             | 2034-01-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| EUROFINS SCIENTIFIC SE                                     | EUROFINS SCIENTIFIC SE                           | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | DBT              | CORP              | LU        |   2170000 | PA      | $2512655.14   | 0.26%             | 2033-02-05      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                              | GOLDMAN SACHS GROUP INC THE                      | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |    125000 | PA      | $139183.09    | 0.01%             | 2029-02-07      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| AUTOLIV, INC.                                              | AUTOLIV INC                                      | CUSIP: N/A<br>LEI: A23RUXWKASG834LTMK28       | Long             | DBT              | CORP              | US        |    100000 | PA      | $119095.88    | 0.01%             | 2028-03-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORPORATION                                  | REALTY INCOME CORP                               | CUSIP: 756109BV5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $3142782.76   | 0.33%             | 2034-07-06      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                                              | RCI BANQUE SA                                    | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $2282200.83   | 0.24%             | 2032-11-03      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Toyota Motor Finance (Netherlands) B.V.                    | TOYOTA MOTOR FINANCE NETHERLANDS BV              | CUSIP: N/A<br>LEI: 724500OPA8GZSQUNSR96       | Long             | DBT              | CORP              | NL        |   2100000 | PA      | $2469288.43   | 0.26%             | 2027-02-09      | Floating      | 2.70%                 | No            | 2                  | On Loan: No      |
| JDE Peet's N.V.                                            | JDE PEET S NV                                    | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $118967.03    | 0.01%             | 2030-01-23      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                     | GENERAL MOTORS FINANCIAL CO INC                  | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |    100000 | PA      | $118863.66    | 0.01%             | 2030-07-10      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Volkswagen Bank Gesellschaft mit beschraenkter Haftung     | VOLKSWAGEN BANK GMBH                             | CUSIP: N/A<br>LEI: 529900GJD3OQLRZCKW37       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $120868.97    | 0.01%             | 2031-05-03      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Criteria Caixa, S.A., Sociedad Unipersonal                 | CRITERIA CAIXA SA                                | CUSIP: N/A<br>LEI: 959800DQQUAMV0K08004       | Long             | DBT              | CORP              | ES        |    100000 | PA      | $115387.06    | 0.01%             | 2031-02-25      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA                                    | ANHEUSER BUSCH INBEV SA NV                       | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |    500000 | PA      | $576654.01    | 0.06%             | 2037-03-22      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Banco Santander, S.A.                                      | BANCO SANTANDER SA                               | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |    200000 | PA      | $235355.03    | 0.02%             | 2034-01-09      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Volkswagen International Finance N.V.                      | VOLKSWAGEN INTERNATIONAL FINANCE NV              | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $120858.74    | 0.01%             | 2030-05-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| BOOKING HOLDINGS INC.                                      | BOOKING HOLDINGS INC                             | CUSIP: 09857LAX6<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    620000 | PA      | $765073.10    | 0.08%             | 2034-11-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| TIKEHAU CAPITAL SCA                                        | TIKEHAU CAPITAL SCA                              | CUSIP: N/A<br>LEI: 969500BY8TEU16U3SJ94       | Long             | DBT              | CORP              | FR        |    400000 | PA      | $508800.64    | 0.05%             | 2030-03-14      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Enexis Holding N.V.                                        | ENEXIS HOLDING NV                                | CUSIP: N/A<br>LEI: 7245009Q5867Q0YC9Q13       | Long             | DBT              | CORP              | NL        |    350000 | PA      | $409594.37    | 0.04%             | 2034-06-12      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| JAB Holdings B.V.                                          | JAB HOLDINGS BV                                  | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |   1500000 | PA      | $1867078.71   | 0.19%             | 2033-06-12      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland       | UNITED KINGDOM GILT                              | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    187000 | PA      | $229900.33    | 0.02%             | 2040-01-31      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| ABERTIS FRANCE SAS                                         | HOLDING D INFRASTRUCTURES DE TRANSPORT           | CUSIP: N/A<br>LEI: 9695004S3RCE0Q5V8G28       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $119853.42    | 0.01%             | 2030-03-18      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| THE TIMKEN COMPANY                                         | TIMKEN CO THE                                    | CUSIP: 887389AP9<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |   3421000 | PA      | $4003387.61   | 0.41%             | 2034-05-23      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                         | CREDIT AGRICOLE SA                               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |    900000 | PA      | $1081954.29   | 0.11%             | 2033-01-18      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| AIR PRODUCTS AND CHEMICALS, INC.                           | AIR PRODUCTS AND CHEMICALS INC                   | CUSIP: 009158BG0<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    122000 | PA      | $144377.44    | 0.01%             | 2035-03-03      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                                        | INTESA SANPAOLO SPA                              | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |    350000 | PA      | $455350.62    | 0.05%             | 2033-03-08      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| KLEPIERRE SA                                               | KLEPIERRE SA                                     | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | DBT              | CORP              | FR        |    400000 | PA      | $469304.90    | 0.05%             | 2033-09-23      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| COMCAST CORPORATION                                        | COMCAST CORP                                     | CUSIP: 20030NEL1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    400000 | PA      | $458826.56    | 0.05%             | 2032-09-26      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| COMCAST CORPORATION                                        | COMCAST CORP                                     | CUSIP: 20030NEN7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    144000 | PA      | $175268.89    | 0.02%             | 2040-09-26      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Banco Santander, S.A.                                      | BANCO SANTANDER SA                               | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |   2500000 | PA      | $2897744.09   | 0.30%             | 2032-10-02      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Prologis International Funding II S.A.                     | PROLOGIS INTERNATIONAL FUNDING II SA             | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |   1200000 | PA      | $1379799.47   | 0.14%             | 2034-10-07      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| LVMH MOET HENNESSY LOUIS VUITTON SE                        | LVMH MOET HENNESSY LOUIS VUITTON SE              | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $2276682.20   | 0.24%             | 2036-02-25      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| BOOKING HOLDINGS INC.                                      | BOOKING HOLDINGS INC                             | CUSIP: 09857LAW8<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    150000 | PA      | $183419.25    | 0.02%             | 2031-11-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CADENT FINANCE PLC                                         | CADENT FINANCE PLC                               | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |    500000 | PA      | $649406.08    | 0.07%             | 2036-01-11      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                         | CREDIT AGRICOLE SA                               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |    300000 | PA      | $354296.02    | 0.04%             | 2036-02-26      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA, INC.                                         | T MOBILE USA INC                                 | CUSIP: 87264ADK8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    800000 | PA      | $929514.97    | 0.10%             | 2036-05-08      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| THE TORONTO-DOMINION BANK                                  | TORONTO DOMINION BANK THE                        | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |   2158000 | PA      | $2478739.36   | 0.26%             | 2032-09-22      | Fixed         | 3.36%                 | No            | 2                  | On Loan: No      |
| BASF SE                                                    | BASF SE                                          | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | DBT              | CORP              | DE        |   2000000 | PA      | $2458152.40   | 0.25%             | 2035-03-08      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                | VERIZON COMMUNICATIONS INC                       | CUSIP: 92343VGS7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    251000 | PA      | $311631.97    | 0.03%             | 2034-10-31      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                | INTERNATIONAL BUSINESS MACHINES CORP             | CUSIP: 459200LC3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    700000 | PA      | $809689.87    | 0.08%             | 2035-02-06      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| BMW US CAPITAL, LLC                                        | BMW US CAPITAL LLC                               | CUSIP: N/A<br>LEI: KK5MZM9DIXLXZL9DZL15       | Long             | DBT              | CORP              | US        |    824000 | PA      | $937134.23    | 0.10%             | 2034-02-02      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Nestle Finance International Ltd. SA                       | NESTLE FINANCE INTERNATIONAL LTD                 | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |   2500000 | PA      | $2802114.10   | 0.29%             | 2037-01-23      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Digital Dutch Finco B.V.                                   | DIGITAL DUTCH FINCO BV                           | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |   1605000 | PA      | $1848346.53   | 0.19%             | 2033-09-13      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BMW International Investment B.V.                          | BMW INTERNATIONAL INVESTMENT BV                  | CUSIP: N/A<br>LEI: 724500J951RJJFEW5X49       | Long             | DBT              | CORP              | NL        |    298000 | PA      | $338219.79    | 0.04%             | 2034-08-27      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Mizuho Financial Group, Inc.                               | MIZUHO FINANCIAL GROUP INC                       | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |    200000 | PA      | $232888.34    | 0.02%             | 2034-08-27      | Fixed         | 3.77%                 | No            | 2                  | On Loan: No      |
| Province of Manitoba                                       | MANITOBA PROVINCE OF                             | CUSIP: N/A<br>LEI: 5493003QILFOB3JRKE30       | Long             | DBT              |  | CA        |    100000 | PA      | $67277.05     | 0.01%             | 2034-08-28      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                                           | BANK OF MONTREAL                                 | CUSIP: N/A<br>LEI: NQQ6HPCNCCU6TUTQYE16       | Long             | DBT              | RF                | CA        |    800000 | PA      | $939517.64    | 0.10%             | 2027-04-12      | Floating      | 2.62%                 | No            | 2                  | On Loan: No      |
| JT International Financial Services B.V.                   | JT INTERNATIONAL FINANCIAL SERVICES BV           | CUSIP: N/A<br>LEI: 549300U2F0PG10VZUN93       | Long             | DBT              | CORP              | NL        |   2986000 | PA      | $3408497.98   | 0.35%             | 2034-04-11      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                         | CREDIT AGRICOLE SA                               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |   3000000 | PA      | $3631791.17   | 0.38%             | 2033-11-27      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| CaixaBank, S.A.                                            | CAIXABANK SA                                     | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $1229815.83   | 0.13%             | 2033-11-29      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS SA                                             | BNP PARIBAS SA                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |    800000 | PA      | $951751.37    | 0.10%             | 2034-02-13      | Fixed         | 4.09%                 | No            | 2                  | On Loan: No      |
| Bayer Aktiengesellschaft                                   | BAYER AG                                         | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $122710.36    | 0.01%             | 2033-05-26      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Stora Enso Oyj                                             | STORA ENSO OYJ                                   | CUSIP: N/A<br>LEI: 7437000ZP669LKUTZ738       | Long             | DBT              | CORP              | FI        |    100000 | PA      | $119936.43    | 0.01%             | 2029-09-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Volkswagen Financial Services AG                           | VOLKSWAGEN FINANCIAL SERVICES OVERSEAS AG        | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |    122000 | PA      | $144627.51    | 0.01%             | 2030-09-10      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                      | BANQUE FEDERATIVE DU CREDIT MUTUEL SA            | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |   2100000 | PA      | $2589228.93   | 0.27%             | 2031-11-10      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| VAR ENERGI ASA                                             | VAR ENERGI ASA                                   | CUSIP: N/A<br>LEI: 549300LIVN3FFOJN2K47       | Long             | DBT              | CORP              | NO        |    260000 | PA      | $304487.10    | 0.03%             | 2031-03-12      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Heidelberg Materials AG                                    | HEIDELBERG MATERIALS AG                          | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | DBT              | CORP              | DE        |   1180000 | PA      | $1395449.45   | 0.14%             | 2034-07-19      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                                              | RCI BANQUE SA                                    | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $238073.97    | 0.02%             | 2031-04-04      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Koninklijke Philips N.V.                                   | KONINKLIJKE PHILIPS NV                           | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | DBT              | CORP              | NL        |    300000 | PA      | $364333.70    | 0.04%             | 2031-09-08      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                             | COMMONWEALTH BANK OF AUSTRALIA                   | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |   2100000 | PA      | $1523319.82   | 0.16%             | 2028-08-17      | Floating      | 4.91%                 | No            | 2                  | On Loan: No      |
| MACQUARIE BANK LIMITED                                     | MACQUARIE BANK LTD                               | CUSIP: N/A<br>LEI: 4ZHCHI4KYZG2WVRT8631       | Long             | DBT              | CORP              | AU        |    909000 | PA      | $1065086.20   | 0.11%             | 2029-09-17      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY          | BRITISH TELECOMMUNICATIONS PLC                   | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |    750000 | PA      | $903923.82    | 0.09%             | 2033-01-06      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Koninklijke KPN N.V.                                       | KONINKLIJKE KPN NV                               | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |   1100000 | PA      | $1280185.20   | 0.13%             | 2036-02-16      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| ENGIE SA                                                   | ENGIE SA                                         | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |    800000 | PA      | $931392.35    | 0.10%             | 2036-03-06      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| EASTERN POWER NETWORKS PLC                                 | EASTERN POWER NETWORKS PLC                       | CUSIP: N/A<br>LEI: 213800U5R8Q5KGM2KU56       | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $3140072.81   | 0.33%             | 2039-10-02      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| OP Yrityspankki Oyj                                        | OP CORPORATE BANK PLC                            | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |    414000 | PA      | $494066.92    | 0.05%             | 2028-06-13      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Molnlycke Holding AB                                       | MOLNLYCKE HOLDING AB                             | CUSIP: N/A<br>LEI: 549300WAUZKYD5PU9L16       | Long             | DBT              | CORP              | SE        |    100000 | PA      | $119020.74    | 0.01%             | 2034-06-11      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Enexis Holding N.V.                                        | ENEXIS HOLDING NV                                | CUSIP: N/A<br>LEI: 7245009Q5867Q0YC9Q13       | Long             | DBT              | CORP              | NL        |    515000 | PA      | $593254.93    | 0.06%             | 2033-04-09      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| ENGIE SA                                                   | ENGIE SA                                         | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $120656.53    | 0.01%             | 2034-09-06      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Volkswagen Leasing Gesellschaft mit beschraenkter Haftung  | VOLKSWAGEN LEASING GMBH                          | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $121203.54    | 0.01%             | 2029-03-25      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Volkswagen Leasing Gesellschaft mit beschraenkter Haftung  | VOLKSWAGEN LEASING GMBH                          | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |    523000 | PA      | $642812.50    | 0.07%             | 2031-09-25      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                         | CREDIT AGRICOLE SA                               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |   1300000 | PA      | $1496320.45   | 0.15%             | 2035-05-27      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| GLENCORE CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY       | GLENCORE CAPITAL FINANCE DAC                     | CUSIP: N/A<br>LEI: 213800HCUCI1HC7X6Q34       | Long             | DBT              | CORP              | IE        |    800000 | PA      | $958853.66    | 0.10%             | 2031-04-29      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| COOPERATIEVE RABOBANK U.A.                                 | COOPERATIEVE RABOBANK UA                         | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |    300000 | PA      | $353091.60    | 0.04%             | 2034-07-26      | Fixed         | 3.82%                 | No            | 2                  | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC.                              | ALIMENTATION COUCHE TARD INC                     | CUSIP: N/A<br>LEI: 549300OSW32RVX8CCZ87       | Long             | DBT              | CORP              | CA        |   1400000 | PA      | $1619024.22   | 0.17%             | 2036-02-12      | Fixed         | 4.01%                 | No            | 2                  | On Loan: No      |
| Stellantis N.V.                                            | STELLANTIS NV                                    | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |    900000 | PA      | $1028956.88   | 0.11%             | 2030-09-19      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Vlaamse Gemeenschap                                        | MINISTERIES VAN DE VLAAMSE GEMEENSCHAP           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              |  | BE        |   1100000 | PA      | $1221186.07   | 0.13%             | 2037-06-22      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                      | BANQUE FEDERATIVE DU CREDIT MUTUEL SA            | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |    400000 | PA      | $457506.15    | 0.05%             | 2035-03-07      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| PPG INDUSTRIES, INC.                                       | PPG INDUSTRIES INC                               | CUSIP: 693506BX4<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |   4036000 | PA      | $4637083.53   | 0.48%             | 2032-03-04      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                           | PHILIP MORRIS INTERNATIONAL INC                  | CUSIP: 718172DW6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2382000 | PA      | $2732822.56   | 0.28%             | 2032-06-06      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| LLOYDS BANK CORPORATE MARKETS PLC                          | LLOYDS BANK CORPORATE MARKETS PLC                | CUSIP: N/A<br>LEI: 213800MBWEIJDM5CU638       | Long             | DBT              | CORP              | GB        |    119000 | PA      | $141380.53    | 0.01%             | 2027-05-30      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Stellantis N.V.                                            | STELLANTIS NV                                    | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |    360000 | PA      | $420519.17    | 0.04%             | 2031-06-16      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| WENDEL SE                                                  | WENDEL SE                                        | CUSIP: N/A<br>LEI: 969500M98ZMIZYJD5O34       | Long             | DBT              | CORP              | FR        |    400000 | PA      | $482395.08    | 0.05%             | 2030-06-19      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORPORATION                                | WESTPAC BANKING CORP                             | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $724441.38    | 0.07%             | 2029-05-14      | Floating      | 4.84%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORPORATION                                 | AMERICAN TOWER CORP                              | CUSIP: N/A<br>LEI: 5493006ORUSIL88JOE18       | Long             | DBT              | CORP              | US        |    200000 | PA      | $245309.51    | 0.03%             | 2031-05-16      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| BP Capital Markets B.V.                                    | BP CAPITAL MARKETS BV                            | CUSIP: N/A<br>LEI: 7245003VD7E4T30HJD24       | Long             | DBT              | CORP              | NL        |   2018000 | PA      | $2449299.26   | 0.25%             | 2035-05-12      | Fixed         | 4.32%                 | No            | 2                  | On Loan: No      |
| BOOKING HOLDINGS INC.                                      | BOOKING HOLDINGS INC                             | CUSIP: 09857LBF4<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    620000 | PA      | $687614.60    | 0.07%             | 2037-11-21      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                | VERIZON COMMUNICATIONS INC                       | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |    108000 | PA      | $123748.39    | 0.01%             | 2032-10-29      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Volkswagen Leasing Gesellschaft mit beschraenkter Haftung  | VOLKSWAGEN LEASING GMBH                          | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |    300000 | PA      | $358019.59    | 0.04%             | 2031-04-11      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ITALGAS S.P.A.                                             | ITALGAS SPA                                      | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | DBT              | CORP              | IT        |    100000 | PA      | $120373.51    | 0.01%             | 2032-06-08      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| IHG FINANCE LLC                                            | IHG FINANCE LLC                                  | CUSIP: N/A<br>LEI: 213800DXTXQ1YC8UP313       | Long             | DBT              | CORP              | US        |    300000 | PA      | $348143.35    | 0.04%             | 2031-09-27      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Nordea Bank Abp                                            | NORDEA BANK ABP                                  | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |   2564000 | PA      | $2997714.52   | 0.31%             | 2034-03-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| E.ON SE                                                    | E ON SE                                          | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |     25000 | PA      | $29853.29     | 0.00%             | 2029-03-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| COOPERATIEVE RABOBANK U.A.                                 | COOPERATIEVE RABOBANK UA AUSTRALIA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |    970000 | PA      | $699876.77    | 0.07%             | 2028-05-26      | Floating      | 4.74%                 | No            | 2                  | On Loan: No      |
| AKER BP ASA                                                | AKER BP ASA                                      | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | DBT              | CORP              | NO        |   4145000 | PA      | $4897334.57   | 0.51%             | 2032-05-29      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORPORATION                                 | AMERICAN TOWER CORP                              | CUSIP: 03027XCK4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    600000 | PA      | $709403.77    | 0.07%             | 2034-05-16      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| EATON CAPITAL UNLIMITED COMPANY                            | EATON CAPITAL ULC                                | CUSIP: N/A<br>LEI: 549300OLS85LSODKAF64       | Long             | DBT              | CORP              | IE        |    469000 | PA      | $542581.71    | 0.06%             | 2035-05-09      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED            | AUSTRALIA NEW ZEALAND BANKING GROUP LTD          | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |   2300000 | PA      | $1664809.62   | 0.17%             | 2029-06-18      | Floating      | 5.12%                 | No            | 2                  | On Loan: No      |
| ORIX CORPORATION                                           | ORIX CORP                                        | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | DBT              | CORP              | JP        |   4907000 | PA      | $5666791.57   | 0.59%             | 2031-10-22      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Novo Nordisk Finance (Netherlands) B.V.                    | NOVO NORDISK FINANCE                             | CUSIP: N/A<br>LEI: 549300X0PCJ6M2JZQW91       | Long             | DBT              | CORP              | NL        |    472000 | PA      | $541715.08    | 0.06%             | 2033-05-27      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Neste Oyj                                                  | NESTE OYJ                                        | CUSIP: N/A<br>LEI: 5493009GY1X8GQ66AM14       | Long             | DBT              | CORP              | FI        |    100000 | PA      | $119085.84    | 0.01%             | 2031-05-21      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| L'OREAL SA                                                 | L OREAL SA                                       | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $114857.13    | 0.01%             | 2036-01-19      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                                           | BANK OF MONTREAL                                 | CUSIP: N/A<br>LEI: NQQ6HPCNCCU6TUTQYE16       | Long             | DBT              | RF                | CA        |   2500000 | PA      | $1811714.55   | 0.19%             | 2029-06-27      | Floating      | 5.57%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                                       | ROYAL BANK OF CANADA                             | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |    300000 | PA      | $366274.14    | 0.04%             | 2030-10-02      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| BLACKROCK, INC.                                            | BLACKROCK INC                                    | CUSIP: N/A<br>LEI: 529900VBK42Y5HHRMD23       | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1228464.77   | 0.13%             | 2035-07-18      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| CAPGEMINI SE                                               | CAPGEMINI SE                                     | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | DBT              | CORP              | FR        |    500000 | PA      | $560041.36    | 0.06%             | 2034-09-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| KELLANOVA                                                  | KELLANOVA                                        | CUSIP: 487836CB2<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1403309.22   | 0.15%             | 2034-05-16      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| SUEZ SA                                                    | SUEZ SACA                                        | CUSIP: N/A<br>LEI: 5493007LKZ37MXEN5D79       | Long             | DBT              | CORP              | FR        |   1100000 | PA      | $1336145.26   | 0.14%             | 2033-11-13      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| W.P. CAREY INC.                                            | WP CAREY INC                                     | CUSIP: N/A<br>LEI: 54930042CRNE713E3Q67       | Long             | DBT              | CORP              | US        |   2307000 | PA      | $2747944.02   | 0.28%             | 2032-07-23      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| NATWEST MARKETS PLC                                        | NATWEST MARKETS PLC                              | CUSIP: N/A<br>LEI: RR3QWICWWIPCS8A4S074       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $116426.72    | 0.01%             | 2030-01-10      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Digital Dutch Finco B.V.                                   | DIGITAL DUTCH FINCO BV                           | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |    491000 | PA      | $554479.37    | 0.06%             | 2035-03-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                     | GENERAL MOTORS FINANCIAL CO INC                  | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |    270000 | PA      | $315686.40    | 0.03%             | 2031-07-14      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| American Medical Systems Europe B.V.                       | AMERICAN MEDICAL SYSTEMS EUROPE BV               | CUSIP: N/A<br>LEI: 549300AA2JE6ZQ5D2493       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $116778.79    | 0.01%             | 2032-03-08      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| QUEENSLAND TREASURY CORPORATION                            | QUEENSLAND TREASURY CORP                         | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              |  | AU        |    100000 | PA      | $72195.38     | 0.01%             | 2028-09-19      | Floating      | 4.57%                 | No            | 2                  | On Loan: No      |
| BOOKING HOLDINGS INC.                                      | BOOKING HOLDINGS INC                             | CUSIP: 09857LBC1<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |   2355000 | PA      | $2672362.96   | 0.28%             | 2036-03-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Siemens Financieringsmaatschappij N.V.                     | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV             | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |   1400000 | PA      | $1578796.43   | 0.16%             | 2037-02-22      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| WELLTOWER OP LLC                                           | WELLTOWER INC                                    | CUSIP: 95040QAB0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   6800000 | PA      | $8430364.22   | 0.87%             | 2034-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                                              | RCI BANQUE SA                                    | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |    412000 | PA      | $485946.74    | 0.05%             | 2030-09-30      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| SEGRO PUBLIC LIMITED COMPANY                               | SEGRO PLC                                        | CUSIP: YV8038288<br>LEI: 213800XC35KGM9NFC641 | Long             | DBT              | CORP              | GB        |   4662000 | PA      | $5364486.64   | 0.56%             | 2032-09-24      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FEDERATION DES CAISSES DESJARDINS DU QUEBEC                | FEDERATION DES CAISSES DESJARDINS DU QUEBEC      | CUSIP: N/A<br>LEI: 549300B2Q47IR0CR5B54       | Long             | DBT              | CORP              | CA        |   3772000 | PA      | $4351670.94   | 0.45%             | 2031-03-28      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| EQUINIX EUROPE 2 FINANCING CORPORATION LLC                 | EQUINIX EUROPE 2 FINANCING CORP LLC              | CUSIP: 29390XAB0<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |    400000 | PA      | $459213.57    | 0.05%             | 2033-09-03      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| OMV Aktiengesellschaft                                     | OMV AG                                           | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | DBT              | CORP              | AT        |     34000 | PA      | $40027.34     | 0.00%             | 2031-09-04      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| OMV Aktiengesellschaft                                     | OMV AG                                           | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | DBT              | CORP              | AT        |    100000 | PA      | $116756.37    | 0.01%             | 2036-09-04      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| DSV Finance B.V.                                           | DSV FINANCE BV                                   | CUSIP: N/A<br>LEI: 529900RTQQ0IIS4B3E03       | Long             | DBT              | CORP              | NL        |    500000 | PA      | $566965.13    | 0.06%             | 2034-11-06      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| DSV Finance B.V.                                           | DSV FINANCE BV                                   | CUSIP: N/A<br>LEI: 529900RTQQ0IIS4B3E03       | Long             | DBT              | CORP              | NL        |   1563000 | PA      | $1813752.98   | 0.19%             | 2032-11-06      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| DSV Finance B.V.                                           | DSV FINANCE BV                                   | CUSIP: N/A<br>LEI: 529900RTQQ0IIS4B3E03       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $116535.04    | 0.01%             | 2030-11-06      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| EXPERIAN FINANCE PLC                                       | EXPERIAN FINANCE PLC                             | CUSIP: N/A<br>LEI: 635400RKRK5EGXSPC782       | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1701756.65   | 0.18%             | 2034-10-10      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                         | AMERICAN HONDA FINANCE CORP                      | CUSIP: 026657BG0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $174129.04    | 0.02%             | 2031-06-27      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| COVIVIO SA                                                 | COVIVIO SA FRANCE                                | CUSIP: N/A<br>LEI: 969500P8M3W2XX376054       | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1125760.52   | 0.12%             | 2034-06-17      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| SNAM S.P.A.                                                | SNAM SPA                                         | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | DBT              | CORP              | IT        |    891000 | PA      | $1024646.04   | 0.11%             | 2032-07-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Region Ile de France                                       | REGION OF ILE DE FRANCE                          | CUSIP: N/A<br>LEI: 969500X7E3U7ZNH95E23       | Long             | DBT              |  | FR        |   1200000 | PA      | $1398750.20   | 0.14%             | 2035-05-25      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                         | CANADIAN IMPERIAL BANK OF COMMERCE               | CUSIP: YW1310286<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $297991.89    | 0.03%             | 2029-07-09      | Fixed         | 3.81%                 | No            | 2                  | On Loan: No      |
| Volkswagen Financial Services AG                           | VOLKSWAGEN FINANCIAL SERVICES AG                 | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |    700000 | PA      | $820524.07    | 0.08%             | 2031-11-19      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| W.P. CAREY INC.                                            | WP CAREY INC                                     | CUSIP: N/A<br>LEI: 54930042CRNE713E3Q67       | Long             | DBT              | CORP              | US        |    305000 | PA      | $343580.85    | 0.04%             | 2034-11-19      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                    | NYKREDIT REALKREDIT AS                           | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |    100000 | PA      | $116583.60    | 0.01%             | 2030-01-10      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                         | CREDIT AGRICOLE SA                               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |    700000 | PA      | $798947.58    | 0.08%             | 2034-09-26      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| JAB Holdings B.V.                                          | JAB HOLDINGS BV                                  | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |    400000 | PA      | $474488.23    | 0.05%             | 2035-05-19      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Sandoz Finance B.V.                                        | SANDOZ FINANCE BV                                | CUSIP: N/A<br>LEI: 213800DFA3WXJ7KC9R74       | Long             | DBT              | CORP              | NL        |   1300000 | PA      | $1528845.97   | 0.16%             | 2035-03-26      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Swiss Life Finance I AG                                    | SWISS LIFE FINANCE I AG                          | CUSIP: N/A<br>LEI: 549300GDVNT1NHIHOW12       | Long             | DBT              | CORP              | LI        |    140000 | PA      | $163742.11    | 0.02%             | 2035-03-24      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Investor Aktiebolag                                        | INVESTOR AB                                      | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | DBT              | CORP              | SE        |   2000000 | PA      | $2334774.40   | 0.24%             | 2034-03-31      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| SELP Finance S.a r.l.                                      | SELP FINANCE SARL                                | CUSIP: N/A<br>LEI: 549300Y4VYEJE1MH6D45       | Long             | DBT              | CORP              | LU        |   1503000 | PA      | $1751541.60   | 0.18%             | 2032-01-16      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| ArcelorMittal SA                                           | ARCELORMITTAL SA                                 | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | DBT              | CORP              | LU        |   1583000 | PA      | $1840954.05   | 0.19%             | 2031-12-13      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FEDEX CORPORATION                                          | FEDEX CORP                                       | CUSIP: 3142XEA00<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94859.93     | 0.01%             | 2033-05-04      | Fixed         | 0.95%                 | No            | 2                  | On Loan: No      |
| Mizuho Financial Group, Inc.                               | MIZUHO FINANCIAL GROUP INC                       | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |    100000 | PA      | $114339.19    | 0.01%             | 2035-08-26      | Fixed         | 3.69%                 | No            | 2                  | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                | INTERNATIONAL BUSINESS MACHINES CORP             | CUSIP: 459200LM1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $283561.26    | 0.03%             | 2033-02-10      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                | IMPERIAL BRANDS FINANCE PLC                      | CUSIP: N/A<br>LEI: 2138008L3B3MCG1DFS50       | Long             | DBT              | CORP              | GB        |   3617000 | PA      | $4124076.39   | 0.43%             | 2034-02-12      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| VISA INC.                                                  | VISA INC                                         | CUSIP: 92826CAV4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   3317000 | PA      | $3814496.07   | 0.39%             | 2033-05-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| VISA INC.                                                  | VISA INC                                         | CUSIP: 92826CAW2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $3092135.44   | 0.32%             | 2037-05-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BMW International Investment B.V.                          | BMW INTERNATIONAL INVESTMENT BV                  | CUSIP: N/A<br>LEI: 724500J951RJJFEW5X49       | Long             | DBT              | CORP              | NL        |   1250000 | PA      | $1451102.72   | 0.15%             | 2033-01-22      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Telefonica Emisiones, S.A.U.                               | TELEFONICA EMISIONES SA                          | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |    600000 | PA      | $688169.51    | 0.07%             | 2034-01-23      | Fixed         | 3.72%                 | No            | 2                  | On Loan: No      |
| EXPERIAN FINANCE PLC                                       | EXPERIAN FINANCE PLC                             | CUSIP: N/A<br>LEI: 635400RKRK5EGXSPC782       | Long             | DBT              | CORP              | GB        |   1700000 | PA      | $1956430.49   | 0.20%             | 2033-12-15      | Fixed         | 3.51%                 | No            | 2                  | On Loan: No      |
| AYVENS SA                                                  | AYVENS SA                                        | CUSIP: N/A<br>LEI: 969500E7V019H9NP7427       | Long             | DBT              | CORP              | FR        |    400000 | PA      | $464874.67    | 0.05%             | 2030-02-19      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| CA Auto Bank S.p.A (Dublin Branch)                         | CA AUTO BANK SPA IRELAND                         | CUSIP: N/A<br>LEI: 635400TMJSFWVKAJSI97       | Long             | DBT              | CORP              | IE        |    350000 | PA      | $406413.52    | 0.04%             | 2028-07-07      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| GECINA SA                                                  | GECINA SA                                        | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | DBT              | CORP              | FR        |    400000 | PA      | $448987.55    | 0.05%             | 2035-08-04      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| EQUINIX EUROPE 2 FINANCING CORPORATION LLC                 | EQUINIX EUROPE 2 FINANCING CORP LLC              | CUSIP: N/A<br>LEI: 254900FSZR46BPMCKI50       | Long             | DBT              | CORP              | US        |    809000 | PA      | $940033.64    | 0.10%             | 2034-05-19      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| EQUINIX EUROPE 2 FINANCING CORPORATION LLC                 | EQUINIX EUROPE 2 FINANCING CORP LLC              | CUSIP: 29390XAE4<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |    200000 | PA      | $233258.22    | 0.02%             | 2029-05-19      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Banco Santander, S.A.                                      | BANCO SANTANDER SA                               | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |    900000 | PA      | $1023764.30   | 0.11%             | 2035-02-17      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                      | BANQUE FEDERATIVE DU CREDIT MUTUEL SA            | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |    300000 | PA      | $343115.93    | 0.04%             | 2035-05-07      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CTP N.V.                                                   | CTP NV                                           | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | DBT              | CORP              | NL        |    935000 | PA      | $1068715.40   | 0.11%             | 2032-04-13      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| TYCO ELECTRONICS GROUP S.A.                                | TYCO ELECTRONICS GROUP SA                        | CUSIP: 902133BB2<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |   2600000 | PA      | $2969371.89   | 0.31%             | 2033-01-31      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| TERNA - RETE ELETTRICA NAZIONALE SOCIETA PER AZIONI        | TERNA RETE ELETTRICA NAZIONALE                   | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | DBT              | CORP              | IT        |   1257000 | PA      | $1443675.25   | 0.15%             | 2031-07-22      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Digital Dutch Finco B.V.                                   | DIGITAL DUTCH FINCO BV                           | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |   3460000 | PA      | $3946561.28   | 0.41%             | 2034-07-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| NTT FINANCE CORPORATION                                    | NTT FINANCE CORP                                 | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |    570000 | PA      | $664656.07    | 0.07%             | 2033-07-16      | Fixed         | 3.68%                 | No            | 2                  | On Loan: No      |
| NTT FINANCE CORPORATION                                    | NTT FINANCE CORP                                 | CUSIP: 62954WAY1<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   3860000 | PA      | $4501004.33   | 0.47%             | 2033-07-16      | Fixed         | 3.68%                 | Yes           | 2                  | On Loan: No      |
| LIBERTY MUTUAL GROUP INC.                                  | LIBERTY MUTUAL GROUP INC                         | CUSIP: 53079EBQ6<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    694000 | PA      | $793322.89    | 0.08%             | 2035-09-26      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| SSE PLC                                                    | SSE PLC                                          | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | DBT              | CORP              | GB        |    150000 | PA      | $175429.09    | 0.02%             | 2032-03-18      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| WENDEL SE                                                  | WENDEL SE                                        | CUSIP: N/A<br>LEI: 969500M98ZMIZYJD5O34       | Long             | DBT              | CORP              | FR        |    700000 | PA      | $805045.98    | 0.08%             | 2033-08-11      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| CREDIT MUTUEL ARKEA SA                                     | CREDIT MUTUEL ARKEA SA                           | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |    500000 | PA      | $575262.80    | 0.06%             | 2035-07-17      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| P3 Group S.ar.l.                                           | P3 GROUP SARL                                    | CUSIP: N/A<br>LEI: 529900GR62MT0O5VW110       | Long             | DBT              | CORP              | LU        |    957000 | PA      | $1099251.65   | 0.11%             | 2031-03-22      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Teollisuuden Voima Oyj                                     | TEOLLISUUDEN VOIMA OYJ                           | CUSIP: N/A<br>LEI: 743700LQ48IZBTZN4S52       | Long             | DBT              | CORP              | FI        |   1000000 | PA      | $1153238.32   | 0.12%             | 2033-03-18      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                      | SUMITOMO MITSUI FINANCIAL GROUP INC              | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | DBT              | CORP              | JP        |    400000 | PA      | $465895.32    | 0.05%             | 2032-05-28      | Fixed         | 3.57%                 | No            | 2                  | On Loan: No      |
| Telefonica Emisiones, S.A.U.                               | TELEFONICA EMISIONES SA                          | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |    700000 | PA      | $805906.68    | 0.08%             | 2035-06-25      | Fixed         | 3.94%                 | No            | 2                  | On Loan: No      |
| TOTALENERGIES CAPITAL INTERNATIONAL SA                     | TOTALENERGIES CAPITAL INTERNATIONAL SA           | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |   3300000 | PA      | $3779144.14   | 0.39%             | 2040-07-01      | Fixed         | 4.06%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORPORATION                                  | REALTY INCOME CORP                               | CUSIP: 756109CU6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    345000 | PA      | $398557.22    | 0.04%             | 2031-06-20      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORPORATION                                  | REALTY INCOME CORP                               | CUSIP: 756109CV4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   3012000 | PA      | $3445904.44   | 0.36%             | 2035-06-20      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Novo Nordisk Finance (Netherlands) B.V.                    | NOVO NORDISK FINANCE NETHERLANDS BV              | CUSIP: N/A<br>LEI: 549300X0PCJ6M2JZQW91       | Long             | DBT              | CORP              | NL        |   1343000 | PA      | $1536255.75   | 0.16%             | 2035-02-20      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                                | EQUINOR ASA                                      | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | DBT              | CORP              | NO        |    200000 | PA      | $231867.02    | 0.02%             | 2027-02-17      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| BHP BILLITON FINANCE LIMITED                               | BHP BILLITON FINANCE LTD                         | CUSIP: N/A<br>LEI: 549300KZMIS43NMT0A66       | Long             | DBT              | CORP              | AU        |    475000 | PA      | $543919.32    | 0.06%             | 2035-09-04      | Fixed         | 3.64%                 | No            | 2                  | On Loan: No      |
| PUBLIC STORAGE OPERATING COMPANY                           | PUBLIC STORAGE OPERATING CO                      | CUSIP: 74464AAE1<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   1844000 | PA      | $2102118.47   | 0.22%             | 2034-01-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                                              | RCI BANQUE SA                                    | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |   1200000 | PA      | $1385079.94   | 0.14%             | 2032-02-16      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| New Zealand                                                | NEW ZEALAND GOVERNMENT BOND                      | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |   1600000 | PA      | $887102.22    | 0.09%             | 2033-04-14      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CDP FINANCIAL INC                                          | CDP FINANCIAL INC                                | CUSIP: YV7141240<br>LEI: N/A                  | Long             | DBT              |  | CA        |    550000 | PA      | $398350.97    | 0.04%             | 2034-06-02      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| CDP FINANCIAL INC.                                         | CDP FINANCIAL INC                                | CUSIP: C23264BB6<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | CORP              | CA        |   4775000 | PA      | $3423398.91   | 0.35%             | 2035-06-02      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Ontario Teachers' Finance Trust                            | ONTARIO TEACHERS FINANCE TRUST                   | CUSIP: C69798AZ6<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | CORP              | CA        |   1100000 | PA      | $831226.95    | 0.09%             | 2034-06-02      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| CANADIAN DOLLAR                                            | CANADIAN DOLLAR                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |  -2013476 | OU      | $2372.85      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EURO                                                       | EURO                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |  -1160194 | OU      | $-1684.45     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO                                                       | EURO                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |  -1530507 | OU      | $540.62       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EURO                                                       | EURO                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |  -1971524 | OU      | $2852.17      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EURO                                                       | EURO                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -394242 | OU      | $331.71       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EURO                                                       | EURO                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |  -1033745 | OU      | $4634.15      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EURO                                                       | EURO                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |  -2147286 | OU      | $9850.20      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EURO                                                       | EURO                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |  -2686373 | OU      | $3754.25      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EURO                                                       | EURO                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -416594 | OU      | $332.74       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EURO                                                       | EURO                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |  -3134710 | OU      | $80292.39     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GREAT BRITISH POUND                                        | GREAT BRITISH POUND                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -78937 | OU      | $1781.17      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GREAT BRITISH POUND                                        | GREAT BRITISH POUND                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |   -279325 | OU      | $11198.37     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GREAT BRITISH POUND                                        | GREAT BRITISH POUND                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |   -213372 | OU      | $1595.46      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GREAT BRITISH POUND                                        | GREAT BRITISH POUND                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |   -239992 | OU      | $400.27       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JAPANESE YEN                                               | JAPANESE YEN                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |  -6880985 | OU      | $665.89       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NEW ZEALAND DOLLAR                                         | NEW ZEALAND DOLLAR                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |    -36446 | OU      | $46.91        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DIMENSIONAL FUND ADVISORS LP                               | The DFA Short Term Investment Fund               | CUSIP: 23320U405<br>LEI: N/A                  | Long             | STIV             |  | US        |  21949336 | NS      | $21949335.50  | 2.27%             |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   2135453 | OU      | $1945.08      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   5544880 | OU      | $-67905.98    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   2818931 | OU      | $-34450.01    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   2539313 | OU      | $28241.11     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   3329661 | OU      | $37335.00     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   3098664 | OU      | $-55342.29    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   2524713 | OU      | $22802.83     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   2524713 | OU      | $22677.35     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  33717677 | OU      | $-172783.09   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  37358684 | OU      | $-854354.50   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  39739144 | OU      | $-448767.25   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 265576437 | OU      | $-15603.67    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  12739329 | OU      | $-200288.06   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  34527687 | OU      | $-60877.97    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   2476383 | OU      | $13818.13     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   2344853 | OU      | $8768.73      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    626416 | OU      | $1704.27      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   2670703 | OU      | $-8771.22     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   2042532 | OU      | $-18036.45    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   2493423 | OU      | $-48410.89    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     33782 | OU      | $1.24         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    227144 | OU      | $-5904.71     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     29606 | OU      | $-224.49      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    313993 | OU      | $-8295.37     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  11959607 | OU      | $-186773.06   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   2620778 | OU      | $-31767.85    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    300304 | OU      | $-4386.94     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   4954883 | OU      | $-61640.26    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  34406143 | OU      | $-132315.05   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   1335742 | OU      | $198.12       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   2385476 | OU      | $1047.27      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   1936561 | OU      | $-29947.80    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 153319243 | OU      | $-11335.12    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  34633741 | OU      | $265755.87    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   1930477 | OU      | $-3509.83     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  35924530 | OU      | $-845150.23   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   4554128 | OU      | $-96511.03    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 213753914 | OU      | $-25089.14    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   2604793 | OU      | $-5572.09     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   2604794 | OU      | $-5572.36     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  13249687 | OU      | $-24821.57    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   3359618 | OU      | $-93402.51    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    292606 | OU      | $-10729.30    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    262337 | OU      | $-1377.95     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  58354670 | OU      | $-5672.45     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     32335 | OU      | $-531.47      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   1614918 | OU      | $-1622.65     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   1495434 | OU      | $-6533.69     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  18971449 | OU      | $-52209.91    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   3275858 | OU      | $-9333.24     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   3901515 | OU      | $-30820.27    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   2634867 | OU      | $-7196.23     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   1002453 | OU      | $-9882.29     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   2819140 | OU      | $-13883.23    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   2443947 | OU      | $13334.80     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  13662916 | OU      | $-94453.46    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   1038180 | OU      | $5250.55      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   3134710 | OU      | $-59991.38    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     33553 | OU      | $23.40        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   8301806 | OU      | $-49615.99    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   5455119 | OU      | $-21020.89    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     37562 | OU      | $-342.28      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  18172876 | OU      | $-55714.43    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  18071138 | OU      | $1004.47      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |

### Signature

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

**Name of Applicant:** Dimensional ETF Trust

**Signature:** Randy Olson

**Name of Signer:** Randy Olson

**Title:** Chief Compliance Officer