# EDGAR Filing Document

**Accession Number:** 0000355437
**File Stem:** 0001410368-26-065046
**Filing Date:** 2026-6
**Character Count:** 269331
**Document Hash:** 3f28d96be72789ea8911be5c087fb75f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-065046.hdr.sgml**: 20260624

**ACCESSION NUMBER**: 0001410368-26-065046

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260624

**DATE AS OF CHANGE**: 20260624

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DFA INVESTMENT DIMENSIONS GROUP INC
- **CENTRAL INDEX KEY:** 0000355437

**ORGANIZATION NAME:**
- **EIN:** 363129984
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03258
- **FILM NUMBER:** 261114420

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DFA SMALL CO FUND INC
- **DATE OF NAME CHANGE:** 19830621

## Series and Classes Contracts Data

### DFA Intermediate-Term Extended Quality Portfolio (Series ID: S000024203)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000071024 | Institutional Class Shares |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** DFA INVESTMENT DIMENSIONS GROUP INC

- **b. Investment Company Act file number:** 811-03258

- **c. CIK number of Registrant:** 0000355437

- **d. LEI of Registrant:** 549300XGRTBJCE41BD26

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

  - **Street Address 1:** 6300 BEE CAVE ROAD

  - **City:** AUSTIN

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 78746

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

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

- **a. Name of Series:** DFA Intermediate-Term Extended Quality Portfolio

- **b. EDGAR series identifier (if any):** S000024203

- **c. LEI of Series:** 549300SWKC1IFWZ60K56

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1912350785.43

**Total Liabilities:** $100350565.08

**Net Assets:** $1812000220.35

**Cash Not Reported:** $5610599.50

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1628.15000000 | **1-Year:** -82678.32000000 | **5-Year:** -356612.28000000 | **10-Year:** -646246.47000000 | **30-Year:** -126298.39000000

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

- **3-Month:** -2.28000000 | **1-Year:** -368.50000000 | **5-Year:** -973.54000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000071024 | 1.43%                | -2.36%               | 0.76%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3863893.65             | $16270934.82                               |
| Month 2  | $5228859.28              | $-61805866.87                              |
| Month 3  | $2604089.05              | $15885749.11                               |

**Designated Index Information**

- **Index Name:** Securities Portfolio VaR

- **Index Identifier:** Designated Reference Portfolio is the Fund's Securities Portfolio

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| VALERO ENERGY CORP                         | Valero Energy Corp.                                     | CUSIP: 91913YAE0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $4993635.24   | 0.28%             | 2032-04-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| SHELL FINANCE US INC                       | Shell Finance U.S., Inc.                                | CUSIP: 822905AT2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5499995.80   | 0.30%             | 2038-12-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                            | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    800000 | PA      | $866214.76    | 0.05%             | 2030-04-08      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Dimensional Holdings Inc.                  | DFA Short Term Investment Fund                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  47235522 | NS      | $47235522.50  | 2.61%             |  |  |  | No            | N/A                | On Loan: No      |
| CF INDUSTRIES INC                          | CF Industries, Inc.                                     | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3598254.24   | 0.20%             | 2043-06-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                | Oracle Corp.                                            | CUSIP: 68389XAW5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    800000 | PA      | $589885.04    | 0.03%             | 2044-07-08      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| WESTERN UNION CO/THE                       | Western Union Co.                                       | CUSIP: 959802BA6<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1806568.08   | 0.10%             | 2031-03-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: —       |
| DUQUESNE LIGHT HOLDINGS                    | Duquesne Light Holdings, Inc.                           | CUSIP: 266233AJ4<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    500000 | PA      | $441432.01    | 0.02%             | 2032-01-07      | Fixed         | 2.78%                 | No            | 2                  | On Loan: No      |
| UNION PACIFIC CORP                         | Union Pacific Corp.                                     | CUSIP: 907818FY9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    250000 | PA      | $194175.34    | 0.01%             | 2042-02-14      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                    | Imperial Brands Finance PLC                             | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $10317080.40  | 0.57%             | 2034-07-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| DOMINION ENERGY INC                        | Dominion Energy, Inc.                                   | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   6755000 | PA      | $6084823.28   | 0.34%             | 2041-08-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                               | Comcast Corp.                                           | CUSIP: 20030NBM2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    675000 | PA      | $634731.23    | 0.04%             | 2034-08-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| PVH CORP                                   | PVH Corp.                                               | CUSIP: 000000000<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $3450817.53   | 0.19%             | 2029-07-16      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| LPL HOLDINGS INC                           | LPL Holdings, Inc.                                      | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4996786.90   | 0.28%             | 2035-03-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| ERG SPA                                    | ERG SpA                                                 | CUSIP: 000000000<br>LEI: 8156004604684CA44A90 | Long             | DBT              | CORP              | IT        |   2700000 | PA      | $3246321.71   | 0.18%             | 2030-07-03      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                   | AT&T, Inc.                                              | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1912558.28   | 0.11%             | 2037-08-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| LAZARD GROUP LLC                           | Lazard Group LLC                                        | CUSIP: 52107QAM7<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3995159.12   | 0.22%             | 2035-08-01      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| ICADE                                      | ICADE                                                   | CUSIP: 000000000<br>LEI: 969500UDH342QLTE1M42 | Long             | DBT              |  | FR        |    200000 | PA      | $212025.65    | 0.01%             | 2030-01-19      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co.                                    | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6200000 | PA      | $6842719.65   | 0.38%             | 2038-05-15      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CO                                | Southern Co.                                            | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404799.80    | 0.02%             | 2033-06-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                       | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3133308.60   | 0.17%             | 2033-09-07      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| PARKER-HANNIFIN CORP                       | Parker-Hannifin Corp.                                   | CUSIP: 000000000<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $115359.10    | 0.01%             | 2030-03-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| APPLE INC                                  | Apple, Inc.                                             | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $761779.98    | 0.04%             | 2045-02-09      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-610224.33   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                        | Elevance Health, Inc.                                   | CUSIP: 94973VAH0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1258611.19   | 0.07%             | 2034-12-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| DAIMLER TRUCK FINAN NA                     | Daimler Truck Finance North America LLC                 | CUSIP: 233853BA7<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5022573.95   | 0.28%             | 2034-06-25      | Fixed         | 5.38%                 | No            | 2                  | On Loan: —       |
| NATIONWIDE BLDG SOCIETY                    | Nationwide Building Society                             | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   3417000 | PA      | $3958219.23   | 0.22%             | 2030-03-03      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| HOST HOTELS & RESORTS LP                   | Host Hotels & Resorts LP                                | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |   6200000 | PA      | $6328072.66   | 0.35%             | 2034-07-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                   | Agence Francaise de Developpement EPIC                  | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |  14400000 | PA      | $16688443.54  | 0.92%             | 2030-01-21      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| CNA FINANCIAL CORP                         | CNA Financial Corp.                                     | CUSIP: 126117AY6<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2380155.86   | 0.13%             | 2034-02-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| CNA FINANCIAL CORP                         | CNA Financial Corp.                                     | CUSIP: 126117AX8<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2041538.34   | 0.11%             | 2033-06-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ABN AMRO BANK NV                           | ABN AMRO Bank NV                                        | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $813299.14    | 0.04%             | 2029-06-04      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| 3M COMPANY                                 | 3M Co.                                                  | CUSIP: 000000000<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1100200.61   | 0.06%             | 2030-05-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| HCA INC                                    | HCA, Inc.                                               | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5114767.90   | 0.28%             | 2033-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CIGNA GROUP/THE                            | Cigna Group                                             | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1143314.76   | 0.06%             | 2040-03-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| ALABAMA POWER CO                           | Alabama Power Co.                                       | CUSIP: 010392FJ2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    650000 | PA      | $522316.39    | 0.03%             | 2042-12-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| GATX CORP                                  | GATX Corp.                                              | CUSIP: 361448BJ1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $970255.24    | 0.05%             | 2032-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| EASTMAN CHEMICAL CO                        | Eastman Chemical Co.                                    | CUSIP: 277432AL4<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |   3305000 | PA      | $2901983.28   | 0.16%             | 2042-09-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                 | AbbVie, Inc.                                            | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   7200000 | PA      | $6304430.30   | 0.35%             | 2042-11-06      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                   | Enterprise Products Operating LLC                       | CUSIP: 29379VAW3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $366561.59    | 0.02%             | 2042-08-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| ABN AMRO BANK NV                           | ABN AMRO Bank NV                                        | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   9000000 | PA      | $10557429.07  | 0.58%             | 2030-01-21      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| PFIZER INC                                 | Pfizer, Inc.                                            | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $2904775.92   | 0.16%             | 2040-05-28      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                   | Prudential Financial, Inc.                              | CUSIP: 74432QBN4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    500000 | PA      | $552140.06    | 0.03%             | 2040-06-21      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| HALLIBURTON CO                             | Halliburton Co.                                         | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |   2002000 | PA      | $1958562.89   | 0.11%             | 2035-11-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: —       |
| GENERAL DYNAMICS CORP                      | General Dynamics Corp.                                  | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2692836.81   | 0.15%             | 2040-04-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| MARS INC                                   | Mars, Inc.                                              | CUSIP: 571676AN5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    400000 | PA      | $280835.88    | 0.02%             | 2040-07-16      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                    | Bristol-Myers Squibb Co.                                | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3164664.60   | 0.17%             | 2042-03-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                      | Deutsche Lufthansa AG                                   | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $117025.96    | 0.01%             | 2029-07-14      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BAYER US FINANCE II LLC                    | Bayer U.S. Finance II LLC                               | CUSIP: 07274NBF9<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    500000 | PA      | $396434.90    | 0.02%             | 2044-07-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| NEWMONT CORP                               | Newmont Corp.                                           | CUSIP: 651639AW6<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5298567.70   | 0.29%             | 2035-04-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                   | AT&T, Inc.                                              | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1893880.24   | 0.10%             | 2035-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| KROGER CO                                  | Kroger Co.                                              | CUSIP: 501044BZ3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   6325000 | PA      | $7101035.00   | 0.39%             | 2031-04-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| 7-ELEVEN INC                               | 7-Eleven, Inc.                                          | CUSIP: 817826AF7<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   5954000 | PA      | $3996001.80   | 0.22%             | 2041-02-10      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Credit Mutuel Arkea SA                     | Credit Mutuel Arkea SA                                  | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $330851.66    | 0.02%             | 2029-05-23      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| CON EDISON CO OF NY INC                    | Consolidated Edison Co. of New York, Inc.               | CUSIP: 209111FA6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    294000 | PA      | $299505.14    | 0.02%             | 2040-06-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS CO                          | General Motors Co.                                      | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1412067.26   | 0.08%             | 2038-04-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR FINANCE BV                    | Toyota Motor Finance Netherlands BV                     | CUSIP: 000000000<br>LEI: 724500OPA8GZSQUNSR96 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $2302138.46   | 0.13%             | 2030-01-28      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENER PART                    | Kinder Morgan Energy Partners LP                        | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   1073000 | PA      | $966135.64    | 0.05%             | 2043-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CON EDISON CO OF NY INC                    | Consolidated Edison Co. of New York, Inc.               | CUSIP: 209111FC2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    500000 | PA      | $403259.20    | 0.02%             | 2043-03-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| CISCO SYSTEMS INC                          | Cisco Systems, Inc.                                     | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |  10500000 | PA      | $10708044.80  | 0.59%             | 2040-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| NOV INC                                    | NOV, Inc.                                               | CUSIP: 637071AK7<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |   3359000 | PA      | $2642724.09   | 0.15%             | 2042-12-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| EUROFINS SCIENTIFIC SE                     | Eurofins Scientific SE                                  | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $243924.04    | 0.01%             | 2030-09-06      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CRITERIA CAIXA SA                          | Criteria Caixa SA                                       | CUSIP: 000000000<br>LEI: 959800DQQUAMV0K08004 | Long             | DBT              | CORP              | ES        |    500000 | PA      | $577231.17    | 0.03%             | 2031-02-25      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                         | Banco Santander SA                                      | CUSIP: 05964HAZ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $897248.51    | 0.05%             | 2033-11-07      | Fixed         | 6.94%                 | No            | 2                  | On Loan: No      |
| LINCOLN NATIONAL CORP                      | Lincoln National Corp.                                  | CUSIP: 534187BK4<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46749.74     | 0.00%             | 2031-01-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: —       |
| BROADCOM INC                               | Broadcom, Inc.                                          | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   4900000 | PA      | $4176401.91   | 0.23%             | 2035-11-15      | Fixed         | 3.14%                 | No            | 2                  | On Loan: No      |
| PERNOD RICARD SA                           | Pernod Ricard SA                                        | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $316753.45    | 0.02%             | 2029-10-04      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| INTL DEVELOPMENT ASSOC                     | International Development Association                   | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |  18100000 | PA      | $20877990.98  | 1.15%             | 2030-05-28      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp.                                   | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4236000 | PA      | $4366800.61   | 0.24%             | 2042-02-07      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| ALTRIA GROUP INC                           | Altria Group, Inc.                                      | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $759304.43    | 0.04%             | 2041-02-04      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Castellum Helsinki Finance Holding Abp     | Castellum Helsinki Finance Holding Abp                  | CUSIP: 000000000<br>LEI: 743700WAF2AHZ4LRAR98 | Long             | DBT              | CORP              | FI        |   3100000 | PA      | $3400420.79   | 0.19%             | 2029-09-17      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                   | Enterprise Products Operating LLC                       | CUSIP: 29379VAT0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   2549000 | PA      | $2672004.19   | 0.15%             | 2041-02-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| PHILLIPS 66                                | Phillips 66                                             | CUSIP: 718546AK0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2917294.14   | 0.16%             | 2034-11-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| SAGAX AB                                   | Sagax AB                                                | CUSIP: 000000000<br>LEI: 549300LJX28T6OM8DT95 | Long             | DBT              | CORP              | SE        |    140000 | PA      | $160062.94    | 0.01%             | 2031-01-26      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| TRATON FINANCE LUX SA                      | Traton Finance Luxembourg SA                            | CUSIP: 000000000<br>LEI: 529900BRKIE6LKIEXD84 | Long             | DBT              | CORP              | LU        |   4300000 | PA      | $5054496.55   | 0.28%             | 2030-03-27      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-307695.51   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-620410.48   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| MID-AMERICA APARTMENTS                     | Mid-America Apartments LP                               | CUSIP: 59523UAV9<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |   5000000 | PA      | $4979390.20   | 0.27%             | 2034-03-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| NEW ZEALAND GOVERNMENT                     | New Zealand Government Bonds                            | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |  81100000 | PA      | $48671124.66  | 2.69%             | 2030-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| HALLIBURTON CO                             | Halliburton Co.                                         | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $897186.48    | 0.05%             | 2045-11-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                               | UBS Group AG                                            | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2000000 | PA      | $2148833.43   | 0.12%             | 2029-09-10      | Fixed         | 0.65%                 | No            | 2                  | On Loan: No      |
| TERNA RETE ELETTRICA                       | Terna - Rete Elettrica Nazionale                        | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | DBT              | CORP              | IT        |   2000000 | PA      | $2359218.96   | 0.13%             | 2031-01-17      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| VW CREDIT CANADA INC                       | VW Credit Canada, Inc.                                  | CUSIP: 918423BN3<br>LEI: 5493008EKOD7VIY3LM85 | Long             | DBT              | CORP              | CA        |   2300000 | PA      | $1678652.04   | 0.09%             | 2030-11-19      | Fixed         | 3.81%                 | No            | 2                  | On Loan: No      |
| SUNCOR ENERGY INC                          | Suncor Energy, Inc.                                     | CUSIP: 86722TAB8<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1654190.39   | 0.09%             | 2039-06-01      | Fixed         | 6.85%                 | No            | 2                  | On Loan: —       |
| TOYOTA CREDIT CANADA INC                   | Toyota Credit Canada, Inc.                              | CUSIP: 892329CJ0<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |   2200000 | PA      | $1589098.54   | 0.09%             | 2031-02-24      | Fixed         | 3.46%                 | No            | 2                  | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp.                   | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $2858367.50   | 0.16%             | 2039-05-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| SUN COMMUNITIES OPER LP                    | Sun Communities Operating LP                            | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |   3000000 | PA      | $2882140.71   | 0.16%             | 2032-04-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LP                       | Boston Properties LP                                    | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    400000 | PA      | $401846.29    | 0.02%             | 2035-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| MICROSOFT CORP                             | Microsoft Corp.                                         | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4029633.99   | 0.22%             | 2036-08-08      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Autoroutes du Sud de la France SA          | Autoroutes du Sud de la France SA                       | CUSIP: 000000000<br>LEI: 213800U12KWYZEECZ934 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $428087.49    | 0.02%             | 2031-02-21      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| HOUSING NEW ZEALAND LTD                    | Housing New Zealand Ltd.                                | CUSIP: 000000000<br>LEI: 254900JDUJGPMP204P63 | Long             | DBT              | NUSS              | NZ        |   3400000 | PA      | $1852687.88   | 0.10%             | 2030-04-24      | Fixed         | 2.18%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                         | Banco Santander SA                                      | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2520000 | PA      | $1820696.98   | 0.10%             | 2029-01-23      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| SALESFORCE INC                             | Salesforce, Inc.                                        | CUSIP: 79466LAV6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999491.10    | 0.06%             | 2046-03-15      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMER PIPELINE                   | Plains All American Pipeline LP/PAA Finance Corp.       | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1402380.11   | 0.08%             | 2036-01-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| AMERICAN ELECTRIC POWER                    | American Electric Power Co., Inc.                       | CUSIP: 025537AX9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    400000 | PA      | $413716.28    | 0.02%             | 2033-03-01      | Fixed         | 5.63%                 | No            | 2                  | On Loan: —       |
| SUMITOMO MITSUI TR BK LT                   | Sumitomo Mitsui Trust Bank Ltd.                         | CUSIP: 86563VBR9<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   5300000 | PA      | $5403446.99   | 0.30%             | 2034-03-07      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| MARSH & MCLENNAN COS INC                   | Marsh & McLennan Cos., Inc.                             | CUSIP: 571748AK8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2659011.35   | 0.15%             | 2033-08-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| WESTPAC NEW ZEALAND LTD                    | Westpac New Zealand Ltd.                                | CUSIP: 000000000<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |   5000000 | PA      | $2938422.21   | 0.16%             | 2029-09-24      | Fixed         | 4.34%                 | No            | 2                  | On Loan: No      |
| HOST HOTELS & RESORTS LP                   | Host Hotels & Resorts LP                                | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    400000 | PA      | $401175.66    | 0.02%             | 2035-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CONAGRA BRANDS INC                         | Conagra Brands, Inc.                                    | CUSIP: 205887CL4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   2220000 | PA      | $2233056.57   | 0.12%             | 2035-08-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: —       |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                       | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4041407.65   | 0.22%             | 2042-08-21      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| VIRGINIA ELEC & POWER CO                   | Virginia Electric & Power Co.                           | CUSIP: 927804GM0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5118877.35   | 0.28%             | 2033-08-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| LYB INT FINANCE III                        | LYB International Finance III LLC                       | CUSIP: 50249AAH6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $6982821.67   | 0.39%             | 2040-10-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                  | Goldman Sachs Group, Inc.                               | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    600000 | PA      | $668421.50    | 0.04%             | 2029-02-07      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| NATWEST MARKETS PLC                        | NatWest Markets PLC                                     | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |  12652000 | PA      | $14737863.97  | 0.81%             | 2030-01-10      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                   | Volkswagen Group of America Finance LLC                 | CUSIP: 000000000<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1805295.38   | 0.10%             | 2034-03-22      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENER PART                    | Kinder Morgan Energy Partners LP                        | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    800000 | PA      | $894542.54    | 0.05%             | 2038-01-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| GECINA                                     | Gecina SA                                               | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | DBT              |  | FR        |    500000 | PA      | $547726.91    | 0.03%             | 2030-03-14      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                        | Intesa Sanpaolo SpA                                     | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   5000000 | PA      | $5629609.85   | 0.31%             | 2033-11-28      | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| NYKREDIT REALKREDIT A/S                    | Nykredit Realkredit AS                                  | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |   1800000 | PA      | $2138722.14   | 0.12%             | 2029-07-09      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| WP CAREY INC                               | WP Carey, Inc.                                          | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |   5000000 | PA      | $4173254.30   | 0.23%             | 2033-04-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| ALLSTATE CORP                              | Allstate Corp.                                          | CUSIP: 020002AQ4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1951951.42   | 0.11%             | 2033-06-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                   | Siemens Financieringsmaatschappij NV                    | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $108981.01    | 0.01%             | 2030-02-25      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| JANUS HEND US HLDGS INC                    | Janus Henderson U.S. Holdings, Inc.                     | CUSIP: 47103MAB4<br>LEI: 8T2ZO87FU1KVPZIG9I59 | Long             | DBT              | CORP              | US        |    417000 | PA      | $419064.01    | 0.02%             | 2034-09-10      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| HP INC                                     | HP, Inc.                                                | CUSIP: 40434LAN5<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1018411.00   | 0.06%             | 2033-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: —       |
| WILLIAMS COMPANIES INC                     | Williams Cos., Inc.                                     | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6575125.34   | 0.36%             | 2044-03-04      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Capital One Financial Corp.                | Capital One Financial Corp.                             | CUSIP: 000000000<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    900000 | PA      | $996499.71    | 0.05%             | 2029-06-12      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| Credit Agricole SA                         | Credit Agricole SA                                      | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $562156.11    | 0.03%             | 2029-03-05      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Liberty Mutual Group, Inc.                 | Liberty Mutual Group, Inc.                              | CUSIP: 000000000<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    340000 | PA      | $417829.63    | 0.02%             | 2030-12-02      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| FIRMENICH PRODUCTIONS                      | Firmenich Productions Participations SAS                | CUSIP: 000000000<br>LEI: 635400DX7HXMEAP36T24 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $110422.43    | 0.01%             | 2030-04-30      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                              | RCI Banque SA                                           | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $365651.11    | 0.02%             | 2029-10-02      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| APPLE INC                                  | Apple, Inc.                                             | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $7802384.37   | 0.43%             | 2041-02-08      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                          | HSBC Holdings PLC                                       | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1030000 | PA      | $1088017.91   | 0.06%             | 2042-01-14      | Fixed         | 6.10%                 | No            | 2                  | On Loan: —       |
| Citigroup, Inc.                            | Citigroup, Inc.                                         | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110940.36    | 0.01%             | 2029-04-10      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| TYSON FOODS INC                            | Tyson Foods, Inc.                                       | CUSIP: 902494BM4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1555634.28   | 0.09%             | 2034-03-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| DIGITAL DUTCH FINCO BV                     | Digital Dutch Finco BV                                  | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |    162000 | PA      | $169805.93    | 0.01%             | 2031-02-01      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| UNUM GROUP                                 | Unum Group                                              | CUSIP: 91529YAS5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $1767638.47   | 0.10%             | 2041-08-15      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| NESTLE FINANCE INTL LTD                    | Nestle Finance International Ltd.                       | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |     50000 | PA      | $55611.62     | 0.00%             | 2030-04-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| CARDINAL HEALTH INC                        | Cardinal Health, Inc.                                   | CUSIP: 14149YAW8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    400000 | PA      | $344307.60    | 0.02%             | 2043-03-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                 | AbbVie, Inc.                                            | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2627597.49   | 0.15%             | 2039-11-21      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| CARGILL INC                                | Cargill, Inc.                                           | CUSIP: 000000000<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $119496.49    | 0.01%             | 2030-04-24      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| WILLIS NORTH AMERICA INC                   | Willis North America, Inc.                              | CUSIP: 970648AM3<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3042176.64   | 0.17%             | 2033-05-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: —       |
| MERCK & CO INC                             | Merck & Co., Inc.                                       | CUSIP: 58933YBZ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4894147.95   | 0.27%             | 2035-12-04      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| HESS CORP                                  | Hess Corp.                                              | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4077832.04   | 0.23%             | 2041-02-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| CARLSBERG BREWERIES A/S                    | Carlsberg Breweries AS                                  | CUSIP: 000000000<br>LEI: 5493008YL42784DMWN61 | Long             | DBT              | CORP              | DK        |    300000 | PA      | $348997.37    | 0.02%             | 2029-08-28      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| JACOBS ENGINEERING GROUP                   | Jacobs Engineering Group, Inc.                          | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |   3398000 | PA      | $3510290.68   | 0.19%             | 2033-03-01      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 9128282A7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2483769.53   | 0.14%             | 2026-08-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| DARDEN RESTAURANTS INC                     | Darden Restaurants, Inc.                                | CUSIP: 237194AN5<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5367771.85   | 0.30%             | 2033-10-10      | Fixed         | 6.30%                 | No            | 2                  | On Loan: —       |
| LYB INT FINANCE III                        | LYB International Finance III LLC                       | CUSIP: 50249AAR4<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010142.41   | 0.06%             | 2036-01-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: —       |
| NYKREDIT REALKREDIT A/S                    | Nykredit Realkredit AS                                  | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |   5010000 | PA      | $5880331.73   | 0.32%             | 2030-07-24      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold JPY                                | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-93141.15    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UNUM GROUP                                 | Unum Group                                              | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1964870.70   | 0.11%             | 2042-08-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| ARCELORMITTAL SA                           | ArcelorMittal SA                                        | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   5000000 | PA      | $5524711.60   | 0.30%             | 2032-11-29      | Fixed         | 6.80%                 | No            | 2                  | On Loan: —       |
| CK HUTCHISON EUROPE                        | CK Hutchison Europe Finance 21 Ltd.                     | CUSIP: 000000000<br>LEI: 254900UIPWFKU7480958 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $321765.38    | 0.02%             | 2029-11-02      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                           | T-Mobile USA, Inc.                                      | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1267990.50   | 0.07%             | 2040-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                   | Siemens Financieringsmaatschappij NV                    | CUSIP: 82620KAF0<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $867696.58    | 0.05%             | 2045-05-27      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                              | Citigroup, Inc.                                         | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   7866000 | PA      | $9843929.61   | 0.54%             | 2039-07-15      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| LANSFORSAKRINGAR BANK                      | Lansforsakringar Bank AB                                | CUSIP: 000000000<br>LEI: 549300C6TUMDXNOVXS82 | Long             | DBT              | CORP              | SE        |  13004000 | PA      | $15225506.81  | 0.84%             | 2030-01-22      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                   | Caisse d'Amortissement de la Dette Sociale              | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |   5500000 | PA      | $6413962.66   | 0.35%             | 2030-05-25      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                      | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $212052.81    | 0.01%             | 2029-10-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC                           | Crown Castle, Inc.                                      | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   6000000 | PA      | $4304714.58   | 0.24%             | 2041-04-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                 | Intel Corp.                                             | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $3754492.56   | 0.21%             | 2040-03-25      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| CANADIAN NATL RESOURCES                    | Canadian Natural Resources Ltd.                         | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   9800000 | PA      | $10383297.76  | 0.57%             | 2038-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| BRITISH COLUMBIA PROV OF                   | Province of British Columbia                            | CUSIP: 110709GK2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   2100000 | PA      | $1481401.70   | 0.08%             | 2030-06-18      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| GAS NETWORKS IRELAND                       | GAS Networks Ireland                                    | CUSIP: 000000000<br>LEI: 54930043FTE0M50CGG56 | Long             | DBT              | CORP              | IE        |    640000 | PA      | $747857.80    | 0.04%             | 2030-09-12      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| JACKSON FINANCIAL INC                      | Jackson Financial, Inc.                                 | CUSIP: 46817MAS6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2021091.52   | 0.11%             | 2032-06-08      | Fixed         | 5.67%                 | No            | 2                  | On Loan: No      |
| DEVON ENERGY CORPORATION                   | Devon Energy Corp.                                      | CUSIP: 25179MAU7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    500000 | PA      | $440977.22    | 0.02%             | 2045-06-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp.                                        | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    400000 | PA      | $366454.90    | 0.02%             | 2043-12-05      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| HAMBURG COMMERCIAL BANK                    | Hamburg Commercial Bank AG                              | CUSIP: 000000000<br>LEI: TUKDD90GPC79G1KOE162 | Long             | DBT              | CORP              | DE        |   3980000 | PA      | $4658168.05   | 0.26%             | 2030-01-31      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| TOYOTA CREDIT CANADA INC                   | Toyota Credit Canada, Inc.                              | CUSIP: 892329CD3<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |   2100000 | PA      | $1535882.50   | 0.08%             | 2030-08-19      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| SWEDBANK AB                                | Swedbank AB                                             | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   1919000 | PA      | $2300581.83   | 0.13%             | 2028-07-11      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM INC                             | Amazon.com, Inc.                                        | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |  10200000 | PA      | $7519746.41   | 0.41%             | 2041-05-12      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| OP CORPORATE BANK PLC                      | OP Corporate Bank PLC                                   | CUSIP: 000000000<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |   1160000 | PA      | $1234600.07   | 0.07%             | 2029-11-12      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| ALLSTATE CORP                              | Allstate Corp.                                          | CUSIP: 020002BA8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   4470000 | PA      | $3826616.41   | 0.21%             | 2043-06-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                    | Schlumberger Holdings Corp.                             | CUSIP: 806851AN1<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3017676.24   | 0.17%             | 2034-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased EUR / Sold USD                                | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | XX        |         1 | NC      | $225881.29    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                    | Landwirtschaftliche Rentenbank                          | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |     40000 | PA      | $42429.11     | 0.00%             | 2029-12-18      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| Daimler Truck International Finance BV     | Daimler Truck International Finance BV                  | CUSIP: 000000000<br>LEI: 724500G15MVL6UCWXF95 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $238555.14    | 0.01%             | 2029-06-19      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| CAIXABANK SA                               | CaixaBank SA                                            | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   3700000 | PA      | $4407049.03   | 0.24%             | 2029-09-07      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp.                   | CUSIP: 459200KA8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28188.55     | 0.00%             | 2029-05-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| LYB INT FINANCE III                        | LYB International Finance III LLC                       | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    380000 | PA      | $381115.37    | 0.02%             | 2034-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: —       |
| VONOVIA SE                                 | Vonovia SE                                              | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $670630.24    | 0.04%             | 2030-03-22      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| GATX CORP                                  | GATX Corp.                                              | CUSIP: 361448BL6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507549.51    | 0.03%             | 2033-09-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| KEMPER CORP                                | Kemper Corp.                                            | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |   1327000 | PA      | $1209889.16   | 0.07%             | 2032-02-23      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| APPALACHIAN POWER CO                       | Appalachian Power Co.                                   | CUSIP: 037735DB0<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    400000 | PA      | $411653.54    | 0.02%             | 2034-04-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| NATL GAS TRANSMISSION                      | National Gas Transmission PLC                           | CUSIP: 000000000<br>LEI: FPCHGTHKVH9ZWXS7S453 | Long             | DBT              | CORP              | GB        |    261000 | PA      | $314129.44    | 0.02%             | 2030-04-05      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| CSX CORP                                   | CSX Corp.                                               | CUSIP: 126408GW7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    968000 | PA      | $884794.67    | 0.05%             | 2042-05-30      | Fixed         | 4.75%                 | No            | 2                  | On Loan: —       |
| TWDC ENTERPRISES 18 CORP                   | TWDC Enterprises 18 Corp.                               | CUSIP: 25468PCR5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $855826.68    | 0.05%             | 2041-12-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| SANTANDER UK PLC                           | Santander U.K. PLC                                      | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $468593.04    | 0.03%             | 2030-03-25      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                 | Intel Corp.                                             | CUSIP: 458140AP5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2190000 | PA      | $1789774.06   | 0.10%             | 2042-12-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: —       |
| INTERCONTINENTALEXCHANGE                   | Intercontinental Exchange, Inc.                         | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $5106220.00   | 0.28%             | 2040-09-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings, Inc.                   | CUSIP: 65339KCU2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8110463.44   | 0.45%             | 2034-03-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| COREBRIDGE FINANCIAL INC                   | Corebridge Financial, Inc.                              | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    800000 | PA      | $752079.18    | 0.04%             | 2032-04-05      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| MIZUHO FINANCIAL GROUP                     | Mizuho Financial Group, Inc.                            | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   3000000 | PA      | $3676492.23   | 0.20%             | 2030-08-28      | Fixed         | 4.61%                 | No            | 2                  | On Loan: No      |
| STEDIN HOLDING NV                          | Stedin Holding NV                                       | CUSIP: 000000000<br>LEI: 724500R5IP6TFKTNRU48 | Long             | DBT              | CORP              | NL        |   1320000 | PA      | $1411060.40   | 0.08%             | 2029-11-14      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-216609.26   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $12401.66     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| META PLATFORMS INC                         | Meta Platforms, Inc.                                    | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $929117.53    | 0.05%             | 2045-11-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| JDE PEET'S NV                              | JDE Peet's NV                                           | CUSIP: 000000000<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |    110000 | PA      | $130930.86    | 0.01%             | 2030-01-23      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| HARLEY-DAVIDSON FINL SER                   | Harley-Davidson Financial Services, Inc.                | CUSIP: 000000000<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |   4759000 | PA      | $5563126.46   | 0.31%             | 2030-03-12      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| WRKCO INC                                  | WRKCo, Inc.                                             | CUSIP: 92940PAF1<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    600000 | PA      | $575743.38    | 0.03%             | 2032-06-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| UNITED PARCEL SERVICE                      | United Parcel Service, Inc.                             | CUSIP: 911312AN6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    907000 | PA      | $862469.47    | 0.05%             | 2040-11-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| ATHENE HOLDING LTD                         | Athene Holding Ltd.                                     | CUSIP: 04686JAG6<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   6650000 | PA      | $6690282.04   | 0.37%             | 2034-01-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: —       |
| Japan Government Ten Year Bonds            | Japan Government Ten Year Bonds                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 480000000 | PA      | $2927829.84   | 0.16%             | 2029-06-20      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| PFIZER INC                                 | Pfizer, Inc.                                            | CUSIP: 717081DT7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $410262.62    | 0.02%             | 2040-09-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| BP CAP MARKETS AMERICA                     | BP Capital Markets America, Inc.                        | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $4071170.54   | 0.22%             | 2041-06-17      | Fixed         | 3.06%                 | No            | 2                  | On Loan: No      |
| HALLIBURTON CO                             | Halliburton Co.                                         | CUSIP: 406216AW1<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $6000096.44   | 0.33%             | 2038-09-15      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF ALBERTA                        | Province of Alberta                                     | CUSIP: 013051EG8<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |   6000000 | PA      | $4211992.49   | 0.23%             | 2030-06-01      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                         | Banco Santander SA                                      | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $238141.70    | 0.01%             | 2029-04-22      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| SHELL INTERNATIONAL FIN                    | Shell International Finance BV                          | CUSIP: 822582AY8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   3107000 | PA      | $2672128.03   | 0.15%             | 2043-08-12      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| FLOWSERVE CORPORATION                      | Flowserve Corp.                                         | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |   9600000 | PA      | $8489582.59   | 0.47%             | 2032-01-15      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| ACCENTURE CAPITAL INC                      | Accenture Capital, Inc.                                 | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2890289.13   | 0.16%             | 2034-10-04      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| HP INC                                     | HP, Inc.                                                | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4008377.32   | 0.22%             | 2041-09-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: —       |
| INTEL CORP                                 | Intel Corp.                                             | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2100084.63   | 0.12%             | 2041-08-12      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Japan Government Ten Year Bonds            | Japan Government Ten Year Bonds                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 320000000 | PA      | $1961718.25   | 0.11%             | 2029-03-20      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| BMW CANADA INC                             | BMW Canada, Inc.                                        | CUSIP: 05590HBK2<br>LEI: 549300GR80F607MKF166 | Long             | DBT              | CORP              | CA        |   1300000 | PA      | $954641.29    | 0.05%             | 2029-09-05      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENER PART                    | Kinder Morgan Energy Partners LP                        | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    500000 | PA      | $474241.76    | 0.03%             | 2044-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ALABAMA POWER CO                           | Alabama Power Co.                                       | CUSIP: 010392FD5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1482191.46   | 0.08%             | 2041-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| NOVO NORDISK FINANCE NL                    | Novo Nordisk Finance Netherlands BV                     | CUSIP: 000000000<br>LEI: 549300X0PCJ6M2JZQW91 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $231102.35    | 0.01%             | 2030-08-27      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| EATON CAPITAL ULC                          | Eaton Capital ULC                                       | CUSIP: 000000000<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |    250000 | PA      | $265640.01    | 0.01%             | 2030-03-08      | Fixed         | 0.58%                 | No            | 2                  | On Loan: No      |
| VOYA FINANCIAL INC                         | Voya Financial, Inc.                                    | CUSIP: 929089AK6<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    500000 | PA      | $483907.35    | 0.03%             | 2036-03-02      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| OP CORPORATE BANK PLC                      | OP Corporate Bank PLC                                   | CUSIP: 000000000<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |   3500000 | PA      | $4071275.31   | 0.22%             | 2029-11-27      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                     | CUSIP: 68333ZAH0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |  13200000 | PA      | $9260747.23   | 0.51%             | 2030-06-02      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                   | AT&T, Inc.                                              | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1301012.31   | 0.07%             | 2039-03-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| COREBRIDGE FINANCIAL INC                   | Corebridge Financial, Inc.                              | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $6664808.96   | 0.37%             | 2042-04-05      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                        | American Express Co.                                    | CUSIP: 025816AZ2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2518535.74   | 0.14%             | 2038-03-19      | Fixed         | 8.15%                 | No            | 2                  | On Loan: No      |
| MOLSON COORS BEVERAGE                      | Molson Coors Beverage Co.                               | CUSIP: 60871RAD2<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4519261.90   | 0.25%             | 2042-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| RIO TINTO ALCAN INC                        | Rio Tinto Alcan, Inc.                                   | CUSIP: 013716AU9<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $5366944.70   | 0.30%             | 2033-12-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp.                                        | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    170000 | PA      | $143242.81    | 0.01%             | 2040-04-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| SECURITAS TREASURY IRELA                   | Securitas Treasury Ireland DAC                          | CUSIP: 000000000<br>LEI: 635400BJYMDVAXBPJ960 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $237924.73    | 0.01%             | 2030-02-23      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BANCO BPM SPA                              | Banco BPM SpA                                           | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |    510000 | PA      | $597341.41    | 0.03%             | 2030-01-21      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| NOKIA OYJ                                  | Nokia OYJ                                               | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |   1500000 | PA      | $1581330.00   | 0.09%             | 2039-05-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| The DFA Investment Trust Company           | DFA Investment Trust Co.                                | CUSIP: 23320U405<br>LEI: 549300FSKWEXKF6YBM56 | Long             | EC               | RF                | US        |   4111038 | NS      | $47544157.79  | 2.62%             |  |  |  | No            | 2                  | On Loan: No      |
| IBM INTERNAT CAPITAL                       | IBM International Capital Pte. Ltd.                     | CUSIP: 449276AF1<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |   4000000 | PA      | $3667093.08   | 0.20%             | 2044-02-05      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| NTT FINANCE CORP                           | NTT Finance Corp.                                       | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $315110.39    | 0.02%             | 2030-03-03      | Fixed         | 0.34%                 | No            | 2                  | On Loan: No      |
| CISCO SYSTEMS INC                          | Cisco Systems, Inc.                                     | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3279706.35   | 0.18%             | 2039-02-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group, Inc.                                | CUSIP: 91324PCD2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1302723.90   | 0.07%             | 2043-03-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| CENOVUS ENERGY INC                         | Cenovus Energy, Inc.                                    | CUSIP: 15135UAF6<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $547640.99    | 0.03%             | 2039-11-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| MARATHON PETROLEUM CORP                    | Marathon Petroleum Corp.                                | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1714201.04   | 0.09%             | 2041-03-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| KILROY REALTY LP                           | Kilroy Realty LP                                        | CUSIP: 49427RAS1<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    950000 | PA      | $950875.52    | 0.05%             | 2036-01-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| NIBC BANK NV                               | NIBC Bank NV                                            | CUSIP: 000000000<br>LEI: B64D6Y3LBJS4ANNPCU93 | Long             | DBT              | CORP              | NL        |   4200000 | PA      | $4904809.96   | 0.27%             | 2030-06-05      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| NORTHERN STAR RESOU                        | Northern Star Resources Ltd.                            | CUSIP: 66573RAA6<br>LEI: 254900XFXCRYYZAX6M78 | Long             | DBT              | CORP              | AU        |   5000000 | PA      | $5182962.00   | 0.29%             | 2033-04-11      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group, Inc.                               | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1269227.75   | 0.07%             | 2041-02-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| APPLE INC                                  | Apple, Inc.                                             | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $872332.12    | 0.05%             | 2045-05-13      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| WALMART INC                                | Walmart, Inc.                                           | CUSIP: 931142CS0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    500000 | PA      | $527143.56    | 0.03%             | 2040-04-01      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| KRAFT HEINZ FOODS CO                       | Kraft Heinz Foods Co.                                   | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $875470.37    | 0.05%             | 2045-07-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| SIKA CAPITAL BV                            | Sika Capital BV                                         | CUSIP: 000000000<br>LEI: 549300QW8B2Z3FSBS808 | Long             | DBT              | CORP              | NL        |   3550000 | PA      | $4223689.20   | 0.23%             | 2030-05-03      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| PRIMERICA INC                              | Primerica, Inc.                                         | CUSIP: 74164MAB4<br>LEI: 254900621R686KJR7022 | Long             | DBT              | CORP              | US        |   4950000 | PA      | $4454515.40   | 0.25%             | 2031-11-19      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                    | Booz Allen Hamilton, Inc.                               | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2042025.34   | 0.11%             | 2033-08-04      | Fixed         | 5.95%                 | No            | 2                  | On Loan: —       |
| JOHNSON & JOHNSON                          | Johnson & Johnson                                       | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |  11250000 | PA      | $7876928.48   | 0.43%             | 2040-09-01      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| NVIDIA CORP                                | NVIDIA Corp.                                            | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1334089.31   | 0.07%             | 2040-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                    | Bristol-Myers Squibb Co.                                | CUSIP: 110122DR6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $840211.28    | 0.05%             | 2040-11-13      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810FF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $15486914.10  | 0.85%             | 2028-11-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| SWEDBANK AB                                | Swedbank AB                                             | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   3700000 | PA      | $4329225.12   | 0.24%             | 2029-09-24      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold NZD                                | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $78691.00     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| PACIFIC LIFECORP                           | Pacific LifeCorp                                        | CUSIP: 694476AD4<br>LEI: VFN8KLUEIK7XMVX1JM30 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2739331.41   | 0.15%             | 2043-01-30      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| VENTAS REALTY LP                           | Ventas Realty LP                                        | CUSIP: 92277GAB3<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |   4000000 | PA      | $3935841.44   | 0.22%             | 2043-09-30      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| AUTOZONE INC                               | AutoZone, Inc.                                          | CUSIP: 053332BF8<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404702.42    | 0.02%             | 2033-08-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                     | Mitsubishi UFJ Financial Group, Inc.                    | CUSIP: 606822BK9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   3200000 | PA      | $2701662.14   | 0.15%             | 2039-07-18      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| SHELL FINANCE US INC                       | Shell Finance U.S., Inc.                                | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $846205.79    | 0.05%             | 2045-05-11      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| MARRIOTT INTERNATIONAL                     | Marriott International, Inc.                            | CUSIP: 571903BH5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2168866.45   | 0.12%             | 2033-10-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: —       |
| EBAY INC                                   | eBay, Inc.                                              | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $804185.15    | 0.04%             | 2042-07-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                     | CUSIP: 68333ZAR8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1600000 | PA      | $1113091.62   | 0.06%             | 2029-11-01      | Fixed         | 1.55%                 | No            | 2                  | On Loan: No      |
| STATNETT SF                                | Statnett SF                                             | CUSIP: 000000000<br>LEI: 5967007LIEEXZXHAI017 | Long             | DBT              | CORP              | NO        |   1800000 | PA      | $1948585.90   | 0.11%             | 2030-04-26      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| FED CAISSES DESJARDINS                     | Federation des Caisses Desjardins du Quebec             | CUSIP: 000000000<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   1780000 | PA      | $2093921.50   | 0.12%             | 2029-09-05      | Fixed         | 3.47%                 | No            | 2                  | On Loan: No      |
| WALT DISNEY COMPANY/THE                    | Walt Disney Co.                                         | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   6400000 | PA      | $5252408.70   | 0.29%             | 2040-05-13      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENER PART                    | Kinder Morgan Energy Partners LP                        | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    400000 | PA      | $373637.08    | 0.02%             | 2044-09-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| LEGG MASON INC                             | Legg Mason, Inc.                                        | CUSIP: 524901AR6<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |   4780000 | PA      | $4661070.06   | 0.26%             | 2044-01-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| BLUE OWL FINANCE LLC                       | Blue Owl Finance LLC                                    | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    400000 | PA      | $393737.80    | 0.02%             | 2034-04-18      | Fixed         | 6.25%                 | No            | 2                  | On Loan: —       |
| WOODSIDE FINANCE LTD                       | Woodside Finance Ltd.                                   | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   5000000 | PA      | $5200230.60   | 0.29%             | 2035-05-19      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| NISOURCE INC                               | NiSource, Inc.                                          | CUSIP: 65473QAX1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    525000 | PA      | $535726.17    | 0.03%             | 2041-06-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                       | Glencore Funding LLC                                    | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3280594.36   | 0.18%             | 2031-04-27      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| FEDEX CORP                                 | FedEx Corp.                                             | CUSIP: 31428XDJ2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   3588000 | PA      | $3560150.27   | 0.20%             | 2034-01-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| PHILLIPS 66                                | Phillips 66                                             | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   2380000 | PA      | $2391278.61   | 0.13%             | 2042-05-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK                     | Canadian Imperial Bank of Commerce                      | CUSIP: 13607LWW9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   8000000 | PA      | $8549613.20   | 0.47%             | 2033-10-03      | Fixed         | 6.09%                 | No            | 2                  | On Loan: No      |
| ROCHE HOLDINGS INC                         | Roche Holdings, Inc.                                    | CUSIP: 771196CP5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398765.33    | 0.02%             | 2029-09-09      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                               | Comcast Corp.                                           | CUSIP: 20030NBP5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2688464.22   | 0.15%             | 2035-08-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| AFFILIATED MANAGERS GROU                   | Affiliated Managers Group, Inc.                         | CUSIP: 008252AR9<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2799247.64   | 0.15%             | 2034-08-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK                     | Canadian Imperial Bank of Commerce                      | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   3710000 | PA      | $4424467.79   | 0.24%             | 2029-07-09      | Fixed         | 3.81%                 | No            | 2                  | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                   | New Zealand Local Government Funding Agency Bonds       | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |    400000 | PA      | $219612.24    | 0.01%             | 2029-04-20      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS CO                          | General Motors Co.                                      | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1983244.52   | 0.11%             | 2043-10-02      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| BNG BANK NV                                | BNG Bank NV                                             | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |    800000 | PA      | $847591.45    | 0.05%             | 2030-01-15      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| CIGNA GROUP/THE                            | Cigna Group                                             | CUSIP: 125523CD0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    400000 | PA      | $414555.57    | 0.02%             | 2041-11-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| FORTIVE CORPORATION                        | Fortive Corp.                                           | CUSIP: 000000000<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |    511000 | PA      | $604999.98    | 0.03%             | 2029-08-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| GLOBAL PAYMENTS INC                        | Global Payments, Inc.                                   | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    800000 | PA      | $771568.42    | 0.04%             | 2035-11-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| New Zealand Government Bonds               | New Zealand Government Bonds                            | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |   4000000 | PA      | $2304634.49   | 0.13%             | 2029-04-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CIGNA GROUP/THE                            | Cigna Group                                             | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2632695.32   | 0.15%             | 2038-08-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $5912435.64   | 0.33%             | 2029-12-13      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| ERP OPERATING LP                           | ERP Operating LP                                        | CUSIP: 26884ABP7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |   5400000 | PA      | $5270981.47   | 0.29%             | 2034-09-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                              | RCI Banque SA                                           | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $350817.48    | 0.02%             | 2029-07-26      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                       | Glencore Funding LLC                                    | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5426056.35   | 0.30%             | 2033-10-06      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES CORP                       | Targa Resources Corp.                                   | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2849892.18   | 0.16%             | 2033-02-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| JOHNSON & JOHNSON                          | Johnson & Johnson                                       | CUSIP: 478160BU7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4551880.15   | 0.25%             | 2036-03-01      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                   | Enterprise Products Operating LLC                       | CUSIP: 29379VAV5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1284199.92   | 0.07%             | 2042-02-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp.                                        | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    900000 | PA      | $888139.38    | 0.05%             | 2044-06-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CENTERPOINT ENERGY RES                     | CenterPoint Energy Resources Corp.                      | CUSIP: 15189WAH3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3063538.23   | 0.17%             | 2041-01-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| Nationwide Building Society                | Nationwide Building Society                             | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $351844.91    | 0.02%             | 2029-09-05      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| CREDIT MUTUEL ARKEA                        | Credit Mutuel Arkea SA                                  | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |   1100000 | PA      | $1175486.44   | 0.06%             | 2030-01-18      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| TOYOTA CREDIT CANADA INC                   | Toyota Credit Canada, Inc.                              | CUSIP: 892329CC5<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |   4300000 | PA      | $3162661.32   | 0.17%             | 2030-05-21      | Fixed         | 3.74%                 | No            | 2                  | On Loan: No      |
| SHELL FINANCE US INC                       | Shell Finance U.S., Inc.                                | CUSIP: 822905AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $187626.66    | 0.01%             | 2029-11-07      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| AKER BP ASA                                | Aker BP ASA                                             | CUSIP: 00973RAM5<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |  10000000 | PA      | $10431664.20  | 0.58%             | 2033-06-13      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| SKANDINAVISKA ENSKILDA                     | Skandinaviska Enskilda Banken AB                        | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    500000 | PA      | $534135.64    | 0.03%             | 2029-11-12      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| CON EDISON CO OF NY INC                    | Consolidated Edison Co. of New York, Inc.               | CUSIP: 209111EU3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1468761.02   | 0.08%             | 2038-04-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| MEDTRONIC INC                              | Medtronic, Inc.                                         | CUSIP: 000000000<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    800000 | PA      | $951517.12    | 0.05%             | 2029-10-15      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| AYVENS SA                                  | Ayvens SA                                               | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | DBT              | CORP              | FR        |   6500000 | PA      | $7727719.46   | 0.43%             | 2029-07-16      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                   | Anheuser-Busch InBev Worldwide, Inc.                    | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   4695000 | PA      | $4777459.98   | 0.26%             | 2039-01-23      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| CADENT FINANCE PLC                         | Cadent Finance PLC                                      | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $120465.97    | 0.01%             | 2029-07-05      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| ISS GLOBAL A/S                             | ISS Global AS                                           | CUSIP: 000000000<br>LEI: 213800W6DPUGWBGTD766 | Long             | DBT              | CORP              | DK        |   3100000 | PA      | $3686301.10   | 0.20%             | 2029-06-05      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| PRAEMIA HEALTHCARE SACA                    | Praemia Healthcare SACA                                 | CUSIP: 000000000<br>LEI: 96950067NFR9MWI0CJ45 | Long             | DBT              |  | FR        |   2200000 | PA      | $2330473.22   | 0.13%             | 2029-11-04      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| LINCOLN NATIONAL CORP                      | Lincoln National Corp.                                  | CUSIP: 534187AW9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1043585.37   | 0.06%             | 2037-10-09      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| ING GROEP NV                               | ING Groep NV                                            | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $676780.01    | 0.04%             | 2030-11-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings, Inc.                   | CUSIP: 65339KDR8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1544354.55   | 0.09%             | 2030-06-12      | Fixed         | 3.83%                 | No            | 2                  | On Loan: No      |
| BOARDWALK PIPELINES LP                     | Boardwalk Pipelines LP                                  | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138628.66    | 0.01%             | 2032-09-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                    | Bristol-Myers Squibb Co.                                | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2449744.85   | 0.14%             | 2039-06-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| BURLINGTN NORTH SANTA FE                   | Burlington Northern Santa Fe LLC                        | CUSIP: 12189LAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $475641.46    | 0.03%             | 2043-09-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| KIMCO REALTY OP LLC                        | Kimco Realty OP LLC                                     | CUSIP: 49446RBA6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |   2500000 | PA      | $2468185.30   | 0.14%             | 2033-02-01      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| STANLEY BLACK & DECKER I                   | Stanley Black & Decker, Inc.                            | CUSIP: 854502AQ4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $5868489.32   | 0.32%             | 2032-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: —       |
| BROOKFIELD FINANCE INC                     | Brookfield Finance, Inc.                                | CUSIP: 11271LAQ5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1966980.18   | 0.11%             | 2036-01-15      | Fixed         | 5.33%                 | No            | 2                  | On Loan: No      |
| BAYER US FINANCE LLC                       | Bayer U.S. Finance LLC                                  | CUSIP: 07274EAL7<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10644057.80  | 0.59%             | 2033-11-21      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| CONSTELLATION EN GEN LLC                   | Constellation Energy Generation LLC                     | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    400000 | PA      | $419423.87    | 0.02%             | 2033-03-01      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                   | Agence Francaise de Developpement EPIC                  | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |    800000 | PA      | $841943.82    | 0.05%             | 2030-05-25      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                   | Toyota Motor Credit Corp.                               | CUSIP: 000000000<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1194050.18   | 0.07%             | 2030-07-24      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $12509.62     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ARROW ELECTRONICS INC                      | Arrow Electronics, Inc.                                 | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5153119.90   | 0.28%             | 2034-04-10      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| OVINTIV INC                                | Ovintiv, Inc.                                           | CUSIP: 69047QAC6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   1279000 | PA      | $1355859.57   | 0.07%             | 2033-07-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                       | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $332467.03    | 0.02%             | 2043-03-04      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                         | Royalty Pharma PLC                                      | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |  10750000 | PA      | $8219047.31   | 0.45%             | 2040-09-02      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold CAD                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-65037.10    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LSEG FINANCE PLC                           | LSEG Finance PLC                                        | CUSIP: 50220PAE3<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |   4700000 | PA      | $3553860.59   | 0.20%             | 2041-04-06      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| UNITED PARCEL SERVICE                      | United Parcel Service, Inc.                             | CUSIP: 911312BV7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   5260000 | PA      | $5213491.66   | 0.29%             | 2040-04-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| CANADIAN NATL RESOURCES                    | Canadian Natural Resources Ltd.                         | CUSIP: 136385AG6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2083032.58   | 0.11%             | 2035-02-01      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| GLENCORE CAP FIN DAC                       | Glencore Capital Finance DAC                            | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |    600000 | PA      | $656406.12    | 0.04%             | 2029-03-01      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATL FINANCIAL                    | Fidelity National Financial, Inc.                       | CUSIP: 31620RAK1<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $886827.09    | 0.05%             | 2031-03-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| VIRGINIA ELEC & POWER CO                   | Virginia Electric & Power Co.                           | CUSIP: 927804FL3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2261347.54   | 0.12%             | 2043-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| VIRGINIA ELEC & POWER CO                   | Virginia Electric & Power Co.                           | CUSIP: 927804FG4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1138000 | PA      | $1486468.88   | 0.08%             | 2038-11-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| ENBW INTL FINANCE BV                       | EnBW International Finance BV                           | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1169626.59   | 0.06%             | 2029-05-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                   | Caisse d'Amortissement de la Dette Sociale              | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |   8300000 | PA      | $8962306.48   | 0.49%             | 2029-11-25      | Fixed         | 0.60%                 | No            | 2                  | On Loan: No      |
| DIGITAL DUTCH FINCO BV                     | Digital Dutch Finco BV                                  | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |    261000 | PA      | $284254.29    | 0.02%             | 2030-03-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| ALTRIA GROUP INC                           | Altria Group, Inc.                                      | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   6600000 | PA      | $5809467.25   | 0.32%             | 2032-02-04      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                           | T-Mobile USA, Inc.                                      | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   9750000 | PA      | $7120711.55   | 0.39%             | 2041-02-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AMGEN INC                                  | Amgen, Inc.                                             | CUSIP: 031162BE9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1114921.37   | 0.06%             | 2041-10-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.         | General Motors Financial Co., Inc.                      | CUSIP: 000000000<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    800000 | PA      | $959748.80    | 0.05%             | 2029-02-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group, Inc.                               | CUSIP: 38141GCU6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3228103.41   | 0.18%             | 2033-02-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: —       |
| State Street Bank & Trust Co.              | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-15724.11    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BLACK HILLS CORP                           | Black Hills Corp.                                       | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    770000 | PA      | $798207.37    | 0.04%             | 2035-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                   | Brighthouse Financial, Inc.                             | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |   1239000 | PA      | $1249464.27   | 0.07%             | 2030-05-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: —       |
| EQUINOR ASA                                | Equinor ASA                                             | CUSIP: 29446MAM4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   7400000 | PA      | $7421813.20   | 0.41%             | 2030-09-03      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| NATIONAL SECS CLEARING                     | National Securities Clearing Corp.                      | CUSIP: 000000000<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |   4519000 | PA      | $4582429.23   | 0.25%             | 2030-05-20      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| SIXT SE                                    | Sixt SE                                                 | CUSIP: 000000000<br>LEI: 5299004ZME6CSBR7WP07 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $348750.22    | 0.02%             | 2030-01-22      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                             | Home Depot, Inc.                                        | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   8400000 | PA      | $6732563.88   | 0.37%             | 2040-04-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                   | AT&T, Inc.                                              | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1542858.62   | 0.09%             | 2041-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| TOTALENERGIES CAPITAL                      | TotalEnergies Capital Canada Ltd.                       | CUSIP: 000000000<br>LEI: 5299005IX98ZZ9LSGK46 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $226809.70    | 0.01%             | 2029-09-18      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| NASDAQ INC                                 | Nasdaq, Inc.                                            | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    410000 | PA      | $438524.42    | 0.02%             | 2030-02-13      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| MERCK & CO INC                             | Merck & Co., Inc.                                       | CUSIP: 58933YBA2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   8750000 | PA      | $6202130.81   | 0.34%             | 2040-06-24      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN INC                          | Kinder Morgan, Inc.                                     | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5055003.80   | 0.28%             | 2034-12-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| SOUTHWEST GAS CORP                         | Southwest Gas Corp.                                     | CUSIP: 845011AC9<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |   2477000 | PA      | $2252404.04   | 0.12%             | 2030-06-15      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| FEDEX CORP                                 | FedEx Corp.                                             | CUSIP: 31428XDP8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2730123.69   | 0.15%             | 2044-01-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| TELE2 AB                                   | Tele2 AB                                                | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | DBT              | CORP              | SE        |    200000 | PA      | $237406.40    | 0.01%             | 2029-11-22      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                | Oracle Corp.                                            | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $6489817.92   | 0.36%             | 2040-04-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                            | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  10500000 | PA      | $9776898.60   | 0.54%             | 2039-03-15      | Fixed         | 4.81%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                         | Credit Agricole SA                                      | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    900000 | PA      | $643244.53    | 0.04%             | 2029-01-18      | Fixed         | 5.41%                 | No            | 2                  | On Loan: No      |
| HUMANA INC                                 | Humana, Inc.                                            | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2782141.07   | 0.15%             | 2035-05-01      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| HONDA CANADA FINANCE INC                   | Honda Canada Finance, Inc.                              | CUSIP: 438121BK0<br>LEI: 549300K5H14MP7CO9857 | Long             | DBT              | CORP              | CA        |   2100000 | PA      | $1597103.84   | 0.09%             | 2029-06-04      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| ASHTEAD CAPITAL INC                        | Ashtead Capital, Inc.                                   | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2592949.30   | 0.14%             | 2033-10-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATL INFO SERV                    | Fidelity National Information Services, Inc.            | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $1950651.18   | 0.11%             | 2041-03-01      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                  | Boeing Co.                                              | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1640280.62   | 0.09%             | 2034-05-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| AUTOLIV INC                                | Autoliv, Inc.                                           | CUSIP: 000000000<br>LEI: A23RUXWKASG834LTMK28 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1486904.29   | 0.08%             | 2030-10-29      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| LPL HOLDINGS INC                           | LPL Holdings, Inc.                                      | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1738165.19   | 0.10%             | 2034-05-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                                | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   2100000 | PA      | $2422376.17   | 0.13%             | 2030-05-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| WESTLAKE CORP                              | Westlake Corp.                                          | CUSIP: 960413AY8<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    800000 | PA      | $545687.38    | 0.03%             | 2041-08-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co.                                    | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   8700000 | PA      | $8880929.38   | 0.49%             | 2040-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                            | CUSIP: 92343VFG4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $3293269.78   | 0.18%             | 2030-05-16      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| AEP TEXAS INC                              | AEP Texas, Inc.                                         | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    400000 | PA      | $413021.32    | 0.02%             | 2034-05-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| ASSURANT INC                               | Assurant, Inc.                                          | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5259128.88   | 0.29%             | 2032-01-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| LINCOLN NATIONAL CORP                      | Lincoln National Corp.                                  | CUSIP: 534187BQ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   4555000 | PA      | $4152502.57   | 0.23%             | 2032-03-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                     | Volkswagen International Finance NV                     | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $120920.73    | 0.01%             | 2030-05-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| NBCUNIVERSAL MEDIA LLC                     | NBCUniversal Media LLC                                  | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $413786.31    | 0.02%             | 2043-01-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| PROCTER & GAMBLE CO/THE                    | Procter & Gamble Co.                                    | CUSIP: 000000000<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    130000 | PA      | $137484.38    | 0.01%             | 2030-05-05      | Fixed         | 0.35%                 | No            | 2                  | On Loan: No      |
| CARRIER GLOBAL CORP                        | Carrier Global Corp.                                    | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   3211000 | PA      | $2561743.67   | 0.14%             | 2040-04-05      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold CAD                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-140406.17   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| NATIONAL FUEL GAS CO                       | National Fuel Gas Co.                                   | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    300000 | PA      | $273487.62    | 0.02%             | 2031-03-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| DOW CHEMICAL CO/THE                        | Dow Chemical Co.                                        | CUSIP: 260543CE1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   8900000 | PA      | $7972867.15   | 0.44%             | 2041-11-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| TRAVELERS COS INC                          | Travelers Cos., Inc.                                    | CUSIP: 89417EAJ8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1771968.84   | 0.10%             | 2043-08-01      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Visa, Inc.                                 | Visa, Inc.                                              | CUSIP: 000000000<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    600000 | PA      | $683722.91    | 0.04%             | 2029-06-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| ENI SPA                                    | Eni SpA                                                 | CUSIP: 26874RAN8<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   5800000 | PA      | $5937523.97   | 0.33%             | 2034-05-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORP                         | Realty Income Corp.                                     | CUSIP: 756109BA1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |   4600000 | PA      | $3798240.75   | 0.21%             | 2033-03-15      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                   | Export Development Canada                               | CUSIP: 000000000<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    242000 | PA      | $282140.88    | 0.02%             | 2030-01-22      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                   | Rogers Communications, Inc.                             | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $422202.94    | 0.02%             | 2042-03-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| HELMERICH & PAYNE INC                      | Helmerich & Payne, Inc.                                 | CUSIP: 423452AN1<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $988393.30    | 0.05%             | 2034-12-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BAT INTL FINANCE PLC                       | BAT International Finance PLC                           | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $785706.38    | 0.04%             | 2030-01-16      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| AUTONATION INC                             | AutoNation, Inc.                                        | CUSIP: 05329WAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2641500.99   | 0.15%             | 2031-08-01      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                       | Royal Bank of Canada                                    | CUSIP: 78016FZX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   6000000 | PA      | $6067196.52   | 0.33%             | 2033-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| DSV FINANCE BV                             | DSV Finance BV                                          | CUSIP: 000000000<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |   1980000 | PA      | $2344088.73   | 0.13%             | 2029-06-26      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| JOHNSON & JOHNSON                          | Johnson & Johnson                                       | CUSIP: 478160CW2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10327835.40  | 0.57%             | 2034-06-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold AUD                                | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-583.47      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                   | Svenska Handelsbanken AB                                | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   2000000 | PA      | $2113170.34   | 0.12%             | 2030-02-18      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Mastercard, Inc.                           | Mastercard, Inc.                                        | CUSIP: 000000000<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110943.99    | 0.01%             | 2029-02-22      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| AGCO CORP                                  | AGCO Corp.                                              | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |   4660000 | PA      | $4793747.83   | 0.26%             | 2034-03-21      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| BAKER HUGHES HLDGS LLC                     | Baker Hughes Holdings LLC                               | CUSIP: 057224AZ0<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5805961.20   | 0.32%             | 2040-09-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| MOODY'S CORPORATION                        | Moody's Corp.                                           | CUSIP: 000000000<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1153557.86   | 0.06%             | 2030-02-25      | Fixed         | 0.95%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                | Oracle Corp.                                            | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    400000 | PA      | $316293.25    | 0.02%             | 2037-11-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| WPP FINANCE 2013                           | WPP Finance 2013                                        | CUSIP: 000000000<br>LEI: 549300L84EKSLWWPGI24 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $117571.86    | 0.01%             | 2029-09-12      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| ITALGAS SPA                                | Italgas SpA                                             | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | DBT              | CORP              | IT        |   1200000 | PA      | $1380622.57   | 0.08%             | 2030-03-06      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| NOMURA HOLDINGS INC                        | Nomura Holdings, Inc.                                   | CUSIP: 000000000<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   2800000 | PA      | $3262764.72   | 0.18%             | 2030-05-28      | Fixed         | 3.46%                 | No            | 2                  | On Loan: No      |
| FOX CORP                                   | Fox Corp.                                               | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   9600000 | PA      | $9350498.69   | 0.52%             | 2039-01-25      | Fixed         | 5.48%                 | No            | 2                  | On Loan: No      |
| PHILLIPS 66                                | Phillips 66 Co.                                         | CUSIP: 718547AM4<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $424595.82    | 0.02%             | 2045-02-15      | Fixed         | 4.68%                 | No            | 2                  | On Loan: No      |
| RTX CORP                                   | RTX Corp.                                               | CUSIP: 75513ECA7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3780865.16   | 0.21%             | 2040-10-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| NATURGY FIN IBERIA SA                      | Naturgy Finance Iberia SA                               | CUSIP: 000000000<br>LEI: 2138005FTXOJUBQ5J563 | Long             | DBT              | CORP              | ES        |   2500000 | PA      | $2903632.83   | 0.16%             | 2030-10-02      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                  | Goldman Sachs Group, Inc.                               | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $3010175.86   | 0.17%             | 2029-05-09      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                        | American Tower Corp.                                    | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    400000 | PA      | $412020.54    | 0.02%             | 2033-07-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                        | Intesa Sanpaolo SpA                                     | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   2000000 | PA      | $2372665.91   | 0.13%             | 2030-10-16      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Banque Federative du Credit Mutuel SA      | Banque Federative du Credit Mutuel SA                   | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $2248626.82   | 0.12%             | 2029-03-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| INTERNATIONAL PAPER CO                     | International Paper Co.                                 | CUSIP: 460146CH4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $9071146.89   | 0.50%             | 2041-11-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BANQUE FED CRED MUTUEL                     | Banque Federative du Credit Mutuel SA                   | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   2900000 | PA      | $3506275.67   | 0.19%             | 2030-05-02      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| EVERSOURCE ENERGY                          | Eversource Energy                                       | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400531.60    | 0.02%             | 2033-05-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| LVMH MOET HENNESSY VUITT                   | LVMH Moet Hennessy Louis Vuitton SE                     | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $354190.29    | 0.02%             | 2029-09-07      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LP                       | Boston Properties LP                                    | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |   2000000 | PA      | $1633033.90   | 0.09%             | 2033-10-01      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| BROWN & BROWN INC                          | Brown & Brown, Inc.                                     | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    400000 | PA      | $379538.90    | 0.02%             | 2032-03-17      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| VSP OPTICAL GROUP INC                      | VSP Optical Group, Inc.                                 | CUSIP: 91836LAA0<br>LEI: 549300PHX8USLM2BT742 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3946806.68   | 0.22%             | 2035-12-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp.                                        | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   9240000 | PA      | $8562664.85   | 0.47%             | 2038-03-25      | Fixed         | 4.78%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2936718.75   | 0.16%             | 2036-02-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| TRAVELERS COS INC                          | Travelers Cos., Inc.                                    | CUSIP: 89417EAH2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3276313.59   | 0.18%             | 2040-11-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| CONAGRA BRANDS INC                         | Conagra Brands, Inc.                                    | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   8600000 | PA      | $8011704.62   | 0.44%             | 2038-11-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATL INFO SERV                    | Fidelity National Information Services, Inc.            | CUSIP: 31620MBY1<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2502229.40   | 0.14%             | 2032-07-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMER PIPELINE                   | Plains All American Pipeline LP/PAA Finance Corp.       | CUSIP: 72650RBH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $434438.38    | 0.02%             | 2045-02-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| DOW CHEMICAL CO/THE                        | Dow Chemical Co.                                        | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $3421001.31   | 0.19%             | 2042-11-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold NZD                                | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $-278149.03   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| BROADCOM INC                               | Broadcom, Inc.                                          | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    600000 | PA      | $549724.65    | 0.03%             | 2033-04-15      | Fixed         | 3.42%                 | No            | 2                  | On Loan: No      |
| VOYA FINANCIAL INC                         | Voya Financial, Inc.                                    | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3850579.60   | 0.21%             | 2043-07-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group, Inc.                                | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $3884714.65   | 0.21%             | 2041-05-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| BLACK HILLS CORP                           | Black Hills Corp.                                       | CUSIP: 092113AQ2<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   8837000 | PA      | $8393652.39   | 0.46%             | 2033-05-01      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| DAIMLER TRUCK FINAN NA                     | Daimler Truck Finance North America LLC                 | CUSIP: 233853AW0<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    850000 | PA      | $855940.61    | 0.05%             | 2034-01-18      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                      | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $438363.16    | 0.02%             | 2045-03-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| HIGHWOODS REALTY LP                        | Highwoods Realty LP                                     | CUSIP: 431282AU6<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |   1000000 | PA      | $1115666.37   | 0.06%             | 2034-02-01      | Fixed         | 7.65%                 | No            | 2                  | On Loan: No      |
| NATIONAL GRID PLC                          | National Grid PLC                                       | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $214067.64    | 0.01%             | 2029-09-18      | Fixed         | 0.55%                 | No            | 2                  | On Loan: No      |
| LA BANQUE POSTALE                          | La Banque Postale SA                                    | CUSIP: 000000000<br>LEI: 96950066U5XAAIRCPA78 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $241800.31    | 0.01%             | 2030-01-17      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| BANQUE FED CRED MUTUEL                     | Banque Federative du Credit Mutuel SA                   | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $576601.16    | 0.03%             | 2031-03-11      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-133.16      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                   | Western Midstream Operating LP                          | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2246169.30   | 0.12%             | 2044-04-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| NOVARTIS CAPITAL CORP                      | Novartis Capital Corp.                                  | CUSIP: 66989HBA5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $977987.23    | 0.05%             | 2035-11-05      | Fixed         | 4.60%                 | No            | 2                  | On Loan: —       |
| MARS INC                                   | Mars, Inc.                                              | CUSIP: 571676AC9<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4554956.70   | 0.25%             | 2034-04-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                     | Fairfax Financial Holdings Ltd.                         | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    950000 | PA      | $978884.55    | 0.05%             | 2032-08-16      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| LOCKHEED MARTIN CORP                       | Lockheed Martin Corp.                                   | CUSIP: 539830BB4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1266007.32   | 0.07%             | 2042-12-15      | Fixed         | 4.07%                 | No            | 2                  | On Loan: No      |
| SSE PLC                                    | SSE PLC                                                 | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $232193.65    | 0.01%             | 2029-08-01      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                      | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $901005.53    | 0.05%             | 2044-04-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| CENCORA INC                                | Cencora, Inc.                                           | CUSIP: 03073EBE4<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $975662.90    | 0.05%             | 2036-02-13      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| ABBOTT LABORATORIES                        | Abbott Laboratories                                     | CUSIP: 002824BN9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4579162.70   | 0.25%             | 2043-04-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| FINGRID OYJ                                | Fingrid OYJ                                             | CUSIP: 000000000<br>LEI: 7437006ZZI1F7CUA5518 | Long             | DBT              | CORP              | FI        |    140000 | PA      | $161910.60    | 0.01%             | 2029-12-04      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| MERCK & CO INC                             | Merck & Co., Inc.                                       | CUSIP: 58933YAV7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    250000 | PA      | $219173.15    | 0.01%             | 2039-03-07      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-34603.45    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| QUANTA SERVICES INC                        | Quanta Services, Inc.                                   | CUSIP: 74762EAJ1<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $804457.72    | 0.04%             | 2041-10-01      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| BOARDWALK PIPELINES LP                     | Boardwalk Pipelines LP                                  | CUSIP: 096630AK4<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5130976.10   | 0.28%             | 2034-08-01      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                   | Enterprise Products Operating LLC                       | CUSIP: 29379VAQ6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $551060.27    | 0.03%             | 2040-09-01      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| HF SINCLAIR CORP                           | HF Sinclair Corp.                                       | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2074247.84   | 0.11%             | 2035-01-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: —       |
| AERCAP IRELAND CAP/GLOBA                   | AerCap Ireland Capital DAC/AerCap Global Aviation Trust | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2800000 | PA      | $2249571.91   | 0.12%             | 2041-10-29      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| NATIONAL GRID NA INC                       | National Grid North America, Inc.                       | CUSIP: 000000000<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |    130000 | PA      | $150697.82    | 0.01%             | 2030-06-03      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| KRAFT HEINZ FOODS CO                       | Kraft Heinz Foods Co.                                   | CUSIP: 50077LAX4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1325443.92   | 0.07%             | 2039-10-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| MOTABILITY OPERATIONS GR                   | Motability Operations Group PLC                         | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $5916633.73   | 0.33%             | 2029-07-24      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                            | CUSIP: 92343VDU5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $987076.07    | 0.05%             | 2037-03-16      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| STORA ENSO OYJ                             | Stora Enso OYJ                                          | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | DBT              | CORP              | FI        |   5160000 | PA      | $6191894.14   | 0.34%             | 2029-09-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| WILLIAMS COMPANIES INC                     | Williams Cos., Inc.                                     | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    400000 | PA      | $414226.30    | 0.02%             | 2033-03-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| SUEZ                                       | Suez SACA                                               | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |   2900000 | PA      | $3263776.16   | 0.18%             | 2030-05-24      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                   | Enterprise Products Operating LLC                       | CUSIP: 293791AP4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1663188.09   | 0.09%             | 2034-10-15      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| AMPRION GMBH                               | Amprion GmbH                                            | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $346801.75    | 0.02%             | 2031-01-15      | Fixed         | 3.16%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FIN GROUP INC                    | Jefferies Financial Group, Inc.                         | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   7900000 | PA      | $6905978.47   | 0.38%             | 2031-10-15      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| CON EDISON CO OF NY INC                    | Consolidated Edison Co. of New York, Inc.               | CUSIP: 209111EY5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1407541.77   | 0.08%             | 2039-12-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CBRE SERVICES INC                          | CBRE Services, Inc.                                     | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    787000 | PA      | $821306.98    | 0.05%             | 2034-08-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| TANGER PROPERTIES LP                       | Tanger Properties LP                                    | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              |  | US        |   3900000 | PA      | $3489556.43   | 0.19%             | 2031-09-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| COOPERATIEVE RABOBANK UA                   | Cooperatieve Rabobank UA                                | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   2800000 | PA      | $3360540.45   | 0.19%             | 2030-01-10      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BROOKFIELD FINANCE INC                     | Brookfield Finance, Inc.                                | CUSIP: 11271LAH5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   2600000 | PA      | $2362929.14   | 0.13%             | 2031-04-15      | Fixed         | 2.72%                 | No            | 2                  | On Loan: —       |
| AMERICAN EXPRESS CO                        | American Express Co.                                    | CUSIP: 025816BF5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4163097.65   | 0.23%             | 2042-12-03      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp.                   | CUSIP: 459200JR3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    125500 | PA      | $124789.82    | 0.01%             | 2027-01-27      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| LOWE'S COS INC                             | Lowe's Cos., Inc.                                       | CUSIP: 548661DJ3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    500000 | PA      | $409586.53    | 0.02%             | 2045-09-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| NESTLE HOLDINGS INC                        | Nestle Holdings, Inc.                                   | CUSIP: 641062AL8<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $886556.44    | 0.05%             | 2038-09-24      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                        | Bank of Nova Scotia                                     | CUSIP: 06418JAC5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2087421.96   | 0.12%             | 2034-02-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| CENTERPOINT ENERGY RES                     | CenterPoint Energy Resources Corp.                      | CUSIP: 15189WAS9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8175899.44   | 0.45%             | 2034-07-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| ERAC USA FINANCE LLC                       | ERAC USA Finance LLC                                    | CUSIP: 26884TAE2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   1851000 | PA      | $1833872.92   | 0.10%             | 2042-03-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CAROLINAS                      | Duke Energy Carolinas LLC                               | CUSIP: 26442CAA2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   2167000 | PA      | $2306227.02   | 0.13%             | 2037-06-01      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| ENEL FINANCE INTL NV                       | ENEL Finance International NV                           | CUSIP: 29278GBE7<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   5400000 | PA      | $5481613.66   | 0.30%             | 2034-06-26      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                         | Credit Agricole SA                                      | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $2419307.24   | 0.13%             | 2030-03-07      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| PHILLIPS 66 CO                             | Phillips 66 Co.                                         | CUSIP: 718547AR3<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5099883.90   | 0.28%             | 2033-06-30      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| ORIGIN ENERGY FINANCE                      | Origin Energy Finance Ltd.                              | CUSIP: 000000000<br>LEI: 5493002W5C9Z753C7Q57 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $108200.28    | 0.01%             | 2029-09-17      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| NYKREDIT REALKREDIT A/S                    | Nykredit Realkredit AS                                  | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |    500000 | PA      | $583217.00    | 0.03%             | 2030-01-10      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| HUMANA INC                                 | Humana, Inc.                                            | CUSIP: 444859BB7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   5640000 | PA      | $4655357.24   | 0.26%             | 2042-12-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| SUNCOR ENERGY INC                          | Suncor Energy, Inc.                                     | CUSIP: 867229AD8<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |   6600000 | PA      | $6929702.54   | 0.38%             | 2034-12-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| LLOYDS BK CORP MKTS PLC                    | Lloyds Bank Corporate Markets PLC                       | CUSIP: 000000000<br>LEI: 213800MBWEIJDM5CU638 | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $1877625.64   | 0.10%             | 2030-03-24      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| KROGER CO                                  | Kroger Co.                                              | CUSIP: 501044CT6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    400000 | PA      | $369706.57    | 0.02%             | 2043-08-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: —       |
| HALLIBURTON CO                             | Halliburton Co.                                         | CUSIP: 406216BA8<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    140000 | PA      | $121657.74    | 0.01%             | 2041-11-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group, Inc.                   | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2640000 | PA      | $2827451.85   | 0.16%             | 2029-10-23      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| CF INDUSTRIES INC                          | CF Industries, Inc.                                     | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1697577.48   | 0.09%             | 2034-03-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                            | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1118995.81   | 0.06%             | 2029-10-26      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| PROLOGIS LP                                | Prologis LP                                             | CUSIP: 74340XBT7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |   2200000 | PA      | $2176821.35   | 0.12%             | 2033-01-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: —       |
| MIZUHO FINANCIAL GROUP                     | Mizuho Financial Group, Inc.                            | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   4050000 | PA      | $4298299.86   | 0.24%             | 2030-04-15      | Fixed         | 0.80%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS CO                          | General Motors Co.                                      | CUSIP: 37045VAH3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1789182.58   | 0.10%             | 2035-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: —       |
| ALPHABET INC                               | Alphabet, Inc.                                          | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |  16050000 | PA      | $10645901.76  | 0.59%             | 2040-08-15      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| MOSAIC CO                                  | Mosaic Co.                                              | CUSIP: 61945CAE3<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    400000 | PA      | $374800.02    | 0.02%             | 2043-11-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| ALLIANZ FINANCE II B.V.                    | Allianz Finance II BV                                   | CUSIP: 000000000<br>LEI: 529900C9NVPTCPDI1D65 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $111283.82    | 0.01%             | 2030-01-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp.                   | CUSIP: 459200KK6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $4725814.41   | 0.26%             | 2040-05-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| BROOKFIELD FINANCE INC                     | Brookfield Finance, Inc.                                | CUSIP: 11271LAM4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $3046343.58   | 0.17%             | 2035-01-15      | Fixed         | 5.68%                 | No            | 2                  | On Loan: No      |
| GRAND CITY PROPERTIES SA                   | Grand City Properties SA                                | CUSIP: 000000000<br>LEI: 5299002QLUYKK2WBMB18 | Long             | DBT              | CORP              | LU        |    700000 | PA      | $839084.15    | 0.05%             | 2030-01-09      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| BOUYGUES SA                                | Bouygues SA                                             | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $744224.01    | 0.04%             | 2030-02-11      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                            | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $767314.73    | 0.04%             | 2041-03-22      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-474517.30   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| IHG FINANCE LLC                            | IHG Finance LLC                                         | CUSIP: 000000000<br>LEI: 213800DXTXQ1YC8UP313 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3935305.38   | 0.22%             | 2030-09-10      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                   | AerCap Ireland Capital DAC/AerCap Global Aviation Trust | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   4000000 | PA      | $3554954.40   | 0.20%             | 2033-10-29      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased EUR / Sold USD                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $158020.43    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| PHILLIPS 66                                | Phillips 66                                             | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179569.77    | 0.01%             | 2030-12-15      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| EXELON CORP                                | Exelon Corp.                                            | CUSIP: 30161NAC5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    400000 | PA      | $410304.58    | 0.02%             | 2035-06-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                   | Enterprise Products Operating LLC                       | CUSIP: 29379VAY9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1219202.29   | 0.07%             | 2043-02-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold NZD                                | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-295928.38   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| INTEL CORP                                 | Intel Corp.                                             | CUSIP: 458140AK6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    500000 | PA      | $444287.74    | 0.02%             | 2041-10-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                   | Siemens Financieringsmaatschappij NV                    | CUSIP: 82620KBF9<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |  10000000 | PA      | $7478827.10   | 0.41%             | 2041-03-11      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                   | Siemens Financieringsmaatschappij NV                    | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $231638.76    | 0.01%             | 2030-09-09      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| LB BADEN-WUERTTEMBERG                      | Landesbank Baden-Wuerttemberg                           | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |   2000000 | PA      | $2021203.23   | 0.11%             | 2031-02-21      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                    | BPCE SA                                                 | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $2131376.12   | 0.12%             | 2030-01-15      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                                  | ONEOK, Inc.                                             | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2997390.33   | 0.17%             | 2035-10-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| GLP CAPITAL LP / FIN II                    | GLP Capital LP/GLP Financing II, Inc.                   | CUSIP: 361841AX7<br>LEI: N/A                  | Long             | DBT              |  | US        |   3250000 | PA      | $3193997.95   | 0.18%             | 2036-03-01      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| LOEWS CORP                                 | Loews Corp.                                             | CUSIP: 540424AR9<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2470286.88   | 0.14%             | 2043-05-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: —       |
| CONTINENTAL AG                             | Continental AG                                          | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | DBT              | CORP              | DE        |   1154000 | PA      | $1357852.07   | 0.07%             | 2029-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FIN GROUP INC                    | Jefferies Financial Group, Inc.                         | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3070374.27   | 0.17%             | 2034-04-14      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC                               | Alphabet, Inc.                                          | CUSIP: 02079KAZ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $5141966.19   | 0.28%             | 2045-11-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| KRAFT HEINZ FOODS CO                       | Kraft Heinz Foods Co.                                   | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5303768.46   | 0.29%             | 2042-06-04      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| STANLEY BLACK & DECKER I                   | Stanley Black & Decker, Inc.                            | CUSIP: 854502AA9<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2807144.07   | 0.15%             | 2040-09-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| SNAM SPA                                   | Snam SpA                                                | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $119990.65    | 0.01%             | 2029-11-27      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| COX COMMUNICATIONS INC                     | Cox Communications, Inc.                                | CUSIP: 224044CF2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   3797000 | PA      | $3461856.12   | 0.19%             | 2035-02-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $-1438892.59  | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| DUKE ENERGY CORP                           | Duke Energy Corp.                                       | CUSIP: 26441CBM6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    400000 | PA      | $301655.40    | 0.02%             | 2041-06-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| VAR ENERGI ASA                             | Var Energi ASA                                          | CUSIP: 000000000<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    592000 | PA      | $693649.26    | 0.04%             | 2031-03-12      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| METLIFE INC                                | MetLife, Inc.                                           | CUSIP: 59156RAM0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   7200000 | PA      | $7527469.03   | 0.42%             | 2035-06-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM INC                             | Amazon.com, Inc.                                        | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4868011.90   | 0.27%             | 2035-11-20      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| WESTLAKE CORP                              | Westlake Corp.                                          | CUSIP: 960413BB7<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1400429.67   | 0.08%             | 2035-11-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                              | Citigroup, Inc.                                         | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4092406.36   | 0.23%             | 2042-01-30      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER                   | Volkswagen Financial Services AG                        | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $593039.71    | 0.03%             | 2030-09-10      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| PRECISION CASTPARTS CORP                   | Precision Castparts Corp.                               | CUSIP: 740189AP0<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |    500000 | PA      | $424475.61    | 0.02%             | 2045-06-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| BAT CAPITAL CORP                           | BAT Capital Corp.                                       | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    400000 | PA      | $441833.31    | 0.02%             | 2043-08-02      | Fixed         | 7.08%                 | No            | 2                  | On Loan: No      |
| SELP FINANCE SARL                          | SELP Finance SARL                                       | CUSIP: 000000000<br>LEI: 549300Y4VYEJE1MH6D45 | Long             | DBT              |  | LU        |   4500000 | PA      | $4886653.19   | 0.27%             | 2029-05-27      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| MACQUARIE GROUP LTD                        | Macquarie Group Ltd.                                    | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   4746000 | PA      | $5814218.54   | 0.32%             | 2030-01-23      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMER PIPELINE                   | Plains All American Pipeline LP/PAA Finance Corp.       | CUSIP: 72650RBC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1224141.75   | 0.07%             | 2043-01-31      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| ONEOK PARTNERS LP                          | ONEOK Partners LP                                       | CUSIP: 68268NAG8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512030.71    | 0.03%             | 2041-02-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                              | RCI Banque SA                                           | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |   2500000 | PA      | $2950218.30   | 0.16%             | 2030-09-30      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| MISSISSIPPI POWER CO                       | Mississippi Power Co.                                   | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1002836.89   | 0.06%             | 2042-03-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| SALESFORCE INC                             | Salesforce, Inc.                                        | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    500000 | PA      | $341079.46    | 0.02%             | 2041-07-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: —       |
| VALERO ENERGY CORP                         | Valero Energy Corp.                                     | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2523131.83   | 0.14%             | 2037-06-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                   | Berkshire Hathaway Energy Co.                           | CUSIP: 59562VAP2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6369088.68   | 0.35%             | 2037-05-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| NESTE OYJ                                  | Neste OYJ                                               | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | DBT              | CORP              | FI        |    430000 | PA      | $509991.50    | 0.03%             | 2030-03-20      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| ALTRIA GROUP INC                           | Altria Group, Inc.                                      | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    900000 | PA      | $750858.89    | 0.04%             | 2043-05-02      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| HEINEKEN NV                                | Heineken NV                                             | CUSIP: 423012AE3<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $822840.09    | 0.05%             | 2042-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SWEDBANK AB                                | Swedbank AB                                             | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   1600000 | PA      | $1856543.36   | 0.10%             | 2029-04-30      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| DEVON ENERGY CORPORATION                   | Devon Energy Corp.                                      | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   8400000 | PA      | $7405481.66   | 0.41%             | 2042-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                        | American Tower Corp.                                    | CUSIP: 03027XBZ2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    400000 | PA      | $414890.29    | 0.02%             | 2033-03-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| DELL INT LLC / EMC CORP                    | Dell International LLC/EMC Corp.                        | CUSIP: 24703DBF7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3767303.15   | 0.21%             | 2041-12-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                               | Comcast Corp.                                           | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3265707.35   | 0.18%             | 2038-03-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                              | RCI Banque SA                                           | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |   2300000 | PA      | $2673792.50   | 0.15%             | 2030-06-06      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                   | New Zealand Local Government Funding Agency Bonds       | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |   7100000 | PA      | $4224345.04   | 0.23%             | 2030-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| LIBERTY UTILITIES CO                       | Liberty Utilities Co.                                   | CUSIP: 531542AB4<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5155158.00   | 0.28%             | 2034-01-31      | Fixed         | 5.87%                 | No            | 2                  | On Loan: No      |
| Credit Mutuel Arkea SA                     | Credit Mutuel Arkea SA                                  | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1204867.29   | 0.07%             | 2031-04-02      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| REYNOLDS AMERICAN INC                      | Reynolds American, Inc.                                 | CUSIP: 761713AZ9<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403010.30    | 0.02%             | 2043-09-15      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                   | Fortune Brands Innovations, Inc.                        | CUSIP: 34964CAH9<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    400000 | PA      | $416316.12    | 0.02%             | 2033-06-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: —       |
| OVINTIV INC                                | Ovintiv, Inc.                                           | CUSIP: 292505AG9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157632.82    | 0.01%             | 2038-02-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                      | CUSIP: 000000000<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3805587.84   | 0.21%             | 2030-07-10      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| LINCOLN NATIONAL CORP                      | Lincoln National Corp.                                  | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    400000 | PA      | $433627.52    | 0.02%             | 2040-06-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| FREIE HANSESTADT HAMBURG                   | Free & Hanseatic City of Hamburg                        | CUSIP: 000000000<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | NUSS              | DE        |    297000 | PA      | $309465.52    | 0.02%             | 2030-06-03      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                            | CUSIP: 000000000<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  12400000 | PA      | $14516484.40  | 0.80%             | 2029-03-21      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| MERCK & CO INC                             | Merck & Co., Inc.                                       | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $3484082.16   | 0.19%             | 2045-02-10      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| APPALACHIAN POWER CO                       | Appalachian Power Co.                                   | CUSIP: 037735CM7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5794341.85   | 0.32%             | 2038-04-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| OP CORPORATE BANK PLC                      | OP Corporate Bank PLC                                   | CUSIP: 000000000<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |   1500000 | PA      | $1633313.47   | 0.09%             | 2028-12-08      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| BOEING CO/THE                              | Boeing Co.                                              | CUSIP: 097023AU9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2835000 | PA      | $3027155.42   | 0.17%             | 2033-02-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co.                                       | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3169960.82   | 0.17%             | 2030-03-25      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| ERSTE GROUP BANK AG                        | Erste Group Bank AG                                     | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |    900000 | PA      | $955049.09    | 0.05%             | 2029-09-14      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENER PART                    | Kinder Morgan Energy Partners LP                        | CUSIP: 494550BD7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1683614.37   | 0.09%             | 2039-09-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| HONDA CANADA FINANCE INC                   | Honda Canada Finance, Inc.                              | CUSIP: 438121BM6<br>LEI: 549300K5H14MP7CO9857 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $2171943.90   | 0.12%             | 2030-09-23      | Fixed         | 3.54%                 | No            | 2                  | On Loan: No      |
| GILEAD SCIENCES INC                        | Gilead Sciences, Inc.                                   | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   5786000 | PA      | $4181175.77   | 0.23%             | 2040-10-01      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE BANK SA                         | John Deere Bank SA                                      | CUSIP: 000000000<br>LEI: RUOKPID0PZ0UWJYU9J61 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $471512.75    | 0.03%             | 2029-10-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| SWEDBANK AB                                | Swedbank AB                                             | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   1000000 | PA      | $1219944.70   | 0.07%             | 2030-09-05      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                      | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2087975.14   | 0.12%             | 2042-02-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: —       |
| FIDELITY NATL FINANCIAL                    | Fidelity National Financial, Inc.                       | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |   8900000 | PA      | $8390647.30   | 0.46%             | 2030-06-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| TEOLLISUUDEN VOIMA OYJ                     | Teollisuuden Voima OYJ                                  | CUSIP: 000000000<br>LEI: 743700LQ48IZBTZN4S52 | Long             | DBT              | CORP              | FI        |    600000 | PA      | $735149.46    | 0.04%             | 2030-06-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BANK OF NEW ZEALAND                        | Bank of New Zealand                                     | CUSIP: 000000000<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |   2000000 | PA      | $2373153.91   | 0.13%             | 2029-07-17      | Fixed         | 3.66%                 | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                   | Rogers Communications, Inc.                             | CUSIP: 775109AZ4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   8000000 | PA      | $7417489.12   | 0.41%             | 2043-10-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                   | Prudential Financial, Inc.                              | CUSIP: 74432QCJ2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    600000 | PA      | $454710.78    | 0.03%             | 2040-03-10      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BRUNSWICK CORP                             | Brunswick Corp.                                         | CUSIP: 117043AU3<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4736764.80   | 0.26%             | 2032-09-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM INC                             | Amazon.com, Inc.                                        | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4498400.65   | 0.25%             | 2037-08-22      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                    | Bristol-Myers Squibb Co.                                | CUSIP: 110122EJ3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492693.83    | 0.03%             | 2044-02-22      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| FIRST AMERICAN FINANCIAL                   | First American Financial Corp.                          | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |   3010000 | PA      | $2608018.68   | 0.14%             | 2031-08-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| AVNET INC                                  | Avnet, Inc.                                             | CUSIP: 053807AV5<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406084.79    | 0.02%             | 2032-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| SHELL FINANCE US INC                       | Shell Finance U.S., Inc.                                | CUSIP: 822905AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $441289.28    | 0.02%             | 2043-08-12      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| VIDEOTRON LTD                              | Videotron Ltd.                                          | CUSIP: 92660FAT1<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $5030855.40   | 0.28%             | 2035-01-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                   | AT&T, Inc.                                              | CUSIP: 00206RBK7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    500000 | PA      | $401440.35    | 0.02%             | 2045-06-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| CAIXABANK SA                               | CaixaBank SA                                            | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    300000 | PA      | $364802.81    | 0.02%             | 2030-09-06      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| NATWEST MARKETS PLC                        | NatWest Markets PLC                                     | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2309535.15   | 0.13%             | 2030-09-03      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| TOYOTA CREDIT CANADA INC                   | Toyota Credit Canada, Inc.                              | CUSIP: 892329BX0<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |   4000000 | PA      | $3012684.51   | 0.17%             | 2029-06-27      | Fixed         | 4.44%                 | No            | 2                  | On Loan: No      |
| CONSTELLATION EN GEN LLC                   | Constellation Energy Generation LLC                     | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   1768000 | PA      | $1738748.55   | 0.10%             | 2042-06-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                       | CUSIP: 718172BD0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $360848.14    | 0.02%             | 2043-11-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| APA INFRASTRUCTURE LTD                     | APA Infrastructure Ltd.                                 | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |   1400000 | PA      | $1528274.85   | 0.08%             | 2029-03-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group, Inc.                   | CUSIP: 86562MCS7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2000000 | PA      | $2088792.60   | 0.12%             | 2033-01-13      | Fixed         | 5.77%                 | No            | 2                  | On Loan: No      |
| KRAFT HEINZ FOODS CO                       | Kraft Heinz Foods Co.                                   | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1088005.43   | 0.06%             | 2039-01-26      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Banque Federative du Credit Mutuel SA      | Banque Federative du Credit Mutuel SA                   | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $612069.44    | 0.03%             | 2031-02-21      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| SNAM SPA                                   | Snam SpA                                                | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    130000 | PA      | $140747.25    | 0.01%             | 2028-12-07      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ORIX CORP                                  | ORIX Corp.                                              | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |   4500000 | PA      | $5318668.93   | 0.29%             | 2029-05-29      | Fixed         | 3.78%                 | No            | 2                  | On Loan: No      |
| GENERAL MILLS INC                          | General Mills, Inc.                                     | CUSIP: 000000000<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1518544.50   | 0.08%             | 2030-10-23      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| REYNOLDS AMERICAN INC                      | Reynolds American, Inc.                                 | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1029305.89   | 0.06%             | 2035-08-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| JOHNSON & JOHNSON                          | Johnson & Johnson                                       | CUSIP: 478160AV6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    500000 | PA      | $473878.47    | 0.03%             | 2040-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold AUD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-44268.92    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DEVON ENERGY CORPORATION                   | Devon Energy Corp.                                      | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2534026.79   | 0.14%             | 2041-07-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                    | Exxon Mobil Corp.                                       | CUSIP: 30231GAY8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    500000 | PA      | $398307.59    | 0.02%             | 2039-08-16      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| INVITATION HOMES OP                        | Invitation Homes Operating Partnership LP               | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |   1000000 | PA      | $1012959.04   | 0.06%             | 2033-08-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| WISCONSIN POWER & LIGHT                    | Wisconsin Power & Light Co.                             | CUSIP: 976826BS5<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2243535.62   | 0.12%             | 2034-03-30      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| AEROPORTS DE PARIS SA                      | Aeroports de Paris SA                                   | CUSIP: 000000000<br>LEI: 969500PJMBSFHYC37989 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $114729.41    | 0.01%             | 2030-04-02      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| EQUITABLE HOLDINGS INC                     | Equitable Holdings, Inc.                                | CUSIP: 29452EAC5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |   2980000 | PA      | $3048598.62   | 0.17%             | 2033-01-11      | Fixed         | 5.59%                 | No            | 2                  | On Loan: —       |
| NEDER WATERSCHAPSBANK                      | Nederlandse Waterschapsbank NV                          | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |    100000 | PA      | $116769.69    | 0.01%             | 2029-12-17      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| PULTEGROUP INC                             | PulteGroup, Inc.                                        | CUSIP: 745867AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1185002.93   | 0.07%             | 2033-05-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| KONINKLIJKE PHILIPS NV                     | Koninklijke Philips NV                                  | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |   5000000 | PA      | $5821151.81   | 0.32%             | 2030-05-23      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| INDIANA MICHIGAN POWER                     | Indiana Michigan Power Co.                              | CUSIP: 454889AM8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |   1384000 | PA      | $1472713.18   | 0.08%             | 2037-03-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| WILLIAMS COMPANIES INC                     | Williams Cos., Inc.                                     | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1059381.84   | 0.06%             | 2040-04-15      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group, Inc.                                | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    400000 | PA      | $293294.14    | 0.02%             | 2040-05-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| COX COMMUNICATIONS INC                     | Cox Communications, Inc.                                | CUSIP: 224044BY2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $771843.03    | 0.04%             | 2042-12-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| APPLE INC                                  | Apple, Inc.                                             | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $4553058.07   | 0.25%             | 2043-05-04      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                       | CUSIP: 718172AM1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2335000 | PA      | $2038145.52   | 0.11%             | 2041-11-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                        | Elevance Health, Inc.                                   | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $881235.21    | 0.05%             | 2042-05-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| HALLIBURTON CO                             | Halliburton Co.                                         | CUSIP: 406216AY7<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1176734.28   | 0.06%             | 2039-09-15      | Fixed         | 7.45%                 | No            | 2                  | On Loan: No      |
| CONTINENTAL RESOURCES                      | Continental Resources, Inc.                             | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1443391.25   | 0.08%             | 2044-06-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORP                         | Realty Income Corp.                                     | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |   2067000 | PA      | $1837434.41   | 0.10%             | 2032-12-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp.                   | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   3220000 | PA      | $3724490.49   | 0.21%             | 2030-02-10      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                   | Caisse d'Amortissement de la Dette Sociale              | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |   3900000 | PA      | $4590391.40   | 0.25%             | 2030-03-01      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| AMERICAN WATER CAPITAL C                   | American Water Capital Corp.                            | CUSIP: 03040WAJ4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   3176000 | PA      | $2726795.68   | 0.15%             | 2042-12-01      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| ABERTIS INFRAESTRUCTURAS                   | Abertis Infraestructuras SA                             | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |   3500000 | PA      | $4031993.12   | 0.22%             | 2030-07-07      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                   | Berkshire Hathaway Energy Co.                           | CUSIP: 59562VAR8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   3073000 | PA      | $3313786.24   | 0.18%             | 2037-09-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| FISERV INC                                 | Fiserv, Inc.                                            | CUSIP: 337738AY4<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1079371.44   | 0.06%             | 2030-07-01      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4354687.50   | 0.24%             | 2030-11-15      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| BHP BILLITON FIN USA LTD                   | BHP Billiton Finance USA Ltd.                           | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   3919000 | PA      | $3669076.28   | 0.20%             | 2043-09-30      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ASHTEAD CAPITAL INC                        | Ashtead Capital, Inc.                                   | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $4696816.66   | 0.26%             | 2032-08-11      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BAT CAPITAL CORP                           | BAT Capital Corp.                                       | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1821279.30   | 0.10%             | 2037-08-15      | Fixed         | 4.39%                 | No            | 2                  | On Loan: No      |
| WESTLAKE CORP                              | Westlake Corp.                                          | CUSIP: 960413AV4<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    120000 | PA      | $132122.90    | 0.01%             | 2029-07-17      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| PFIZER INVESTMENT ENTER                    | Pfizer Investment Enterprises Pte. Ltd.                 | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   1000000 | PA      | $941590.38    | 0.05%             | 2043-05-19      | Fixed         | 5.11%                 | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                    | Exxon Mobil Corp.                                       | CUSIP: 30231GAN2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    500000 | PA      | $387286.86    | 0.02%             | 2045-03-06      | Fixed         | 3.57%                 | No            | 2                  | On Loan: No      |
| CIGNA GROUP/THE                            | Cigna Group                                             | CUSIP: 125523CV0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2028329.46   | 0.11%             | 2034-02-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| AMGEN INC                                  | Amgen, Inc.                                             | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $986249.11    | 0.05%             | 2043-03-02      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| EMERSON ELECTRIC CO                        | Emerson Electric Co.                                    | CUSIP: 000000000<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1128632.53   | 0.06%             | 2029-10-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| BAYER US FINANCE II LLC                    | Bayer U.S. Finance II LLC                               | CUSIP: 07274NBA0<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493822.96    | 0.03%             | 2035-07-30      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| RECKITT BENCKISER TSY                      | Reckitt Benckiser Treasury Services PLC                 | CUSIP: 000000000<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |   1550000 | PA      | $1838611.54   | 0.10%             | 2029-06-20      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| MARATHON PETROLEUM CORP                    | Marathon Petroleum Corp.                                | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    550000 | PA      | $472791.17    | 0.03%             | 2044-09-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CHUBB INA HOLDINGS LLC                     | Chubb INA Holdings LLC                                  | CUSIP: 000000000<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108087.14    | 0.01%             | 2029-12-15      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| AUTOLIV INC                                | Autoliv, Inc.                                           | CUSIP: 000000000<br>LEI: A23RUXWKASG834LTMK28 | Long             | DBT              | CORP              | US        |    300000 | PA      | $353829.65    | 0.02%             | 2029-08-07      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| ABBOTT LABORATORIES                        | Abbott Laboratories                                     | CUSIP: 002824AY6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4034109.96   | 0.22%             | 2040-05-27      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| APA CORP                                   | APA Corp.                                               | CUSIP: 03743QBB3<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2465428.21   | 0.14%             | 2040-09-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $-85679.06    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| FMR LLC                                    | FMR LLC                                                 | CUSIP: 30251BAD0<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |   8555000 | PA      | $8564759.63   | 0.47%             | 2033-02-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| OMNICOM GROUP INC                          | Omnicom Group, Inc.                                     | CUSIP: 681919BT2<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3698408.75   | 0.20%             | 2041-03-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| AFLAC INC                                  | Aflac, Inc.                                             | CUSIP: 001055AF9<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2507300.79   | 0.14%             | 2040-08-15      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| IBM INTERNAT CAPITAL                       | IBM International Capital Pte. Ltd.                     | CUSIP: 449276AE4<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |   1400000 | PA      | $1381018.35   | 0.08%             | 2034-02-05      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                    | Southern Co. Gas Capital Corp.                          | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1978147.44   | 0.11%             | 2033-09-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| ALIMENTATION COUCHE-TARD                   | Alimentation Couche-Tard, Inc.                          | CUSIP: 01626PAP1<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |   4450000 | PA      | $3510895.76   | 0.19%             | 2041-05-13      | Fixed         | 3.44%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-220041.44   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| VOLVO TREASURY AB                          | Volvo Treasury AB                                       | CUSIP: 000000000<br>LEI: 549300PD69T87IGZG395 | Long             | DBT              | CORP              | SE        |   6300000 | PA      | $7356773.37   | 0.41%             | 2029-08-26      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| JOHNSON & JOHNSON                          | Johnson & Johnson                                       | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2165839.45   | 0.12%             | 2038-01-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA PIPELINES                      | TransCanada PipeLines Ltd.                              | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   7145000 | PA      | $6919721.08   | 0.38%             | 2034-03-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| MICRON TECHNOLOGY INC                      | Micron Technology, Inc.                                 | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $2471520.38   | 0.14%             | 2041-11-01      | Fixed         | 3.37%                 | No            | 2                  | On Loan: No      |
| SKANDINAVISKA ENSKILDA                     | Skandinaviska Enskilda Banken AB                        | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   6800000 | PA      | $7981251.94   | 0.44%             | 2030-03-19      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                   | Siemens Financieringsmaatschappij NV                    | CUSIP: 826200AD9<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |     80000 | PA      | $80481.06     | 0.00%             | 2026-08-17      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-203421.59   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                             | BNP Paribas SA                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $118211.16    | 0.01%             | 2029-09-01      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| AETNA INC                                  | Aetna, Inc.                                             | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1087902.44   | 0.06%             | 2037-12-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                   | Export Development Canada                               | CUSIP: 000000000<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   1400000 | PA      | $813521.68    | 0.04%             | 2030-08-08      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                           | Societe Generale SA                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    900000 | PA      | $965811.88    | 0.05%             | 2030-06-12      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| AVNET INC                                  | Avnet, Inc.                                             | CUSIP: 053807AU7<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |   8245000 | PA      | $7440037.27   | 0.41%             | 2031-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMER PIPELINE                   | Plains All American Pipeline LP/PAA Finance Corp.       | CUSIP: 72650RBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4239519.45   | 0.23%             | 2044-06-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: —       |
| ARIZONA PUBLIC SERVICE                     | Arizona Public Service Co.                              | CUSIP: 040555DD3<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $5676520.72   | 0.31%             | 2031-12-15      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                      | CUSIP: 29273RAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5062025.15   | 0.28%             | 2041-06-01      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| PROGRESS ENERGY INC                        | Progress Energy, Inc.                                   | CUSIP: 743263AP0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |   5010000 | PA      | $5178809.90   | 0.29%             | 2039-12-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                | Equinor ASA                                             | CUSIP: 29446MAG7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   5151000 | PA      | $4294623.79   | 0.24%             | 2040-04-06      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $11608.79     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                    | Exxon Mobil Corp.                                       | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5415507.96   | 0.30%             | 2040-03-19      | Fixed         | 4.23%                 | No            | 2                  | On Loan: No      |
| KILROY REALTY LP                           | Kilroy Realty LP                                        | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |   5000000 | PA      | $4012296.20   | 0.22%             | 2033-11-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                   | Capital One Financial Corp.                             | CUSIP: 254709AS7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2179000 | PA      | $2376051.26   | 0.13%             | 2032-11-29      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| ALLY FINANCIAL INC                         | Ally Financial, Inc.                                    | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   3849000 | PA      | $4299219.95   | 0.24%             | 2031-11-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| DOW CHEMICAL CO/THE                        | Dow Chemical Co.                                        | CUSIP: 260543CL5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $395981.96    | 0.02%             | 2044-10-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| CAMDEN PROPERTY TRUST                      | Camden Property Trust                                   | CUSIP: 133131BB7<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |   5000000 | PA      | $4995734.85   | 0.28%             | 2034-01-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                 | Intel Corp.                                             | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   3550000 | PA      | $3419342.78   | 0.19%             | 2043-02-10      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Swiss Life Finance I AG                    | Swiss Life Finance I AG                                 | CUSIP: 000000000<br>LEI: 549300GDVNT1NHIHOW12 | Long             | DBT              | CORP              | LI        |    500000 | PA      | $587274.60    | 0.03%             | 2029-08-31      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| ABERTIS FRANCE SAS                         | Abertis France SAS                                      | CUSIP: 000000000<br>LEI: 9695004S3RCE0Q5V8G28 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $213551.76    | 0.01%             | 2031-01-18      | Fixed         | 1.48%                 | No            | 2                  | On Loan: No      |
| BG ENERGY CAPITAL PLC                      | BG Energy Capital PLC                                   | CUSIP: 000000000<br>LEI: S2M8QDKEE05NZN8JD460 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1133544.06   | 0.06%             | 2029-11-21      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                 | AbbVie, Inc.                                            | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    400000 | PA      | $388058.94    | 0.02%             | 2044-03-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FIN GROUP INC                    | Jefferies Financial Group, Inc.                         | CUSIP: 000000000<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    430000 | PA      | $509074.66    | 0.03%             | 2029-04-16      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| MACQUARIE BANK LTD                         | Macquarie Bank Ltd.                                     | CUSIP: 000000000<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $1172312.93   | 0.06%             | 2029-09-17      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                    | MPLX LP                                                 | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   5610000 | PA      | $5063910.09   | 0.28%             | 2038-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                        | Bank of Nova Scotia                                     | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $5914464.88   | 0.33%             | 2029-04-17      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2026-05-19

**Name of Applicant:** DFA INVESTMENT DIMENSIONS GROUP INC

**Signature:** Randy Olson

**Name of Signer:** Randy Olson

**Title:** Vice President