# EDGAR Filing Document

**Accession Number:** 0000355437
**File Stem:** 0001410368-25-040416
**Filing Date:** 2025-12
**Character Count:** 239430
**Document Hash:** 37426e874264cb5948561d1b462262dd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-040416.hdr.sgml**: 20251222

**ACCESSION NUMBER**: 0001410368-25-040416

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251222

**DATE AS OF CHANGE**: 20251222

**PERIOD START**: 20251031

**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:** 251590312

**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:** 2025-10-31

- **b. Date as of which information is reported:** 2025-10-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1843180414.36

**Total Liabilities:** $79286352.94

**Net Assets:** $1763894061.42

**Cash Not Reported:** $16322061.07

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1568.62000000 | **1-Year:** -64709.99000000 | **5-Year:** -367253.49000000 | **10-Year:** -610563.87000000 | **30-Year:** -118966.57000000

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

- **3-Month:** -1.24000000 | **1-Year:** -23.72000000 | **5-Year:** -94.22000000 | **10-Year:** -849.78000000 | **30-Year:** -209.32000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000071024 | 1.04%                | 1.42%                | 0.53%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4826345.28             | $22790607.31                               |
| Month 2  | $-4374133.96             | $19495499.50                               |
| Month 3  | $1993327.72              | $-5105396.19                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| AFLAC INC                                  | Aflac, Inc.                                             | CUSIP: 001055AF9<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2537095.36   | 0.14%             | 2040-08-15      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| AGCO CORP                                  | AGCO Corp.                                              | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |   4660000 | PA      | $4853865.46   | 0.28%             | 2034-03-21      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| AEP TEXAS INC                              | AEP Texas, Inc.                                         | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    400000 | PA      | $417391.28    | 0.02%             | 2034-05-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: —       |
| AT&T INC                                   | AT&T, Inc.                                              | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1923457.94   | 0.11%             | 2035-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                   | AT&T, Inc.                                              | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1951832.32   | 0.11%             | 2037-08-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                   | AT&T, Inc.                                              | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1340030.99   | 0.08%             | 2039-03-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| ABBOTT LABORATORIES                        | Abbott Laboratories                                     | CUSIP: 002824AY6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4154559.40   | 0.24%             | 2040-05-27      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| ABBOTT LABORATORIES                        | Abbott Laboratories                                     | CUSIP: 002824BN9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4785353.80   | 0.27%             | 2043-04-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                 | AbbVie, Inc.                                            | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   7200000 | PA      | $6506069.40   | 0.37%             | 2042-11-06      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                 | AbbVie, Inc.                                            | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2689311.78   | 0.15%             | 2039-11-21      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                 | AbbVie, Inc.                                            | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401613.08    | 0.02%             | 2044-03-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| ACCENTURE CAPITAL INC                      | Accenture Capital, Inc.                                 | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2957978.13   | 0.17%             | 2034-10-04      | Fixed         | 4.50%                 | 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      | $3608918.68   | 0.20%             | 2033-10-29      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                   | AerCap Ireland Capital DAC/AerCap Global Aviation Trust | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2800000 | PA      | $2313847.96   | 0.13%             | 2041-10-29      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| AETNA INC                                  | Aetna, Inc.                                             | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1108257.68   | 0.06%             | 2037-12-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| AFFILIATED MANAGERS GROU                   | Affiliated Managers Group, Inc.                         | CUSIP: 008252AR9<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2877522.62   | 0.16%             | 2034-08-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| AKER BP ASA                                | Aker BP ASA                                             | CUSIP: 00973RAM5<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |  10000000 | PA      | $10479705.30  | 0.59%             | 2033-06-13      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ALABAMA POWER CO                           | Alabama Power Co.                                       | CUSIP: 010392FD5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1524404.55   | 0.09%             | 2041-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ALABAMA POWER CO                           | Alabama Power Co.                                       | CUSIP: 010392FJ2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    650000 | PA      | $541197.00    | 0.03%             | 2042-12-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF ALBERTA                        | Province of Alberta                                     | CUSIP: 013051EG8<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $688880.97    | 0.04%             | 2030-06-01      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| RIO TINTO ALCAN INC                        | Rio Tinto Alcan, Inc.                                   | CUSIP: 013716AU9<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $5490747.05   | 0.31%             | 2033-12-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| ALIMENTATION COUCHE-TARD                   | Alimentation Couche-Tard, Inc.                          | CUSIP: 01626PAP1<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |   4450000 | PA      | $3473841.95   | 0.20%             | 2041-05-13      | Fixed         | 3.44%                 | No            | 2                  | On Loan: No      |
| ALLSTATE CORP                              | Allstate Corp.                                          | CUSIP: 020002AQ4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1983767.09   | 0.11%             | 2033-06-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| ALLSTATE CORP                              | Allstate Corp.                                          | CUSIP: 020002BA8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   4470000 | PA      | $3975722.73   | 0.23%             | 2043-06-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ALTRIA GROUP INC                           | Altria Group, Inc.                                      | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    900000 | PA      | $771932.93    | 0.04%             | 2043-05-02      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ALTRIA GROUP INC                           | Altria Group, Inc.                                      | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   6600000 | PA      | $5799864.64   | 0.33%             | 2032-02-04      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM INC                             | Amazon.com, Inc.                                        | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4612642.95   | 0.26%             | 2037-08-22      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| AMERICAN ELECTRIC POWER                    | American Electric Power Co., Inc.                       | CUSIP: 025537AX9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    400000 | PA      | $421550.86    | 0.02%             | 2033-03-01      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                        | American Express Co.                                    | CUSIP: 025816AZ2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2544645.50   | 0.14%             | 2038-03-19      | Fixed         | 8.15%                 | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                        | American Express Co.                                    | CUSIP: 025816BF5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4342709.20   | 0.25%             | 2042-12-03      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                        | American Tower Corp.                                    | CUSIP: 03027XBZ2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    400000 | PA      | $421332.45    | 0.02%             | 2033-03-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                        | American Tower Corp.                                    | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    400000 | PA      | $418797.47    | 0.02%             | 2033-07-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| AMERICAN WATER CAPITAL C                   | American Water Capital Corp.                            | CUSIP: 03040WAJ4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   3176000 | PA      | $2780233.53   | 0.16%             | 2042-12-01      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| AMGEN INC                                  | Amgen, Inc.                                             | CUSIP: 031162BE9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1137009.35   | 0.06%             | 2041-10-01      | Fixed         | 4.95%                 | 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      | $4875554.54   | 0.28%             | 2039-01-23      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| APPALACHIAN POWER CO                       | Appalachian Power Co.                                   | CUSIP: 037735CM7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5929774.92   | 0.34%             | 2038-04-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| APPALACHIAN POWER CO                       | Appalachian Power Co.                                   | CUSIP: 037735DB0<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    400000 | PA      | $419130.74    | 0.02%             | 2034-04-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| APPLE INC                                  | Apple, Inc.                                             | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $4687389.47   | 0.27%             | 2043-05-04      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| APPLE INC                                  | Apple, Inc.                                             | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $5030764.62   | 0.29%             | 2041-02-08      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| ARCELORMITTAL SA                           | ArcelorMittal SA                                        | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   5000000 | PA      | $5568445.30   | 0.32%             | 2032-11-29      | Fixed         | 6.80%                 | No            | 2                  | On Loan: No      |
| ARIZONA PUBLIC SERVICE                     | Arizona Public Service Co.                              | CUSIP: 040555DD3<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $6583138.43   | 0.37%             | 2031-12-15      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| ARROW ELECTRONICS INC                      | Arrow Electronics, Inc.                                 | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5225929.15   | 0.30%             | 2034-04-10      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| ASHTEAD CAPITAL INC                        | Ashtead Capital, Inc.                                   | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2640715.68   | 0.15%             | 2033-10-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| ASHTEAD CAPITAL INC                        | Ashtead Capital, Inc.                                   | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $4743035.85   | 0.27%             | 2032-08-11      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ASSURANT INC                               | Assurant, Inc.                                          | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5276102.94   | 0.30%             | 2032-01-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| ATHENE HOLDING LTD                         | Athene Holding Ltd.                                     | CUSIP: 04686JAG6<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   6400000 | PA      | $6643878.14   | 0.38%             | 2034-01-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: —       |
| AUTONATION INC                             | AutoNation, Inc.                                        | CUSIP: 05329WAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2621693.37   | 0.15%             | 2031-08-01      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| AUTOZONE INC                               | AutoZone, Inc.                                          | CUSIP: 053332BF8<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $411043.63    | 0.02%             | 2033-08-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| AVALONBAY COMMUNITIES                      | AvalonBay Communities, Inc.                             | CUSIP: 05348EBF5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    510000 | PA      | $494989.49    | 0.03%             | 2029-06-01      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| AVNET INC                                  | Avnet, Inc.                                             | CUSIP: 053807AU7<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |   8245000 | PA      | $7456882.13   | 0.42%             | 2031-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AVNET INC                                  | Avnet, Inc.                                             | CUSIP: 053807AV5<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406652.39    | 0.02%             | 2032-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BAT CAPITAL CORP                           | BAT Capital Corp.                                       | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    400000 | PA      | $450923.57    | 0.03%             | 2043-08-02      | Fixed         | 7.08%                 | No            | 2                  | On Loan: No      |
| BAT CAPITAL CORP                           | BAT Capital Corp.                                       | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1837594.56   | 0.10%             | 2037-08-15      | Fixed         | 4.39%                 | 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      | $3773977.33   | 0.21%             | 2043-09-30      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BAKER HUGHES HLDGS LLC                     | Baker Hughes Holdings LLC                               | CUSIP: 057224AZ0<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5885277.24   | 0.33%             | 2040-09-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                         | Banco Santander SA                                      | CUSIP: 05964HAZ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $916983.28    | 0.05%             | 2033-11-07      | Fixed         | 6.94%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                         | Banco Santander SA                                      | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $192422.90    | 0.01%             | 2030-05-28      | Fixed         | 3.49%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp.                                   | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3236000 | PA      | $3472405.43   | 0.20%             | 2042-02-07      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                        | Bank of Nova Scotia                                     | CUSIP: 06418JAC5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2129354.56   | 0.12%             | 2034-02-01      | Fixed         | 5.65%                 | 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      | $10801403.20  | 0.61%             | 2033-11-21      | Fixed         | 6.50%                 | 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      | $505449.29    | 0.03%             | 2035-07-30      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BLACK HILLS CORP                           | Black Hills Corp.                                       | CUSIP: 092113AQ2<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   8837000 | PA      | $8544890.84   | 0.48%             | 2033-05-01      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| BLACK HILLS CORP                           | Black Hills Corp.                                       | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    770000 | PA      | $819992.63    | 0.05%             | 2035-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BLUE OWL FINANCE LLC                       | Blue Owl Finance LLC                                    | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1037701.23   | 0.06%             | 2034-04-18      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| BOARDWALK PIPELINES LP                     | Boardwalk Pipelines LP                                  | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138543.00    | 0.01%             | 2032-09-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| BOARDWALK PIPELINES LP                     | Boardwalk Pipelines LP                                  | CUSIP: 096630AK4<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5178577.45   | 0.29%             | 2034-08-01      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| BOEING CO/THE                              | Boeing Co.                                              | CUSIP: 097023AU9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2835000 | PA      | $3048632.08   | 0.17%             | 2033-02-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                  | Boeing Co.                                              | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1655516.01   | 0.09%             | 2034-05-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                    | Booz Allen Hamilton, Inc.                               | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2090325.12   | 0.12%             | 2033-08-04      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LP                       | Boston Properties LP                                    | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    400000 | PA      | $409029.83    | 0.02%             | 2035-01-15      | Fixed         | 5.75%                 | 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      | $4145957.95   | 0.24%             | 2041-06-17      | Fixed         | 3.06%                 | No            | 2                  | On Loan: No      |
| BP CAP MARKETS AMERICA                     | BP Capital Markets America, Inc.                        | CUSIP: 10373QBW9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3065811.18   | 0.17%             | 2034-04-10      | Fixed         | 4.99%                 | No            | 2                  | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                   | Brighthouse Financial, Inc.                             | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |   3235000 | PA      | $3303884.54   | 0.19%             | 2030-05-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: —       |
| BRISTOL-MYERS SQUIBB CO                    | Bristol-Myers Squibb Co.                                | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2498491.52   | 0.14%             | 2039-06-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                    | Bristol-Myers Squibb Co.                                | CUSIP: 110122DR6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $849830.23    | 0.05%             | 2040-11-13      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                    | Bristol-Myers Squibb Co.                                | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3241887.56   | 0.18%             | 2042-03-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                               | Broadcom, Inc.                                          | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   4900000 | PA      | $4246881.70   | 0.24%             | 2035-11-15      | Fixed         | 3.14%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                               | Broadcom, Inc.                                          | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    400000 | PA      | $364531.33    | 0.02%             | 2031-02-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                               | Broadcom, Inc.                                          | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    600000 | PA      | $559486.03    | 0.03%             | 2033-04-15      | Fixed         | 3.42%                 | No            | 2                  | On Loan: No      |
| BROOKFIELD FINANCE INC                     | Brookfield Finance, Inc.                                | CUSIP: 11271LAH5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   3600000 | PA      | $3289957.09   | 0.19%             | 2031-04-15      | Fixed         | 2.72%                 | No            | 2                  | On Loan: No      |
| BROOKFIELD FINANCE INC                     | Brookfield Finance, Inc.                                | CUSIP: 11271LAM4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $3115285.71   | 0.18%             | 2035-01-15      | Fixed         | 5.68%                 | No            | 2                  | On Loan: No      |
| BROWN & BROWN INC                          | Brown & Brown, Inc.                                     | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    400000 | PA      | $386584.54    | 0.02%             | 2032-03-17      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| BRUNSWICK CORP                             | Brunswick Corp.                                         | CUSIP: 117043AU3<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4750705.65   | 0.27%             | 2032-09-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| CBRE SERVICES INC                          | CBRE Services, Inc.                                     | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    787000 | PA      | $841558.88    | 0.05%             | 2034-08-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| CF INDUSTRIES INC                          | CF Industries, Inc.                                     | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3664367.68   | 0.21%             | 2043-06-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| CF INDUSTRIES INC                          | CF Industries, Inc.                                     | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1712184.84   | 0.10%             | 2034-03-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: —       |
| CIGNA GROUP/THE                            | Cigna Group                                             | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2664857.13   | 0.15%             | 2038-08-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| CIGNA GROUP/THE                            | Cigna Group                                             | CUSIP: 125523CD0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    400000 | PA      | $423498.98    | 0.02%             | 2041-11-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| CIGNA GROUP/THE                            | Cigna Group                                             | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1148666.16   | 0.07%             | 2040-03-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| CIGNA GROUP/THE                            | Cigna Group                                             | CUSIP: 125523CV0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2056644.16   | 0.12%             | 2034-02-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CNA FINANCIAL CORP                         | CNA Financial Corp.                                     | CUSIP: 126117AX8<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2074589.52   | 0.12%             | 2033-06-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CNA FINANCIAL CORP                         | CNA Financial Corp.                                     | CUSIP: 126117AY6<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2414941.08   | 0.14%             | 2034-02-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| CSX CORP                                   | CSX Corp.                                               | CUSIP: 126408GW7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    968000 | PA      | $909827.33    | 0.05%             | 2042-05-30      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp.                                        | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    400000 | PA      | $377548.78    | 0.02%             | 2043-12-05      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp.                                        | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   8800000 | PA      | $8268308.93   | 0.47%             | 2038-03-25      | Fixed         | 4.78%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp.                                        | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    170000 | PA      | $145486.72    | 0.01%             | 2040-04-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp.                                        | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405147.52    | 0.02%             | 2044-06-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CAMDEN PROPERTY TRUST                      | Camden Property Trust                                   | CUSIP: 133131BB7<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |   5000000 | PA      | $5084622.40   | 0.29%             | 2034-01-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK                     | Canadian Imperial Bank of Commerce                      | CUSIP: 13607LWW9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   8000000 | PA      | $8705562.24   | 0.49%             | 2033-10-03      | Fixed         | 6.09%                 | No            | 2                  | On Loan: —       |
| CANADIAN NATL RESOURCES                    | Canadian Natural Resources Ltd.                         | CUSIP: 136385AG6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2087777.28   | 0.12%             | 2035-02-01      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| CANADIAN NATL RESOURCES                    | Canadian Natural Resources Ltd.                         | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   9800000 | PA      | $10457577.06  | 0.59%             | 2038-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| CARDINAL HEALTH INC                        | Cardinal Health, Inc.                                   | CUSIP: 14149YAW8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    400000 | PA      | $352599.75    | 0.02%             | 2043-03-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| CARRIER GLOBAL CORP                        | Carrier Global Corp.                                    | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   3211000 | PA      | $2616053.14   | 0.15%             | 2040-04-05      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| CENTERPOINT ENERGY RES                     | CenterPoint Energy Resources Corp.                      | CUSIP: 15189WAH3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3138472.14   | 0.18%             | 2041-01-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| CENTERPOINT ENERGY RES                     | CenterPoint Energy Resources Corp.                      | CUSIP: 15189WAS9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8288737.28   | 0.47%             | 2034-07-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| CHOICE HOTELS INTL INC                     | Choice Hotels International, Inc.                       | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $998414.32    | 0.06%             | 2029-12-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| CISCO SYSTEMS INC                          | Cisco Systems, Inc.                                     | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2282235.48   | 0.13%             | 2039-02-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| CISCO SYSTEMS INC                          | Cisco Systems, Inc.                                     | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   5700000 | PA      | $5942105.51   | 0.34%             | 2040-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                              | Citigroup, Inc.                                         | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   7866000 | PA      | $10086373.10  | 0.57%             | 2039-07-15      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                              | Citigroup, Inc.                                         | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4241185.48   | 0.24%             | 2042-01-30      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                               | Comcast Corp.                                           | CUSIP: 20030NAC5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3437000 | PA      | $3920433.16   | 0.22%             | 2033-03-15      | Fixed         | 7.05%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                               | Comcast Corp.                                           | CUSIP: 20030NBM2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    675000 | PA      | $641985.28    | 0.04%             | 2034-08-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                               | Comcast Corp.                                           | CUSIP: 20030NBP5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2713879.95   | 0.15%             | 2035-08-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                               | Comcast Corp.                                           | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3317641.45   | 0.19%             | 2038-03-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| CONAGRA BRANDS INC                         | Conagra Brands, Inc.                                    | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   7600000 | PA      | $7312933.03   | 0.41%             | 2038-11-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| CONOCOPHILLIPS                             | ConocoPhillips                                          | CUSIP: 20825CAF1<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $4784591.64   | 0.27%             | 2032-10-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: —       |
| CON EDISON CO OF NY INC                    | Consolidated Edison Co. of New York, Inc.               | CUSIP: 209111EU3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1496086.23   | 0.08%             | 2038-04-01      | Fixed         | 6.75%                 | 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      | $1437709.52   | 0.08%             | 2039-12-01      | Fixed         | 5.50%                 | 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      | $304934.33    | 0.02%             | 2040-06-15      | Fixed         | 5.70%                 | 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      | $418100.89    | 0.02%             | 2043-03-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| CONSTELLATION EN GEN LLC                   | Constellation Energy Generation LLC                     | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    400000 | PA      | $427235.68    | 0.02%             | 2033-03-01      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| COREBRIDGE FINANCIAL INC                   | Corebridge Financial, Inc.                              | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    800000 | PA      | $760963.49    | 0.04%             | 2032-04-05      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| COREBRIDGE FINANCIAL INC                   | Corebridge Financial, Inc.                              | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $6930698.96   | 0.39%             | 2042-04-05      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| COX COMMUNICATIONS INC                     | Cox Communications, Inc.                                | CUSIP: 224044BY2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $813431.95    | 0.05%             | 2042-12-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| COX COMMUNICATIONS INC                     | Cox Communications, Inc.                                | CUSIP: 224044CF2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   3797000 | PA      | $3574948.82   | 0.20%             | 2035-02-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC                           | Crown Castle, Inc.                                      | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   6000000 | PA      | $4397264.04   | 0.25%             | 2041-04-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| The DFA Investment Trust Company           | DFA Investment Trust Co.                                | CUSIP: 23320U405<br>LEI: 549300FSKWEXKF6YBM56 | Long             | EC               | RF                | US        |   3394969 | NS      | $39269607.80  | 2.23%             |  |  |  | No            | 2                  | On Loan: No      |
| Dimensional Holdings Inc.                  | DFA Short Term Investment Fund                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  39175400 | NS      | $39175400.50  | 2.22%             |  |  |  | No            | N/A                | On Loan: No      |
| DAIMLER TRUCK FINAN NA                     | Daimler Truck Finance North America LLC                 | CUSIP: 233853AW0<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    850000 | PA      | $868580.21    | 0.05%             | 2034-01-18      | Fixed         | 5.38%                 | 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      | $5091236.45   | 0.29%             | 2034-06-25      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| DARDEN RESTAURANTS INC                     | Darden Restaurants, Inc.                                | CUSIP: 237194AN5<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5423597.05   | 0.31%             | 2033-10-10      | Fixed         | 6.30%                 | 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      | $3855330.85   | 0.22%             | 2041-12-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| DEVON ENERGY CORPORATION                   | Devon Energy Corp.                                      | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1541104.19   | 0.09%             | 2041-07-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| DEVON ENERGY CORPORATION                   | Devon Energy Corp.                                      | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   8400000 | PA      | $7287342.55   | 0.41%             | 2042-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| WALT DISNEY COMPANY/THE                    | Walt Disney Co.                                         | CUSIP: 254687DZ6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $2029157.08   | 0.12%             | 2034-12-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| WALT DISNEY COMPANY/THE                    | Walt Disney Co.                                         | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   6400000 | PA      | $5381194.18   | 0.31%             | 2040-05-13      | Fixed         | 3.50%                 | No            | 2                  | On Loan: —       |
| TWDC ENTERPRISES 18 CORP                   | TWDC Enterprises 18 Corp.                               | CUSIP: 25468PCR5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $874654.95    | 0.05%             | 2041-12-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                   | Capital One Financial Corp.                             | CUSIP: 254709AS7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2179000 | PA      | $2407597.41   | 0.14%             | 2032-11-29      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| DOMINION ENERGY INC                        | Dominion Energy, Inc.                                   | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   6755000 | PA      | $6292847.02   | 0.36%             | 2041-08-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold NZD                                | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $173072.56    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold NZD                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $207435.90    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $82987.70     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold NZD                                | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $72218.70     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold AUD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $361.07       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $1914.85      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold NZD                                | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $177007.68    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $38578.23     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $2116377.56   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs Bank USA                     | Purchased USD / Sold NZD                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $67783.48     | 0.00%             |  |  |  | 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      | $43312.62     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $1055518.39   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $94118.93     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $1113130.91   | 0.06%             |  |  |  | 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      | $79108.04     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold AUD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $27092.72     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Purchased USD / Sold NZD                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $10010.10     | 0.00%             |  |  |  | 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      | $4283.55      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $617907.57    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $22078.39     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $466272.45    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $68431.51     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold CAD                                | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $842.74       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $74920.07     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $70348.84     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $122637.36    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $2287.61      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold JPY                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $52510.00     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $350627.40    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $36195.95     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased EUR / Sold USD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $-12386.06    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $649230.64    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased EUR / Sold USD                                | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | XX        |         1 | NC      | $-403173.84   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold AUD                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $7201.33      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased AUD / Sold USD                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |         1 | NC      | $-7185.93     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $407610.73    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| DOW CHEMICAL CO/THE                        | Dow Chemical Co.                                        | CUSIP: 260543CE1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   8400000 | PA      | $7669931.47   | 0.43%             | 2041-11-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CORP                           | Duke Energy Corp.                                       | CUSIP: 26441CBM6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    400000 | PA      | $310134.23    | 0.02%             | 2041-06-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CAROLINAS                      | Duke Energy Carolinas LLC                               | CUSIP: 26442CAA2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   2167000 | PA      | $2347489.47   | 0.13%             | 2037-06-01      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS                    | Duquesne Light Holdings, Inc.                           | CUSIP: 266233AJ4<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    500000 | PA      | $443973.87    | 0.03%             | 2032-01-07      | Fixed         | 2.78%                 | No            | 2                  | On Loan: No      |
| ENI SPA                                    | Eni SpA                                                 | CUSIP: 26874RAN8<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   5800000 | PA      | $5978123.05   | 0.34%             | 2034-05-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ERP OPERATING LP                           | ERP Operating LP                                        | CUSIP: 26884ABP7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |   5400000 | PA      | $5355058.39   | 0.30%             | 2034-09-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| ERAC USA FINANCE LLC                       | ERAC USA Finance LLC                                    | CUSIP: 26884TAE2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   1851000 | PA      | $1890581.62   | 0.11%             | 2042-03-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| EASTMAN CHEMICAL CO                        | Eastman Chemical Co.                                    | CUSIP: 277432AL4<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |   3305000 | PA      | $2919805.09   | 0.17%             | 2042-09-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| EBAY INC                                   | eBay, Inc.                                              | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $835250.32    | 0.05%             | 2042-07-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| OVINTIV INC                                | Ovintiv, Inc.                                           | CUSIP: 292505AG9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157305.25    | 0.01%             | 2038-02-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                      | CUSIP: 29273RAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5047441.50   | 0.29%             | 2041-06-01      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                      | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2106819.74   | 0.12%             | 2042-02-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ENEL FINANCE INTL NV                       | Enel Finance International NV                           | CUSIP: 29278GBE7<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   5400000 | PA      | $5609463.30   | 0.32%             | 2034-06-26      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                   | Enterprise Products Operating LLC                       | CUSIP: 293791AF6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   2035000 | PA      | $2311230.21   | 0.13%             | 2033-03-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                   | Enterprise Products Operating LLC                       | CUSIP: 293791AP4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1697692.31   | 0.10%             | 2034-10-15      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                   | Enterprise Products Operating LLC                       | CUSIP: 29379VAT0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   2049000 | PA      | $2176416.61   | 0.12%             | 2041-02-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                   | Enterprise Products Operating LLC                       | CUSIP: 29379VAV5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1312779.95   | 0.07%             | 2042-02-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                   | Enterprise Products Operating LLC                       | CUSIP: 29379VAW3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $373246.53    | 0.02%             | 2042-08-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                   | Enterprise Products Operating LLC                       | CUSIP: 29379VAY9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1243992.05   | 0.07%             | 2043-02-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                | Equinor ASA                                             | CUSIP: 29446MAG7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   5151000 | PA      | $4390664.34   | 0.25%             | 2040-04-06      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| EQUITABLE HOLDINGS INC                     | Equitable Holdings, Inc.                                | CUSIP: 29452EAC5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |   2980000 | PA      | $3122670.48   | 0.18%             | 2033-01-11      | Fixed         | 5.59%                 | No            | 2                  | On Loan: No      |
| EVERSOURCE ENERGY                          | Eversource Energy                                       | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406061.22    | 0.02%             | 2033-05-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| CONSTELLATION EN GEN LLC                   | Constellation Energy Generation LLC                     | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   1768000 | PA      | $1791630.77   | 0.10%             | 2042-06-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| EXELON CORP                                | Exelon Corp.                                            | CUSIP: 30161NAC5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    400000 | PA      | $418843.82    | 0.02%             | 2035-06-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                    | Exxon Mobil Corp.                                       | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4608155.00   | 0.26%             | 2040-03-19      | Fixed         | 4.23%                 | No            | 2                  | On Loan: No      |
| FMR LLC                                    | FMR LLC                                                 | CUSIP: 30251BAD0<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |   8555000 | PA      | $8638017.38   | 0.49%             | 2033-02-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                     | Fairfax Financial Holdings Ltd.                         | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    950000 | PA      | $991780.38    | 0.06%             | 2032-08-16      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| FEDEX CORP                                 | FedEx Corp.                                             | CUSIP: 31428XDJ2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   3588000 | PA      | $3573639.78   | 0.20%             | 2034-01-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| FEDEX CORP                                 | FedEx Corp.                                             | CUSIP: 31428XDP8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2754121.74   | 0.16%             | 2044-01-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATL INFO SERV                    | Fidelity National Information Services, Inc.            | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $746894.65    | 0.04%             | 2041-03-01      | Fixed         | 3.10%                 | 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      | $2553268.45   | 0.14%             | 2032-07-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATL FINANCIAL                    | Fidelity National Financial, Inc.                       | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |   8900000 | PA      | $8457097.02   | 0.48%             | 2030-06-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATL FINANCIAL                    | Fidelity National Financial, Inc.                       | CUSIP: 31620RAK1<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $885461.23    | 0.05%             | 2031-03-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| FIRST AMERICAN FINANCIAL                   | First American Financial Corp.                          | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |   3010000 | PA      | $2620350.59   | 0.15%             | 2031-08-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| FISERV INC                                 | Fiserv, Inc.                                            | CUSIP: 337738AY4<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1069707.10   | 0.06%             | 2030-07-01      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| FLOWSERVE CORPORATION                      | Flowserve Corp.                                         | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |   9600000 | PA      | $8539756.42   | 0.48%             | 2032-01-15      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                   | Fortune Brands Innovations, Inc.                        | CUSIP: 34964CAH9<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    400000 | PA      | $423285.87    | 0.02%             | 2033-06-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: —       |
| FOX CORP                                   | Fox Corp.                                               | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   9600000 | PA      | $9652368.19   | 0.55%             | 2039-01-25      | Fixed         | 5.48%                 | No            | 2                  | On Loan: No      |
| GATX CORP                                  | GATX Corp.                                              | CUSIP: 361448BJ1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $973917.01    | 0.06%             | 2032-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| GATX CORP                                  | GATX Corp.                                              | CUSIP: 361448BL6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517003.81    | 0.03%             | 2033-09-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| ALLY FINANCIAL INC                         | Ally Financial, Inc.                                    | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   3849000 | PA      | $4381920.95   | 0.25%             | 2031-11-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| GENERAL DYNAMICS CORP                      | General Dynamics Corp.                                  | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2764181.34   | 0.16%             | 2040-04-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS CO                          | General Motors Co.                                      | CUSIP: 37045VAH3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1326629.22   | 0.08%             | 2035-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: —       |
| GENERAL MOTORS CO                          | General Motors Co.                                      | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    990000 | PA      | $955965.39    | 0.05%             | 2038-04-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| GILEAD SCIENCES INC                        | Gilead Sciences, Inc.                                   | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   5786000 | PA      | $4275432.32   | 0.24%             | 2040-10-01      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                       | Glencore Funding LLC                                    | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   5600000 | PA      | $5141663.18   | 0.29%             | 2031-04-27      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                       | Glencore Funding LLC                                    | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5522748.75   | 0.31%             | 2033-10-06      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group, Inc.                               | CUSIP: 38141GCU6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3290766.87   | 0.19%             | 2033-02-15      | 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      | $1322657.39   | 0.07%             | 2041-02-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| HCA INC                                    | HCA, Inc.                                               | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5213132.65   | 0.30%             | 2033-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                          | HSBC Holdings PLC                                       | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1030000 | PA      | $1124592.01   | 0.06%             | 2042-01-14      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| HP INC                                     | HP, Inc.                                                | CUSIP: 40434LAN5<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1031079.69   | 0.06%             | 2033-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| HALLIBURTON CO                             | Halliburton Co.                                         | CUSIP: 406216AW1<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $6075506.09   | 0.34%             | 2038-09-15      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| HALLIBURTON CO                             | Halliburton Co.                                         | CUSIP: 406216AY7<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1196338.47   | 0.07%             | 2039-09-15      | Fixed         | 7.45%                 | No            | 2                  | On Loan: No      |
| HALLIBURTON CO                             | Halliburton Co.                                         | CUSIP: 406216BA8<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    140000 | PA      | $123367.20    | 0.01%             | 2041-11-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| HALLIBURTON CO                             | Halliburton Co.                                         | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |   2002000 | PA      | $1976521.97   | 0.11%             | 2035-11-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| HEINEKEN NV                                | Heineken NV                                             | CUSIP: 423012AE3<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $848174.15    | 0.05%             | 2042-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| HESS CORP                                  | Hess Corp.                                              | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3138586.59   | 0.18%             | 2041-02-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| HP INC                                     | HP, Inc.                                                | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2049359.50   | 0.12%             | 2041-09-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| HIGHWOODS REALTY LP                        | Highwoods Realty LP                                     | CUSIP: 431282AU6<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |   1000000 | PA      | $1140813.32   | 0.06%             | 2034-02-01      | Fixed         | 7.65%                 | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                             | Home Depot, Inc.                                        | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   8400000 | PA      | $6919275.55   | 0.39%             | 2040-04-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| HOST HOTELS & RESORTS LP                   | Host Hotels & Resorts LP                                | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |   6200000 | PA      | $6357405.35   | 0.36%             | 2034-07-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| HOST HOTELS & RESORTS LP                   | Host Hotels & Resorts LP                                | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    400000 | PA      | $403865.42    | 0.02%             | 2035-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| HUMANA INC                                 | Humana, Inc.                                            | CUSIP: 444859BB7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   5640000 | PA      | $4898367.41   | 0.28%             | 2042-12-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| IBM INTERNAT CAPITAL                       | IBM International Capital Pte. Ltd.                     | CUSIP: 449276AE4<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |   1400000 | PA      | $1412526.70   | 0.08%             | 2034-02-05      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| IBM INTERNAT CAPITAL                       | IBM International Capital Pte. Ltd.                     | CUSIP: 449276AF1<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |   4000000 | PA      | $3918937.24   | 0.22%             | 2044-02-05      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                    | Imperial Brands Finance PLC                             | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $10421677.50  | 0.59%             | 2034-07-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| INDIANA MICHIGAN POWER                     | Indiana Michigan Power Co.                              | CUSIP: 454889AM8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |   1384000 | PA      | $1511193.28   | 0.09%             | 2037-03-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| VOYA FINANCIAL INC                         | Voya Financial, Inc.                                    | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1207936.07   | 0.07%             | 2043-07-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                 | Intel Corp.                                             | CUSIP: 458140AP5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1242379.85   | 0.07%             | 2042-12-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                 | Intel Corp.                                             | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $3800532.96   | 0.22%             | 2040-03-25      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                 | Intel Corp.                                             | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2111527.47   | 0.12%             | 2041-08-12      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                 | Intel Corp.                                             | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   3050000 | PA      | $3009694.13   | 0.17%             | 2043-02-10      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| INTERCONTINENTALEXCHANGE                   | Intercontinental Exchange, Inc.                         | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $5203100.00   | 0.29%             | 2040-09-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp.                   | CUSIP: 459200JR3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    125500 | PA      | $124463.14    | 0.01%             | 2027-01-27      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp.                   | CUSIP: 459200KA8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28420.30     | 0.00%             | 2029-05-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp.                   | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $2967780.92   | 0.17%             | 2039-05-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp.                   | CUSIP: 459200KK6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $4536781.02   | 0.26%             | 2040-05-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| INTERNATIONAL PAPER CO                     | International Paper Co.                                 | CUSIP: 460146CH4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $9416207.43   | 0.53%             | 2041-11-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: —       |
| INTERPUBLIC GROUP COS                      | Interpublic Group of Cos., Inc.                         | CUSIP: 460690BS8<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3797567.55   | 0.22%             | 2041-03-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                        | Intesa Sanpaolo SpA                                     | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   5000000 | PA      | $5696286.60   | 0.32%             | 2033-11-28      | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| INVITATION HOMES OP                        | Invitation Homes Operating Partnership LP               | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |   1000000 | PA      | $1041372.88   | 0.06%             | 2033-08-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co.                                    | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  10200000 | PA      | $11605949.23  | 0.66%             | 2038-05-15      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co.                                    | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   8700000 | PA      | $9128509.28   | 0.52%             | 2040-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| JACKSON FINANCIAL INC                      | Jackson Financial, Inc.                                 | CUSIP: 46817MAS6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2070102.42   | 0.12%             | 2032-06-08      | Fixed         | 5.67%                 | No            | 2                  | On Loan: No      |
| JACOBS ENGINEERING GROUP                   | Jacobs Engineering Group, Inc.                          | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |   3398000 | PA      | $3569438.41   | 0.20%             | 2033-03-01      | Fixed         | 5.90%                 | 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      | $421187.54    | 0.02%             | 2034-09-10      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FIN GROUP INC                    | Jefferies Financial Group, Inc.                         | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   7900000 | PA      | $6941092.23   | 0.39%             | 2031-10-15      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FIN GROUP INC                    | Jefferies Financial Group, Inc.                         | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3148338.57   | 0.18%             | 2034-04-14      | Fixed         | 6.20%                 | No            | 2                  | On Loan: —       |
| JOHNSON & JOHNSON                          | Johnson & Johnson                                       | CUSIP: 478160BJ2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   4334000 | PA      | $4397827.16   | 0.25%             | 2033-12-05      | Fixed         | 4.38%                 | No            | 2                  | On Loan: —       |
| JOHNSON & JOHNSON                          | Johnson & Johnson                                       | CUSIP: 478160BU7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4605060.40   | 0.26%             | 2036-03-01      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| JOHNSON & JOHNSON                          | Johnson & Johnson                                       | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1767143.12   | 0.10%             | 2038-01-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| JOHNSON & JOHNSON                          | Johnson & Johnson                                       | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $7798672.97   | 0.44%             | 2040-09-01      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| JOHNSON & JOHNSON                          | Johnson & Johnson                                       | CUSIP: 478160CW2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15819850.35  | 0.90%             | 2034-06-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: —       |
| KEMPER CORP                                | Kemper Corp.                                            | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |   1327000 | PA      | $1226427.03   | 0.07%             | 2032-02-23      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| KILROY REALTY LP                           | Kilroy Realty LP                                        | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |   5000000 | PA      | $4084847.20   | 0.23%             | 2033-11-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| KIMCO REALTY OP LLC                        | Kimco Realty OP LLC                                     | CUSIP: 49446RBA6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |   2500000 | PA      | $2489307.38   | 0.14%             | 2033-02-01      | Fixed         | 4.60%                 | 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      | $903041.74    | 0.05%             | 2038-01-15      | Fixed         | 6.95%                 | 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      | $1707030.75   | 0.10%             | 2039-09-01      | Fixed         | 6.50%                 | 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      | $989611.09    | 0.06%             | 2043-03-01      | Fixed         | 5.00%                 | 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      | $382439.33    | 0.02%             | 2044-09-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN INC                          | Kinder Morgan, Inc.                                     | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5101240.20   | 0.29%             | 2034-12-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| KRAFT HEINZ FOODS CO                       | Kraft Heinz Foods Co.                                   | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4613793.00   | 0.26%             | 2042-06-04      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| KROGER CO                                  | Kroger Co.                                              | CUSIP: 501044BZ3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   6325000 | PA      | $7240671.07   | 0.41%             | 2031-04-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| KROGER CO                                  | Kroger Co.                                              | CUSIP: 501044CT6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    400000 | PA      | $380953.63    | 0.02%             | 2043-08-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| KYNDRYL HOLDINGS INC                       | Kyndryl Holdings, Inc.                                  | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    400000 | PA      | $364515.98    | 0.02%             | 2031-10-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| KYNDRYL HOLDINGS INC                       | Kyndryl Holdings, Inc.                                  | CUSIP: 50155QAN0<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $5636517.78   | 0.32%             | 2034-02-20      | Fixed         | 6.35%                 | No            | 2                  | On Loan: —       |
| LPL HOLDINGS INC                           | LPL Holdings, Inc.                                      | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1778705.78   | 0.10%             | 2034-05-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| LSEGA FINANCING PLC                        | LSEGA Financing PLC                                     | CUSIP: 50220PAE3<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |   4700000 | PA      | $3659517.29   | 0.21%             | 2041-04-06      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| LYB INTL FINANCE BV                        | LYB International Finance BV                            | CUSIP: 50247VAB5<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $356570.67    | 0.02%             | 2043-07-15      | Fixed         | 5.25%                 | 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      | $7050401.16   | 0.40%             | 2040-10-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| LEGG MASON INC                             | Legg Mason, Inc.                                        | CUSIP: 524901AR6<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |   4280000 | PA      | $4317444.52   | 0.24%             | 2044-01-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| LIBERTY UTILITIES CO                       | Liberty Utilities Co.                                   | CUSIP: 531542AB4<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5213539.45   | 0.30%             | 2034-01-31      | Fixed         | 5.87%                 | No            | 2                  | On Loan: No      |
| LINCOLN NATIONAL CORP                      | Lincoln National Corp.                                  | CUSIP: 534187AW9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1075164.43   | 0.06%             | 2037-10-09      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| LINCOLN NATIONAL CORP                      | Lincoln National Corp.                                  | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    400000 | PA      | $453053.30    | 0.03%             | 2040-06-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| LINCOLN NATIONAL CORP                      | Lincoln National Corp.                                  | CUSIP: 534187BK4<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47285.97     | 0.00%             | 2031-01-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| LINCOLN NATIONAL CORP                      | Lincoln National Corp.                                  | CUSIP: 534187BQ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   4555000 | PA      | $4217771.49   | 0.24%             | 2032-03-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| LOCKHEED MARTIN CORP                       | Lockheed Martin Corp.                                   | CUSIP: 539830BB4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1305219.66   | 0.07%             | 2042-12-15      | Fixed         | 4.07%                 | No            | 2                  | On Loan: No      |
| LOEWS CORP                                 | Loews Corp.                                             | CUSIP: 540424AR9<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2586126.69   | 0.15%             | 2043-05-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: —       |
| MPLX LP                                    | MPLX LP                                                 | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   5610000 | PA      | $5086532.92   | 0.29%             | 2038-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| MARATHON PETROLEUM CORP                    | Marathon Petroleum Corp.                                | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1719272.59   | 0.10%             | 2041-03-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| MARATHON PETROLEUM CORP                    | Marathon Petroleum Corp.                                | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    400000 | PA      | $348350.90    | 0.02%             | 2044-09-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| MARKEL GROUP INC                           | Markel Group, Inc.                                      | CUSIP: 570535AU8<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3848494.44   | 0.22%             | 2029-09-17      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| MARS INC                                   | Mars, Inc.                                              | CUSIP: 571676AC9<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4623678.55   | 0.26%             | 2034-04-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| MARS INC                                   | Mars, Inc.                                              | CUSIP: 571676AN5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    400000 | PA      | $288423.55    | 0.02%             | 2040-07-16      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| MARSH & MCLENNAN COS INC                   | Marsh & McLennan Cos., Inc.                             | CUSIP: 571748AK8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2705953.65   | 0.15%             | 2033-08-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| MARRIOTT INTERNATIONAL                     | Marriott International, Inc.                            | CUSIP: 571903BH5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2606421.06   | 0.15%             | 2033-10-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: —       |
| MERCK & CO INC                             | Merck & Co., Inc.                                       | CUSIP: 58933YBA2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2169929.04   | 0.12%             | 2040-06-24      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| METLIFE INC                                | MetLife, Inc.                                           | CUSIP: 59156RAM0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   7200000 | PA      | $7707372.41   | 0.44%             | 2035-06-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| MICROSOFT CORP                             | Microsoft Corp.                                         | CUSIP: 594918BK9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3762954.23   | 0.21%             | 2035-11-03      | Fixed         | 4.20%                 | No            | 2                  | On Loan: —       |
| MICROSOFT CORP                             | Microsoft Corp.                                         | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4113419.63   | 0.23%             | 2036-08-08      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| MICRON TECHNOLOGY INC                      | Micron Technology, Inc.                                 | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $2471972.93   | 0.14%             | 2041-11-01      | Fixed         | 3.37%                 | No            | 2                  | On Loan: No      |
| MICRON TECHNOLOGY INC                      | Micron Technology, Inc.                                 | CUSIP: 595112BZ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    400000 | PA      | $424411.70    | 0.02%             | 2033-02-09      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| MICRON TECHNOLOGY INC                      | Micron Technology, Inc.                                 | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1064926.56   | 0.06%             | 2033-09-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| MID-AMERICA APARTMENTS                     | Mid-America Apartments LP                               | CUSIP: 59523UAV9<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |   5000000 | PA      | $5066944.35   | 0.29%             | 2034-03-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                   | Berkshire Hathaway Energy Co.                           | CUSIP: 59562VAP2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6469388.52   | 0.37%             | 2037-05-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                   | Berkshire Hathaway Energy Co.                           | CUSIP: 59562VAR8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   3073000 | PA      | $3387937.27   | 0.19%             | 2037-09-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| MISSISSIPPI POWER CO                       | Mississippi Power Co.                                   | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1049461.67   | 0.06%             | 2042-03-15      | Fixed         | 4.25%                 | 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      | $2819911.78   | 0.16%             | 2039-07-18      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| MOLSON COORS BEVERAGE                      | Molson Coors Beverage Co.                               | CUSIP: 60871RAD2<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4665751.80   | 0.26%             | 2042-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| MOSAIC CO                                  | Mosaic Co.                                              | CUSIP: 61945CAE3<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    400000 | PA      | $393803.30    | 0.02%             | 2043-11-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| NATIONAL FUEL GAS CO                       | National Fuel Gas Co.                                   | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    300000 | PA      | $273353.29    | 0.02%             | 2031-03-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| NOV INC                                    | NOV, Inc.                                               | CUSIP: 637071AK7<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |   3359000 | PA      | $2647756.07   | 0.15%             | 2042-12-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| NEWMONT CORP                               | Newmont Corp.                                           | CUSIP: 651639AW6<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5421212.85   | 0.31%             | 2035-04-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings, Inc.                   | CUSIP: 65339KCU2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8219212.96   | 0.47%             | 2034-03-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| NISOURCE INC                               | NiSource, Inc.                                          | CUSIP: 65473QAX1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    525000 | PA      | $552925.17    | 0.03%             | 2041-06-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| NORTHERN STAR RESOU                        | Northern Star Resources Ltd.                            | CUSIP: 66573RAA6<br>LEI: 254900XFXCRYYZAX6M78 | Long             | DBT              | CORP              | AU        |   5000000 | PA      | $5308122.35   | 0.30%             | 2033-04-11      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| NVIDIA CORP                                | NVIDIA Corp.                                            | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1373584.24   | 0.08%             | 2040-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                                  | ONEOK, Inc.                                             | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3960416.40   | 0.22%             | 2031-01-15      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                                  | ONEOK, Inc.                                             | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3011054.67   | 0.17%             | 2035-10-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                     | CUSIP: 68333ZAR8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1600000 | PA      | $1089147.62   | 0.06%             | 2029-11-01      | Fixed         | 1.55%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                | Oracle Corp.                                            | CUSIP: 68389XAW5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    800000 | PA      | $660425.98    | 0.04%             | 2044-07-08      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                | Oracle Corp.                                            | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    400000 | PA      | $338391.44    | 0.02%             | 2037-11-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                | Oracle Corp.                                            | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $7048158.03   | 0.40%             | 2040-04-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| OVINTIV INC                                | Ovintiv, Inc.                                           | CUSIP: 69047QAC6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   1279000 | PA      | $1339227.66   | 0.08%             | 2033-07-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| PACIFIC LIFECORP                           | Pacific LifeCorp                                        | CUSIP: 694476AD4<br>LEI: VFN8KLUEIK7XMVX1JM30 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2881651.89   | 0.16%             | 2043-01-30      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| PFIZER INVESTMENT ENTER                    | Pfizer Investment Enterprises Pte. Ltd.                 | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   1000000 | PA      | $970928.89    | 0.06%             | 2043-05-19      | Fixed         | 5.11%                 | No            | 2                  | On Loan: No      |
| PFIZER INC                                 | Pfizer, Inc.                                            | CUSIP: 717081DT7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $415174.63    | 0.02%             | 2040-09-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| PFIZER INC                                 | Pfizer, Inc.                                            | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $2951030.40   | 0.17%             | 2040-05-28      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                       | CUSIP: 718172AM1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2335000 | PA      | $2085675.10   | 0.12%             | 2041-11-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                       | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4137216.30   | 0.23%             | 2042-08-21      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                       | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $341617.44    | 0.02%             | 2043-03-04      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                       | CUSIP: 718172BD0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $372870.45    | 0.02%             | 2043-11-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                       | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3173625.36   | 0.18%             | 2033-09-07      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| PHILLIPS 66                                | Phillips 66                                             | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   2380000 | PA      | $2422061.79   | 0.14%             | 2042-05-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| PHILLIPS 66                                | Phillips 66                                             | CUSIP: 718546AK0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2936591.49   | 0.17%             | 2034-11-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: —       |
| PHILLIPS 66                                | Phillips 66                                             | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $1966925.71   | 0.11%             | 2030-12-15      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| PHILLIPS 66 CO                             | Phillips 66 Co.                                         | CUSIP: 718547AR3<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5147655.15   | 0.29%             | 2033-06-30      | Fixed         | 5.30%                 | 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      | $1227695.58   | 0.07%             | 2043-01-31      | Fixed         | 4.30%                 | 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      | $4275155.10   | 0.24%             | 2044-06-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| PRIMERICA INC                              | Primerica, Inc.                                         | CUSIP: 74164MAB4<br>LEI: 254900621R686KJR7022 | Long             | DBT              | CORP              | US        |   5950000 | PA      | $5377758.27   | 0.30%             | 2031-11-19      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| PROGRESS ENERGY INC                        | Progress Energy, Inc.                                   | CUSIP: 743263AP0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |   5010000 | PA      | $5341728.28   | 0.30%             | 2039-12-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| PROLOGIS LP                                | Prologis LP                                             | CUSIP: 74340XBT7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |   2200000 | PA      | $2216345.69   | 0.13%             | 2033-01-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                   | Prudential Financial, Inc.                              | CUSIP: 74432QCJ2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    600000 | PA      | $469378.51    | 0.03%             | 2040-03-10      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| PULTEGROUP INC                             | PulteGroup, Inc.                                        | CUSIP: 745867AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1201803.12   | 0.07%             | 2033-05-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| QUANTA SERVICES INC                        | Quanta Services, Inc.                                   | CUSIP: 74762EAJ1<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $824051.53    | 0.05%             | 2041-10-01      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| RAYONIER LP                                | Rayonier LP                                             | CUSIP: 75508XAA4<br>LEI: 5493004X96PV3VY6KB95 | Long             | DBT              |  | US        |   3500000 | PA      | $3148874.23   | 0.18%             | 2031-05-17      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| RTX CORP                                   | RTX Corp.                                               | CUSIP: 75513ECA7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3878174.76   | 0.22%             | 2040-10-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORP                         | Realty Income Corp.                                     | CUSIP: 756109BA1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |   4600000 | PA      | $3810741.02   | 0.22%             | 2033-03-15      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORP                         | Realty Income Corp.                                     | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |   2067000 | PA      | $1849291.55   | 0.10%             | 2032-12-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| REYNOLDS AMERICAN INC                      | Reynolds American, Inc.                                 | CUSIP: 761713AZ9<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    400000 | PA      | $411641.26    | 0.02%             | 2043-09-15      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| REYNOLDS AMERICAN INC                      | Reynolds American, Inc.                                 | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1041336.19   | 0.06%             | 2035-08-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| ROCHE HOLDINGS INC                         | Roche Holdings, Inc.                                    | CUSIP: 771196CP5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402203.52    | 0.02%             | 2029-09-09      | Fixed         | 4.20%                 | No            | 2                  | On Loan: —       |
| ROGERS COMMUNICATIONS IN                   | Rogers Communications, Inc.                             | CUSIP: 775109AZ4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   8000000 | PA      | $7696951.84   | 0.44%             | 2043-10-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: —       |
| ROYAL BANK OF CANADA                       | Royal Bank of Canada                                    | CUSIP: 78016FZX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   6000000 | PA      | $6183052.20   | 0.35%             | 2033-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                         | Royalty Pharma PLC                                      | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   9250000 | PA      | $7162590.80   | 0.41%             | 2040-09-02      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                    | Schlumberger Holdings Corp.                             | CUSIP: 806851AN1<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3043620.45   | 0.17%             | 2034-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| 7-ELEVEN INC                               | 7-Eleven, Inc.                                          | CUSIP: 817826AF7<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   5454000 | PA      | $3803590.09   | 0.22%             | 2041-02-10      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| SHELL INTERNATIONAL FIN                    | Shell International Finance BV                          | CUSIP: 822582AD4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   4000000 | PA      | $4526723.72   | 0.26%             | 2038-12-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| SHELL INTERNATIONAL FIN                    | Shell International Finance BV                          | CUSIP: 822582AY8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   3107000 | PA      | $2793630.90   | 0.16%             | 2043-08-12      | Fixed         | 4.55%                 | 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      | $188060.51    | 0.01%             | 2029-11-07      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                   | Siemens Financieringsmaatschappij NV                    | CUSIP: 826200AD9<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |     80000 | PA      | $81387.87     | 0.00%             | 2026-08-17      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                   | Siemens Financieringsmaatschappij NV                    | CUSIP: 82620KBF9<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |  10000000 | PA      | $7633959.30   | 0.43%             | 2041-03-11      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CO                                | Southern Co.                                            | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    400000 | PA      | $411545.76    | 0.02%             | 2033-06-15      | Fixed         | 5.20%                 | 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      | $2011416.17   | 0.11%             | 2033-09-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| SOUTHWEST GAS CORP                         | Southwest Gas Corp.                                     | CUSIP: 845011AC9<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |   2477000 | PA      | $2256572.71   | 0.13%             | 2030-06-15      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| STANLEY BLACK & DECKER I                   | Stanley Black & Decker, Inc.                            | CUSIP: 854502AA9<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2908654.68   | 0.16%             | 2040-09-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| STANLEY BLACK & DECKER I                   | Stanley Black & Decker, Inc.                            | CUSIP: 854502AQ4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $5833819.94   | 0.33%             | 2032-05-15      | Fixed         | 3.00%                 | 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      | $2136299.64   | 0.12%             | 2033-01-13      | Fixed         | 5.77%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                   | Sumitomo Mitsui Trust Bank Ltd.                         | CUSIP: 86563VBR9<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   5300000 | PA      | $5540385.10   | 0.31%             | 2034-03-07      | Fixed         | 5.35%                 | No            | 2                  | On Loan: —       |
| SUN COMMUNITIES OPER LP                    | Sun Communities Operating LP                            | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |   5000000 | PA      | $4873726.00   | 0.28%             | 2032-04-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| SUNCOR ENERGY INC                          | Suncor Energy, Inc.                                     | CUSIP: 867229AD8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |   6600000 | PA      | $6952647.83   | 0.39%             | 2034-12-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| SUNCOR ENERGY INC                          | Suncor Energy, Inc.                                     | CUSIP: 86722TAB8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1671339.80   | 0.09%             | 2039-06-01      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                           | T-Mobile USA, Inc.                                      | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1302709.28   | 0.07%             | 2040-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                           | T-Mobile USA, Inc.                                      | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $6362736.12   | 0.36%             | 2041-02-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| TANGER PROPERTIES LP                       | Tanger Properties LP                                    | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              |  | US        |   4900000 | PA      | $4402495.41   | 0.25%             | 2031-09-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES CORP                       | Targa Resources Corp.                                   | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2856330.99   | 0.16%             | 2033-02-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA PIPELINES                      | TransCanada PipeLines Ltd.                              | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   7145000 | PA      | $6977966.91   | 0.40%             | 2034-03-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| TRAVELERS COS INC                          | Travelers Cos., Inc.                                    | CUSIP: 89417EAH2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3369468.89   | 0.19%             | 2040-11-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| TRAVELERS COS INC                          | Travelers Cos., Inc.                                    | CUSIP: 89417EAJ8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1831415.50   | 0.10%             | 2043-08-01      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| TYSON FOODS INC                            | Tyson Foods, Inc.                                       | CUSIP: 902494BM4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2103602.62   | 0.12%             | 2034-03-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| UNION PACIFIC CORP                         | Union Pacific Corp.                                     | CUSIP: 907818FY9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    250000 | PA      | $198886.69    | 0.01%             | 2042-02-14      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| UNITED PARCEL SERVICE                      | United Parcel Service, Inc.                             | CUSIP: 911312AN6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    907000 | PA      | $882293.69    | 0.05%             | 2040-11-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| UNITED PARCEL SERVICE                      | United Parcel Service, Inc.                             | CUSIP: 911312BV7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   5260000 | PA      | $5328467.53   | 0.30%             | 2040-04-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810FF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $15698437.50  | 0.89%             | 2028-11-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 9128282A7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2456477.88   | 0.14%             | 2026-08-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 9128286A3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4984472.65   | 0.28%             | 2026-01-31      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 912828M56<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4997100.30   | 0.28%             | 2025-11-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4355078.10   | 0.25%             | 2030-11-15      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CAZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $4487905.53   | 0.25%             | 2025-11-30      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group, Inc.                                | CUSIP: 91324PCD2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1348176.70   | 0.08%             | 2043-03-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group, Inc.                                | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    400000 | PA      | $299233.94    | 0.02%             | 2040-05-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group, Inc.                                | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $3969202.33   | 0.23%             | 2041-05-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| UNUM GROUP                                 | Unum Group                                              | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1995596.84   | 0.11%             | 2042-08-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| VALERO ENERGY CORP                         | Valero Energy Corp.                                     | CUSIP: 91913YAE0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $5066147.81   | 0.29%             | 2032-04-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| VALERO ENERGY CORP                         | Valero Energy Corp.                                     | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2543393.98   | 0.14%             | 2037-06-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| VENTAS REALTY LP                           | Ventas Realty LP                                        | CUSIP: 92277GAB3<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |   4000000 | PA      | $4020374.56   | 0.23%             | 2043-09-30      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                            | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  10500000 | PA      | $9955802.85   | 0.56%             | 2039-03-15      | Fixed         | 4.81%                 | No            | 2                  | On Loan: No      |
| VIATRIS INC                                | Viatris, Inc.                                           | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1104622.98   | 0.06%             | 2040-06-22      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| VIDEOTRON LTD                              | Videotron Ltd.                                          | CUSIP: 92660FAT1<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $5114361.95   | 0.29%             | 2035-01-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| VIRGINIA ELEC & POWER CO                   | Virginia Electric & Power Co.                           | CUSIP: 927804FG4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1138000 | PA      | $1533201.11   | 0.09%             | 2038-11-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| VIRGINIA ELEC & POWER CO                   | Virginia Electric & Power Co.                           | CUSIP: 927804FL3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2347689.06   | 0.13%             | 2043-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| VIRGINIA ELEC & POWER CO                   | Virginia Electric & Power Co.                           | CUSIP: 927804GM0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5187724.20   | 0.29%             | 2033-08-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| WP CAREY INC                               | WP Carey, Inc.                                          | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |   5000000 | PA      | $4180142.30   | 0.24%             | 2033-04-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| WRKCO INC                                  | WRKCo, Inc.                                             | CUSIP: 92940PAF1<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1555935.23   | 0.09%             | 2032-06-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                        | Elevance Health, Inc.                                   | CUSIP: 94973VAH0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1279541.89   | 0.07%             | 2034-12-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                        | Elevance Health, Inc.                                   | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $906832.74    | 0.05%             | 2042-05-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| WESTERN UNION CO/THE                       | Western Union Co.                                       | CUSIP: 959802BA6<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4473686.95   | 0.25%             | 2031-03-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: —       |
| WESTLAKE CORP                              | Westlake Corp.                                          | CUSIP: 960413AV4<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    120000 | PA      | $131824.89    | 0.01%             | 2029-07-17      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| WESTLAKE CORP                              | Westlake Corp.                                          | CUSIP: 960413AY8<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    800000 | PA      | $554300.88    | 0.03%             | 2041-08-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| WILLIAMS COMPANIES INC                     | Williams Cos., Inc.                                     | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    400000 | PA      | $420657.24    | 0.02%             | 2033-03-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| WILLIAMS COMPANIES INC                     | Williams Cos., Inc.                                     | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1077044.91   | 0.06%             | 2040-04-15      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| WILLIAMS COMPANIES INC                     | Williams Cos., Inc.                                     | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6786202.08   | 0.38%             | 2044-03-04      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| WILLIS NORTH AMERICA INC                   | Willis North America, Inc.                              | CUSIP: 970648AM3<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3100768.98   | 0.18%             | 2033-05-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| WISCONSIN POWER & LIGHT                    | Wisconsin Power & Light Co.                             | CUSIP: 976826BS5<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2274497.30   | 0.13%             | 2034-03-30      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| French Republic Government Bonds OAT       | French Republic Government Bonds OAT                    | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   3500000 | PA      | $4022575.80   | 0.23%             | 2030-05-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| TOTALENERGIES CAPITAL                      | TotalEnergies Capital Canada Ltd.                       | CUSIP: 000000000<br>LEI: 5299005IX98ZZ9LSGK46 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $226150.87    | 0.01%             | 2029-09-18      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| BG ENERGY CAPITAL PLC                      | BG Energy Capital PLC                                   | CUSIP: 000000000<br>LEI: S2M8QDKEE05NZN8JD460 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1129546.78   | 0.06%             | 2029-11-21      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| KFW                                        | Kreditanstalt fuer Wiederaufbau                         | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1179000 | PA      | $1245488.37   | 0.07%             | 2030-04-23      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| 3M COMPANY                                 | 3M Co.                                                  | CUSIP: 000000000<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1097196.03   | 0.06%             | 2030-05-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| BAT INTL FINANCE PLC                       | BAT International Finance PLC                           | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $785038.10    | 0.04%             | 2030-01-16      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| STATNETT SF                                | Statnett SF                                             | CUSIP: 000000000<br>LEI: 5967007LIEEXZXHAI017 | Long             | DBT              | CORP              | NO        |   1800000 | PA      | $1936414.56   | 0.11%             | 2030-04-26      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| GECINA                                     | Gecina SA                                               | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | DBT              |  | FR        |    500000 | PA      | $548968.90    | 0.03%             | 2030-03-14      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| VONOVIA SE                                 | Vonovia SE                                              | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $669163.21    | 0.04%             | 2030-03-22      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| EMERSON ELECTRIC CO                        | Emerson Electric Co.                                    | CUSIP: 000000000<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1127327.95   | 0.06%             | 2029-10-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| ALLIANZ FINANCE II B.V.                    | Allianz Finance II BV                                   | CUSIP: 000000000<br>LEI: 529900C9NVPTCPDI1D65 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $663112.20    | 0.04%             | 2030-01-15      | Fixed         | 1.50%                 | 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      | $2227863.19   | 0.13%             | 2029-03-15      | Fixed         | 1.75%                 | 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      | $2011010.32   | 0.11%             | 2029-03-20      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                            | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    800000 | PA      | $860937.19    | 0.05%             | 2030-04-08      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                            | Citigroup, Inc.                                         | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110149.98    | 0.01%             | 2029-04-10      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                    | Landwirtschaftliche Rentenbank                          | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |     40000 | PA      | $41935.21     | 0.00%             | 2029-12-18      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| Japan Government Ten Year Bonds            | Japan Government Ten Year Bonds                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 480000000 | PA      | $3006205.96   | 0.17%             | 2029-06-20      | Fixed         | 0.10%                 | 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      | $215858.13    | 0.01%             | 2029-04-20      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                               | UBS Group AG                                            | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2000000 | PA      | $2129765.14   | 0.12%             | 2029-09-10      | Fixed         | 0.65%                 | No            | 2                  | On Loan: No      |
| ORIGIN ENERGY FINANCE                      | Origin Energy Finance Ltd.                              | CUSIP: 000000000<br>LEI: 5493002W5C9Z753C7Q57 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $106711.13    | 0.01%             | 2029-09-17      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co.                                       | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3150820.47   | 0.18%             | 2030-03-25      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                      | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $209004.03    | 0.01%             | 2029-10-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group, Inc.                   | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2100000 | PA      | $2231174.98   | 0.13%             | 2029-10-23      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| STEDIN HOLDING NV                          | Stedin Holding NV                                       | CUSIP: 000000000<br>LEI: 724500R5IP6TFKTNRU48 | Long             | DBT              | CORP              | NL        |   1320000 | PA      | $1395802.21   | 0.08%             | 2029-11-14      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| CHUBB INA HOLDINGS LLC                     | Chubb INA Holdings LLC                                  | CUSIP: 000000000<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106506.17    | 0.01%             | 2029-12-15      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| MIZUHO FINANCIAL GROUP                     | Mizuho Financial Group, Inc.                            | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   4050000 | PA      | $4263716.32   | 0.24%             | 2030-04-15      | Fixed         | 0.80%                 | No            | 2                  | On Loan: No      |
| LAND RHEINLAND-PFALZ                       | State of Rhineland-Palatinate                           | CUSIP: 000000000<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | NUSS              | DE        |   2000000 | PA      | $2085561.72   | 0.12%             | 2030-01-23      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| NASDAQ INC                                 | Nasdaq, Inc.                                            | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    410000 | PA      | $435966.98    | 0.02%             | 2030-02-13      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| AEROPORTS DE PARIS SA                      | Aeroports de Paris SA                                   | CUSIP: 000000000<br>LEI: 969500PJMBSFHYC37989 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $114537.23    | 0.01%             | 2030-04-02      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                   | Agence Francaise de Developpement EPIC                  | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |    800000 | PA      | $831215.45    | 0.05%             | 2030-05-25      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| FIRMENICH PRODUCTIONS                      | Firmenich Productions Participations SAS                | CUSIP: 000000000<br>LEI: 635400DX7HXMEAP36T24 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $110127.40    | 0.01%             | 2030-04-30      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| FREIE HANSESTADT HAMBURG                   | Free & Hanseatic City of Hamburg                        | CUSIP: 000000000<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | NUSS              | DE        |    297000 | PA      | $306050.00    | 0.02%             | 2030-06-03      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                           | Societe Generale SA                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    900000 | PA      | $958965.77    | 0.05%             | 2030-06-12      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Finland Government Bonds                   | Finland Government Bonds                                | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |   2800000 | PA      | $2869506.69   | 0.16%             | 2030-09-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NATIONAL GRID PLC                          | National Grid PLC                                       | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $211452.05    | 0.01%             | 2029-09-18      | Fixed         | 0.55%                 | No            | 2                  | On Loan: No      |
| NTT FINANCE CORP                           | NTT Finance Corp.                                       | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $311479.97    | 0.02%             | 2030-03-03      | Fixed         | 0.34%                 | No            | 2                  | On Loan: No      |
| EATON CAPITAL ULC                          | Eaton Capital ULC                                       | CUSIP: 000000000<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |    250000 | PA      | $262769.02    | 0.01%             | 2030-03-08      | Fixed         | 0.58%                 | No            | 2                  | On Loan: No      |
| SELP FINANCE SARL                          | SELP Finance SARL                                       | CUSIP: 000000000<br>LEI: 549300Y4VYEJE1MH6D45 | Long             | DBT              |  | LU        |   4500000 | PA      | $4828369.25   | 0.27%             | 2029-05-27      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| OP CORPORATE BANK PLC                      | OP Corporate Bank PLC                                   | CUSIP: 000000000<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |   1500000 | PA      | $1611486.08   | 0.09%             | 2028-12-08      | Fixed         | 0.38%                 | 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      | $3295982.17   | 0.19%             | 2029-09-17      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| PERNOD RICARD SA                           | Pernod Ricard SA                                        | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $312561.60    | 0.02%             | 2029-10-04      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| PROCTER & GAMBLE CO/THE                    | Procter & Gamble Co.                                    | CUSIP: 000000000<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    130000 | PA      | $136109.45    | 0.01%             | 2030-05-05      | Fixed         | 0.35%                 | No            | 2                  | On Loan: No      |
| CK HUTCHISON EUROPE                        | CK Hutchison Europe Finance 21 Ltd.                     | CUSIP: 000000000<br>LEI: 254900UIPWFKU7480958 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $317692.88    | 0.02%             | 2029-11-02      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| BOUYGUES SA                                | Bouygues SA                                             | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $732295.51    | 0.04%             | 2030-02-11      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                  | Goldman Sachs Group, Inc.                               | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2981246.73   | 0.17%             | 2029-05-09      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| COLGATE-PALMOLIVE CO                       | Colgate-Palmolive Co.                                   | CUSIP: 000000000<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    500000 | PA      | $530830.75    | 0.03%             | 2029-11-10      | Fixed         | 0.30%                 | No            | 2                  | On Loan: No      |
| ICADE                                      | ICADE                                                   | CUSIP: 000000000<br>LEI: 969500UDH342QLTE1M42 | Long             | DBT              |  | FR        |    500000 | PA      | $524140.50    | 0.03%             | 2030-01-19      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                  | Goldman Sachs Group, Inc.                               | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    600000 | PA      | $662456.61    | 0.04%             | 2029-02-07      | Fixed         | 1.25%                 | 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        |   8800000 | PA      | $9387578.21   | 0.53%             | 2029-11-25      | Fixed         | 0.60%                 | No            | 2                  | On Loan: No      |
| Mastercard, Inc.                           | Mastercard, Inc.                                        | CUSIP: 000000000<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110155.57    | 0.01%             | 2029-02-22      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                   | Siemens Financieringsmaatschappij NV                    | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $108698.38    | 0.01%             | 2030-02-25      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| SUEZ                                       | Suez SACA                                               | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |   2900000 | PA      | $3258794.30   | 0.18%             | 2030-05-24      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Visa, Inc.                                 | Visa, Inc.                                              | CUSIP: 000000000<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    600000 | PA      | $679644.18    | 0.04%             | 2029-06-15      | Fixed         | 2.00%                 | 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      | $585016.74    | 0.03%             | 2029-08-31      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                             | BNP Paribas SA                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $118170.35    | 0.01%             | 2029-09-01      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Nationwide Building Society                | Nationwide Building Society                             | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $351862.80    | 0.02%             | 2029-09-05      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                   | Siemens Financieringsmaatschappij NV                    | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $232692.36    | 0.01%             | 2030-09-09      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| CAIXABANK SA                               | CaixaBank SA                                            | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   3700000 | PA      | $4430241.32   | 0.25%             | 2029-09-07      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| SWEDBANK AB                                | Swedbank AB                                             | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   1919000 | PA      | $2313139.54   | 0.13%             | 2028-07-11      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| LA BANQUE POSTALE                          | La Banque Postale SA                                    | CUSIP: 000000000<br>LEI: 96950066U5XAAIRCPA78 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $243465.49    | 0.01%             | 2030-01-17      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                   | Agence Francaise de Developpement EPIC                  | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |  14400000 | PA      | $16637313.24  | 0.94%             | 2030-01-21      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| NEDER WATERSCHAPSBANK                      | Nederlandse Waterschapsbank NV                          | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |    100000 | PA      | $116792.07    | 0.01%             | 2029-12-17      | Fixed         | 2.75%                 | 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      | $962539.91    | 0.05%             | 2029-02-15      | Fixed         | 4.30%                 | 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      | $4591631.96   | 0.26%             | 2030-03-01      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                         | Credit Agricole SA                                      | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $2432423.38   | 0.14%             | 2030-03-07      | Fixed         | 4.13%                 | 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        |   4700000 | PA      | $2800478.07   | 0.16%             | 2030-05-15      | Fixed         | 4.50%                 | 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      | $3524896.50   | 0.20%             | 2030-05-02      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| SIKA CAPITAL BV                            | Sika Capital BV                                         | CUSIP: 000000000<br>LEI: 549300QW8B2Z3FSBS808 | Long             | DBT              | CORP              | NL        |   3550000 | PA      | $4251983.34   | 0.24%             | 2030-05-03      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| TELE2 AB                                   | Tele2 AB                                                | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | DBT              | CORP              | SE        |    200000 | PA      | $238313.20    | 0.01%             | 2029-11-22      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| TEOLLISUUDEN VOIMA OYJ                     | Teollisuuden Voima OYJ                                  | CUSIP: 000000000<br>LEI: 743700LQ48IZBTZN4S52 | Long             | DBT              | CORP              | FI        |    600000 | PA      | $738475.78    | 0.04%             | 2030-06-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| STORA ENSO OYJ                             | Stora Enso OYJ                                          | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | DBT              | CORP              | FI        |   5160000 | PA      | $6185424.07   | 0.35%             | 2029-09-01      | Fixed         | 4.25%                 | 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      | $239963.56    | 0.01%             | 2029-06-19      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                              | RCI Banque SA                                           | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $366275.76    | 0.02%             | 2029-10-02      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| MACQUARIE GROUP LTD                        | Macquarie Group Ltd.                                    | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   4130000 | PA      | $5097452.42   | 0.29%             | 2030-01-23      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| SNAM SPA                                   | Snam SpA                                                | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $120732.38    | 0.01%             | 2029-11-27      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| JDE PEET'S NV                              | JDE Peet's NV                                           | CUSIP: 000000000<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |    110000 | PA      | $132048.72    | 0.01%             | 2030-01-23      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                         | Credit Agricole SA                                      | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    900000 | PA      | $603632.94    | 0.03%             | 2029-01-18      | Fixed         | 5.41%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                         | Banco Santander SA                                      | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2520000 | PA      | $1702571.46   | 0.10%             | 2029-01-23      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| MOTABILITY OPERATIONS GR                   | Motability Operations Group PLC                         | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $5915742.61   | 0.34%             | 2029-07-24      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| AUTOLIV INC                                | Autoliv, Inc.                                           | CUSIP: 000000000<br>LEI: A23RUXWKASG834LTMK28 | Long             | DBT              | CORP              | US        |    300000 | PA      | $355010.30    | 0.02%             | 2029-08-07      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| FORTIVE CORPORATION                        | Fortive Corp.                                           | CUSIP: 000000000<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |    511000 | PA      | $605870.50    | 0.03%             | 2029-08-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| SECURITAS TREASURY IRELA                   | Securitas Treasury Ireland DAC                          | CUSIP: 000000000<br>LEI: 635400BJYMDVAXBPJ960 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $238105.97    | 0.01%             | 2030-02-23      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| ORIX CORP                                  | ORIX Corp.                                              | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |   4500000 | PA      | $5328046.62   | 0.30%             | 2029-05-29      | Fixed         | 3.78%                 | No            | 2                  | On Loan: No      |
| HONEYWELL INTERNATIONAL                    | Honeywell International, Inc.                           | CUSIP: 000000000<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   6680000 | PA      | $7875727.67   | 0.45%             | 2030-03-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| WPP FINANCE 2013                           | WPP Finance 2013                                        | CUSIP: 000000000<br>LEI: 549300L84EKSLWWPGI24 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $117560.79    | 0.01%             | 2029-09-12      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| NYKREDIT REALKREDIT AS                     | Nykredit Realkredit AS                                  | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |   1800000 | PA      | $2148528.03   | 0.12%             | 2029-07-09      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FIN GROUP INC                    | Jefferies Financial Group, Inc.                         | CUSIP: 000000000<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    430000 | PA      | $508179.75    | 0.03%             | 2029-04-16      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| PVH CORP                                   | PVH Corp.                                               | CUSIP: 000000000<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $3463216.98   | 0.20%             | 2029-07-16      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                        | Bank of Nova Scotia                                     | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $5927891.88   | 0.34%             | 2029-04-17      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                         | Banco Santander SA                                      | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $238922.94    | 0.01%             | 2029-04-22      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| French Republic Government Bonds OAT       | French Republic Government Bonds OAT                    | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    900000 | PA      | $1045972.53   | 0.06%             | 2030-02-25      | Fixed         | 2.75%                 | 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      | $3827807.98   | 0.22%             | 2030-07-10      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ISS GLOBAL A/S                             | ISS Global AS                                           | CUSIP: 000000000<br>LEI: 213800W6DPUGWBGTD766 | Long             | DBT              | CORP              | DK        |   3100000 | PA      | $3689043.59   | 0.21%             | 2029-06-05      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| MEDTRONIC INC                              | Medtronic, Inc.                                         | CUSIP: 000000000<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    800000 | PA      | $955779.81    | 0.05%             | 2029-10-15      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| RECKITT BENCKISER TSY                      | Reckitt Benckiser Treasury Services PLC                 | CUSIP: 000000000<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |   1550000 | PA      | $1843773.81   | 0.10%             | 2029-06-20      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| DSV FINANCE BV                             | DSV Finance BV                                          | CUSIP: 000000000<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |   1980000 | PA      | $2340585.26   | 0.13%             | 2029-06-26      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE BANK SA                         | John Deere Bank SA                                      | CUSIP: 000000000<br>LEI: RUOKPID0PZ0UWJYU9J61 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $472540.19    | 0.03%             | 2029-10-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| ERG SPA                                    | ERG SpA                                                 | CUSIP: 000000000<br>LEI: 8156004604684CA44A90 | Long             | DBT              | CORP              | IT        |   2700000 | PA      | $3260846.40   | 0.18%             | 2030-07-03      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK                     | Canadian Imperial Bank of Commerce                      | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   2550000 | PA      | $3044097.86   | 0.17%             | 2029-07-09      | Fixed         | 3.81%                 | No            | 2                  | On Loan: No      |
| GRAND CITY PROPERTIES SA                   | Grand City Properties SA                                | CUSIP: 000000000<br>LEI: 5299002QLUYKK2WBMB18 | Long             | DBT              | CORP              | LU        |    700000 | PA      | $841321.67    | 0.05%             | 2030-01-09      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| AYVENS SA                                  | Ayvens SA                                               | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | DBT              | CORP              | FR        |   6500000 | PA      | $7770429.62   | 0.44%             | 2029-07-16      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| EUROPEAN UNION                             | European Union                                          | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |   5500000 | PA      | $6461276.14   | 0.37%             | 2029-10-05      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| BANK OF NEW ZEALAND                        | Bank of New Zealand                                     | CUSIP: 000000000<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |   2000000 | PA      | $2380580.66   | 0.13%             | 2029-07-17      | Fixed         | 3.66%                 | No            | 2                  | On Loan: No      |
| VOLVO TREASURY AB                          | Volvo Treasury AB                                       | CUSIP: 000000000<br>LEI: 549300PD69T87IGZG395 | Long             | DBT              | CORP              | SE        |   6300000 | PA      | $7355103.35   | 0.42%             | 2029-08-26      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Finland Government Bonds                   | Finland Government Bonds                                | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |    500000 | PA      | $579104.56    | 0.03%             | 2030-04-15      | Fixed         | 2.50%                 | 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      | $2102176.06   | 0.12%             | 2029-09-05      | Fixed         | 3.47%                 | No            | 2                  | On Loan: No      |
| MACQUARIE BANK LTD                         | Macquarie Bank Ltd.                                     | CUSIP: 000000000<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $1174784.47   | 0.07%             | 2029-09-17      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| CONTINENTAL AG                             | Continental AG                                          | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | DBT              | CORP              | DE        |   1154000 | PA      | $1364899.27   | 0.08%             | 2029-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| SWEDBANK AB                                | Swedbank AB                                             | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   1600000 | PA      | $1852531.18   | 0.11%             | 2029-04-30      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| NYKREDIT REALKREDIT AS                     | Nykredit Realkredit AS                                  | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |    500000 | PA      | $586003.97    | 0.03%             | 2030-01-10      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| ENBW INTL FINANCE BV                       | EnBW International Finance BV                           | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1166676.16   | 0.07%             | 2029-05-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                              | RCI Banque SA                                           | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $348610.83    | 0.02%             | 2029-07-26      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| OP CORPORATE BANK PLC                      | OP Corporate Bank PLC                                   | CUSIP: 000000000<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |   3500000 | PA      | $4070503.24   | 0.23%             | 2029-11-27      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| FINGRID OYJ                                | Fingrid OYJ                                             | CUSIP: 000000000<br>LEI: 7437006ZZI1F7CUA5518 | Long             | DBT              | CORP              | FI        |    140000 | PA      | $161776.74    | 0.01%             | 2029-12-04      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| NATWEST MARKETS PLC                        | NatWest Markets PLC                                     | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |  12032000 | PA      | $14034403.11  | 0.80%             | 2030-01-10      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| ABN AMRO BANK NV                           | ABN AMRO Bank NV                                        | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   9000000 | PA      | $10581163.83  | 0.60%             | 2030-01-21      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                   | Export Development Canada                               | CUSIP: 000000000<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    242000 | PA      | $281751.43    | 0.02%             | 2030-01-22      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| LANSFORSAKRINGAR BANK                      | Lansforsakringar Bank AB                                | CUSIP: 000000000<br>LEI: 549300C6TUMDXNOVXS82 | Long             | DBT              | CORP              | SE        |  12364000 | PA      | $14482711.44  | 0.82%             | 2030-01-22      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| HAMBURG COMMERCIAL BANK                    | Hamburg Commercial Bank AG                              | CUSIP: 000000000<br>LEI: TUKDD90GPC79G1KOE162 | Long             | DBT              | CORP              | DE        |   3980000 | PA      | $4671040.59   | 0.26%             | 2030-01-31      | Fixed         | 3.50%                 | 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        |   9700000 | PA      | $11296754.02  | 0.64%             | 2030-05-25      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                                | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   2100000 | PA      | $2421511.76   | 0.14%             | 2030-05-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp.                   | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   3220000 | PA      | $3744607.14   | 0.21%             | 2030-02-10      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| PARKER-HANNIFIN CORP                       | Parker-Hannifin Corp.                                   | CUSIP: 000000000<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $114834.19    | 0.01%             | 2030-03-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| CARLSBERG BREWERIES A/S                    | Carlsberg Breweries AS                                  | CUSIP: 000000000<br>LEI: 5493008YL42784DMWN61 | Long             | DBT              | CORP              | DK        |    300000 | PA      | $349491.61    | 0.02%             | 2029-08-28      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                    | Nationwide Building Society                             | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   3417000 | PA      | $3967039.18   | 0.22%             | 2030-03-03      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ITALGAS SPA                                | Italgas SpA                                             | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | DBT              | CORP              | IT        |   1200000 | PA      | $1385200.56   | 0.08%             | 2030-03-06      | Fixed         | 2.88%                 | 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      | $5628841.67   | 0.32%             | 2030-03-12      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SKANDINAVISKA ENSKILDA                     | Skandinaviska Enskilda Banken AB                        | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   6800000 | PA      | $7996370.97   | 0.45%             | 2030-03-19      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| SWEDBANK AB                                | Swedbank AB                                             | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   3700000 | PA      | $4340853.39   | 0.25%             | 2029-09-24      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                            | CUSIP: 000000000<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  12400000 | PA      | $14536187.96  | 0.82%             | 2029-03-21      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| SANTANDER UK PLC                           | Santander U.K. PLC                                      | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $468669.31    | 0.03%             | 2030-03-25      | Fixed         | 3.35%                 | 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      | $1879222.28   | 0.11%             | 2030-03-24      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| BNG BANK NV                                | BNG Bank NV                                             | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |    600000 | PA      | $691710.52    | 0.04%             | 2030-05-21      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| NEDER WATERSCHAPSBANK                      | Nederlandse Waterschapsbank NV                          | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |   2322000 | PA      | $2677191.34   | 0.15%             | 2030-05-22      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| KONINKLIJKE PHILIPS NV                     | Koninklijke Philips NV                                  | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |   5000000 | PA      | $5845532.79   | 0.33%             | 2030-05-23      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| NOMURA HOLDINGS INC                        | Nomura Holdings, Inc.                                   | CUSIP: 000000000<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   2800000 | PA      | $3279636.40   | 0.19%             | 2030-05-28      | Fixed         | 3.46%                 | No            | 2                  | On Loan: No      |
| INTL DEVELOPMENT ASSOC                     | International Development Association                   | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |  27600000 | PA      | $31832295.33  | 1.80%             | 2030-05-28      | Fixed         | 2.50%                 | 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      | $232398.73    | 0.01%             | 2030-08-27      | Fixed         | 2.88%                 | 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      | $151114.22    | 0.01%             | 2030-06-03      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| LAND BERLIN                                | Land Berlin                                             | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |    300000 | PA      | $344366.09    | 0.02%             | 2030-06-04      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| ABN AMRO BANK NV                           | ABN AMRO Bank NV                                        | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $811868.94    | 0.05%             | 2029-06-04      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| NIBC BANK NV                               | NIBC Bank NV                                            | CUSIP: 000000000<br>LEI: B64D6Y3LBJS4ANNPCU93 | Long             | DBT              | CORP              | NL        |   4200000 | PA      | $4914322.17   | 0.28%             | 2030-06-05      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ABERTIS INFRAESTRUCTURAS                   | Abertis Infraestructuras SA                             | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |   3500000 | PA      | $4041189.87   | 0.23%             | 2030-07-07      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| IHG FINANCE LLC                            | IHG Finance LLC                                         | CUSIP: 000000000<br>LEI: 213800DXTXQ1YC8UP313 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3947137.99   | 0.22%             | 2030-09-10      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| NESTLE FINANCE INTL LTD                    | Nestle Finance International Ltd.                       | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |    250000 | PA      | $276268.99    | 0.02%             | 2029-11-02      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                            | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1116748.05   | 0.06%             | 2029-10-26      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Credit Agricole SA                         | Credit Agricole SA                                      | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $557268.60    | 0.03%             | 2029-03-05      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Kingdom of Belgium Government Bonds        | Kingdom of Belgium Government Bonds                     | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |   7350000 | PA      | $7603522.83   | 0.43%             | 2030-06-22      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| Capital One Financial Corp.                | Capital One Financial Corp.                             | CUSIP: 000000000<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    900000 | PA      | $992704.14    | 0.06%             | 2029-06-12      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| Credit Mutuel Arkea SA                     | Credit Mutuel Arkea SA                                  | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $327503.20    | 0.02%             | 2029-05-23      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| SKANDINAVISKA ENSKILDA                     | Skandinaviska Enskilda Banken AB                        | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    500000 | PA      | $529072.17    | 0.03%             | 2029-11-12      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| CARGILL INC                                | Cargill, Inc.                                           | CUSIP: 000000000<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $120449.80    | 0.01%             | 2030-04-24      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                    | Landwirtschaftliche Rentenbank                          | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $419130.03    | 0.02%             | 2029-11-27      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| BNG BANK NV                                | BNG Bank NV                                             | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |    800000 | PA      | $836560.86    | 0.05%             | 2030-01-15      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| PRAEMIA HEALTHCARE SACA                    | Praemia Healthcare SACA                                 | CUSIP: 000000000<br>LEI: 96950067NFR9MWI0CJ45 | Long             | DBT              |  | FR        |   2200000 | PA      | $2328838.20   | 0.13%             | 2029-11-04      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                   | Svenska Handelsbanken AB                                | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   2000000 | PA      | $2092728.30   | 0.12%             | 2030-02-18      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                      | Deutsche Lufthansa AG                                   | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $117615.64    | 0.01%             | 2029-07-14      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CADENT FINANCE PLC                         | Cadent Finance PLC                                      | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $121201.28    | 0.01%             | 2029-07-05      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| SSE PLC                                    | SSE PLC                                                 | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $232261.08    | 0.01%             | 2029-08-01      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| SNAM SPA                                   | Snam SpA                                                | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    130000 | PA      | $138654.74    | 0.01%             | 2028-12-07      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| APA INFRASTRUCTURE LTD                     | APA Infrastructure Ltd.                                 | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |   1400000 | PA      | $1506931.48   | 0.09%             | 2029-03-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Netherlands Government Bonds               | Netherlands Government Bonds                            | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |    300000 | PA      | $310615.56    | 0.02%             | 2030-07-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| GLENCORE CAP FIN DAC                       | Glencore Capital Finance DAC                            | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |    600000 | PA      | $650073.88    | 0.04%             | 2029-03-01      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| NEW ZEALAND GOVERNMENT                     | New Zealand Government Bonds                            | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |  77100000 | PA      | $46400620.78  | 2.63%             | 2030-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| NESTLE FINANCE INTL LTD                    | Nestle Finance International Ltd.                       | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |     50000 | PA      | $55494.98     | 0.00%             | 2030-04-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| KFW                                        | Kreditanstalt fuer Wiederaufbau                         | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    800000 | PA      | $951964.83    | 0.05%             | 2030-06-07      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| COOPERATIEVE RABOBANK UA                   | Cooperatieve Rabobank UA                                | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   2800000 | PA      | $3382185.84   | 0.19%             | 2030-01-10      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                     | CUSIP: 68333ZAH0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |  13200000 | PA      | $9089652.42   | 0.52%             | 2030-06-02      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| ERSTE GROUP BANK AG                        | Erste Group Bank AG                                     | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |    300000 | PA      | $315303.00    | 0.02%             | 2029-09-14      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| EFSF                                       | European Financial Stability Facility                   | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |   3300000 | PA      | $3442745.08   | 0.20%             | 2030-03-18      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| EUROPEAN UNION                             | European Union                                          | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |   4900000 | PA      | $5487701.11   | 0.31%             | 2029-12-04      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| NYKREDIT REALKREDIT AS                     | Nykredit Realkredit AS                                  | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |   5010000 | PA      | $5909831.49   | 0.34%             | 2030-07-24      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $5935544.67   | 0.34%             | 2029-12-13      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| BRITISH COLUMBIA PROV OF                   | Province of British Columbia                            | CUSIP: 110709GK2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   2100000 | PA      | $1455049.73   | 0.08%             | 2030-06-18      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| TRATON FINANCE LUX SA                      | Traton Finance Luxembourg SA                            | CUSIP: 000000000<br>LEI: 529900BRKIE6LKIEXD84 | Long             | DBT              | CORP              | LU        |   4300000 | PA      | $5063732.04   | 0.29%             | 2030-03-27      | Fixed         | 3.75%                 | 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      | $354749.21    | 0.02%             | 2029-09-07      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                              | RCI Banque SA                                           | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |   2500000 | PA      | $2945074.30   | 0.17%             | 2030-09-30      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| EFSF                                       | European Financial Stability Facility                   | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |   4700000 | PA      | $5453397.32   | 0.31%             | 2030-05-07      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| BANCO BPM SPA                              | Banco BPM SpA                                           | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |    510000 | PA      | $599642.96    | 0.03%             | 2030-01-21      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| SIXT SE                                    | Sixt SE                                                 | CUSIP: 000000000<br>LEI: 5299004ZME6CSBR7WP07 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $349486.70    | 0.02%             | 2030-01-22      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                              | RCI Banque SA                                           | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |   2300000 | PA      | $2662804.10   | 0.15%             | 2030-06-06      | Fixed         | 3.38%                 | 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      | $1843960.55   | 0.10%             | 2034-03-22      | Fixed         | 5.60%                 | No            | 2                  | On Loan: —       |

### Signature

**Date Signed:** 2025-11-19

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

**Signature:** Randy Olson

**Name of Signer:** Randy Olson

**Title:** Vice President