# EDGAR Filing Document

**Accession Number:** 0001064642
**File Stem:** 0001752724-23-046967
**Filing Date:** 2023-2
**Character Count:** 176642
**Document Hash:** bdaeb5bb9a27f938ad32964c6df2cdd1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-046967.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-046967

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20230630

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08839
- **FILM NUMBER:** 23683658

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

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

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

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

## Series and Classes Contracts Data

### SPDR Bloomberg SASB Corporate Bond ESG Select ETF (Series ID: S000067221)

| Class ID   | Class Name                                        | Ticker Symbol   |
|:---|:---|:---|
| C000216236 | SPDR Bloomberg SASB Corporate Bond ESG Select ETF | RBND            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

- **a. Name of Series:** SPDR Bloomberg SASB Corporate Bond ESG Select ETF

- **b. EDGAR series identifier (if any):** S000067221

- **c. LEI of Series:** 549300K3NO5BICMQFR94

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $22620581.54

**Total Liabilities:** $386619.39

**Net Assets:** $22233962.15

**Cash Not Reported:** $117327.26

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -27.40000000 | **1-Year:** -1165.30000000 | **5-Year:** -3814.16000000 | **10-Year:** -6606.69000000 | **30-Year:** -4802.90000000

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

- **3-Month:** -0.02000000 | **1-Year:** -0.48000000 | **5-Year:** -1.93000000 | **10-Year:** -8.21000000 | **30-Year:** -23.03000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000216236 | -1.00%               | 5.23%                | -0.76%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-37662.93               | $-229353.86                                |
| Month 2  | $-49006.46               | $1114351.43                                |
| Month 3  | $-89146.43               | $-133527.52                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BRIXMOR OPERATING PART   | Brixmor Operating Partnership LP                      | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |     25000 | PA      | $23053.75     | 0.10%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY           | Morgan Stanley                                        | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72943.00     | 0.33%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC        | NatWest Group PLC                                     | CUSIP: 780097BK6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $97666.00     | 0.44%             | 2025-03-22      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Sempra Energy            | Sempra Energy                                         | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46460.00     | 0.21%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL    | TotalEnergies Capital International SA                | CUSIP: 89153VAS8<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     50000 | PA      | $47763.50     | 0.21%             | 2025-01-10      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER  | American Electric Power Co Inc                        | CUSIP: 025537AP6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     50000 | PA      | $33713.00     | 0.15%             | 2050-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP  | John Deere Capital Corp                               | CUSIP: 24422EVN6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23916.75     | 0.11%             | 2024-01-17      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC | Baxter International Inc                              | CUSIP: 071813BY4<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22800.00     | 0.10%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co  | Becton Dickinson and Co                               | CUSIP: 075887BG3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    125000 | PA      | $111232.50    | 0.50%             | 2044-12-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC | Lloyds Banking Group PLC                              | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $47322.50     | 0.21%             | 2028-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Owens Corning            | Owens Corning                                         | CUSIP: 690742AG6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     75000 | PA      | $58359.75     | 0.26%             | 2047-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP      | Carrier Global Corp                                   | CUSIP: 14448CAN4<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23575.50     | 0.11%             | 2025-02-15      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Hess Corp                | Hess Corp                                             | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24652.00     | 0.11%             | 2040-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO      | JPMorgan Chase & Co                                   | CUSIP: 059438AH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54671.50     | 0.25%             | 2026-10-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC       | Vodafone Group PLC                                    | CUSIP: 92857WBL3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    175000 | PA      | $160809.25    | 0.72%             | 2038-05-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co      | JPMorgan Chase & Co                                   | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108336.00    | 0.49%             | 2038-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS   | Verizon Communications Inc                            | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82300.00     | 0.37%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC  | GlaxoSmithKline Capital Inc                           | CUSIP: 377372AM9<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20516.16     | 0.09%             | 2025-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley           | Morgan Stanley                                        | CUSIP: 61746BEG7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42625.50     | 0.19%             | 2047-01-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC           | Home Depot Inc/The                                    | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26749.75     | 0.12%             | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC               | AbbVie Inc                                            | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EBAY INC                 | eBay Inc                                              | CUSIP: 278642AV5<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46807.50     | 0.21%             | 2025-03-11      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co         | Campbell Soup Co                                      | CUSIP: 134429BF5<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24422.50     | 0.11%             | 2025-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR | Anheuser-Busch InBev Worldwide Inc                    | CUSIP: 035240AS9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44185.00     | 0.20%             | 2040-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY       | Ohio Power Co                                         | CUSIP: 677415CR0<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19798.25     | 0.09%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE  | Walt Disney Co/The                                    | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19170.50     | 0.09%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA   | Santander Holdings USA Inc                            | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43015.50     | 0.19%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| PFIZER INC               | Pfizer Inc                                            | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18172.25     | 0.08%             | 2040-05-28      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP     | Bank of America Corp                                  | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2042-04-22      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC  | Goldman Sachs Group Inc/The                           | CUSIP: 38141EC23<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73578.00     | 0.33%             | 2024-07-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA  | National Bank of Canada                               | CUSIP: 63307A2J3<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $24941.25     | 0.11%             | 2023-02-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP             | Newmont Corp                                          | CUSIP: 651639AM8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    125000 | PA      | $131146.25    | 0.59%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC           | Home Depot Inc/The                                    | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45244.50     | 0.20%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS   | Verizon Communications Inc                            | CUSIP: 92343VGF5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23732.25     | 0.11%             | 2024-03-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Aegon NV                 | Aegon NV                                              | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | NL        |     50000 | PA      | $45011.50     | 0.20%             | 2048-04-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY               | 3M Co                                                 | CUSIP: 88579YAZ4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18688.50     | 0.08%             | 2047-10-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC | Baltimore Gas and Electric Co                         | CUSIP: 059165EN6<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20280.00     | 0.09%             | 2031-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK    | Toronto-Dominion Bank/The                             | CUSIP: 891160MJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $115102.50    | 0.52%             | 2031-09-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL         | Bank of Montreal                                      | CUSIP: 06367TQW3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $46719.50     | 0.21%             | 2024-07-09      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC            | Citigroup Inc                                         | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45959.50     | 0.21%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO      | JPMorgan Chase & Co                                   | CUSIP: 46647PBH8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138828.00    | 0.62%             | 2026-03-13      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| VMWARE INC               | VMware Inc                                            | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46516.00     | 0.21%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp    | Unilever Capital Corp                                 | CUSIP: 904764AX5<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145539.00    | 0.65%             | 2024-05-05      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC        | Cisco Systems Inc                                     | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52150.50     | 0.23%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY           | Morgan Stanley                                        | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41379.00     | 0.19%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc           | Merck & Co Inc                                        | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46567.50     | 0.21%             | 2029-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC      | Dominion Energy Inc                                   | CUSIP: 25746UDR7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49680.00     | 0.22%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp | Toyota Motor Credit Corp                              | CUSIP: 89236TDW2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121708.75    | 0.55%             | 2024-04-17      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP         | Kilroy Realty LP                                      | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |     50000 | PA      | $43855.00     | 0.20%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA      | Bank of Nova Scotia/The                               | CUSIP: 064159HB5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $98107.00     | 0.44%             | 2025-12-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC           | Home Depot Inc/The                                    | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27099.00     | 0.12%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC           | Salesforce Inc                                        | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     75000 | PA      | $49951.50     | 0.22%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC  | GlaxoSmithKline Capital Inc                           | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |     25000 | PA      | $28117.75     | 0.13%             | 2038-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP           | Microsoft Corp                                        | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    125000 | PA      | $83301.25     | 0.37%             | 2050-06-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP          | CVS Health Corp                                       | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71184.00     | 0.32%             | 2027-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley           | Morgan Stanley                                        | CUSIP: 617446HD4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $56152.00     | 0.25%             | 2032-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc                | Apple Inc                                             | CUSIP: 037833BW9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24767.25     | 0.11%             | 2036-02-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                | Apple Inc                                             | CUSIP: 037833EA4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     50000 | PA      | $30601.00     | 0.14%             | 2060-08-20      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES    | TransCanada PipeLines Ltd                             | CUSIP: 8935268Z9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $57221.50     | 0.26%             | 2039-01-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL         | Bank of Montreal                                      | CUSIP: 06368EDC3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $132523.50    | 0.60%             | 2027-01-22      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Eversource Energy        | Eversource Energy                                     | CUSIP: 30040WAF5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47250.50     | 0.21%             | 2029-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO    | Southern California Gas Co                            | CUSIP: 842434CM2<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24331.50     | 0.11%             | 2024-09-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BELL CANADA              | Bell Telephone Co of Canada or Bell Canada/The        | CUSIP: 0778FPAA7<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $21286.50     | 0.10%             | 2048-04-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC            | Welltower Inc                                         | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     25000 | PA      | $19916.75     | 0.09%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS   | Verizon Communications Inc                            | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13406.10     | 0.06%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY           | Morgan Stanley                                        | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43894.00     | 0.20%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA   | BP Capital Markets America Inc                        | CUSIP: 10373QBE9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96115.00     | 0.43%             | 2026-02-11      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp         | Duke Energy Corp                                      | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74511.00     | 0.34%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| IBM CORP                 | International Business Machines Corp                  | CUSIP: 459200KC4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12449.55     | 0.06%             | 2049-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC       | Diageo Capital PLC                                    | CUSIP: 25243YBH1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $104587.00    | 0.47%             | 2033-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP     | Boston Properties LP                                  | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    100000 | PA      | $82841.00     | 0.37%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC        | Cisco Systems Inc                                     | CUSIP: 17275RBH4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49099.50     | 0.22%             | 2023-09-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SAU | Telefonica Emisiones SA                               | CUSIP: 87938WAV5<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |     50000 | PA      | $39693.50     | 0.18%             | 2038-03-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA     | Royal Bank of Canada                                  | CUSIP: 78015K7H1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $91630.00     | 0.41%             | 2025-06-10      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL    | TotalEnergies Capital International SA                | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     25000 | PA      | $18661.25     | 0.08%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC             | Barclays PLC                                          | CUSIP: 06738EBL8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $139267.50    | 0.63%             | 2026-05-07      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA   | NXP BV / NXP Funding LLC / NXP USA Inc                | CUSIP: 62954HAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     25000 | PA      | $17375.00     | 0.08%             | 2041-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC            | Welltower Inc                                         | CUSIP: 95040QAP9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     50000 | PA      | $39114.50     | 0.18%             | 2032-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA      | Bank of Nova Scotia/The                               | CUSIP: 0641596E1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $46609.00     | 0.21%             | 2024-07-31      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc               | AbbVie Inc                                            | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2036-05-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E | Alexandria Real Estate Equities Inc                   | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     50000 | PA      | $37253.00     | 0.17%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP     | Boston Properties LP                                  | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     75000 | PA      | $67635.75     | 0.30%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO     | Colgate-Palmolive Co                                  | CUSIP: 194162AM5<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72590.25     | 0.33%             | 2025-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO      | JPMorgan Chase & Co                                   | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17221.25     | 0.08%             | 2052-04-22      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| APPLE INC                | Apple Inc                                             | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    125000 | PA      | $80206.25     | 0.36%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                | Amgen Inc                                             | CUSIP: 031162BY5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     72000 | PA      | $69136.56     | 0.31%             | 2025-05-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc           | Mastercard Inc                                        | CUSIP: 57636QAJ3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71213.25     | 0.32%             | 2028-02-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The         | Coca-Cola Co/The                                      | CUSIP: 191216CE8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94180.00     | 0.42%             | 2027-05-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP  | Simon Property Group LP                               | CUSIP: 828807DE4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |     45000 | PA      | $41705.55     | 0.19%             | 2027-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY   | ConocoPhillips Co                                     | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39911.50     | 0.18%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN  | Shell International Finance BV                        | CUSIP: 822582CB6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     25000 | PA      | $24064.00     | 0.11%             | 2028-11-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp    | Novartis Capital Corp                                 | CUSIP: 66989HAH1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23216.00     | 0.10%             | 2044-05-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT  | Wisconsin Power and Light Co                          | CUSIP: 976826BN6<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18427.00     | 0.08%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN | Deutsche Telekom International Finance BV             | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $235978.00    | 1.06%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                | Apple Inc                                             | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    125000 | PA      | $88446.25     | 0.40%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO          | Weyerhaeuser Co                                       | CUSIP: 962166BY9<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |     50000 | PA      | $45620.50     | 0.21%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sanofi                   | Sanofi                                                | CUSIP: 801060AD6<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |     50000 | PA      | $47733.00     | 0.21%             | 2028-06-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC           | S&P Global Inc                                        | CUSIP: 78409VAP9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21386.50     | 0.10%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK    | Toronto-Dominion Bank/The                             | CUSIP: 89114TZJ4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $78721.00     | 0.35%             | 2031-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC | Baltimore Gas and Electric Co                         | CUSIP: 059165EK2<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21026.50     | 0.09%             | 2048-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO      | Sherwin-Williams Co/The                               | CUSIP: 824348BQ8<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49359.00     | 0.22%             | 2024-08-08      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                | Aetna Inc                                             | CUSIP: 00817YAP3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22115.25     | 0.10%             | 2044-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC        | Travelers Cos Inc/The                                 | CUSIP: 89417EAR0<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17312.00     | 0.08%             | 2051-06-08      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC           | S&P Global Inc                                        | CUSIP: 78409VAR5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $55035.00     | 0.25%             | 2060-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC  | Goldman Sachs Group Inc/The                           | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     75000 | PA      | $59199.00     | 0.27%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Exelon Corp              | Exelon Corp                                           | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43920.00     | 0.20%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Barrick Gold Corp        | Barrick Gold Corp                                     | CUSIP: 725906AN1<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $15644.70     | 0.07%             | 2035-10-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC            | Citigroup Inc                                         | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17393.00     | 0.08%             | 2042-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co         | Campbell Soup Co                                      | CUSIP: 134429BH1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44453.50     | 0.20%             | 2048-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| INTEL CORP               | Intel Corp                                            | CUSIP: 458140BP4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97358.00     | 0.44%             | 2025-03-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Oracle Corp              | Oracle Corp                                           | CUSIP: 68389XAU9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73152.00     | 0.33%             | 2024-07-08      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP | Host Hotels & Resorts LP                              | CUSIP: 44107TAV8<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |     75000 | PA      | $72090.00     | 0.32%             | 2025-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO         | Hewlett Packard Enterprise Co                         | CUSIP: 42824CBJ7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47740.00     | 0.21%             | 2024-04-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc   | Motorola Solutions Inc                                | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23746.00     | 0.11%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc           | Amazon.com Inc                                        | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2601.87      | 0.01%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HP INC                   | HP Inc                                                | CUSIP: 40434LAF2<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65763.00     | 0.30%             | 2026-06-17      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Intel Corp               | Intel Corp                                            | CUSIP: 458140AP5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127945.50    | 0.58%             | 2042-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HP INC                   | HP Inc                                                | CUSIP: 40434LAL9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85892.00     | 0.39%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP   | Bank of New York Mellon Corp/The                      | CUSIP: 06406RAN7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46462.50     | 0.21%             | 2025-04-24      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY  | Oncor Electric Delivery Co LLC                        | CUSIP: 68233JBV5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19897.50     | 0.09%             | 2050-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc           | Merck & Co Inc                                        | CUSIP: 58933YAJ4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39984.75     | 0.18%             | 2043-05-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA   | BP Capital Markets America Inc                        | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17284.75     | 0.08%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Sempra Energy            | Sempra Energy                                         | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     75000 | PA      | $58966.50     | 0.27%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                 | International Business Machines Corp                  | CUSIP: 459200HU8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24621.25     | 0.11%             | 2024-02-12      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PFIZER INC               | Pfizer Inc                                            | CUSIP: 717081FA6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17018.75     | 0.08%             | 2050-05-28      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY          | Deere & Co                                            | CUSIP: 244199BJ3<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22411.75     | 0.10%             | 2030-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Exelon Corp              | Exelon Corp                                           | CUSIP: 30161NAS0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23223.00     | 0.10%             | 2045-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL         | Bank of Montreal                                      | CUSIP: 06367WB85<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $163462.25    | 0.74%             | 2025-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY | Canadian Pacific Railway Co                           | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $37573.00     | 0.17%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp          | CVS Health Corp                                       | CUSIP: 126650BR0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25729.75     | 0.12%             | 2039-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Intel Corp               | Intel Corp                                            | CUSIP: 458140AV2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40702.50     | 0.18%             | 2046-05-19      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING            | Owens Corning                                         | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90630.00     | 0.41%             | 2029-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC              | PepsiCo Inc                                           | CUSIP: 713448EZ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4080.15      | 0.02%             | 2030-05-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Apple Inc                | Apple Inc                                             | CUSIP: 037833CJ7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47864.50     | 0.22%             | 2027-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE | Caterpillar Financial Services Corp                   | CUSIP: 14912L6C0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48867.00     | 0.22%             | 2024-06-09      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC        | HSBC Holdings PLC                                     | CUSIP: 404280DA4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $93982.00     | 0.42%             | 2026-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HP Inc                   | HP Inc                                                | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71898.75     | 0.32%             | 2041-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE  | Walt Disney Co/The                                    | CUSIP: 254687FV3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45808.50     | 0.21%             | 2026-01-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP  | Simon Property Group LP                               | CUSIP: 828807DM6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |     25000 | PA      | $19802.00     | 0.09%             | 2031-02-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                 | AT&T Inc                                              | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7161.20      | 0.03%             | 2039-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP         | Ventas Realty LP                                      | CUSIP: 92277GAM9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     50000 | PA      | $46219.50     | 0.21%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP   | Hartford Financial Services Group Inc/The             | CUSIP: 416515BB9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39573.50     | 0.18%             | 2043-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                 | NIKE Inc                                              | CUSIP: 654106AD5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61776.00     | 0.28%             | 2043-05-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                | WRKCo Inc                                             | CUSIP: 92940PAD6<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24061.00     | 0.11%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley           | Morgan Stanley                                        | CUSIP: 61746BDQ6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49237.50     | 0.22%             | 2024-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC        | Cisco Systems Inc                                     | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    225000 | PA      | $242878.50    | 1.09%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO          | DTE Electric Co                                       | CUSIP: 23338VAP1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18041.75     | 0.08%             | 2051-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC           | Salesforce Inc                                        | CUSIP: 79466LAH7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    125000 | PA      | $106801.25    | 0.48%             | 2028-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP     | Boston Properties LP                                  | CUSIP: 10112RAX2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    100000 | PA      | $94931.00     | 0.43%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp   | Boston Scientific Corp                                | CUSIP: 101137AU1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2708.76      | 0.01%             | 2049-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC           | S&P Global Inc                                        | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76909.00     | 0.35%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC   | Williams Cos Inc/The                                  | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43801.50     | 0.20%             | 2030-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC  | Goldman Sachs Group Inc/The                           | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52109.00     | 0.23%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC             | Enbridge Inc                                          | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $21796.00     | 0.10%             | 2029-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PFIZER INC               | Pfizer Inc                                            | CUSIP: 717081EX7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22875.25     | 0.10%             | 2025-05-28      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO      | JPMorgan Chase & Co                                   | CUSIP: 46647PDE3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24461.25     | 0.11%             | 2025-06-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The  | Procter & Gamble Co/The                               | CUSIP: 742718EV7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46797.50     | 0.21%             | 2027-08-11      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS | Public Service Enterprise Group Inc                   | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19422.00     | 0.09%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL         | Bank of Montreal                                      | CUSIP: 06368FAE9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $46654.50     | 0.21%             | 2025-01-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA       | Banco Santander SA                                    | CUSIP: 05964HAJ4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     35000 | PA      | $32872.70     | 0.15%             | 2028-04-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA   | BP Capital Markets America Inc                        | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20927.75     | 0.09%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP   | Bank of New York Mellon Corp/The                      | CUSIP: 06406RBG1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23914.25     | 0.11%             | 2028-06-13      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES    | Healthpeak Properties Inc                             | CUSIP: 40414LAE9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |     25000 | PA      | $25713.50     | 0.12%             | 2041-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                | Wyeth LLC                                             | CUSIP: 983024AF7<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50797.50     | 0.23%             | 2024-02-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO | British Telecommunications PLC                        | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    125000 | PA      | $149210.00    | 0.67%             | 2030-12-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC | Lloyds Banking Group PLC                              | CUSIP: 539439AV1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $232277.50    | 1.04%             | 2026-02-05      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC  | Public Service Electric and Gas Co                    | CUSIP: 74456QBX3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47030.50     | 0.21%             | 2028-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC  | Goldman Sachs Group Inc/The                           | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43113.00     | 0.19%             | 2039-04-23      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| WALMART INC              | Walmart Inc                                           | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40769.00     | 0.18%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp         | Duke Energy Corp                                      | CUSIP: 26441CAN5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49117.50     | 0.22%             | 2024-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP   | Hartford Financial Services Group Inc/The             | CUSIP: 416515BE3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42764.50     | 0.19%             | 2029-08-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY           | Morgan Stanley                                        | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36939.50     | 0.17%             | 2042-04-22      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS   | Verizon Communications Inc                            | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     25000 | PA      | $15342.50     | 0.07%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE  | Walt Disney Co/The                                    | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40322.00     | 0.18%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO  | Becton Dickinson and Co                               | CUSIP: 075887CK3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19223.25     | 0.09%             | 2050-05-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY | Canadian Pacific Railway Co                           | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $34075.00     | 0.15%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC       | Diageo Capital PLC                                    | CUSIP: 25243YBB4<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     75000 | PA      | $64078.50     | 0.29%             | 2029-10-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO | Virginia Electric and Power Co                        | CUSIP: 927804GF5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $33133.50     | 0.15%             | 2051-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Sanofi                   | Sanofi                                                | CUSIP: 801060AC8<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |     25000 | PA      | $24811.25     | 0.11%             | 2023-06-19      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp  | Marathon Petroleum Corp                               | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46215.00     | 0.21%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK    | Toronto-Dominion Bank/The                             | CUSIP: 89114QCA4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $48420.00     | 0.22%             | 2024-06-12      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC           | Merck & Co Inc                                        | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     25000 | PA      | $16826.00     | 0.08%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP         | Kilroy Realty LP                                      | CUSIP: 49427RAL6<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |     25000 | PA      | $24243.75     | 0.11%             | 2025-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                | Xylem Inc/NY                                          | CUSIP: 98419MAJ9<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46896.50     | 0.21%             | 2026-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc             | Autodesk Inc                                          | CUSIP: 052769AD8<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49452.50     | 0.22%             | 2025-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC       | Diageo Capital PLC                                    | CUSIP: 25243YBD0<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $41172.00     | 0.19%             | 2030-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO          | DTE Electric Co                                       | CUSIP: 23338VAM8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21209.75     | 0.10%             | 2031-03-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP          | CVS Health Corp                                       | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19812.50     | 0.09%             | 2031-09-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK   | Canadian Imperial Bank of Commerce                    | CUSIP: 13607H6M9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $48887.50     | 0.22%             | 2025-08-04      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP | Host Hotels & Resorts LP                              | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |     75000 | PA      | $61868.25     | 0.28%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES    | Healthpeak Properties Inc                             | CUSIP: 40414LAQ2<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    100000 | PA      | $94318.00     | 0.42%             | 2026-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Visa Inc                 | Visa Inc                                              | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22852.50     | 0.10%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE  | Walt Disney Co/The                                    | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42721.00     | 0.19%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Apple Inc                | Apple Inc                                             | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    175000 | PA      | $166400.50    | 0.75%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO      | JPMorgan Chase & Co                                   | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    125000 | PA      | $83050.00     | 0.37%             | 2051-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc | Baxter International Inc                              | CUSIP: 071813BP3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17869.25     | 0.08%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp     | Westpac Banking Corp                                  | CUSIP: 961214DW0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     50000 | PA      | $46808.00     | 0.21%             | 2028-01-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA       | Banco Santander SA                                    | CUSIP: 05971KAD1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     50000 | PA      | $47996.00     | 0.22%             | 2024-06-27      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK    | Toronto-Dominion Bank/The                             | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $23765.50     | 0.11%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC           | Home Depot Inc/The                                    | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35714.00     | 0.16%             | 2049-12-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR | Anheuser-Busch InBev Worldwide Inc                    | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14956.80     | 0.07%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO  | Becton Dickinson and Co                               | CUSIP: 075887CL1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39504.00     | 0.18%             | 2031-02-11      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Alcan Inc      | Rio Tinto Alcan Inc                                   | CUSIP: 013716AW5<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $51152.00     | 0.23%             | 2035-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC       | Diageo Capital PLC                                    | CUSIP: 25243YAZ2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    125000 | PA      | $119155.00    | 0.54%             | 2028-05-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EBAY INC                 | eBay Inc                                              | CUSIP: 278642AZ6<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     75000 | PA      | $54080.25     | 0.24%             | 2051-05-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG         | Deutsche Bank AG                                      | CUSIP: 25152R2Y8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     50000 | PA      | $48090.50     | 0.22%             | 2026-01-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Oracle Corp              | Oracle Corp                                           | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77912.25     | 0.35%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR | Anheuser-Busch InBev Worldwide Inc                    | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    125000 | PA      | $155368.75    | 0.70%             | 2039-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC          | AstraZeneca PLC                                       | CUSIP: 046353AM0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     25000 | PA      | $22535.00     | 0.10%             | 2045-11-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Thomson Reuters Corp     | Thomson Reuters Corp                                  | CUSIP: 884903BQ7<br>LEI: 549300561UZND4C7B569 | Long             | DBT              | CORP              | CA        |         0 | PA      | $0.00         | 0.00%             | 2023-11-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC        | General Mills Inc                                     | CUSIP: 370334CP7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     75000 | PA      | $51213.00     | 0.23%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC            | Citigroup Inc                                         | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24087.25     | 0.11%             | 2041-03-26      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES    | Keysight Technologies Inc                             | CUSIP: 49338LAE3<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24466.75     | 0.11%             | 2027-04-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES    | AvalonBay Communities Inc                             | CUSIP: 05348EBC2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     75000 | PA      | $68572.50     | 0.31%             | 2028-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp          | CVS Health Corp                                       | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45133.50     | 0.20%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION      | Moody's Corp                                          | CUSIP: 615369AP0<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23938.00     | 0.11%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP  | Digital Realty Trust LP                               | CUSIP: 25389JAT3<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |     25000 | PA      | $23697.00     | 0.11%             | 2028-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP    | Novartis Capital Corp                                 | CUSIP: 66989HAS7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17394.25     | 0.08%             | 2050-08-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO | Virginia Electric and Power Co                        | CUSIP: 927804FG4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     25000 | PA      | $32801.00     | 0.15%             | 2038-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY          | Deere & Co                                            | CUSIP: 244199BK0<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21192.75     | 0.10%             | 2050-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc           | Amazon.com Inc                                        | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2593.62      | 0.01%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I | Stanley Black & Decker Inc                            | CUSIP: 854502AK7<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47638.00     | 0.21%             | 2026-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO      | JPMorgan Chase & Co                                   | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87297.00     | 0.39%             | 2028-06-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc          | Caterpillar Inc                                       | CUSIP: 149123CD1<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45562.00     | 0.20%             | 2044-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NIKE INC                 | NIKE Inc                                              | CUSIP: 654106AL7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40608.50     | 0.18%             | 2040-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP | Host Hotels & Resorts LP                              | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |     50000 | PA      | $38278.00     | 0.17%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC       | Vodafone Group PLC                                    | CUSIP: 92857WBS8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $42067.00     | 0.19%             | 2049-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC | Thermo Fisher Scientific Inc                          | CUSIP: 883556CL4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40446.00     | 0.18%             | 2031-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO        | General Motors Co                                     | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50973.00     | 0.23%             | 2025-10-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP              | NVIDIA Corp                                           | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43675.00     | 0.20%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AT&T INC                 | AT&T Inc                                              | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    175000 | PA      | $130606.00    | 0.59%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC           | Merck & Co Inc                                        | CUSIP: 58933YBA2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17441.75     | 0.08%             | 2040-06-24      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL | Johnson Controls International plc                    | CUSIP: 478375AN8<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |     50000 | PA      | $41818.00     | 0.19%             | 2064-07-02      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO      | JPMorgan Chase & Co                                   | CUSIP: 46647PBS4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96416.00     | 0.43%             | 2024-09-16      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP  | Dell International LLC / EMC Corp                     | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $8029.98      | 0.04%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO     | Colgate-Palmolive Co                                  | CUSIP: 194162AP8<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22619.75     | 0.10%             | 2032-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co        | NSTAR Electric Co                                     | CUSIP: 67021CAM9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23498.25     | 0.11%             | 2027-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC          | AstraZeneca PLC                                       | CUSIP: 046353AN8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $47039.00     | 0.21%             | 2027-06-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Diageo Investment Corp   | Diageo Investment Corp                                | CUSIP: 25245BAA5<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65904.00     | 0.30%             | 2042-05-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY  | Oncor Electric Delivery Co LLC                        | CUSIP: 68233JAS3<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24935.75     | 0.11%             | 2042-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PVH CORP                 | PVH Corp                                              | CUSIP: 693656AC4<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24141.75     | 0.11%             | 2025-07-10      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC            | Citigroup Inc                                         | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46873.50     | 0.21%             | 2033-05-24      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SAU | Telefonica Emisiones SA                               | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |     25000 | PA      | $23695.25     | 0.11%             | 2027-03-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY  | Oncor Electric Delivery Co LLC                        | CUSIP: 68233JBK9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25927.75     | 0.12%             | 2029-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP      | Carrier Global Corp                                   | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18940.75     | 0.09%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP     | Boston Properties LP                                  | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     75000 | PA      | $64601.25     | 0.29%             | 2029-06-21      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AT&T INC                 | AT&T Inc                                              | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13366.95     | 0.06%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc            | Citigroup Inc                                         | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91843.00     | 0.41%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Enel Chile SA            | Enel Chile SA                                         | CUSIP: 29278DAA3<br>LEI: 549300YM5CWCAUVOPB53 | Long             | DBT              | CORP              | CL        |     75000 | PA      | $73041.00     | 0.33%             | 2028-06-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO      | JPMorgan Chase & Co                                   | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19136.75     | 0.09%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL         | Bank of Montreal                                      | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $18976.50     | 0.09%             | 2037-01-10      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR | Anheuser-Busch InBev Worldwide Inc                    | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103263.00    | 0.46%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS   | Verizon Communications Inc                            | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     25000 | PA      | $14977.00     | 0.07%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                | Apple Inc                                             | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     25000 | PA      | $16695.25     | 0.08%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC   | CNH Industrial Capital LLC                            | CUSIP: 12592BAM6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88409.00     | 0.40%             | 2026-07-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO      | American Express Co                                   | CUSIP: 025816CV9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49006.50     | 0.22%             | 2024-05-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley           | Morgan Stanley                                        | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48599.00     | 0.22%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON        | Johnson & Johnson                                     | CUSIP: 478160CN2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45159.00     | 0.20%             | 2025-09-01      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS              | BNP Paribas SA                                        | CUSIP: 05574LFY9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     75000 | PA      | $74850.00     | 0.34%             | 2023-03-03      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc              | PepsiCo Inc                                           | CUSIP: 713448DP0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20068.00     | 0.09%             | 2046-10-06      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP  | John Deere Capital Corp                               | CUSIP: 24422EVL0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19512.50     | 0.09%             | 2031-01-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc            | Medtronic Inc                                         | CUSIP: 585055BU9<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23240.75     | 0.10%             | 2045-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES    | AvalonBay Communities Inc                             | CUSIP: 05348EAZ2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     50000 | PA      | $38502.00     | 0.17%             | 2046-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON        | Johnson & Johnson                                     | CUSIP: 478160CQ5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40352.00     | 0.18%             | 2030-09-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES    | AvalonBay Communities Inc                             | CUSIP: 053484AB7<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     50000 | PA      | $39316.00     | 0.18%             | 2032-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC        | HSBC Holdings PLC                                     | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $83457.00     | 0.38%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC | Lloyds Banking Group PLC                              | CUSIP: 539439AS8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $49655.50     | 0.22%             | 2023-08-16      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TELUS Corp               | TELUS Corp                                            | CUSIP: 87971MBF9<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $47396.00     | 0.21%             | 2027-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC              | PepsiCo Inc                                           | CUSIP: 713448FF0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36927.50     | 0.17%             | 2041-10-21      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO      | JPMorgan Chase & Co                                   | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14540.40     | 0.07%             | 2042-04-22      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP     | Boston Properties LP                                  | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    100000 | PA      | $72317.00     | 0.33%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC               | AbbVie Inc                                            | CUSIP: 00287YCV9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH    | Dominion Energy South Carolina Inc                    | CUSIP: 837004CE8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24569.00     | 0.11%             | 2041-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc       | Conagra Brands Inc                                    | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23647.75     | 0.11%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                | Xylem Inc/NY                                          | CUSIP: 98419MAK6<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20641.75     | 0.09%             | 2046-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC | Lloyds Banking Group PLC                              | CUSIP: 53944YAE3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $109861.50    | 0.49%             | 2048-01-09      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                | Adobe Inc                                             | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63972.75     | 0.29%             | 2030-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC           | Merck & Co Inc                                        | CUSIP: 58933YBE4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40857.50     | 0.18%             | 2031-12-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON        | Johnson & Johnson                                     | CUSIP: 478160CS1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     50000 | PA      | $31360.00     | 0.14%             | 2050-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV  | Fidelity National Information Services Inc            | CUSIP: 31620MBY1<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24119.50     | 0.11%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC | Baxter International Inc                              | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $32659.50     | 0.15%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG | Banco Bilbao Vizcaya Argentaria SA                    | CUSIP: 05946KAH4<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     25000 | PA      | $24207.50     | 0.11%             | 2023-09-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE      | Dow Chemical Co/The                                   | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18022.75     | 0.08%             | 2050-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| WW GRAINGER INC          | WW Grainger Inc                                       | CUSIP: 384802AE4<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23466.50     | 0.11%             | 2025-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc    | Applied Materials Inc                                 | CUSIP: 038222AG0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27316.25     | 0.12%             | 2041-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Target Corp              | Target Corp                                           | CUSIP: 87612EBF2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3967.15      | 0.02%             | 2046-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP     | Westpac Banking Corp                                  | CUSIP: 961214EG4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     25000 | PA      | $20688.25     | 0.09%             | 2039-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC    | Applied Materials Inc                                 | CUSIP: 038222AN5<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     19000 | PA      | $15490.32     | 0.07%             | 2030-06-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co      | JPMorgan Chase & Co                                   | CUSIP: 46625HJU5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     37000 | PA      | $33979.69     | 0.15%             | 2044-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Apple Inc                | Apple Inc                                             | CUSIP: 037833CU2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48698.00     | 0.22%             | 2024-05-11      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AT&T INC                 | AT&T Inc                                              | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39204.50     | 0.18%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KROGER CO                | Kroger Co/The                                         | CUSIP: 501044DQ1<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19282.75     | 0.09%             | 2031-01-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP            | Allstate Corp/The                                     | CUSIP: 020002BG5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19463.50     | 0.09%             | 2049-08-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC             | Alphabet Inc                                          | CUSIP: 02079KAJ6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21450.00     | 0.10%             | 2027-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO   | General Motors Financial Co Inc                       | CUSIP: 37045XBQ8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47113.50     | 0.21%             | 2026-10-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG | Banco Bilbao Vizcaya Argentaria SA                    | CUSIP: 05946KAJ0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $89455.00     | 0.40%             | 2025-09-18      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Visa Inc                 | Visa Inc                                              | CUSIP: 92826CAH5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23179.00     | 0.10%             | 2027-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES    | Healthpeak Properties Inc                             | CUSIP: 42250PAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |     50000 | PA      | $42849.00     | 0.19%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS   | Verizon Communications Inc                            | CUSIP: 92343VDY7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48701.50     | 0.22%             | 2027-03-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E | Alexandria Real Estate Equities Inc                   | CUSIP: 015271AW9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     50000 | PA      | $38473.00     | 0.17%             | 2032-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co         | Campbell Soup Co                                      | CUSIP: 134429BG3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95587.00     | 0.43%             | 2028-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS   | Verizon Communications Inc                            | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     25000 | PA      | $15767.50     | 0.07%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION | Sabine Pass Liquefaction LLC                          | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46438.50     | 0.21%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY               | 3M Co                                                 | CUSIP: 88579YAH4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19906.50     | 0.09%             | 2044-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC       | Meta Platforms Inc                                    | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20058.30     | 0.09%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                | Amgen Inc                                             | CUSIP: 031162CW8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     16000 | PA      | $13031.68     | 0.06%             | 2031-02-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES    | AvalonBay Communities Inc                             | CUSIP: 05348EAU3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     50000 | PA      | $48548.00     | 0.22%             | 2024-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                 | International Business Machines Corp                  | CUSIP: 459200JR3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47084.50     | 0.21%             | 2027-01-27      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GRP NY | Australia & New Zealand Banking Group Ltd/New York NY | CUSIP: 05254JAA8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $100346.00    | 0.45%             | 2025-12-08      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO  | Piedmont Natural Gas Co Inc                           | CUSIP: 720186AN5<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40832.00     | 0.18%             | 2031-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                 | AT&T Inc                                              | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     50000 | PA      | $34018.50     | 0.15%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE  | Transcontinental Gas Pipe Line Co LLC                 | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $20868.25     | 0.09%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC | Baxter International Inc                              | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     75000 | PA      | $59737.50     | 0.27%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| NIKE INC                 | NIKE Inc                                              | CUSIP: 654106AJ2<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23373.25     | 0.11%             | 2027-03-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc             | QUALCOMM Inc                                          | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23457.00     | 0.11%             | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley           | Morgan Stanley                                        | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45957.00     | 0.21%             | 2028-07-22      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN  | Shell International Finance BV                        | CUSIP: 822582CH3<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     50000 | PA      | $36281.50     | 0.16%             | 2050-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK   | Credit Suisse AG/New York NY                          | CUSIP: 22550L2E0<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |     75000 | PA      | $69623.25     | 0.31%             | 2024-02-02      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC             | Alphabet Inc                                          | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     25000 | PA      | $16571.75     | 0.07%             | 2040-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Orange SA                | Orange SA                                             | CUSIP: 685218AB5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |     25000 | PA      | $24625.25     | 0.11%             | 2044-02-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                 | International Business Machines Corp                  | CUSIP: 459200KK6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     75000 | PA      | $54305.25     | 0.24%             | 2040-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO  | Bristol-Myers Squibb Co                               | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14855.52     | 0.07%             | 2029-07-26      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TECK RESOURCES LIMITED   | Teck Resources Ltd                                    | CUSIP: 878744AB7<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $87098.00     | 0.39%             | 2042-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories      | Abbott Laboratories                                   | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49520.00     | 0.22%             | 2036-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Walmart Inc              | Walmart Inc                                           | CUSIP: 931142EL3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48550.00     | 0.22%             | 2024-07-08      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP    | Novartis Capital Corp                                 | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84996.00     | 0.38%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| General Mills Inc        | General Mills Inc                                     | CUSIP: 370334BZ6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23672.25     | 0.11%             | 2027-02-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co      | JPMorgan Chase & Co                                   | CUSIP: 06423AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     50000 | PA      | $57903.50     | 0.26%             | 2030-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP       | Regency Centers LP                                    | CUSIP: 75884RAV5<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     25000 | PA      | $23366.25     | 0.11%             | 2027-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO      | American Express Co                                   | CUSIP: 025816CX5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24094.00     | 0.11%             | 2033-05-26      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| VISA INC                 | Visa Inc                                              | CUSIP: 92826CAL6<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22558.50     | 0.10%             | 2027-04-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corp              | Oracle Corp                                           | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     75000 | PA      | $57592.50     | 0.26%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP  | Dell International LLC / EMC Corp                     | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $48803.00     | 0.22%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SAU | Telefonica Emisiones SA                               | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |     50000 | PA      | $51653.00     | 0.23%             | 2036-06-20      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co      | JPMorgan Chase & Co                                   | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23384.00     | 0.11%             | 2028-02-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC          | Xcel Energy Inc                                       | CUSIP: 98389BAY6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22298.75     | 0.10%             | 2030-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY           | Morgan Stanley                                        | CUSIP: 6174468Q5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    125000 | PA      | $116000.00    | 0.52%             | 2026-04-28      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                 | AT&T Inc                                              | CUSIP: 00206RDQ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97337.00     | 0.44%             | 2027-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC        | Kinder Morgan Inc                                     | CUSIP: 49456BAR2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19388.25     | 0.09%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc      | Dominion Energy Inc                                   | CUSIP: 25746UBD0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26720.50     | 0.12%             | 2038-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| XLIT Ltd                 | XLIT Ltd                                              | CUSIP: 98420EAD7<br>LEI: 635400XCGXK8NVDIVE95 | Long             | DBT              | CORP              | KY        |     50000 | PA      | $47482.00     | 0.21%             | 2045-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP         | Ventas Realty LP                                      | CUSIP: 92277GAD9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     25000 | PA      | $24451.75     | 0.11%             | 2024-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP           | Microsoft Corp                                        | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    125000 | PA      | $89060.00     | 0.40%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp      | Kimberly-Clark Corp                                   | CUSIP: 494368BG7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50283.00     | 0.23%             | 2041-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Apple Inc                | Apple Inc                                             | CUSIP: 037833CR9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94923.00     | 0.43%             | 2027-05-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO | Virginia Electric and Power Co                        | CUSIP: 927804GJ7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22000.00     | 0.10%             | 2052-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| METLIFE INC              | MetLife Inc                                           | CUSIP: 59156RBZ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73860.00     | 0.33%             | 2030-03-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK    | Toronto-Dominion Bank/The                             | CUSIP: 89115A2A9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $24262.50     | 0.11%             | 2025-06-06      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO     | Colgate-Palmolive Co                                  | CUSIP: 194162AN3<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23681.50     | 0.11%             | 2027-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC     | Keurig Dr Pepper Inc                                  | CUSIP: 49271VAM2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17201.25     | 0.08%             | 2051-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC           | Salesforce Inc                                        | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20016.75     | 0.09%             | 2031-07-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc            | Citigroup Inc                                         | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21737.25     | 0.10%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp           | Microsoft Corp                                        | CUSIP: 594918BJ2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96599.00     | 0.43%             | 2025-11-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC  | Public Service Electric and Gas Co                    | CUSIP: 74456QCD6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     25000 | PA      | $16276.50     | 0.07%             | 2050-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC           | Salesforce Inc                                        | CUSIP: 79466LAM6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     50000 | PA      | $32375.00     | 0.15%             | 2061-07-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO | Virginia Electric and Power Co                        | CUSIP: 927804GH1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47811.00     | 0.22%             | 2027-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC             | Enbridge Inc                                          | CUSIP: 29250NBA2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $19043.25     | 0.09%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC    | Texas Instruments Inc                                 | CUSIP: 882508BL7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20230.50     | 0.09%             | 2031-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co      | JPMorgan Chase & Co                                   | CUSIP: 46625HJM3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122172.50    | 0.55%             | 2043-08-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HP INC                   | HP Inc                                                | CUSIP: 40434LAC9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42311.00     | 0.19%             | 2030-06-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp      | Kimberly-Clark Corp                                   | CUSIP: 494368BZ5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22772.25     | 0.10%             | 2029-04-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP    | Novartis Capital Corp                                 | CUSIP: 66989HAP3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188654.00    | 0.85%             | 2025-02-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp              | Oracle Corp                                           | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45906.50     | 0.21%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC                | Apple Inc                                             | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     50000 | PA      | $33365.50     | 0.15%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Exelon Corp              | Exelon Corp                                           | CUSIP: 30161NAU5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23759.00     | 0.11%             | 2026-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E          | San Diego Gas & Electric Co                           | CUSIP: 797440BY9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35925.50     | 0.16%             | 2050-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN  | Shell International Finance BV                        | CUSIP: 822582CG5<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     50000 | PA      | $43946.00     | 0.20%             | 2030-04-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP   | Bank of New York Mellon Corp/The                      | CUSIP: 06406RBH9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23379.50     | 0.11%             | 2033-06-13      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP              | Prologis LP                                           | CUSIP: 74340XBM2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     25000 | PA      | $20869.00     | 0.09%             | 2030-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS   | Verizon Communications Inc                            | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    175000 | PA      | $121107.00    | 0.54%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO   | General Motors Financial Co Inc                       | CUSIP: 37045XAL0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24913.50     | 0.11%             | 2023-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc        | Suncor Energy Inc                                     | CUSIP: 71644EAJ1<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $52479.50     | 0.24%             | 2038-05-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP    | Unilever Capital Corp                                 | CUSIP: 904764BH9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    175000 | PA      | $147903.00    | 0.67%             | 2029-09-06      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc              | PepsiCo Inc                                           | CUSIP: 713448EG9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     50000 | PA      | $56165.50     | 0.25%             | 2029-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP         | Kilroy Realty LP                                      | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |     75000 | PA      | $53353.50     | 0.24%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC       | Vodafone Group PLC                                    | CUSIP: 92857WBU3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     25000 | PA      | $19312.25     | 0.09%             | 2050-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| General Motors Co        | General Motors Co                                     | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65492.25     | 0.29%             | 2049-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU | Telefonica Emisiones SA                               | CUSIP: 87938WAX1<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $83605.00     | 0.38%             | 2049-03-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO   | Commonwealth Edison Co                                | CUSIP: 202795JT8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17422.00     | 0.08%             | 2051-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC  | Goldman Sachs Group Inc/The                           | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22435.00     | 0.10%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS   | Verizon Communications Inc                            | CUSIP: 92343VGG3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44940.00     | 0.20%             | 2026-03-20      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp     | Westpac Banking Corp                                  | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $93723.00     | 0.42%             | 2031-11-23      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC        | HSBC Holdings PLC                                     | CUSIP: 404280DN6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     25000 | PA      | $24805.50     | 0.11%             | 2038-06-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| International Paper Co   | International Paper Co                                | CUSIP: 460146CS0<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     14000 | PA      | $11670.40     | 0.05%             | 2048-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Baxalta Inc              | Baxalta Inc                                           | CUSIP: 07177MAN3<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47330.50     | 0.21%             | 2045-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hess Corp                | Hess Corp                                             | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5434.70      | 0.02%             | 2031-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC        | HSBC Holdings PLC                                     | CUSIP: 404280DC0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     75000 | PA      | $64899.00     | 0.29%             | 2033-03-29      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc             | QUALCOMM Inc                                          | CUSIP: 747525AU7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23795.00     | 0.11%             | 2027-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                | Amgen Inc                                             | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     50000 | PA      | $30204.00     | 0.14%             | 2053-09-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO   | General Motors Financial Co Inc                       | CUSIP: 37045XCR5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49855.50     | 0.22%             | 2024-01-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT             | Linde Inc/CT                                          | CUSIP: 74005PBT0<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19202.25     | 0.09%             | 2030-08-10      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER   | Indiana Michigan Power Co                             | CUSIP: 454889AM8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26003.00     | 0.12%             | 2037-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC  | Goldman Sachs Group Inc/The                           | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95214.00     | 0.43%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE   | American Honda Finance Corp                           | CUSIP: 02665WDS7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46752.50     | 0.21%             | 2024-07-12      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories      | Abbott Laboratories                                   | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24461.50     | 0.11%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC        | Kinder Morgan Inc                                     | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42619.00     | 0.19%             | 2046-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc           | Amazon.com Inc                                        | CUSIP: 023135AW6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3987.84      | 0.02%             | 2023-02-22      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC        | Cisco Systems Inc                                     | CUSIP: 17275RAW2<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146002.50    | 0.66%             | 2025-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP               | Intel Corp                                            | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65398.50     | 0.29%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC            | Citigroup Inc                                         | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47292.00     | 0.21%             | 2026-04-08      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC           | Lowe's Cos Inc                                        | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44562.00     | 0.20%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HP INC                   | HP Inc                                                | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    125000 | PA      | $97428.75     | 0.44%             | 2031-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Apple Inc                | Apple Inc                                             | CUSIP: 037833DB3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46691.00     | 0.21%             | 2027-09-12      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC        | Kinder Morgan Inc                                     | CUSIP: 49456BAU5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22059.00     | 0.10%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc               | Pfizer Inc                                            | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $30323.00     | 0.14%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc            | Citigroup Inc                                         | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93231.00     | 0.42%             | 2028-07-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AT&T INC                 | AT&T Inc                                              | CUSIP: 00206RHW5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47622.50     | 0.21%             | 2027-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Intel Corp               | Intel Corp                                            | CUSIP: 458140AN0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     53000 | PA      | $49053.09     | 0.22%             | 2032-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E | Alexandria Real Estate Equities Inc                   | CUSIP: 015271AX7<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     25000 | PA      | $15952.50     | 0.07%             | 2051-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC  | Goldman Sachs Group Inc/The                           | CUSIP: 38141GYL2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96022.00     | 0.43%             | 2024-10-21      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                | Amgen Inc                                             | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36923.00     | 0.17%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES | International Flavors & Fragrances Inc                | CUSIP: 459506AE1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19518.75     | 0.09%             | 2047-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2014-1 A PTT  | United Airlines 2014-1 Class A Pass Through Trust     | CUSIP: 90932PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10007 | PA      | $9144.88      | 0.04%             | 2026-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO   | Commonwealth Edison Co                                | CUSIP: 202795JR2<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6705.28      | 0.03%             | 2030-03-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP     | Bank of America Corp                                  | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19745.25     | 0.09%             | 2051-03-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal         | Bank of Montreal                                      | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $66081.75     | 0.30%             | 2032-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                | Adobe Inc                                             | CUSIP: 00724PAB5<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94471.00     | 0.42%             | 2025-02-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN | Northern States Power Co/MN                           | CUSIP: 665772CV9<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22715.50     | 0.10%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp    | Unilever Capital Corp                                 | CUSIP: 904764BC0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94289.00     | 0.42%             | 2028-03-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC | Baxter International Inc                              | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44404.00     | 0.20%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SAU | Telefonica Emisiones SA                               | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |     25000 | PA      | $20182.50     | 0.09%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES    | Healthpeak Properties Inc                             | CUSIP: 40414LAR0<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |     50000 | PA      | $44479.00     | 0.20%             | 2029-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS   | Verizon Communications Inc                            | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     75000 | PA      | $53688.75     | 0.24%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Kellogg Co               | Kellogg Co                                            | CUSIP: 487836BP2<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47605.00     | 0.21%             | 2026-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                 | AT&T Inc                                              | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    175000 | PA      | $122155.25    | 0.55%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC              | Viatris Inc                                           | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19598.50     | 0.09%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC    | Rio Tinto Finance USA PLC                             | CUSIP: 76720AAD8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    125000 | PA      | $117275.00    | 0.53%             | 2042-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                | Apple Inc                                             | CUSIP: 037833DX5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45081.50     | 0.20%             | 2025-08-20      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO  | Public Service Co of Colorado                         | CUSIP: 744448CA7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     50000 | PA      | $55040.50     | 0.25%             | 2038-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal         | Bank of Montreal                                      | CUSIP: 06367WHH9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $24533.75     | 0.11%             | 2024-02-05      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HP INC                   | HP Inc                                                | CUSIP: 40434LAB1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    125000 | PA      | $114173.75    | 0.51%             | 2027-06-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE      | Dow Chemical Co/The                                   | CUSIP: 260543DC4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20100.75     | 0.09%             | 2030-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Diageo Investment Corp   | Diageo Investment Corp                                | CUSIP: 386088AH1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |     15000 | PA      | $17778.30     | 0.08%             | 2035-04-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| AXA SA                   | AXA SA                                                | CUSIP: 054536AA5<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |     75000 | PA      | $90494.25     | 0.41%             | 2030-12-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co   | Commonwealth Edison Co                                | CUSIP: 202795HT0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27488.00     | 0.12%             | 2038-01-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP     | Boston Properties LP                                  | CUSIP: 10112RAW4<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     75000 | PA      | $73696.50     | 0.33%             | 2024-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD    | Rio Tinto Finance USA Ltd                             | CUSIP: 767201AD8<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |     25000 | PA      | $27508.25     | 0.12%             | 2028-07-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC           | Home Depot Inc/The                                    | CUSIP: 437076BP6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11226.30     | 0.05%             | 2056-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC           | Lowe's Cos Inc                                        | CUSIP: 548661DW4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45590.00     | 0.21%             | 2050-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co  | Becton Dickinson and Co                               | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14189.25     | 0.06%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY | Canadian Pacific Railway Co                           | CUSIP: 13645RAY0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $47814.50     | 0.22%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co      | JPMorgan Chase & Co                                   | CUSIP: 46625HJZ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48351.50     | 0.22%             | 2026-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP    | Novartis Capital Corp                                 | CUSIP: 66989HAQ1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    175000 | PA      | $159318.25    | 0.72%             | 2027-02-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NIKE INC                 | NIKE Inc                                              | CUSIP: 654106AM5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39180.50     | 0.18%             | 2050-03-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL   | Mondelez International Inc                            | CUSIP: 609207AU9<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46344.00     | 0.21%             | 2025-05-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TARGET CORP              | Target Corp                                           | CUSIP: 87612EBL9<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     49000 | PA      | $46480.91     | 0.21%             | 2025-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TECK RESOURCES LIMITED   | Teck Resources Ltd                                    | CUSIP: 878742BG9<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $44872.00     | 0.20%             | 2030-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                | Adobe Inc                                             | CUSIP: 00724PAC3<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45558.50     | 0.20%             | 2027-02-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-2 AA PTT | United Airlines 2019-2 Class AA Pass Through Trust    | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1769 | PA      | $1423.71      | 0.01%             | 2032-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP         | Kilroy Realty LP                                      | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |     50000 | PA      | $34401.50     | 0.15%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC         | RELX Capital Inc                                      | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21289.00     | 0.10%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC   | CNH Industrial Capital LLC                            | CUSIP: 12592BAJ3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49310.50     | 0.22%             | 2024-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WALMART INC              | Walmart Inc                                           | CUSIP: 931142EV1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17123.25     | 0.08%             | 2051-09-22      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC       | Diageo Capital PLC                                    | CUSIP: 25243YAV1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     25000 | PA      | $20582.25     | 0.09%             | 2043-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS | Air Products and Chemicals Inc                        | CUSIP: 009158BC9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20932.00     | 0.09%             | 2030-05-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL  | GlaxoSmithKline Capital PLC                           | CUSIP: 377373AL9<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |     15000 | PA      | $14514.90     | 0.07%             | 2023-10-01      | Fixed         | 0.53%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV   | Koninklijke Philips NV                                | CUSIP: 500472AC9<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |     25000 | PA      | $26478.00     | 0.12%             | 2038-03-11      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC  | Goldman Sachs Group Inc/The                           | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17044.50     | 0.08%             | 2042-07-21      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES    | Healthpeak Properties Inc                             | CUSIP: 42250PAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |     25000 | PA      | $20890.50     | 0.09%             | 2031-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC     | Keurig Dr Pepper Inc                                  | CUSIP: 49271VAN0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20131.75     | 0.09%             | 2031-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WALMART INC              | Walmart Inc                                           | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18257.00     | 0.08%             | 2041-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** SPDR SERIES TRUST

**Signature:** Arthur Jensen

**Name of Signer:** Arthur Jensen

**Title:** Deputy Treasurer