# EDGAR Filing Document

**Accession Number:** 0000355437
**File Stem:** 0001752724-25-158597
**Filing Date:** 2025-6
**Character Count:** 251731
**Document Hash:** dae967ec72fc8f41f5a4278d8ff944b9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-158597.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-158597

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**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:** 251078013

**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:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1982076785.91

**Total Liabilities:** $151218437.77

**Net Assets:** $1830858348.14

**Cash Not Reported:** $16445357.40

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1888.54000000 | **1-Year:** -58186.97000000 | **5-Year:** -404599.13000000 | **10-Year:** -669792.23000000 | **30-Year:** -129215.25000000

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

- **3-Month:** -9.53000000 | **1-Year:** -182.63000000 | **5-Year:** -708.88000000 | **10-Year:** -5968.48000000 | **30-Year:** -1657.16000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000071024 | 2.15%                | -0.40%               | -0.09%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3795993.51              | $32867036.46                               |
| Month 2  | $-2127122.87             | $-7027419.61                               |
| Month 3  | $-6079975.09             | $-2481026.57                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| NOMURA HOLDINGS INC                        | Nomura Holdings, Inc.                                   | CUSIP: 65535HAQ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    7625000 | PA      | $7048609.25   | 0.38%             | 2030-01-16      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Valero Energy Corp                         | Valero Energy Corp.                                     | CUSIP: 91913YAE0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    4400000 | PA      | $4925785.52   | 0.27%             | 2032-04-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Dimensional Holdings Inc.                  | DFA Short Term Investment Fund                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   71367632 | NS      | $71367632.50  | 3.90%             |  |  |  | No            | N/A                | On Loan: No      |
| ANALOG DEVICES INC                         | Analog Devices, Inc.                                    | CUSIP: 032654AW5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1080833.84   | 0.06%             | 2041-10-01      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| KEYCORP                                    | KeyCorp                                                 | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     600000 | PA      | $544266.40    | 0.03%             | 2029-10-01      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| CF Industries Inc                          | CF Industries, Inc.                                     | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3411096.80   | 0.19%             | 2043-06-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Oracle Corp                                | Oracle Corp.                                            | CUSIP: 68389XAW5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     800000 | PA      | $657858.10    | 0.04%             | 2044-07-08      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| WESTERN UNION CO/THE                       | Western Union Co.                                       | CUSIP: 959802BA6<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4331989.60   | 0.24%             | 2031-03-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS                    | Duquesne Light Holdings, Inc.                           | CUSIP: 266233AJ4<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |     500000 | PA      | $429076.47    | 0.02%             | 2032-01-07      | Fixed         | 2.78%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |          1 | NC      | $-379519.04   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| UNION PACIFIC CORP                         | Union Pacific Corp.                                     | CUSIP: 907818FY9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     250000 | PA      | $190809.31    | 0.01%             | 2042-02-14      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                    | Imperial Brands Finance PLC                             | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   10000000 | PA      | $10145728.90  | 0.55%             | 2034-07-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Dominion Energy Inc                        | Dominion Energy, Inc.                                   | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    6755000 | PA      | $5936494.69   | 0.32%             | 2041-08-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Comcast Corp                               | Comcast Corp.                                           | CUSIP: 20030NBM2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     675000 | PA      | $632441.22    | 0.03%             | 2034-08-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| PVH CORP                                   | PVH Corp.                                               | CUSIP: 000000000<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $3330300.92   | 0.18%             | 2029-07-16      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                     | Mitsubishi UFJ Financial Group, Inc.                    | CUSIP: 606822BU7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    8750000 | PA      | $7672172.99   | 0.42%             | 2030-07-17      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| AVALONBAY COMMUNITIES                      | AvalonBay Communities, Inc.                             | CUSIP: 05348EBH1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    3000000 | PA      | $2678320.83   | 0.15%             | 2031-01-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Johnson & Johnson                          | Johnson & Johnson                                       | CUSIP: 478160BJ2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    4334000 | PA      | $4302537.80   | 0.24%             | 2033-12-05      | Fixed         | 4.38%                 | No            | 2                  | On Loan: —       |
| AT&T Inc                                   | AT&T, Inc.                                              | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1889369.74   | 0.10%             | 2037-08-15      | Fixed         | 4.90%                 | 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      | $-393023.56   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                | CUSIP: 21688ABH4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    1700000 | PA      | $1708836.24   | 0.09%             | 2029-10-17      | Fixed         | 4.49%                 | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                     | PNC Financial Services Group, Inc.                      | CUSIP: 693475AW5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     150000 | PA      | $144900.35    | 0.01%             | 2029-04-23      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co                        | JPMorgan Chase & Co.                                    | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   10200000 | PA      | $11195265.20  | 0.61%             | 2038-05-15      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| CIGNA GROUP/THE                            | Cigna Group                                             | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    3360000 | PA      | $3043632.75   | 0.17%             | 2030-03-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| WestRock MWV LLC                           | WestRock MWV LLC                                        | CUSIP: 961548AV6<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |    3885000 | PA      | $4433705.20   | 0.24%             | 2030-01-15      | Fixed         | 8.20%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CO                                | Southern Co.                                            | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     400000 | PA      | $402502.73    | 0.02%             | 2033-06-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                       | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3112235.28   | 0.17%             | 2033-09-07      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                       | Royal Bank of Canada                                    | CUSIP: 78016FZQ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    2000000 | PA      | $1884973.08   | 0.10%             | 2032-05-04      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                        | Elevance Health, Inc.                                   | CUSIP: 94973VAH0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1262699.46   | 0.07%             | 2034-12-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| DAIMLER TRUCK FINAN NA                     | Daimler Truck Finance North America LLC                 | CUSIP: 233853BA7<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4933015.20   | 0.27%             | 2034-06-25      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| REVVITY INC                                | Revvity, Inc.                                           | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1413834.00   | 0.08%             | 2029-09-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                             | Home Depot, Inc.                                        | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2129811.84   | 0.12%             | 2036-12-16      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| HOST HOTELS & RESORTS LP                   | Host Hotels & Resorts LP                                | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    6200000 | PA      | $6101021.46   | 0.33%             | 2034-07-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| NUCOR CORP                                 | Nucor Corp.                                             | CUSIP: 670346AV7<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     180000 | PA      | $161488.68    | 0.01%             | 2032-04-01      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                 | AbbVie, Inc.                                            | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1631733.46   | 0.09%             | 2029-03-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| CNA FINANCIAL CORP                         | CNA Financial Corp.                                     | CUSIP: 126117AY6<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2368934.16   | 0.13%             | 2034-02-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| CNA FINANCIAL CORP                         | CNA Financial Corp.                                     | CUSIP: 126117AX8<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2028155.48   | 0.11%             | 2033-06-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| HCA INC                                    | HCA, Inc.                                               | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5031969.30   | 0.27%             | 2033-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CIGNA GROUP/THE                            | Cigna Group                                             | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    1470000 | PA      | $1116658.61   | 0.06%             | 2040-03-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Alabama Power Co                           | Alabama Power Co.                                       | CUSIP: 010392FJ2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     650000 | PA      | $514780.83    | 0.03%             | 2042-12-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| GATX CORP                                  | GATX Corp.                                              | CUSIP: 361448BJ1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $940040.25    | 0.05%             | 2032-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Eastman Chemical Co                        | Eastman Chemical Co.                                    | CUSIP: 277432AL4<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    3305000 | PA      | $2814538.59   | 0.15%             | 2042-09-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| WHIRLPOOL CORP                             | Whirlpool Corp.                                         | CUSIP: 963320BC9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11064482.16  | 0.60%             | 2034-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: —       |
| AbbVie Inc                                 | AbbVie, Inc.                                            | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    7200000 | PA      | $6267434.69   | 0.34%             | 2042-11-06      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                   | Enterprise Products Operating LLC                       | CUSIP: 29379VAW3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     400000 | PA      | $356601.77    | 0.02%             | 2042-08-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| PFIZER INC                                 | Pfizer, Inc.                                            | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $2799250.80   | 0.15%             | 2040-05-28      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                   | Toyota Motor Credit Corp.                               | CUSIP: 89236TLL7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     450000 | PA      | $454761.87    | 0.02%             | 2029-01-05      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| UNITED PARCEL SERVICE                      | United Parcel Service, Inc.                             | CUSIP: 911312AJ5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1158152.57   | 0.06%             | 2038-01-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                            | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    5070000 | PA      | $3055981.52   | 0.17%             | 2028-03-23      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| ConocoPhillips                             | ConocoPhillips                                          | CUSIP: 20825CAF1<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $5146506.43   | 0.28%             | 2032-10-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                            | Nordea Bank Abp                                         | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    6000000 | PA      | $5999981.64   | 0.33%             | 2029-09-10      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Halliburton Co                             | Halliburton Co.                                         | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    2002000 | PA      | $1884219.16   | 0.10%             | 2035-11-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group, Inc.                   | CUSIP: 86562MCJ7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    6227000 | PA      | $5347489.55   | 0.29%             | 2031-09-17      | Fixed         | 2.22%                 | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                        | Intesa Sanpaolo SpA                                     | CUSIP: 46115HBL0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    1500000 | PA      | $1446496.46   | 0.08%             | 2029-09-23      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| GENERAL DYNAMICS CORP                      | General Dynamics Corp.                                  | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2659509.00   | 0.15%             | 2040-04-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| MARS INC                                   | Mars, Inc.                                              | CUSIP: 571676AN5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     400000 | PA      | $278000.71    | 0.02%             | 2040-07-16      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                    | Bristol-Myers Squibb Co.                                | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3110638.88   | 0.17%             | 2042-03-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| NEWMONT CORP                               | Newmont Corp.                                           | CUSIP: 651639AW6<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5284830.85   | 0.29%             | 2035-04-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                   | AT&T, Inc.                                              | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1886896.98   | 0.10%             | 2035-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-1404849.57  | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| ALTRIA GROUP INC                           | Altria Group, Inc.                                      | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $1974803.08   | 0.11%             | 2030-05-06      | Fixed         | 3.40%                 | No            | 2                  | On Loan: —       |
| KROGER CO                                  | Kroger Co.                                              | CUSIP: 501044BZ3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    6725000 | PA      | $7636927.08   | 0.42%             | 2031-04-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| 7-ELEVEN INC                               | 7-Eleven, Inc.                                          | CUSIP: 817826AF7<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    5454000 | PA      | $3542180.15   | 0.19%             | 2041-02-10      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| WELLTOWER OP LLC                           | Welltower OP LLC                                        | CUSIP: 95040QAL8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    7300000 | PA      | $6608803.30   | 0.36%             | 2031-01-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: —       |
| CON EDISON CO OF NY INC                    | Consolidated Edison Co. of New York, Inc.               | CUSIP: 209111FA6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     294000 | PA      | $298788.33    | 0.02%             | 2040-06-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| General Motors Co                          | General Motors Co.                                      | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     990000 | PA      | $890744.85    | 0.05%             | 2038-04-01      | Fixed         | 5.15%                 | 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      | $926230.36    | 0.05%             | 2043-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CON EDISON CO OF NY INC                    | Consolidated Edison Co. of New York, Inc.               | CUSIP: 209111FC2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     500000 | PA      | $397897.44    | 0.02%             | 2043-03-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| CISCO SYSTEMS INC                          | Cisco Systems, Inc.                                     | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1736933.11   | 0.09%             | 2040-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                        | Charles Schwab Corp.                                    | CUSIP: 808513BX2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     350000 | PA      | $327442.22    | 0.02%             | 2029-10-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| NOV INC                                    | NOV, Inc.                                               | CUSIP: 637071AK7<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    3359000 | PA      | $2352100.45   | 0.13%             | 2042-12-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| HONEYWELL INTERNATIONAL                    | Honeywell International, Inc.                           | CUSIP: 438516AT3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2071199.72   | 0.11%             | 2037-03-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| WELLTOWER OP LLC                           | Welltower OP LLC                                        | CUSIP: 95040QAP9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     400000 | PA      | $351178.37    | 0.02%             | 2032-01-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| AMDOCS LTD                                 | Amdocs Ltd.                                             | CUSIP: 02342TAE9<br>LEI: 549300HQV672RJ7RQV66 | Long             | DBT              | CORP              | GG        |    1600000 | PA      | $1422287.30   | 0.08%             | 2030-06-15      | Fixed         | 2.54%                 | No            | 2                  | On Loan: No      |
| OWENS CORNING                              | Owens Corning                                           | CUSIP: 690742AK7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $4682701.91   | 0.26%             | 2030-06-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                         | Banco Santander SA                                      | CUSIP: 05964HAZ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     800000 | PA      | $899053.71    | 0.05%             | 2033-11-07      | Fixed         | 6.94%                 | No            | 2                  | On Loan: No      |
| ING Groep NV                               | ING Groep NV                                            | CUSIP: 456837AM5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     206000 | PA      | $205894.23    | 0.01%             | 2028-10-02      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| LINCOLN NATIONAL CORP                      | Lincoln National Corp.                                  | CUSIP: 534187BK4<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |      50000 | PA      | $46055.24     | 0.00%             | 2031-01-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                               | Broadcom, Inc.                                          | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $4059927.68   | 0.22%             | 2035-11-15      | Fixed         | 3.14%                 | No            | 2                  | On Loan: No      |
| LYB INTL FINANCE BV                        | LYB International Finance BV                            | CUSIP: 50247VAB5<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |     400000 | PA      | $347453.44    | 0.02%             | 2043-07-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| MARKEL GROUP INC                           | Markel Group, Inc.                                      | CUSIP: 570535AU8<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6680379.23   | 0.36%             | 2029-09-17      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                       | Bank of America Corp.                                   | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3636000 | PA      | $3748726.58   | 0.20%             | 2042-02-07      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Castellum Helsinki Finance Holding Abp     | Castellum Helsinki Finance Holding Abp                  | CUSIP: 000000000<br>LEI: 743700WAF2AHZ4LRAR98 | Long             | DBT              | CORP              | FI        |     100000 | PA      | $101237.53    | 0.01%             | 2029-09-17      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                   | Enterprise Products Operating LLC                       | CUSIP: 29379VAT0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    2049000 | PA      | $2066996.96   | 0.11%             | 2041-02-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Phillips 66                                | Phillips 66                                             | CUSIP: 718546AK0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2798028.15   | 0.15%             | 2034-11-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| MID-AMERICA APARTMENTS                     | Mid-America Apartments LP                               | CUSIP: 59523UAV9<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    5000000 | PA      | $4957279.25   | 0.27%             | 2034-03-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                          | HSBC Holdings PLC                                       | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    3556000 | PA      | $3594123.48   | 0.20%             | 2030-03-31      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                               | UBS Group AG                                            | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2000000 | PA      | $2047622.77   | 0.11%             | 2029-09-10      | Fixed         | 0.65%                 | No            | 2                  | On Loan: No      |
| Suncor Energy Inc                          | Suncor Energy, Inc.                                     | CUSIP: 86722TAB8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    1500000 | PA      | $1612926.65   | 0.09%             | 2039-06-01      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold AUD                                | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-128610.70   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp.                   | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $2862878.40   | 0.16%             | 2039-05-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| SUN COMMUNITIES OPER LP                    | Sun Communities Operating LP                            | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |    5000000 | PA      | $4692632.45   | 0.26%             | 2032-04-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                                | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   19670000 | PA      | $12868497.49  | 0.70%             | 2029-02-26      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LP                       | Boston Properties LP                                    | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     400000 | PA      | $394487.77    | 0.02%             | 2035-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Microsoft Corp                             | Microsoft Corp.                                         | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4016460.33   | 0.22%             | 2036-08-08      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                         | Banco Santander SA                                      | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    2520000 | PA      | $1665113.97   | 0.09%             | 2029-01-23      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| NOMURA HOLDINGS INC                        | Nomura Holdings, Inc.                                   | CUSIP: 65535HBA6<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     400000 | PA      | $346986.90    | 0.02%             | 2032-01-22      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AMERICAN ELECTRIC POWER                    | American Electric Power Co., Inc.                       | CUSIP: 025537AX9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     400000 | PA      | $409879.47    | 0.02%             | 2033-03-01      | Fixed         | 5.63%                 | 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      | $5395463.12   | 0.29%             | 2034-03-07      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| MARSH & MCLENNAN COS INC                   | Marsh & McLennan Cos., Inc.                             | CUSIP: 571748AK8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2649935.58   | 0.14%             | 2033-08-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| HOST HOTELS & RESORTS LP                   | Host Hotels & Resorts LP                                | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |     400000 | PA      | $386227.93    | 0.02%             | 2035-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                       | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3969102.75   | 0.22%             | 2042-08-21      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| VIRGINIA ELEC & POWER CO                   | Virginia Electric & Power Co.                           | CUSIP: 927804GM0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5048092.55   | 0.28%             | 2033-08-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CAJ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11000000 | PA      | $10852760.38  | 0.59%             | 2025-08-31      | Fixed         | 0.25%                 | 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      | $6808457.44   | 0.37%             | 2040-10-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| NATWEST MARKETS PLC                        | NatWest Markets PLC                                     | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    8700000 | PA      | $9911681.84   | 0.54%             | 2030-01-10      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| OVINTIV INC                                | Ovintiv, Inc.                                           | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2977096.68   | 0.16%             | 2034-08-15      | Fixed         | 6.50%                 | 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      | $1771616.02   | 0.10%             | 2034-03-22      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENER PART                    | Kinder Morgan Energy Partners LP                        | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     800000 | PA      | $864611.33    | 0.05%             | 2038-01-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                        | Intesa Sanpaolo SpA                                     | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    5000000 | PA      | $5542797.50   | 0.30%             | 2033-11-28      | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| NYKREDIT REALKREDIT AS                     | Nykredit Realkredit AS                                  | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |    1500000 | PA      | $1747140.97   | 0.10%             | 2029-07-09      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| WP CAREY INC                               | WP Carey, Inc.                                          | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    5000000 | PA      | $3951874.65   | 0.22%             | 2033-04-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| ALLSTATE CORP                              | Allstate Corp.                                          | CUSIP: 020002AQ4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1931810.60   | 0.11%             | 2033-06-01      | Fixed         | 5.35%                 | 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      | $399511.83    | 0.02%             | 2034-09-10      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| HP INC                                     | HP, Inc.                                                | CUSIP: 40434LAN5<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $995290.88    | 0.05%             | 2033-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| WILLIAMS COMPANIES INC                     | Williams Cos., Inc.                                     | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6409562.18   | 0.35%             | 2044-03-04      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Capital One Financial Corp.                | Capital One Financial Corp.                             | CUSIP: 14040HCC7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     900000 | PA      | $957371.97    | 0.05%             | 2029-06-12      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| JABIL INC                                  | Jabil, Inc.                                             | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    6167000 | PA      | $5516069.20   | 0.30%             | 2031-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Credit Agricole SA                         | Credit Agricole SA                                      | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     500000 | PA      | $540897.60    | 0.03%             | 2029-03-05      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| SHELL INTERNATIONAL FIN                    | Shell International Finance BV                          | CUSIP: 822582CB6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    1000000 | PA      | $994184.93    | 0.05%             | 2028-11-13      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                       | Bank of America Corp.                                   | CUSIP: 06051GFC8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     800000 | PA      | $739609.52    | 0.04%             | 2044-01-21      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                  | Boeing Co.                                              | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1710000 | PA      | $1568988.68   | 0.09%             | 2030-02-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| INTERPUBLIC GROUP COS                      | Interpublic Group of Cos., Inc.                         | CUSIP: 460690BS8<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3609295.75   | 0.20%             | 2041-03-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                              | RCI Banque SA                                           | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |     300000 | PA      | $361642.59    | 0.02%             | 2029-10-02      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                   | National Australia Bank Ltd.                            | CUSIP: 63253QAG9<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |     695000 | PA      | $708737.34    | 0.04%             | 2029-01-10      | Fixed         | 4.79%                 | No            | 2                  | On Loan: No      |
| APPLE INC                                  | Apple, Inc.                                             | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $4848338.67   | 0.26%             | 2041-02-08      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                          | HSBC Holdings PLC                                       | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1200000 | PA      | $1266018.84   | 0.07%             | 2042-01-14      | Fixed         | 6.10%                 | No            | 2                  | On Loan: —       |
| PUBLIC STORAGE OP CO                       | Public Storage Operating Co.                            | CUSIP: 74460WAG2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    3600000 | PA      | $3656418.37   | 0.20%             | 2033-08-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: —       |
| TYSON FOODS INC                            | Tyson Foods, Inc.                                       | CUSIP: 902494BM4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2044930.42   | 0.11%             | 2034-03-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased GBP / Sold USD                                | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |          1 | NC      | $4435.22      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Cardinal Health Inc                        | Cardinal Health, Inc.                                   | CUSIP: 14149YAW8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     400000 | PA      | $335636.34    | 0.02%             | 2043-03-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                 | AbbVie, Inc.                                            | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2598907.44   | 0.14%             | 2039-11-21      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                    | BPCE SA                                                 | CUSIP: 05578AAN8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    2000000 | PA      | $1842207.06   | 0.10%             | 2029-10-01      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| WILLIS NORTH AMERICA INC                   | Willis North America, Inc.                              | CUSIP: 970648AM3<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3024835.29   | 0.17%             | 2033-05-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Hess Corp                                  | Hess Corp.                                              | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2957565.45   | 0.16%             | 2041-02-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| JACOBS ENGINEERING GROUP                   | Jacobs Engineering Group, Inc.                          | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |    3398000 | PA      | $3455793.39   | 0.19%             | 2033-03-01      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 9128282A7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2500000 | PA      | $2428417.98   | 0.13%             | 2026-08-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                   | Svenska Handelsbanken AB                                | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    1200000 | PA      | $783679.81    | 0.04%             | 2028-03-02      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CNA Financial Corp                         | CNA Financial Corp.                                     | CUSIP: 126117AV2<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2923007.10   | 0.16%             | 2029-05-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| DARDEN RESTAURANTS INC                     | Darden Restaurants, Inc.                                | CUSIP: 237194AN5<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5309401.40   | 0.29%             | 2033-10-10      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| Unum Group                                 | Unum Group                                              | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1912590.20   | 0.10%             | 2042-08-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| KYNDRYL HOLDINGS INC                       | Kyndryl Holdings, Inc.                                  | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     400000 | PA      | $350970.17    | 0.02%             | 2031-10-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| ARCELORMITTAL SA                           | ArcelorMittal SA                                        | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    5000000 | PA      | $5383376.70   | 0.29%             | 2032-11-29      | Fixed         | 6.80%                 | 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      | $304194.15    | 0.02%             | 2029-11-02      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                           | T-Mobile USA, Inc.                                      | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1266036.70   | 0.07%             | 2040-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc                              | Citigroup, Inc.                                         | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    7866000 | PA      | $9729759.66   | 0.53%             | 2039-07-15      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| LANSFORSAKRINGAR BANK                      | Lansforsakringar Bank AB                                | CUSIP: 000000000<br>LEI: 549300C6TUMDXNOVXS82 | Long             | DBT              | CORP              | SE        |   11000000 | PA      | $12568244.16  | 0.69%             | 2030-01-22      | Fixed         | 3.25%                 | 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      | $198051.93    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| PROTECTIVE LIFE CORP                       | Protective Life Corp.                                   | CUSIP: 743674BE2<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2035888.04   | 0.11%             | 2030-01-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC                           | Crown Castle, Inc.                                      | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    6000000 | PA      | $4213830.78   | 0.23%             | 2041-04-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                 | Intel Corp.                                             | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $3567680.84   | 0.19%             | 2040-03-25      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| CANADIAN NATL RESOURCES                    | Canadian Natural Resources Ltd.                         | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    9800000 | PA      | $9872250.70   | 0.54%             | 2038-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                     | Fairfax Financial Holdings Ltd.                         | CUSIP: 303901BF8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    1500000 | PA      | $1470961.70   | 0.08%             | 2030-04-29      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| MICRON TECHNOLOGY INC                      | Micron Technology, Inc.                                 | CUSIP: 595112BZ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     400000 | PA      | $408290.96    | 0.02%             | 2033-02-09      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| JACKSON FINANCIAL INC                      | Jackson Financial, Inc.                                 | CUSIP: 46817MAS6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2000258.50   | 0.11%             | 2032-06-08      | Fixed         | 5.67%                 | No            | 2                  | On Loan: No      |
| RAYONIER LP                                | Rayonier LP                                             | CUSIP: 75508XAA4<br>LEI: 5493004X96PV3VY6KB95 | Long             | DBT              |  | US        |    3500000 | PA      | $3042119.26   | 0.17%             | 2031-05-17      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                            | CVS Health Corp.                                        | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     400000 | PA      | $357327.76    | 0.02%             | 2043-12-05      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| HAMBURG COMMERCIAL BANK                    | Hamburg Commercial Bank AG                              | CUSIP: 000000000<br>LEI: TUKDD90GPC79G1KOE162 | Long             | DBT              | CORP              | DE        |     180000 | PA      | $204541.55    | 0.01%             | 2030-01-31      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FMC CORP                                   | FMC Corp.                                               | CUSIP: 302491AX3<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3372075.49   | 0.18%             | 2033-05-18      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| SWEDBANK AB                                | Swedbank AB                                             | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    1919000 | PA      | $2276941.42   | 0.12%             | 2028-07-11      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP LP                    | Simon Property Group LP                                 | CUSIP: 828807DQ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    3967000 | PA      | $3385311.01   | 0.18%             | 2032-01-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| ALLSTATE CORP                              | Allstate Corp.                                          | CUSIP: 020002BA8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    4470000 | PA      | $3767200.90   | 0.21%             | 2043-06-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                    | Schlumberger Holdings Corp.                             | CUSIP: 806851AN1<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2890740.93   | 0.16%             | 2034-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CaixaBank SA                               | CaixaBank SA                                            | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    3700000 | PA      | $4351999.31   | 0.24%             | 2029-09-07      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp.                   | CUSIP: 459200KA8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      29000 | PA      | $28071.61     | 0.00%             | 2029-05-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| GATX CORP                                  | GATX Corp.                                              | CUSIP: 361448BL6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     500000 | PA      | $500145.00    | 0.03%             | 2033-09-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| KEMPER CORP                                | Kemper Corp.                                            | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |    1327000 | PA      | $1181461.79   | 0.06%             | 2032-02-23      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| STATE STREET CORP                          | State Street Corp.                                      | CUSIP: 857477BG7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    7810000 | PA      | $7187802.37   | 0.39%             | 2030-01-24      | Fixed         | 2.40%                 | No            | 2                  | On Loan: —       |
| APPALACHIAN POWER CO                       | Appalachian Power Co.                                   | CUSIP: 037735DB0<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     400000 | PA      | $405584.21    | 0.02%             | 2034-04-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| CSX Corp                                   | CSX Corp.                                               | CUSIP: 126408GW7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     968000 | PA      | $871014.84    | 0.05%             | 2042-05-30      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| TWDC Enterprises 18 Corp                   | TWDC Enterprises 18 Corp.                               | CUSIP: 25468PCR5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $837654.91    | 0.05%             | 2041-12-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Intel Corp                                 | Intel Corp.                                             | CUSIP: 458140AP5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1152465.06   | 0.06%             | 2042-12-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| INTERCONTINENTALEXCHANGE                   | Intercontinental Exchange, Inc.                         | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $5016620.00   | 0.27%             | 2040-09-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| CSX CORP                                   | CSX Corp.                                               | CUSIP: 126408HW6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1023359.36   | 0.06%             | 2033-11-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| AVALONBAY COMMUNITIES                      | AvalonBay Communities, Inc.                             | CUSIP: 05348EBF5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     510000 | PA      | $488273.06    | 0.03%             | 2029-06-01      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings, Inc.                   | CUSIP: 65339KCU2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7973458.00   | 0.44%             | 2034-03-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| JABIL INC                                  | Jabil, Inc.                                             | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    4195000 | PA      | $3959900.66   | 0.22%             | 2030-01-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| COREBRIDGE FINANCIAL INC                   | Corebridge Financial, Inc.                              | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     800000 | PA      | $736568.54    | 0.04%             | 2032-04-05      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold AUD                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-947314.96   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-444786.28   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co                        | JPMorgan Chase & Co.                                    | CUSIP: 48126BAA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1287468.98   | 0.07%             | 2042-01-06      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| WRKCo Inc                                  | WRKCo, Inc.                                             | CUSIP: 92940PAF1<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1502726.10   | 0.08%             | 2032-06-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| UNITED PARCEL SERVICE                      | United Parcel Service, Inc.                             | CUSIP: 911312AN6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     907000 | PA      | $849613.18    | 0.05%             | 2040-11-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| ATHENE HOLDING LTD                         | Athene Holding Ltd.                                     | CUSIP: 04686JAG6<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    6400000 | PA      | $6480885.63   | 0.35%             | 2034-01-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: —       |
| Japan Government Ten Year Bonds            | Japan Government Ten Year Bonds                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  480000000 | PA      | $3258783.05   | 0.18%             | 2029-06-20      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| Pfizer Inc                                 | Pfizer, Inc.                                            | CUSIP: 717081DT7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     400000 | PA      | $401656.97    | 0.02%             | 2040-09-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| BP CAP MARKETS AMERICA                     | BP Capital Markets America, Inc.                        | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    5400000 | PA      | $3888975.67   | 0.21%             | 2041-06-17      | Fixed         | 3.06%                 | No            | 2                  | On Loan: No      |
| Halliburton Co                             | Halliburton Co.                                         | CUSIP: 406216AW1<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    5400000 | PA      | $5816183.72   | 0.32%             | 2038-09-15      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $1507.51      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SHELL INTERNATIONAL FIN                    | Shell International Finance BV                          | CUSIP: 822582AY8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    3107000 | PA      | $2691722.70   | 0.15%             | 2043-08-12      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| FLOWSERVE CORPORATION                      | Flowserve Corp.                                         | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    9600000 | PA      | $8183196.29   | 0.45%             | 2032-01-15      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                                  | ONEOK, Inc.                                             | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3911384.59   | 0.21%             | 2031-01-15      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| ACCENTURE CAPITAL INC                      | Accenture Capital, Inc.                                 | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2891495.16   | 0.16%             | 2034-10-04      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Apple Inc                                  | Apple, Inc.                                             | CUSIP: 037833CJ7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5949201.66   | 0.32%             | 2027-02-09      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| Prudential Financial Inc                   | Prudential Financial, Inc.                              | CUSIP: 74432QAC9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    3625000 | PA      | $3822417.32   | 0.21%             | 2033-07-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| HP Inc                                     | HP, Inc.                                                | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1956516.42   | 0.11%             | 2041-09-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: —       |
| INTEL CORP                                 | Intel Corp.                                             | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $1941234.96   | 0.11%             | 2041-08-12      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Japan Government Ten Year Bonds            | Japan Government Ten Year Bonds                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  320000000 | PA      | $2178363.41   | 0.12%             | 2029-03-20      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| EXPEDIA GROUP INC                          | Expedia Group, Inc.                                     | CUSIP: 30212PAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      53000 | PA      | $49538.51     | 0.00%             | 2030-02-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| ALABAMA POWER CO                           | Alabama Power Co.                                       | CUSIP: 010392FD5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1465127.45   | 0.08%             | 2041-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Telefonica Europe BV                       | Telefonica Europe BV                                    | CUSIP: 879385AD4<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |    6875000 | PA      | $7903942.41   | 0.43%             | 2030-09-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                   | AT&T, Inc.                                              | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1299624.33   | 0.07%             | 2039-03-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| COREBRIDGE FINANCIAL INC                   | Corebridge Financial, Inc.                              | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $6527880.88   | 0.36%             | 2042-04-05      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                        | American Express Co.                                    | CUSIP: 025816AZ2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2472160.16   | 0.14%             | 2038-03-19      | Fixed         | 8.15%                 | No            | 2                  | On Loan: No      |
| Microsoft Corp                             | Microsoft Corp.                                         | CUSIP: 594918BC7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7442848.32   | 0.41%             | 2035-02-12      | Fixed         | 3.50%                 | No            | 2                  | On Loan: —       |
| MOLSON COORS BEVERAGE                      | Molson Coors Beverage Co.                               | CUSIP: 60871RAD2<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4544189.75   | 0.25%             | 2042-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: —       |
| Rio Tinto Alcan Inc                        | Rio Tinto Alcan, Inc.                                   | CUSIP: 013716AU9<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |    5000000 | PA      | $5368489.55   | 0.29%             | 2033-12-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                       | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1087417.80   | 0.06%             | 2038-05-16      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp.                                        | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     170000 | PA      | $138326.71    | 0.01%             | 2040-04-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| SECURITAS TREASURY IRELA                   | Securitas Treasury Ireland DAC                          | CUSIP: 000000000<br>LEI: 635400BJYMDVAXBPJ960 | Long             | DBT              | CORP              | IE        |     200000 | PA      | $234666.81    | 0.01%             | 2030-02-23      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BANCO BPM SPA                              | Banco BPM SpA                                           | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |     510000 | PA      | $582474.01    | 0.03%             | 2030-01-21      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| The DFA Investment Trust Company           | DFA Investment Trust Co.                                | CUSIP: 23320U405<br>LEI: 549300FSKWEXKF6YBM56 | Long             | EC               | RF                | US        |    6328702 | NS      | $73191434.54  | 4.00%             |  |  |  | No            | 2                  | On Loan: No      |
| IBM INTERNAT CAPITAL                       | IBM International Capital Pte. Ltd.                     | CUSIP: 449276AF1<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    4000000 | PA      | $3773131.92   | 0.21%             | 2044-02-05      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CISCO SYSTEMS INC                          | Cisco Systems, Inc.                                     | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2240733.89   | 0.12%             | 2039-02-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CAZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4500000 | PA      | $4403988.27   | 0.24%             | 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      | $1291254.33   | 0.07%             | 2043-03-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| ESTEE LAUDER CO INC                        | Estee Lauder Cos., Inc.                                 | CUSIP: 29736RAP5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     400000 | PA      | $364759.67    | 0.02%             | 2029-12-01      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                           | Bank of Montreal                                        | CUSIP: 06368L3L8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    5000000 | PA      | $5202961.60   | 0.28%             | 2031-06-04      | Fixed         | 5.51%                 | No            | 2                  | On Loan: No      |
| Marathon Petroleum Corp                    | Marathon Petroleum Corp.                                | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1606452.11   | 0.09%             | 2041-03-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| APPLE INC                                  | Apple, Inc.                                             | CUSIP: 037833DP2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4649952.80   | 0.25%             | 2029-09-11      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| NORTHERN STAR RESOU                        | Northern Star Resources Ltd.                            | CUSIP: 66573RAA6<br>LEI: 254900XFXCRYYZAX6M78 | Long             | DBT              | CORP              | AU        |    5000000 | PA      | $5145530.70   | 0.28%             | 2033-04-11      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Lazard Group LLC                           | Lazard Group LLC                                        | CUSIP: 52107QAJ4<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6918456.09   | 0.38%             | 2028-09-19      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| KELLANOVA                                  | Kellanova                                               | CUSIP: 487836AT5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     700000 | PA      | $795447.11    | 0.04%             | 2031-04-01      | Fixed         | 7.45%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group, Inc.                               | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1252280.14   | 0.07%             | 2041-02-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| PRIMERICA INC                              | Primerica, Inc.                                         | CUSIP: 74164MAB4<br>LEI: 254900621R686KJR7022 | Long             | DBT              | CORP              | US        |    5950000 | PA      | $5180201.08   | 0.28%             | 2031-11-19      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                    | Booz Allen Hamilton, Inc.                               | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2015531.68   | 0.11%             | 2033-08-04      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| JOHNSON & JOHNSON                          | Johnson & Johnson                                       | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $7518300.02   | 0.41%             | 2040-09-01      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| NVIDIA CORP                                | NVIDIA Corp.                                            | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1327086.42   | 0.07%             | 2040-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| MICRON TECHNOLOGY INC                      | Micron Technology, Inc.                                 | CUSIP: 595112BQ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    4334000 | PA      | $4266077.99   | 0.23%             | 2030-02-15      | Fixed         | 4.66%                 | No            | 2                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                    | Bristol-Myers Squibb Co.                                | CUSIP: 110122DR6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $811267.80    | 0.04%             | 2040-11-13      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                         | Banco Santander SA                                      | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     600000 | PA      | $564525.82    | 0.03%             | 2030-05-28      | Fixed         | 3.49%                 | No            | 2                  | On Loan: No      |
| EAGLE MATERIALS                            | Eagle Materials, Inc.                                   | CUSIP: 26969PAB4<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |     600000 | PA      | $523687.28    | 0.03%             | 2031-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: —       |
| Intesa Sanpaolo SpA                        | Intesa Sanpaolo SpA                                     | CUSIP: 46115HBB2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    4000000 | PA      | $3937774.52   | 0.22%             | 2027-07-14      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Pacific LifeCorp                           | Pacific LifeCorp                                        | CUSIP: 694476AD4<br>LEI: VFN8KLUEIK7XMVX1JM30 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2751897.06   | 0.15%             | 2043-01-30      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Ventas Realty LP                           | Ventas Realty LP                                        | CUSIP: 92277GAB3<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    4000000 | PA      | $3831515.76   | 0.21%             | 2043-09-30      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| AUTOZONE INC                               | AutoZone, Inc.                                          | CUSIP: 053332BF8<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     400000 | PA      | $399126.37    | 0.02%             | 2033-08-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                     | Mitsubishi UFJ Financial Group, Inc.                    | CUSIP: 606822BK9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    3200000 | PA      | $2698746.66   | 0.15%             | 2039-07-18      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| MARRIOTT INTERNATIONAL                     | Marriott International, Inc.                            | CUSIP: 571903BH5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2479932.39   | 0.14%             | 2033-10-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: —       |
| eBay Inc                                   | eBay, Inc.                                              | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $791947.73    | 0.04%             | 2042-07-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                   | Healthcare Realty Holdings LP                           | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |     400000 | PA      | $337244.83    | 0.02%             | 2031-03-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group, Inc.                   | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    2200000 | PA      | $2069289.79   | 0.11%             | 2029-07-16      | Fixed         | 3.04%                 | No            | 2                  | On Loan: No      |
| Comcast Corp                               | Comcast Corp.                                           | CUSIP: 20030NAC5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    3437000 | PA      | $3883854.96   | 0.21%             | 2033-03-15      | Fixed         | 7.05%                 | No            | 2                  | On Loan: No      |
| FED CAISSES DESJARDINS                     | Federation des Caisses Desjardins du Quebec             | CUSIP: 000000000<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    1480000 | PA      | $1714837.28   | 0.09%             | 2029-09-05      | Fixed         | 3.47%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Purchased AUD / Sold USD                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | AU        |          1 | NC      | $131994.83    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| WALT DISNEY COMPANY/THE                    | Walt Disney Co.                                         | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    6400000 | PA      | $5185618.62   | 0.28%             | 2040-05-13      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENER PART                    | Kinder Morgan Energy Partners LP                        | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     400000 | PA      | $358847.13    | 0.02%             | 2044-09-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Legg Mason Inc                             | Legg Mason, Inc.                                        | CUSIP: 524901AR6<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |    4280000 | PA      | $4123347.16   | 0.23%             | 2044-01-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| NiSource Inc                               | NiSource, Inc.                                          | CUSIP: 65473QAX1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     525000 | PA      | $525885.00    | 0.03%             | 2041-06-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| CNO Financial Group Inc                    | CNO Financial Group, Inc.                               | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2752059.70   | 0.15%             | 2029-05-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                       | Glencore Funding LLC                                    | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    5600000 | PA      | $4979469.99   | 0.27%             | 2031-04-27      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| GLOBAL PAYMENTS INC                        | Global Payments, Inc.                                   | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    2020000 | PA      | $1880743.14   | 0.10%             | 2029-08-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: —       |
| Phillips 66                                | Phillips 66                                             | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    2380000 | PA      | $2279683.67   | 0.12%             | 2042-05-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK                     | Canadian Imperial Bank of Commerce                      | CUSIP: 13607LWW9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    8000000 | PA      | $8492757.04   | 0.46%             | 2033-10-03      | Fixed         | 6.09%                 | No            | 2                  | On Loan: No      |
| ROCHE HOLDINGS INC                         | Roche Holdings, Inc.                                    | CUSIP: 771196CP5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     400000 | PA      | $401088.25    | 0.02%             | 2029-09-09      | Fixed         | 4.20%                 | No            | 2                  | On Loan: —       |
| Comcast Corp                               | Comcast Corp.                                           | CUSIP: 20030NBP5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    3250000 | PA      | $3061965.99   | 0.17%             | 2035-08-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| AFFILIATED MANAGERS GROU                   | Affiliated Managers Group, Inc.                         | CUSIP: 008252AR9<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2727311.75   | 0.15%             | 2034-08-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK                     | Canadian Imperial Bank of Commerce                      | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    2150000 | PA      | $2520147.71   | 0.14%             | 2029-07-09      | Fixed         | 3.81%                 | No            | 2                  | On Loan: No      |
| VOLKSWAGEN FIN SERV NV                     | Volkswagen Financial Services NV                        | CUSIP: 000000000<br>LEI: 529900ZTQC8D1TW6BL41 | Long             | DBT              | CORP              | NL        |    7000000 | PA      | $8897909.79   | 0.49%             | 2026-07-05      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| CIGNA GROUP/THE                            | Cigna Group                                             | CUSIP: 125523CD0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     400000 | PA      | $412296.46    | 0.02%             | 2041-11-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                      | CUSIP: 37045XEG7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8135402.80   | 0.44%             | 2030-04-06      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| FORTIVE CORPORATION                        | Fortive Corp.                                           | CUSIP: 000000000<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |     511000 | PA      | $592768.31    | 0.03%             | 2029-08-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| CIGNA GROUP/THE                            | Cigna Group                                             | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2600664.30   | 0.14%             | 2038-08-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| REINSURANCE GRP OF AMER                    | Reinsurance Group of America, Inc.                      | CUSIP: 759351AP4<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1110193.30   | 0.06%             | 2030-06-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    5000000 | PA      | $5799175.06   | 0.32%             | 2029-12-13      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| ERP OPERATING LP                           | ERP Operating LP                                        | CUSIP: 26884ABP7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    5400000 | PA      | $5186985.17   | 0.28%             | 2034-09-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| 3M COMPANY                                 | 3M Co.                                                  | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1841529.94   | 0.10%             | 2029-08-26      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                              | RCI Banque SA                                           | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |     300000 | PA      | $341804.56    | 0.02%             | 2029-07-26      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                       | Glencore Funding LLC                                    | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5318354.00   | 0.29%             | 2033-10-06      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| FLEX LTD                                   | Flex Ltd.                                               | CUSIP: 33938XAB1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    2500000 | PA      | $2461151.50   | 0.13%             | 2030-05-12      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| PPG INDUSTRIES INC                         | PPG Industries, Inc.                                    | CUSIP: 693506BR7<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4673164.60   | 0.26%             | 2029-08-15      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES CORP                       | Targa Resources Corp.                                   | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2739620.67   | 0.15%             | 2033-02-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                               | Comcast Corp.                                           | CUSIP: 20030NED9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     500000 | PA      | $505386.46    | 0.03%             | 2029-01-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Johnson & Johnson                          | Johnson & Johnson                                       | CUSIP: 478160BU7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4485069.90   | 0.24%             | 2036-03-01      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                   | Enterprise Products Operating LLC                       | CUSIP: 29379VAV5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1270000 | PA      | $1249617.27   | 0.07%             | 2042-02-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp.                                        | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     400000 | PA      | $387435.55    | 0.02%             | 2044-06-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| INTERSTATE POWER & LIGHT                   | Interstate Power & Light Co.                            | CUSIP: 461070AS3<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    2228000 | PA      | $1990007.45   | 0.11%             | 2030-06-01      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| CENTERPOINT ENERGY RES                     | CenterPoint Energy Resources Corp.                      | CUSIP: 15189WAH3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3021346.77   | 0.17%             | 2041-01-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                   | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    4909000 | PA      | $4772551.55   | 0.26%             | 2032-06-08      | Fixed         | 4.46%                 | No            | 2                  | On Loan: —       |
| SHELL FINANCE US INC                       | Shell Finance U.S., Inc.                                | CUSIP: 822905AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $185080.82    | 0.01%             | 2029-11-07      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| AKER BP ASA                                | Aker BP ASA                                             | CUSIP: 00973RAM5<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   10000000 | PA      | $10041578.00  | 0.55%             | 2033-06-13      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| SKANDINAVISKA ENSKILDA                     | Skandinaviska Enskilda Banken AB                        | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |     500000 | PA      | $509107.55    | 0.03%             | 2029-11-12      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| CON EDISON CO OF NY INC                    | Consolidated Edison Co. of New York, Inc.               | CUSIP: 209111EU3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1465924.55   | 0.08%             | 2038-04-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| AYVENS SA                                  | Ayvens SA                                               | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | DBT              | CORP              | FR        |    6500000 | PA      | $7588189.58   | 0.41%             | 2029-07-16      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                   | Anheuser-Busch InBev Worldwide, Inc.                    | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    4695000 | PA      | $4757469.32   | 0.26%             | 2039-01-23      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| PRUDENTIAL FUNDING ASIA                    | Prudential Funding Asia PLC                             | CUSIP: 744330AB7<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |    2750000 | PA      | $2532764.47   | 0.14%             | 2032-03-24      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| ISS GLOBAL A/S                             | ISS Global AS                                           | CUSIP: 000000000<br>LEI: 213800W6DPUGWBGTD766 | Long             | DBT              | CORP              | DK        |    3100000 | PA      | $3623256.63   | 0.20%             | 2029-06-05      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Lincoln National Corp                      | Lincoln National Corp.                                  | CUSIP: 534187AW9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1026311.33   | 0.06%             | 2037-10-09      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| ORIX CORP                                  | ORIX Corp.                                              | CUSIP: 686330AP6<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    2500000 | PA      | $2336346.43   | 0.13%             | 2032-04-13      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| HOST HOTELS & RESORTS LP                   | Host Hotels & Resorts LP                                | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    1101000 | PA      | $1015193.37   | 0.06%             | 2029-12-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| BOARDWALK PIPELINES LP                     | Boardwalk Pipelines LP                                  | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     150000 | PA      | $132064.30    | 0.01%             | 2032-09-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                    | Bristol-Myers Squibb Co.                                | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2412553.33   | 0.13%             | 2039-06-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                    | Nationwide Building Society                             | CUSIP: 63861VAK3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    1180000 | PA      | $1200854.64   | 0.07%             | 2029-07-29      | Fixed         | 5.13%                 | 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      | $2950156.05   | 0.16%             | 2034-04-10      | Fixed         | 4.99%                 | No            | 2                  | On Loan: No      |
| KIMCO REALTY OP LLC                        | Kimco Realty OP LLC                                     | CUSIP: 49446RBA6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    2500000 | PA      | $2412604.20   | 0.13%             | 2033-02-01      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased AUD / Sold USD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |          1 | NC      | $7459.57      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STANLEY BLACK & DECKER I                   | Stanley Black & Decker, Inc.                            | CUSIP: 854502AQ4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $5530975.58   | 0.30%             | 2032-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| VENTAS REALTY LP                           | Ventas Realty LP                                        | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    3400000 | PA      | $3155942.08   | 0.17%             | 2030-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: —       |
| BAYER US FINANCE LLC                       | Bayer U.S. Finance LLC                                  | CUSIP: 07274EAL7<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10450347.20  | 0.57%             | 2033-11-21      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| CONSTELLATION EN GEN LLC                   | Constellation Energy Generation LLC                     | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     400000 | PA      | $414433.54    | 0.02%             | 2033-03-01      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| FANNIE MAE                                 | Federal National Mortgage Association                   | CUSIP: 3135G05X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    5750000 | PA      | $5679334.00   | 0.31%             | 2025-08-25      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| ARROW ELECTRONICS INC                      | Arrow Electronics, Inc.                                 | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5026584.85   | 0.27%             | 2034-04-10      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| OVINTIV INC                                | Ovintiv, Inc.                                           | CUSIP: 69047QAC6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6899113.69   | 0.38%             | 2033-07-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                       | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     400000 | PA      | $327426.76    | 0.02%             | 2043-03-04      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                         | Royalty Pharma PLC                                      | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    9250000 | PA      | $6794095.03   | 0.37%             | 2040-09-02      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                   | CUSIP: 961214EW9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     301000 | PA      | $279363.15    | 0.02%             | 2028-11-20      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| CONTINENTAL RESOURCES                      | Continental Resources, Inc.                             | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $10411559.73  | 0.57%             | 2032-04-01      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-27353.30    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LSEGA FINANCING PLC                        | LSEGA Financing PLC                                     | CUSIP: 50220PAE3<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |    4700000 | PA      | $3543424.99   | 0.19%             | 2041-04-06      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| BLACKROCK FUNDING INC                      | BlackRock Funding, Inc.                                 | CUSIP: 09290DAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     843000 | PA      | $861424.32    | 0.05%             | 2029-03-14      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| UNITED PARCEL SERVICE                      | United Parcel Service, Inc.                             | CUSIP: 911312BV7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    5260000 | PA      | $5093389.08   | 0.28%             | 2040-04-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| CANADIAN NATL RESOURCES                    | Canadian Natural Resources Ltd.                         | CUSIP: 136385AG6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    2000000 | PA      | $1991563.62   | 0.11%             | 2035-02-01      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| GLENCORE CAP FIN DAC                       | Glencore Capital Finance DAC                            | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |     600000 | PA      | $620814.77    | 0.03%             | 2029-03-01      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATL FINANCIAL                    | Fidelity National Financial, Inc.                       | CUSIP: 31620RAK1<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $854420.08    | 0.05%             | 2031-03-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| VIRGINIA ELEC & POWER CO                   | Virginia Electric & Power Co.                           | CUSIP: 927804FL3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2225203.74   | 0.12%             | 2043-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| VIRGINIA ELEC & POWER CO                   | Virginia Electric & Power Co.                           | CUSIP: 927804FG4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    1138000 | PA      | $1488194.70   | 0.08%             | 2038-11-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| MERCEDES-BENZ FIN NA                       | Mercedes-Benz Finance North America LLC                 | CUSIP: 58769JBA4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $3135417.25   | 0.17%             | 2029-11-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased AUD / Sold USD                                | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |          1 | NC      | $28853.36     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TOTALENERGIES CAP INTL                     | TotalEnergies Capital International SA                  | CUSIP: 89153VAT6<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $941351.42    | 0.05%             | 2030-01-10      | Fixed         | 2.83%                 | No            | 2                  | On Loan: —       |
| ALTRIA GROUP INC                           | Altria Group, Inc.                                      | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    6600000 | PA      | $5595801.68   | 0.31%             | 2032-02-04      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                           | T-Mobile USA, Inc.                                      | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $6081414.00   | 0.33%             | 2041-02-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Amgen Inc                                  | Amgen, Inc.                                             | CUSIP: 031162BE9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1090299.17   | 0.06%             | 2041-10-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| LSEGA FINANCING PLC                        | LSEGA Financing PLC                                     | CUSIP: 50220PAD5<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |     257000 | PA      | $228475.60    | 0.01%             | 2031-04-06      | Fixed         | 2.50%                 | No            | 2                  | On Loan: —       |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group, Inc.                               | CUSIP: 38141GCU6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    6200000 | PA      | $6671814.05   | 0.36%             | 2033-02-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| HEALTH CARE SERVICE CORP                   | Health Care Service Corp. A Mutual Legal Reserve Co.    | CUSIP: 42218SAF5<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |     350000 | PA      | $311242.15    | 0.02%             | 2030-06-01      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| KYNDRYL HOLDINGS INC                       | Kyndryl Holdings, Inc.                                  | CUSIP: 50155QAN0<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $5468578.32   | 0.30%             | 2034-02-20      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| BLACK HILLS CORP                           | Black Hills Corp.                                       | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     770000 | PA      | $795253.50    | 0.04%             | 2035-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                   | Brighthouse Financial, Inc.                             | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    4035000 | PA      | $4139691.10   | 0.23%             | 2030-05-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: —       |
| SIXT SE                                    | Sixt SE                                                 | CUSIP: 000000000<br>LEI: 5299004ZME6CSBR7WP07 | Long             | DBT              | CORP              | DE        |     300000 | PA      | $342512.14    | 0.02%             | 2030-01-22      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                             | Home Depot, Inc.                                        | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    8400000 | PA      | $6633814.24   | 0.36%             | 2040-04-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| NASDAQ INC                                 | Nasdaq, Inc.                                            | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     410000 | PA      | $420885.29    | 0.02%             | 2030-02-13      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| MERCK & CO INC                             | Merck & Co., Inc.                                       | CUSIP: 58933YBA2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2088530.49   | 0.11%             | 2040-06-24      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN INC                          | Kinder Morgan, Inc.                                     | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4871214.20   | 0.27%             | 2034-12-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| SOUTHWEST GAS CORP                         | Southwest Gas Corp.                                     | CUSIP: 845011AC9<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    5700000 | PA      | $5018022.82   | 0.27%             | 2030-06-15      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| WestRock MWV LLC                           | WestRock MWV LLC                                        | CUSIP: 961548AY0<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |    3112000 | PA      | $3566859.35   | 0.19%             | 2031-02-15      | Fixed         | 7.95%                 | No            | 2                  | On Loan: No      |
| Oracle Corp                                | Oracle Corp.                                            | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $7014931.83   | 0.38%             | 2040-04-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                            | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   10500000 | PA      | $9792365.63   | 0.53%             | 2039-03-15      | Fixed         | 4.81%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                         | Credit Agricole SA                                      | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     900000 | PA      | $592014.39    | 0.03%             | 2029-01-18      | Fixed         | 5.41%                 | No            | 2                  | On Loan: No      |
| DOLLAR GENERAL CORP                        | Dollar General Corp.                                    | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1220523.72   | 0.07%             | 2030-04-03      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ASHTEAD CAPITAL INC                        | Ashtead Capital, Inc.                                   | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2528905.78   | 0.14%             | 2033-10-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATL INFO SERV                    | Fidelity National Information Services, Inc.            | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $711596.59    | 0.04%             | 2041-03-01      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                  | Boeing Co.                                              | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1825000 | PA      | $1574507.98   | 0.09%             | 2034-05-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| LPL HOLDINGS INC                           | LPL Holdings, Inc.                                      | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1729618.30   | 0.09%             | 2034-05-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| WESTLAKE CORP                              | Westlake Corp.                                          | CUSIP: 960413AY8<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     800000 | PA      | $527567.84    | 0.03%             | 2041-08-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co                        | JPMorgan Chase & Co.                                    | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    8700000 | PA      | $8765976.10   | 0.48%             | 2040-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| AEP TEXAS INC                              | AEP Texas, Inc.                                         | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     400000 | PA      | $402424.95    | 0.02%             | 2034-05-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| ASSURANT INC                               | Assurant, Inc.                                          | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5048485.26   | 0.28%             | 2032-01-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                               | Broadcom, Inc.                                          | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     400000 | PA      | $380433.80    | 0.02%             | 2032-04-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| LINCOLN NATIONAL CORP                      | Lincoln National Corp.                                  | CUSIP: 534187BQ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    4555000 | PA      | $4057662.64   | 0.22%             | 2032-03-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                           | Societe Generale SA                                     | CUSIP: 83368RAW2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    5400000 | PA      | $4969056.56   | 0.27%             | 2030-01-22      | Fixed         | 3.00%                 | No            | 2                  | On Loan: —       |
| CARRIER GLOBAL CORP                        | Carrier Global Corp.                                    | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    3211000 | PA      | $2508589.74   | 0.14%             | 2040-04-05      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| NATIONAL FUEL GAS CO                       | National Fuel Gas Co.                                   | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $2922135.65   | 0.16%             | 2031-03-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Dow Chemical Co/The                        | Dow Chemical Co.                                        | CUSIP: 260543CE1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    8400000 | PA      | $7460677.64   | 0.41%             | 2041-11-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| TRAVELERS COS INC                          | Travelers Cos., Inc.                                    | CUSIP: 89417EAJ8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1763895.56   | 0.10%             | 2043-08-01      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| ENI SPA                                    | Eni SpA                                                 | CUSIP: 26874RAN8<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    5800000 | PA      | $5748305.30   | 0.31%             | 2034-05-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORP                         | Realty Income Corp.                                     | CUSIP: 756109BA1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    4600000 | PA      | $3619177.19   | 0.20%             | 2033-03-15      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                         | Banco Santander SA                                      | CUSIP: 05964HBG9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    5000000 | PA      | $5162624.75   | 0.28%             | 2031-07-15      | Fixed         | 5.44%                 | No            | 2                  | On Loan: No      |
| AUTONATION INC                             | AutoNation, Inc.                                        | CUSIP: 05329WAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2519306.85   | 0.14%             | 2031-08-01      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                       | Royal Bank of Canada                                    | CUSIP: 78016FZX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    6000000 | PA      | $6027838.98   | 0.33%             | 2033-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| DSV FINANCE BV                             | DSV Finance BV                                          | CUSIP: 000000000<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |    1500000 | PA      | $1744721.20   | 0.10%             | 2029-06-26      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| JOHNSON & JOHNSON                          | Johnson & Johnson                                       | CUSIP: 478160CW2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15453150.90  | 0.84%             | 2034-06-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: —       |
| SVENSKA HANDELSBANKEN AB                   | Svenska Handelsbanken AB                                | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    2000000 | PA      | $2013517.17   | 0.11%             | 2030-02-18      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| LEAR CORP                                  | Lear Corp.                                              | CUSIP: 521865BB0<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    3595000 | PA      | $3340967.49   | 0.18%             | 2030-05-30      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| AGCO CORP                                  | AGCO Corp.                                              | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    4660000 | PA      | $4628909.78   | 0.25%             | 2034-03-21      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| BROOKFIELD FINANCE INC                     | Brookfield Finance, Inc.                                | CUSIP: 11271LAE2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    2000000 | PA      | $1952328.84   | 0.11%             | 2030-04-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: —       |
| BAKER HUGHES HLDGS LLC                     | Baker Hughes Holdings LLC                               | CUSIP: 057224AZ0<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5691332.16   | 0.31%             | 2040-09-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Oracle Corp                                | Oracle Corp.                                            | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     400000 | PA      | $334005.20    | 0.02%             | 2037-11-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK                     | Canadian Imperial Bank of Commerce                      | CUSIP: 13607HR53<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    2000000 | PA      | $1836811.04   | 0.10%             | 2032-04-07      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| ITALGAS SPA                                | Italgas SpA                                             | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | DBT              | CORP              | IT        |    1200000 | PA      | $1350122.18   | 0.07%             | 2030-03-06      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CAB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3750000 | PA      | $3712060.54   | 0.20%             | 2025-07-31      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| FOX CORP                                   | Fox Corp.                                               | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    9600000 | PA      | $9218027.14   | 0.50%             | 2039-01-25      | Fixed         | 5.48%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corp                         | Union Pacific Corp.                                     | CUSIP: 907818EQ7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1718646.24   | 0.09%             | 2037-09-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| RTX CORP                                   | RTX Corp.                                               | CUSIP: 75513ECA7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3703519.88   | 0.20%             | 2040-10-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| JOHNSON & JOHNSON                          | Johnson & Johnson                                       | CUSIP: 478160CQ5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    2825000 | PA      | $2451284.51   | 0.13%             | 2030-09-01      | Fixed         | 1.30%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORP                         | Realty Income Corp.                                     | CUSIP: 756109BK9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     972000 | PA      | $910339.12    | 0.05%             | 2029-12-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                  | Goldman Sachs Group, Inc.                               | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2872865.85   | 0.16%             | 2029-05-09      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                        | American Tower Corp.                                    | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     400000 | PA      | $409333.81    | 0.02%             | 2033-07-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                   | CUSIP: 89114TZV7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    5000000 | PA      | $4477005.40   | 0.24%             | 2032-03-10      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| International Paper Co                     | International Paper Co.                                 | CUSIP: 460146CH4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8896995.54   | 0.49%             | 2041-11-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| AKER BP ASA                                | Aker BP ASA                                             | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    1000000 | PA      | $932319.69    | 0.05%             | 2031-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| AUTONATION INC                             | AutoNation, Inc.                                        | CUSIP: 05329WAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2737482.51   | 0.15%             | 2028-08-01      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| EVERSOURCE ENERGY                          | Eversource Energy                                       | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     400000 | PA      | $394249.55    | 0.02%             | 2033-05-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| PROGRESSIVE CORP                           | Progressive Corp.                                       | CUSIP: 743315AL7<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     900000 | PA      | $979599.64    | 0.05%             | 2032-12-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| BROWN & BROWN INC                          | Brown & Brown, Inc.                                     | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     400000 | PA      | $372530.30    | 0.02%             | 2032-03-17      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| EMERSON ELECTRIC CO                        | Emerson Electric Co.                                    | CUSIP: 291011BQ6<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     260000 | PA      | $241097.33    | 0.01%             | 2028-12-21      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| WALT DISNEY COMPANY/THE                    | Walt Disney Co.                                         | CUSIP: 254687DZ6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2428280.49   | 0.13%             | 2034-12-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                            | CVS Health Corp.                                        | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    8800000 | PA      | $7936491.55   | 0.43%             | 2038-03-25      | Fixed         | 4.78%                 | No            | 2                  | On Loan: No      |
| ALBEMARLE CORP                             | Albemarle Corp.                                         | CUSIP: 012653AE1<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1104924.53   | 0.06%             | 2032-06-01      | Fixed         | 5.05%                 | No            | 2                  | On Loan: —       |
| TRAVELERS COS INC                          | Travelers Cos., Inc.                                    | CUSIP: 89417EAH2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3291135.34   | 0.18%             | 2040-11-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORP                         | Realty Income Corp.                                     | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    2600000 | PA      | $2682245.90   | 0.15%             | 2032-10-13      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                   | Enterprise Products Operating LLC                       | CUSIP: 293791AF6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    2035000 | PA      | $2254522.61   | 0.12%             | 2033-03-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Conagra Brands Inc                         | Conagra Brands, Inc.                                    | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    7600000 | PA      | $7194417.41   | 0.39%             | 2038-11-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATL INFO SERV                    | Fidelity National Information Services, Inc.            | CUSIP: 31620MBY1<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3504580.73   | 0.19%             | 2032-07-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| NATWEST MARKETS PLC                        | NatWest Markets PLC                                     | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    7500000 | PA      | $5006572.04   | 0.27%             | 2028-08-23      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                               | Broadcom, Inc.                                          | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     600000 | PA      | $535082.11    | 0.03%             | 2033-04-15      | Fixed         | 3.42%                 | No            | 2                  | On Loan: No      |
| Voya Financial Inc                         | Voya Financial, Inc.                                    | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1141462.42   | 0.06%             | 2043-07-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: —       |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group, Inc.                                | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $3772180.67   | 0.21%             | 2041-05-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| Black Hills Corp                           | Black Hills Corp.                                       | CUSIP: 092113AQ2<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    8837000 | PA      | $8306136.93   | 0.45%             | 2033-05-01      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| DAIMLER TRUCK FINAN NA                     | Daimler Truck Finance North America LLC                 | CUSIP: 233853AW0<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     850000 | PA      | $843372.49    | 0.05%             | 2034-01-18      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN INC                          | Kinder Morgan, Inc.                                     | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     400000 | PA      | $453619.86    | 0.02%             | 2032-01-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| HIGHWOODS REALTY LP                        | Highwoods Realty LP                                     | CUSIP: 431282AU6<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |    1000000 | PA      | $1095175.13   | 0.06%             | 2034-02-01      | Fixed         | 7.65%                 | No            | 2                  | On Loan: No      |
| ONTARIO TEACHERS' FINANC                   | Ontario Teachers' Finance Trust                         | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |    4000000 | PA      | $4101300.72   | 0.22%             | 2029-04-10      | Fixed         | 4.63%                 | No            | 2                  | On Loan: —       |
| Ovintiv Inc                                | Ovintiv, Inc.                                           | CUSIP: 292505AE4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $973161.52    | 0.05%             | 2037-08-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold AUD                                | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-560082.32   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Mars Inc                                   | Mars, Inc.                                              | CUSIP: 571676AC9<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4505107.55   | 0.25%             | 2034-04-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                     | Fairfax Financial Holdings Ltd.                         | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     950000 | PA      | $965450.51    | 0.05%             | 2032-08-16      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Lockheed Martin Corp                       | Lockheed Martin Corp.                                   | CUSIP: 539830BB4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1241674.04   | 0.07%             | 2042-12-15      | Fixed         | 4.07%                 | No            | 2                  | On Loan: No      |
| SSE PLC                                    | SSE PLC                                                 | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $226736.86    | 0.01%             | 2029-08-01      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Bayer US Finance II LLC                    | Bayer U.S. Finance II LLC                               | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1471383.68   | 0.08%             | 2028-12-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Abbott Laboratories                        | Abbott Laboratories                                     | CUSIP: 002824BN9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4674701.30   | 0.26%             | 2043-04-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: —       |
| STEEL DYNAMICS INC                         | Steel Dynamics, Inc.                                    | CUSIP: 858119BM1<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    6080000 | PA      | $5586714.40   | 0.31%             | 2031-01-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| HELMERICH & PAYNE INC                      | Helmerich & Payne, Inc.                                 | CUSIP: 423452AG6<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $2985225.91   | 0.16%             | 2031-09-29      | Fixed         | 2.90%                 | 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      | $44247.41     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Japan Government Five Year Bonds           | Japan Government Five Year Bonds                        | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1600000000 | PA      | $11045349.00  | 0.60%             | 2027-12-20      | Fixed         | 0.20%                 | No            | 2                  | On Loan: No      |
| PPG INDUSTRIES INC                         | PPG Industries, Inc.                                    | CUSIP: 693506BS5<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    2695000 | PA      | $2454663.81   | 0.13%             | 2030-06-15      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| ERP OPERATING LP                           | ERP Operating LP                                        | CUSIP: 26884ABN2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    2000000 | PA      | $1711288.06   | 0.09%             | 2031-08-01      | Fixed         | 1.85%                 | No            | 2                  | On Loan: No      |
| QUANTA SERVICES INC                        | Quanta Services, Inc.                                   | CUSIP: 74762EAJ1<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $762072.40    | 0.04%             | 2041-10-01      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| BOARDWALK PIPELINES LP                     | Boardwalk Pipelines LP                                  | CUSIP: 096630AK4<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4952085.00   | 0.27%             | 2034-08-01      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                   | Berkshire Hathaway Energy Co.                           | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $4533491.55   | 0.25%             | 2036-04-01      | Fixed         | 6.13%                 | 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      | $2164684.23   | 0.12%             | 2041-10-29      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Flex Ltd                                   | Flex Ltd.                                               | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    2389000 | PA      | $2371982.72   | 0.13%             | 2029-06-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| MOTABILITY OPERATIONS GR                   | Motability Operations Group PLC                         | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |    5000000 | PA      | $5824550.91   | 0.32%             | 2029-07-24      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Oracle Corp                                | Oracle Corp.                                            | CUSIP: 68389XBD6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2966000 | PA      | $2776620.28   | 0.15%             | 2030-05-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Stora Enso OYJ                             | Stora Enso OYJ                                          | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | DBT              | CORP              | FI        |     160000 | PA      | $187998.81    | 0.01%             | 2029-09-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| WILLIAMS COMPANIES INC                     | Williams Cos., Inc.                                     | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     400000 | PA      | $408899.58    | 0.02%             | 2033-03-15      | Fixed         | 5.65%                 | 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      | $-85887.79    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                   | Enterprise Products Operating LLC                       | CUSIP: 293791AP4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1659053.82   | 0.09%             | 2034-10-15      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| BAT Capital Corp                           | BAT Capital Corp.                                       | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    8600000 | PA      | $8643621.95   | 0.47%             | 2030-04-02      | Fixed         | 4.91%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FIN GROUP INC                    | Jefferies Financial Group, Inc.                         | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    7900000 | PA      | $6659704.98   | 0.36%             | 2031-10-15      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| AMGEN INC                                  | Amgen, Inc.                                             | CUSIP: 031162CW8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    3413000 | PA      | $3002741.73   | 0.16%             | 2031-02-25      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| STELLANTIS FIN US INC                      | Stellantis Finance U.S., Inc.                           | CUSIP: 85855CAB6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    8389000 | PA      | $6917780.80   | 0.38%             | 2031-09-15      | Fixed         | 2.69%                 | No            | 2                  | On Loan: —       |
| CON EDISON CO OF NY INC                    | Consolidated Edison Co. of New York, Inc.               | CUSIP: 209111EY5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1397720.38   | 0.08%             | 2039-12-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CBRE SERVICES INC                          | CBRE Services, Inc.                                     | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     787000 | PA      | $812949.04    | 0.04%             | 2034-08-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| TANGER PROPERTIES LP                       | Tanger Properties LP                                    | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              |  | US        |    6000000 | PA      | $5165504.16   | 0.28%             | 2031-09-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased AUD / Sold USD                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |          1 | NC      | $-17430.58    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BROOKFIELD FINANCE INC                     | Brookfield Finance, Inc.                                | CUSIP: 11271LAH5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    4000000 | PA      | $3551251.64   | 0.19%             | 2031-04-15      | Fixed         | 2.72%                 | No            | 2                  | On Loan: —       |
| American Express Co                        | American Express Co.                                    | CUSIP: 025816BF5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $4997331.12   | 0.27%             | 2042-12-03      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp.                   | CUSIP: 459200JR3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     125500 | PA      | $123531.66    | 0.01%             | 2027-01-27      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| INTERSTATE POWER & LIGHT                   | Interstate Power & Light Co.                            | CUSIP: 461070AU8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     400000 | PA      | $411901.16    | 0.02%             | 2033-10-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                        | Bank of Nova Scotia                                     | CUSIP: 06418JAC5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    2000000 | PA      | $2066643.42   | 0.11%             | 2034-02-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| CENTERPOINT ENERGY RES                     | CenterPoint Energy Resources Corp.                      | CUSIP: 15189WAS9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8078854.80   | 0.44%             | 2034-07-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| NETAPP INC                                 | NetApp, Inc.                                            | CUSIP: 64110DAK0<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $3234943.58   | 0.18%             | 2030-06-22      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| ERAC USA Finance LLC                       | ERAC USA Finance LLC                                    | CUSIP: 26884TAE2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    1851000 | PA      | $1829636.29   | 0.10%             | 2042-03-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CAROLINAS                      | Duke Energy Carolinas LLC                               | CUSIP: 26442CAA2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    2167000 | PA      | $2286257.72   | 0.12%             | 2037-06-01      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP LP                    | Simon Property Group LP                                 | CUSIP: 828807DK0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    3800000 | PA      | $3469680.63   | 0.19%             | 2030-07-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| ENEL FINANCE INTL NV                       | Enel Finance International NV                           | CUSIP: 29278GBE7<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    5400000 | PA      | $5421781.44   | 0.30%             | 2034-06-26      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                         | Credit Agricole SA                                      | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    2000000 | PA      | $2379001.94   | 0.13%             | 2030-03-07      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| PHILLIPS 66 CO                             | Phillips 66 Co.                                         | CUSIP: 718547AR3<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4948582.05   | 0.27%             | 2033-06-30      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased AUD / Sold USD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |          1 | NC      | $57969.31     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NYKREDIT REALKREDIT AS                     | Nykredit Realkredit AS                                  | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |     500000 | PA      | $569138.43    | 0.03%             | 2030-01-10      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Humana Inc                                 | Humana, Inc.                                            | CUSIP: 444859BB7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    5640000 | PA      | $4687883.34   | 0.26%             | 2042-12-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Suncor Energy Inc                          | Suncor Energy, Inc.                                     | CUSIP: 867229AD8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    6600000 | PA      | $6701018.41   | 0.37%             | 2034-12-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| WELLTOWER OP LLC                           | Welltower OP LLC                                        | CUSIP: 95040QAJ3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    1200000 | PA      | $1130221.27   | 0.06%             | 2030-01-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| KROGER CO                                  | Kroger Co.                                              | CUSIP: 501044CT6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     400000 | PA      | $367080.78    | 0.02%             | 2043-08-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Halliburton Co                             | Halliburton Co.                                         | CUSIP: 406216BA8<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     140000 | PA      | $115541.50    | 0.01%             | 2041-11-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group, Inc.                   | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    2000000 | PA      | $2040016.81   | 0.11%             | 2029-10-23      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| CF Industries Inc                          | CF Industries, Inc.                                     | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1645937.33   | 0.09%             | 2034-03-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| SHELL INTERNATIONAL FIN                    | Shell International Finance BV                          | CUSIP: 822582AD4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    4000000 | PA      | $4390876.52   | 0.24%             | 2038-12-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| PROLOGIS LP                                | Prologis LP                                             | CUSIP: 74340XBT7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    2600000 | PA      | $2555875.45   | 0.14%             | 2033-01-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| General Motors Co                          | General Motors Co.                                      | CUSIP: 37045VAH3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1235923.84   | 0.07%             | 2035-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| MOSAIC CO                                  | Mosaic Co.                                              | CUSIP: 61945CAE3<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     400000 | PA      | $378530.90    | 0.02%             | 2043-11-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| BLACKROCK INC                              | Blackrock, Inc.                                         | CUSIP: 09247XAP6<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |     710000 | PA      | $689094.85    | 0.04%             | 2029-04-30      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Georgia-Pacific LLC                        | Georgia-Pacific LLC                                     | CUSIP: 373298BR8<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    4760000 | PA      | $5424797.45   | 0.30%             | 2029-11-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp.                   | CUSIP: 459200KK6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $4314081.84   | 0.24%             | 2040-05-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| BROOKFIELD FINANCE INC                     | Brookfield Finance, Inc.                                | CUSIP: 11271LAM4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    3000000 | PA      | $3030147.90   | 0.17%             | 2035-01-15      | Fixed         | 5.68%                 | No            | 2                  | On Loan: No      |
| PRUDENTIAL FUNDING ASIA                    | Prudential Funding Asia PLC                             | CUSIP: 744330AA9<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |    3600000 | PA      | $3386031.52   | 0.18%             | 2030-04-14      | Fixed         | 3.13%                 | 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      | $3438526.12   | 0.19%             | 2033-10-29      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| PHILLIPS 66                                | Phillips 66                                             | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $1923129.54   | 0.11%             | 2030-12-15      | Fixed         | 2.15%                 | No            | 2                  | On Loan: —       |
| ESTEE LAUDER CO INC                        | Estee Lauder Cos., Inc.                                 | CUSIP: 29736RAQ3<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     145000 | PA      | $132130.97    | 0.01%             | 2030-04-15      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Exelon Corp                                | Exelon Corp.                                            | CUSIP: 30161NAC5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     400000 | PA      | $403847.57    | 0.02%             | 2035-06-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                   | Amcor Flexibles North America, Inc.                     | CUSIP: 081437AT2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     375000 | PA      | $336951.32    | 0.02%             | 2030-06-19      | Fixed         | 2.63%                 | 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      | $-44500.89    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                   | Enterprise Products Operating LLC                       | CUSIP: 29379VAY9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1176366.37   | 0.06%             | 2043-02-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                   | Siemens Financieringsmaatschappij NV                    | CUSIP: 82620KBF9<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |   10000000 | PA      | $7290463.30   | 0.40%             | 2041-03-11      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| FEDEX CORP                                 | FedEx Corp.                                             | CUSIP: 31428XCR5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2598672.84   | 0.14%             | 2044-01-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| TIKEHAU CAPITAL SCA                        | Tikehau Capital SCA                                     | CUSIP: 000000000<br>LEI: 969500BY8TEU16U3SJ94 | Long             | DBT              | CORP              | FR        |     400000 | PA      | $505094.09    | 0.03%             | 2030-03-14      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| STATE STREET BANK & TR                     | State Street Bank & Trust Co.                           | CUSIP: 857449AE2<br>LEI: 571474TGEMMWANRLN572 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5082500.85   | 0.28%             | 2029-11-23      | Fixed         | 4.78%                 | No            | 2                  | On Loan: —       |
| HYPO NOE LB NOE WIEN AG                    | HYPO NOE Landesbank fuer Niederoesterreich und Wien AG  | CUSIP: 000000000<br>LEI: 5493007BWYDPQZLZ0Y27 | Long             | DBT              | CORP              | AT        |    2000000 | PA      | $2323116.15   | 0.13%             | 2027-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| MOTOROLA SOLUTIONS INC                     | Motorola Solutions, Inc.                                | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    1511000 | PA      | $1562724.37   | 0.09%             | 2032-06-01      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Loews Corp                                 | Loews Corp.                                             | CUSIP: 540424AR9<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2515018.14   | 0.14%             | 2043-05-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: —       |
| CONTINENTAL AG                             | Continental AG                                          | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | DBT              | CORP              | DE        |    1100000 | PA      | $1270590.97   | 0.07%             | 2029-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FIN GROUP INC                    | Jefferies Financial Group, Inc.                         | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3039918.09   | 0.17%             | 2034-04-14      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| NEWMONT CORP                               | Newmont Corp.                                           | CUSIP: 651639AP1<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2723892.30   | 0.15%             | 2042-03-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Kraft Heinz Foods Co                       | Kraft Heinz Foods Co.                                   | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4526132.35   | 0.25%             | 2042-06-04      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| STANLEY BLACK & DECKER I                   | Stanley Black & Decker, Inc.                            | CUSIP: 854502AA9<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2738127.57   | 0.15%             | 2040-09-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 9128286A3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5000000 | PA      | $4947851.55   | 0.27%             | 2026-01-31      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                   | CUSIP: 89115A3C4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    2200000 | PA      | $2220724.46   | 0.12%             | 2029-12-17      | Fixed         | 4.78%                 | No            | 2                  | On Loan: No      |
| Cox Communications Inc                     | Cox Communications, Inc.                                | CUSIP: 224044CF2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    3797000 | PA      | $3549447.60   | 0.19%             | 2035-02-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: —       |
| ASHTEAD CAPITAL INC                        | Ashtead Capital, Inc.                                   | CUSIP: 045054AP8<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1700018.06   | 0.09%             | 2031-08-12      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CORP                           | Duke Energy Corp.                                       | CUSIP: 26441CBM6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     400000 | PA      | $290974.80    | 0.02%             | 2041-06-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| MetLife Inc                                | MetLife, Inc.                                           | CUSIP: 59156RAM0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    7200000 | PA      | $7549613.78   | 0.41%             | 2035-06-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc                              | Citigroup, Inc.                                         | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4053577.24   | 0.22%             | 2042-01-30      | Fixed         | 5.88%                 | 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      | $-291322.29   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| BAT CAPITAL CORP                           | BAT Capital Corp.                                       | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     400000 | PA      | $428969.07    | 0.02%             | 2043-08-02      | Fixed         | 7.08%                 | No            | 2                  | On Loan: No      |
| SELP FINANCE SARL                          | SELP Finance SARL                                       | CUSIP: 000000000<br>LEI: 549300Y4VYEJE1MH6D45 | Long             | DBT              |  | LU        |    4500000 | PA      | $4658394.59   | 0.25%             | 2029-05-27      | Fixed         | 0.88%                 | 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      | $1145747.81   | 0.06%             | 2043-01-31      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Mississippi Power Co                       | Mississippi Power Co.                                   | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $999611.30    | 0.05%             | 2042-03-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| SALESFORCE INC                             | Salesforce, Inc.                                        | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $2819749.60   | 0.15%             | 2041-07-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| DXC TECHNOLOGY CO                          | DXC Technology Co.                                      | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4582669.20   | 0.25%             | 2028-09-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: —       |
| Valero Energy Corp                         | Valero Energy Corp.                                     | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2388312.46   | 0.13%             | 2037-06-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: —       |
| BERKSHIRE HATHAWAY ENERG                   | Berkshire Hathaway Energy Co.                           | CUSIP: 59562VAP2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6299752.32   | 0.34%             | 2037-05-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Microsoft Corp                             | Microsoft Corp.                                         | CUSIP: 594918BK9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    3750000 | PA      | $3686806.46   | 0.20%             | 2035-11-03      | Fixed         | 4.20%                 | No            | 2                  | On Loan: —       |
| CHOICE HOTELS INTL INC                     | Choice Hotels International, Inc.                       | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $975144.41    | 0.05%             | 2029-12-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| PACCAR FINANCIAL CORP                      | PACCAR Financial Corp.                                  | CUSIP: 69371RT48<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     250000 | PA      | $247545.50    | 0.01%             | 2029-09-26      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                        | Elevance Health, Inc.                                   | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    3616000 | PA      | $3244075.34   | 0.18%             | 2030-05-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| BRIXMOR OPERATING PART                     | Brixmor Operating Partnership LP                        | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    1833000 | PA      | $1581574.80   | 0.09%             | 2031-08-16      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Altria Group Inc                           | Altria Group, Inc.                                      | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     900000 | PA      | $726869.39    | 0.04%             | 2043-05-02      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| HEINEKEN NV                                | Heineken NV                                             | CUSIP: 423012AE3<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |    1000000 | PA      | $815473.42    | 0.04%             | 2042-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| DEVON ENERGY CORPORATION                   | Devon Energy Corp.                                      | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    8400000 | PA      | $6639675.59   | 0.36%             | 2042-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                        | American Tower Corp.                                    | CUSIP: 03027XBZ2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     400000 | PA      | $413273.77    | 0.02%             | 2033-03-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                       | Glencore Funding LLC                                    | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     400000 | PA      | $347510.20    | 0.02%             | 2031-09-23      | Fixed         | 2.63%                 | 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      | $3586871.25   | 0.20%             | 2041-12-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Comcast Corp                               | Comcast Corp.                                           | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3255551.50   | 0.18%             | 2038-03-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| LIBERTY UTILITIES CO                       | Liberty Utilities Co.                                   | CUSIP: 531542AB4<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5080660.45   | 0.28%             | 2034-01-31      | Fixed         | 5.87%                 | No            | 2                  | On Loan: No      |
| Reynolds American Inc                      | Reynolds American, Inc.                                 | CUSIP: 761713AZ9<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     400000 | PA      | $393925.18    | 0.02%             | 2043-09-15      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                   | Fortune Brands Innovations, Inc.                        | CUSIP: 34964CAH9<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     400000 | PA      | $411309.70    | 0.02%             | 2033-06-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| OVINTIV INC                                | Ovintiv, Inc.                                           | CUSIP: 292505AG9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $956360.57    | 0.05%             | 2038-02-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Lincoln National Corp                      | Lincoln National Corp.                                  | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     400000 | PA      | $442013.40    | 0.02%             | 2040-06-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| AFFILIATED MANAGERS GROU                   | Affiliated Managers Group, Inc.                         | CUSIP: 008252AP3<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $4848828.56   | 0.26%             | 2030-06-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Appalachian Power Co                       | Appalachian Power Co.                                   | CUSIP: 037735CM7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $5793769.54   | 0.32%             | 2038-04-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| OP Corporate Bank PLC                      | OP Corporate Bank PLC                                   | CUSIP: 000000000<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |    1500000 | PA      | $1555211.17   | 0.08%             | 2028-12-08      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                  | Boeing Co.                                              | CUSIP: 097023AU9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2835000 | PA      | $2940989.37   | 0.16%             | 2033-02-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co.                                       | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2991744.92   | 0.16%             | 2030-03-25      | Fixed         | 0.63%                 | 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      | $1618866.36   | 0.09%             | 2039-09-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| GILEAD SCIENCES INC                        | Gilead Sciences, Inc.                                   | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    5786000 | PA      | $4092018.55   | 0.22%             | 2040-10-01      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| FRANKLIN RESOURCES INC                     | Franklin Resources, Inc.                                | CUSIP: 354613AL5<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $941880.01    | 0.05%             | 2030-10-30      | Fixed         | 1.60%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                      | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1981851.58   | 0.11%             | 2042-02-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| TEXAS INSTRUMENTS INC                      | Texas Instruments, Inc.                                 | CUSIP: 882508BG8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     900000 | PA      | $830156.83    | 0.05%             | 2029-09-04      | Fixed         | 2.25%                 | No            | 2                  | On Loan: —       |
| FIDELITY NATL FINANCIAL                    | Fidelity National Financial, Inc.                       | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    8900000 | PA      | $8181877.60   | 0.45%             | 2030-06-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| BANK OF NEW ZEALAND                        | Bank of New Zealand                                     | CUSIP: 000000000<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |    2000000 | PA      | $2332065.67   | 0.13%             | 2029-07-17      | Fixed         | 3.66%                 | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                   | Rogers Communications, Inc.                             | CUSIP: 775109AZ4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    8000000 | PA      | $7390433.68   | 0.40%             | 2043-10-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Loews Corp                                 | Loews Corp.                                             | CUSIP: 540424AP3<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $2056693.65   | 0.11%             | 2035-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                   | Prudential Financial, Inc.                              | CUSIP: 74432QCJ2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     600000 | PA      | $448650.97    | 0.02%             | 2040-03-10      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold JPY                                | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |          1 | NC      | $-644216.16   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| BRUNSWICK CORP                             | Brunswick Corp.                                         | CUSIP: 117043AU3<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4487492.75   | 0.25%             | 2032-09-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Amazon.com Inc                             | Amazon.com, Inc.                                        | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4505424.70   | 0.25%             | 2037-08-22      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| FIRST AMERICAN FINANCIAL                   | First American Financial Corp.                          | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    3010000 | PA      | $2544274.65   | 0.14%             | 2031-08-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| AVNET INC                                  | Avnet, Inc.                                             | CUSIP: 053807AV5<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |     400000 | PA      | $392442.88    | 0.02%             | 2032-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CONSTELLATION EN GEN LLC                   | Constellation Energy Generation LLC                     | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    1768000 | PA      | $1689063.68   | 0.09%             | 2042-06-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                       | CUSIP: 718172BD0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     400000 | PA      | $358957.54    | 0.02%             | 2043-11-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| APA INFRASTRUCTURE LTD                     | APA Infrastructure Ltd.                                 | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    1100000 | PA      | $1146520.73   | 0.06%             | 2029-03-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group, Inc.                   | CUSIP: 86562MCS7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    2000000 | PA      | $2079422.26   | 0.11%             | 2033-01-13      | Fixed         | 5.77%                 | No            | 2                  | On Loan: No      |
| ALLEGION PLC                               | Allegion PLC                                            | CUSIP: 01748TAB7<br>LEI: 984500560CAC2E6FB757 | Long             | DBT              | CORP              | IE        |    3800000 | PA      | $3607685.23   | 0.20%             | 2029-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                   | International Flavors & Fragrances, Inc.                | CUSIP: 459506AR2<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    9500000 | PA      | $6821226.77   | 0.37%             | 2040-11-15      | Fixed         | 3.27%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 912828M56<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5000000 | PA      | $4949296.85   | 0.27%             | 2025-11-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| ORIX CORP                                  | ORIX Corp.                                              | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    4500000 | PA      | $5228122.67   | 0.29%             | 2029-05-29      | Fixed         | 3.78%                 | No            | 2                  | On Loan: No      |
| Reynolds American Inc                      | Reynolds American, Inc.                                 | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1005959.33   | 0.05%             | 2035-08-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| DEVON ENERGY CORPORATION                   | Devon Energy Corp.                                      | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1405884.50   | 0.08%             | 2041-07-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| INVITATION HOMES OP                        | Invitation Homes Operating Partnership LP               | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    1000000 | PA      | $1000141.59   | 0.05%             | 2033-08-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| NOMURA HOLDINGS INC                        | Nomura Holdings, Inc.                                   | CUSIP: 65535HAS8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    2000000 | PA      | $1786902.82   | 0.10%             | 2030-07-16      | Fixed         | 2.68%                 | No            | 2                  | On Loan: No      |
| WISCONSIN POWER & LIGHT                    | Wisconsin Power & Light Co.                             | CUSIP: 976826BS5<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2216185.40   | 0.12%             | 2034-03-30      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| 7-ELEVEN INC                               | 7-Eleven, Inc.                                          | CUSIP: 817826AE0<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4158098.70   | 0.23%             | 2031-02-10      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| EQUITABLE HOLDINGS INC                     | Equitable Holdings, Inc.                                | CUSIP: 29452EAC5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    2980000 | PA      | $3043132.02   | 0.17%             | 2033-01-11      | Fixed         | 5.59%                 | No            | 2                  | On Loan: No      |
| PULTEGROUP INC                             | PulteGroup, Inc.                                        | CUSIP: 745867AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1160866.51   | 0.06%             | 2033-05-15      | Fixed         | 6.38%                 | 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      | $76980.14     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased AUD / Sold USD                                | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |          1 | NC      | $204113.60    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| INDIANA MICHIGAN POWER                     | Indiana Michigan Power Co.                              | CUSIP: 454889AM8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    1384000 | PA      | $1459473.02   | 0.08%             | 2037-03-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                   | National Australia Bank Ltd.                            | CUSIP: 63253QAE4<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |     900000 | PA      | $920429.36    | 0.05%             | 2028-06-13      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| WILLIAMS COMPANIES INC                     | Williams Cos., Inc.                                     | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1040011.67   | 0.06%             | 2040-04-15      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group, Inc.                                | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     400000 | PA      | $284867.41    | 0.02%             | 2040-05-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Cox Communications Inc                     | Cox Communications, Inc.                                | CUSIP: 224044BY2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $804713.19    | 0.04%             | 2042-12-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Apple Inc                                  | Apple, Inc.                                             | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $4559885.55   | 0.25%             | 2043-05-04      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| HCA INC                                    | HCA, Inc.                                               | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1016950.81   | 0.06%             | 2030-03-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                       | CUSIP: 718172AM1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    2335000 | PA      | $1998382.50   | 0.11%             | 2041-11-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: —       |
| ELEVANCE HEALTH INC                        | Elevance Health, Inc.                                   | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $866996.50    | 0.05%             | 2042-05-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Halliburton Co                             | Halliburton Co.                                         | CUSIP: 406216AY7<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1140752.22   | 0.06%             | 2039-09-15      | Fixed         | 7.45%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORP                         | Realty Income Corp.                                     | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    2067000 | PA      | $1781683.72   | 0.10%             | 2032-12-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| MICRON TECHNOLOGY INC                      | Micron Technology, Inc.                                 | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1023446.91   | 0.06%             | 2033-09-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| AMERICAN WATER CAPITAL C                   | American Water Capital Corp.                            | CUSIP: 03040WAJ4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    3176000 | PA      | $2677323.66   | 0.15%             | 2042-12-01      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| VIATRIS INC                                | Viatris, Inc.                                           | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   11350000 | PA      | $7959662.61   | 0.43%             | 2040-06-22      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                   | Berkshire Hathaway Energy Co.                           | CUSIP: 59562VAR8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    3073000 | PA      | $3375146.12   | 0.18%             | 2037-09-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-87418.85    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5000000 | PA      | $4277539.05   | 0.23%             | 2030-11-15      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| BHP BILLITON FIN USA LTD                   | BHP Billiton Finance USA Ltd.                           | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    3919000 | PA      | $3634732.47   | 0.20%             | 2043-09-30      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ASHTEAD CAPITAL INC                        | Ashtead Capital, Inc.                                   | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4561357.47   | 0.25%             | 2032-08-11      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BAT Capital Corp                           | BAT Capital Corp.                                       | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1753724.36   | 0.10%             | 2037-08-15      | Fixed         | 4.39%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased AUD / Sold USD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |          1 | NC      | $34241.80     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                        | Bank of Nova Scotia                                     | CUSIP: 06417XAE1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    6800000 | PA      | $5834516.96   | 0.32%             | 2032-02-02      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| WESTLAKE CORP                              | Westlake Corp.                                          | CUSIP: 960413AV4<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     120000 | PA      | $127549.00    | 0.01%             | 2029-07-17      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| ACCENTURE CAPITAL INC                      | Accenture Capital, Inc.                                 | CUSIP: 00440KAB9<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1092951.01   | 0.06%             | 2029-10-04      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| PFIZER INVESTMENT ENTER                    | Pfizer Investment Enterprises Pte. Ltd.                 | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    1000000 | PA      | $939361.60    | 0.05%             | 2043-05-19      | Fixed         | 5.11%                 | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $2043.23      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                   | Fortune Brands Innovations, Inc.                        | CUSIP: 34964CAE6<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $3667440.89   | 0.20%             | 2029-09-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-122233.85   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| HONEYWELL INTERNATIONAL                    | Honeywell International, Inc.                           | CUSIP: 000000000<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    6300000 | PA      | $7264424.30   | 0.40%             | 2030-03-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| CIGNA GROUP/THE                            | Cigna Group                                             | CUSIP: 125523CV0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2016093.74   | 0.11%             | 2034-02-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                            | CUSIP: 02665WFL0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1523140.26   | 0.08%             | 2031-07-10      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| RECKITT BENCKISER TSY                      | Reckitt Benckiser Treasury Services PLC                 | CUSIP: 000000000<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |     250000 | PA      | $292645.31    | 0.02%             | 2029-06-20      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                               | Broadcom, Inc.                                          | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2676094.82   | 0.15%             | 2032-11-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Marathon Petroleum Corp                    | Marathon Petroleum Corp.                                | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     400000 | PA      | $320929.52    | 0.02%             | 2044-09-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CHUBB INA HOLDINGS LLC                     | Chubb INA Holdings LLC                                  | CUSIP: 000000000<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102917.20    | 0.01%             | 2029-12-15      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| BMW US CAPITAL LLC                         | BMW U.S. Capital LLC                                    | CUSIP: 05565ECR4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3990804.84   | 0.22%             | 2029-08-13      | Fixed         | 4.65%                 | No            | 2                  | On Loan: —       |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 912828ZT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11750000 | PA      | $11708691.47  | 0.64%             | 2025-05-31      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| FMR LLC                                    | FMR LLC                                                 | CUSIP: 30251BAD0<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |    8555000 | PA      | $8520234.45   | 0.47%             | 2033-02-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| FEDEX CORP                                 | FedEx Corp.                                             | CUSIP: 31428XCL8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    3588000 | PA      | $3458619.70   | 0.19%             | 2034-01-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                               | Broadcom, Inc.                                          | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     400000 | PA      | $353431.62    | 0.02%             | 2031-02-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: —       |
| Aflac Inc                                  | Aflac, Inc.                                             | CUSIP: 001055AF9<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2473395.07   | 0.14%             | 2040-08-15      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| IBM INTERNAT CAPITAL                       | IBM International Capital Pte. Ltd.                     | CUSIP: 449276AE4<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    1400000 | PA      | $1375859.23   | 0.08%             | 2034-02-05      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                    | Southern Co. Gas Capital Corp.                          | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1959828.85   | 0.11%             | 2033-09-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| ALIMENTATION COUCHE-TARD                   | Alimentation Couche-Tard, Inc.                          | CUSIP: 01626PAP1<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    4450000 | PA      | $3269408.50   | 0.18%             | 2041-05-13      | Fixed         | 3.44%                 | No            | 2                  | On Loan: No      |
| VOLVO TREASURY AB                          | Volvo Treasury AB                                       | CUSIP: 000000000<br>LEI: 549300PD69T87IGZG395 | Long             | DBT              | CORP              | SE        |    3700000 | PA      | $4254000.94   | 0.23%             | 2029-08-26      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Purchased AUD / Sold USD                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | AU        |          1 | NC      | $6252.41      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Johnson & Johnson                          | Johnson & Johnson                                       | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1710047.22   | 0.09%             | 2038-01-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA PIPELINES                      | TransCanada PipeLines Ltd.                              | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    7145000 | PA      | $6708065.96   | 0.37%             | 2034-03-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| MICRON TECHNOLOGY INC                      | Micron Technology, Inc.                                 | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $2272407.87   | 0.12%             | 2041-11-01      | Fixed         | 3.37%                 | No            | 2                  | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                   | Siemens Financieringsmaatschappij NV                    | CUSIP: 826200AD9<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      80000 | PA      | $81991.11     | 0.00%             | 2026-08-17      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Aetna Inc                                  | Aetna, Inc.                                             | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1067414.30   | 0.06%             | 2037-12-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| JUNIPER NETWORKS INC                       | Juniper Networks, Inc.                                  | CUSIP: 48203RAM6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6778398.20   | 0.37%             | 2029-08-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| MetLife Inc                                | MetLife, Inc.                                           | CUSIP: 59156RAE8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     300000 | PA      | $332194.60    | 0.02%             | 2032-12-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: —       |
| AVNET INC                                  | Avnet, Inc.                                             | CUSIP: 053807AU7<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    8245000 | PA      | $7175481.36   | 0.39%             | 2031-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMER PIPELINE                   | Plains All American Pipeline LP/PAA Finance Corp.       | CUSIP: 72650RBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3986885.75   | 0.22%             | 2044-06-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| ARIZONA PUBLIC SERVICE                     | Arizona Public Service Co.                              | CUSIP: 040555DD3<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $6344557.88   | 0.35%             | 2031-12-15      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                      | CUSIP: 29273RAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4800288.95   | 0.26%             | 2041-06-01      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| Progress Energy Inc                        | Progress Energy, Inc.                                   | CUSIP: 743263AP0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    5010000 | PA      | $5111245.89   | 0.28%             | 2039-12-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                | Equinor ASA                                             | CUSIP: 29446MAG7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    5151000 | PA      | $4195146.70   | 0.23%             | 2040-04-06      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                         | Royalty Pharma PLC                                      | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $347036.07    | 0.02%             | 2030-09-02      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $1906.72      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EQUINIX INC                                | Equinix, Inc.                                           | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     400000 | PA      | $374394.44    | 0.02%             | 2032-04-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold GBP                                | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-699900.81   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                    | Exxon Mobil Corp.                                       | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4423955.45   | 0.24%             | 2040-03-19      | Fixed         | 4.23%                 | No            | 2                  | On Loan: No      |
| DISCOVER FINANCIAL SVS                     | Discover Financial Services                             | CUSIP: 254709AS7<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    2179000 | PA      | $2323697.11   | 0.13%             | 2032-11-29      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                   | Penske Truck Leasing Co. LP/PTL Finance Corp.           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5122230.25   | 0.28%             | 2028-05-01      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Ally Financial Inc                         | Ally Financial, Inc.                                    | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    3849000 | PA      | $4262385.37   | 0.23%             | 2031-11-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| CAMDEN PROPERTY TRUST                      | Camden Property Trust                                   | CUSIP: 133131BB7<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |    5000000 | PA      | $4922742.25   | 0.27%             | 2034-01-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                 | Intel Corp.                                             | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    3050000 | PA      | $2813628.97   | 0.15%             | 2043-02-10      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                      | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     260000 | PA      | $255674.93    | 0.01%             | 2029-10-06      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                 | AbbVie, Inc.                                            | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     400000 | PA      | $386880.17    | 0.02%             | 2044-03-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FIN GROUP INC                    | Jefferies Financial Group, Inc.                         | CUSIP: 000000000<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     430000 | PA      | $496645.13    | 0.03%             | 2029-04-16      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| AMERIPRISE FINANCIAL INC                   | Ameriprise Financial, Inc.                              | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     510000 | PA      | $534083.60    | 0.03%             | 2028-12-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                    | MPLX LP                                                 | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    5610000 | PA      | $4820985.14   | 0.26%             | 2038-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CDP FINANCIAL INC                          | CDP Financial, Inc.                                     | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |     700000 | PA      | $724792.20    | 0.04%             | 2029-06-05      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                        | Bank of Nova Scotia                                     | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    5000000 | PA      | $5772598.39   | 0.32%             | 2029-04-17      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2025-05-16

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

**Signature:** Randy Olson

**Name of Signer:** Randy Olson

**Title:** Vice President