# EDGAR Filing Document

**Accession Number:** 0000355437
**File Stem:** 0001410368-25-040422
**Filing Date:** 2025-12
**Character Count:** 349712
**Document Hash:** 1655893c445ebbd96765b5113f9554bc
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-040422.hdr.sgml**: 20251222

**ACCESSION NUMBER**: 0001410368-25-040422

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251222

**DATE AS OF CHANGE**: 20251222

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03258
- **FILM NUMBER:** 251590318

**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 Investment Grade Portfolio (Series ID: S000031490)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000097895 | 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 Investment Grade Portfolio

- **b. EDGAR series identifier (if any):** S000031490

- **c. LEI of Series:** 5493006OHCLPD5GIYH87

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

- **a. Date of fiscal year-end:** 2025-10-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $13493545597.04

**Total Liabilities:** $1042997959.16

**Net Assets:** $12450547637.88

**Cash Not Reported:** $300802859.30

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -13588.92000000 | **1-Year:** -362795.56000000 | **5-Year:** -1523036.35000000 | **10-Year:** -2043507.49000000 | **30-Year:** -514541.48000000

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

- **3-Month:** -184.44000000 | **1-Year:** -200.77000000 | **5-Year:** -74.47000000 | **10-Year:** -671.62000000 | **30-Year:** -165.44000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000097895 | 0.99%                | 1.22%                | 0.59%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-14093192.66            | $110190766.36                              |
| Month 2  | $953372.68               | $109570010.77                              |
| Month 3  | $-2881207.15             | $19257820.05                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| ABN AMRO BANK NV                           | ABN AMRO Bank NV                                        | CUSIP: 00084DBJ8<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    6000000 | PA      | $6010766.88   | 0.05%             | 2028-07-07      | Floating      | 4.86%                 | No            | 2                  | On Loan: No      |
| AEP TEXAS INC                              | AEP Texas, Inc.                                         | CUSIP: 00108WAP5<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20023844.40  | 0.16%             | 2032-05-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                    | Southern Co. Gas Capital Corp.                          | CUSIP: 001192AH6<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    5642000 | PA      | $5898010.55   | 0.05%             | 2041-03-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                    | Southern Co. Gas Capital Corp.                          | CUSIP: 001192AK9<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    6897000 | PA      | $5965588.08   | 0.05%             | 2043-06-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                   | AT&T, Inc.                                              | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2138819.70   | 0.02%             | 2042-12-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                   | AT&T, Inc.                                              | CUSIP: 00206RJF0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1703307.36   | 0.01%             | 2041-03-29      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                   | AT&T, Inc.                                              | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   24700000 | PA      | $19542827.23  | 0.16%             | 2041-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                   | AT&T, Inc.                                              | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    2368000 | PA      | $2011201.22   | 0.02%             | 2033-12-01      | Fixed         | 2.55%                 | No            | 2                  | On Loan: —       |
| ABBOTT LABORATORIES                        | Abbott Laboratories                                     | CUSIP: 002824BN9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $38282830.40  | 0.31%             | 2043-04-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                 | AbbVie, Inc.                                            | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    9762000 | PA      | $8821145.76   | 0.07%             | 2042-11-06      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| ACUITY BRANDS LIGHTING                     | Acuity Brands Lighting, Inc.                            | CUSIP: 00510RAD5<br>LEI: 549300OTPVPFLUC38K21 | Long             | DBT              | CORP              | US        |    1642000 | PA      | $1472732.48   | 0.01%             | 2030-12-15      | Fixed         | 2.15%                 | 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        |    2809000 | PA      | $2321285.32   | 0.02%             | 2041-10-29      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| AETNA INC                                  | Aetna, Inc.                                             | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |   19170000 | PA      | $21245299.73  | 0.17%             | 2037-12-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| AETNA INC                                  | Aetna, Inc.                                             | CUSIP: 00817YAJ7<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2416484.36   | 0.02%             | 2042-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| AETNA INC                                  | Aetna, Inc.                                             | CUSIP: 00817YAM0<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    2678000 | PA      | $2140260.44   | 0.02%             | 2042-11-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| AFFILIATED MANAGERS GROU                   | Affiliated Managers Group, Inc.                         | CUSIP: 008252AP3<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |   20900000 | PA      | $19870097.74  | 0.16%             | 2030-06-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                   | Air Products & Chemicals, Inc.                          | CUSIP: 009158AZ9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    1031000 | PA      | $774399.71    | 0.01%             | 2040-05-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| AKER BP ASA                                | Aker BP ASA                                             | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     200000 | PA      | $196538.86    | 0.00%             | 2034-10-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| ALABAMA POWER CO                           | Alabama Power Co.                                       | CUSIP: 010392FB9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     400000 | PA      | $435318.09    | 0.00%             | 2039-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ALABAMA POWER CO                           | Alabama Power Co.                                       | CUSIP: 010392FD5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   17061000 | PA      | $17338577.35  | 0.14%             | 2041-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ALIMENTATION COUCHE-TARD                   | Alimentation Couche-Tard, Inc.                          | CUSIP: 01626PAP1<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |   15600000 | PA      | $12177962.78  | 0.10%             | 2041-05-13      | Fixed         | 3.44%                 | No            | 2                  | On Loan: No      |
| ALLEGION PLC                               | Allegion PLC                                            | CUSIP: 01748TAB7<br>LEI: 984500560CAC2E6FB757 | Long             | DBT              | CORP              | IE        |   10000000 | PA      | $9679157.20   | 0.08%             | 2029-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ALLSTATE CORP                              | Allstate Corp.                                          | CUSIP: 020002AQ4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7308615.58   | 0.06%             | 2033-06-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| ALLSTATE CORP                              | Allstate Corp.                                          | CUSIP: 020002BK6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    4400000 | PA      | $4564697.19   | 0.04%             | 2033-03-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC                               | Alphabet, Inc.                                          | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $2730102.68   | 0.02%             | 2040-08-15      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| ALTRIA GROUP INC                           | Altria Group, Inc.                                      | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    7900000 | PA      | $6618317.27   | 0.05%             | 2042-08-09      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| ALTRIA GROUP INC                           | Altria Group, Inc.                                      | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    9100000 | PA      | $7805099.67   | 0.06%             | 2043-05-02      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ALTRIA GROUP INC                           | Altria Group, Inc.                                      | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   10700000 | PA      | $10281206.17  | 0.08%             | 2030-05-06      | Fixed         | 3.40%                 | No            | 2                  | On Loan: —       |
| ALTRIA GROUP INC                           | Altria Group, Inc.                                      | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   27231000 | PA      | $23929714.25  | 0.19%             | 2032-02-04      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| ALTRIA GROUP INC                           | Altria Group, Inc.                                      | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   19050000 | PA      | $14684042.13  | 0.12%             | 2041-02-04      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM INC                             | Amazon.com, Inc.                                        | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $7652301.90   | 0.06%             | 2041-05-12      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| AMDOCS LTD                                 | Amdocs Ltd.                                             | CUSIP: 02342TAE9<br>LEI: 549300HQV672RJ7RQV66 | Long             | DBT              | CORP              | GG        |    2000000 | PA      | $1835215.14   | 0.01%             | 2030-06-15      | Fixed         | 2.54%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                            | CUSIP: 02665WFJ5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    8882000 | PA      | $8891837.53   | 0.07%             | 2027-07-09      | Floating      | 4.81%                 | No            | 2                  | On Loan: No      |
| AMERICAN NATIONAL GROUP                    | American National Group, Inc.                           | CUSIP: 02772AAA7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7844530.95   | 0.06%             | 2032-06-13      | Fixed         | 6.14%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                        | American Tower Corp.                                    | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     300000 | PA      | $273797.34    | 0.00%             | 2031-04-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                        | American Tower Corp.                                    | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    6375000 | PA      | $5644976.25   | 0.05%             | 2031-09-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                        | American Tower Corp.                                    | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    2325000 | PA      | $2253593.95   | 0.02%             | 2032-03-15      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| CENCORA INC                                | Cencora, Inc.                                           | CUSIP: 03073EAR6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   29384000 | PA      | $27601771.95  | 0.22%             | 2030-05-15      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| AMERIPRISE FINANCIAL INC                   | Ameriprise Financial, Inc.                              | CUSIP: 03076CAL0<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    7700000 | PA      | $7745049.47   | 0.06%             | 2032-05-13      | Fixed         | 4.50%                 | No            | 2                  | On Loan: —       |
| AMGEN INC                                  | Amgen, Inc.                                             | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   25045000 | PA      | $19783660.35  | 0.16%             | 2040-02-21      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| AMGEN INC                                  | Amgen, Inc.                                             | CUSIP: 031162CW8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3071690.97   | 0.02%             | 2031-02-25      | Fixed         | 2.30%                 | No            | 2                  | On Loan: —       |
| AMGEN INC                                  | Amgen, Inc.                                             | CUSIP: 031162CZ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    9200000 | PA      | $7997104.88   | 0.06%             | 2032-01-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| AMGEN INC                                  | Amgen, Inc.                                             | CUSIP: 031162DE7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   14200000 | PA      | $13358273.13  | 0.11%             | 2032-02-22      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| ANALOG DEVICES INC                         | Analog Devices, Inc.                                    | CUSIP: 032654AW5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1258221.66   | 0.01%             | 2041-10-01      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                   | Anheuser-Busch InBev Worldwide, Inc.                    | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    6886000 | PA      | $7150813.32   | 0.06%             | 2039-01-23      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                   | Anheuser-Busch InBev Worldwide, Inc.                    | CUSIP: 035240AS9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     400000 | PA      | $367113.11    | 0.00%             | 2040-06-01      | Fixed         | 4.35%                 | No            | 2                  | On Loan: —       |
| AON CORP                                   | Aon Corp.                                               | CUSIP: 037389AU7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3725556.09   | 0.03%             | 2040-09-30      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| AON CORP                                   | Aon Corp.                                               | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |   12400000 | PA      | $11658275.28  | 0.09%             | 2030-05-15      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| APPALACHIAN POWER CO                       | Appalachian Power Co.                                   | CUSIP: 037735CT2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3401088.20   | 0.03%             | 2044-05-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| APPLE INC                                  | Apple, Inc.                                             | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $2982884.21   | 0.02%             | 2043-05-04      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| APPLE INC                                  | Apple, Inc.                                             | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    6800000 | PA      | $4887028.49   | 0.04%             | 2041-02-08      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| APPLIED MATERIALS INC                      | Applied Materials, Inc.                                 | CUSIP: 038222AG0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     400000 | PA      | $426805.20    | 0.00%             | 2041-06-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: —       |
| ARCHER-DANIELS-MIDLAND C                   | Archer-Daniels-Midland Co.                              | CUSIP: 039483BE1<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     200000 | PA      | $182403.35    | 0.00%             | 2042-03-26      | Fixed         | 4.54%                 | No            | 2                  | On Loan: No      |
| ARES CAPITAL CORP                          | ARES Capital Corp.                                      | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    8700000 | PA      | $7699139.56   | 0.06%             | 2031-11-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| ARES CAPITAL CORP                          | ARES Capital Corp.                                      | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     200000 | PA      | $202268.51    | 0.00%             | 2032-03-08      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| ARIZONA PUBLIC SERVICE                     | Arizona Public Service Co.                              | CUSIP: 040555CZ5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    4846000 | PA      | $4568116.40   | 0.04%             | 2029-08-15      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| ARIZONA PUBLIC SERVICE                     | Arizona Public Service Co.                              | CUSIP: 040555DD3<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   31150000 | PA      | $27341968.26  | 0.22%             | 2031-12-15      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| ARROW ELECTRONICS INC                      | Arrow Electronics, Inc.                                 | CUSIP: 042735BF6<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |   11538000 | PA      | $11427978.13  | 0.09%             | 2028-01-12      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| ASHTEAD CAPITAL INC                        | Ashtead Capital, Inc.                                   | CUSIP: 045054AP8<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    4750000 | PA      | $4213530.16   | 0.03%             | 2031-08-12      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| ASHTEAD CAPITAL INC                        | Ashtead Capital, Inc.                                   | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6865860.76   | 0.06%             | 2033-10-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| ASSURED GUARANTY US HLDG                   | Assured Guaranty U.S. Holdings, Inc.                    | CUSIP: 04621WAD2<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4306001.44   | 0.03%             | 2031-06-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| ASSURANT INC                               | Assurant, Inc.                                          | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3517401.96   | 0.03%             | 2032-01-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.              | CUSIP: 05252ADJ7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    9500000 | PA      | $9557036.48   | 0.08%             | 2027-01-18      | Floating      | 5.10%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.              | CUSIP: 05252ADM0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    9000000 | PA      | $9043203.78   | 0.07%             | 2027-09-30      | Floating      | 4.91%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.              | CUSIP: 05252ADN8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    6600000 | PA      | $6674579.08   | 0.05%             | 2029-12-16      | Floating      | 5.11%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.              | CUSIP: 05252BDL0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   19481000 | PA      | $19574063.66  | 0.16%             | 2027-07-16      | Floating      | 4.97%                 | No            | 2                  | On Loan: No      |
| AUTONATION INC                             | AutoNation, Inc.                                        | CUSIP: 05329WAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $206499.72    | 0.00%             | 2035-03-15      | Fixed         | 5.89%                 | No            | 2                  | On Loan: No      |
| AVNET INC                                  | Avnet, Inc.                                             | CUSIP: 053807AU7<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |   17500000 | PA      | $15827221.03  | 0.13%             | 2031-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AVNET INC                                  | Avnet, Inc.                                             | CUSIP: 053807AV5<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |   13180000 | PA      | $13399196.32  | 0.11%             | 2032-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| AXIS SPECIALTY FINAN PLC                   | AXIS Specialty Finance PLC                              | CUSIP: 05464HAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   19920000 | PA      | $19801226.20  | 0.16%             | 2027-12-06      | Fixed         | 4.00%                 | No            | 2                  | On Loan: —       |
| BAT CAPITAL CORP                           | BAT Capital Corp.                                       | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5636544.60   | 0.05%             | 2043-08-02      | Fixed         | 7.08%                 | No            | 2                  | On Loan: No      |
| BAT CAPITAL CORP                           | BAT Capital Corp.                                       | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   20100000 | PA      | $20498895.96  | 0.16%             | 2030-04-02      | Fixed         | 4.91%                 | No            | 2                  | On Loan: No      |
| BHP BILLITON FIN USA LTD                   | BHP Billiton Finance USA Ltd.                           | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    6100000 | PA      | $5874269.38   | 0.05%             | 2043-09-30      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BAKER HUGHES HLDGS LLC                     | Baker Hughes Holdings LLC                               | CUSIP: 057224AZ0<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |    5677000 | PA      | $5568453.15   | 0.04%             | 2040-09-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                         | Banco Santander SA                                      | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    4000000 | PA      | $3848458.08   | 0.03%             | 2030-05-28      | Fixed         | 3.49%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp.                                   | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   20957000 | PA      | $22488010.07  | 0.18%             | 2042-02-07      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                        | Bank of Nova Scotia                                     | CUSIP: 06417XAE1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   24575000 | PA      | $21918015.14  | 0.18%             | 2032-02-02      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| BARRICK NA FINANCE LLC                     | Barrick North America Finance LLC                       | CUSIP: 06849RAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4634369.24   | 0.04%             | 2041-05-30      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| BARRICK NA FINANCE LLC                     | Barrick North America Finance LLC                       | CUSIP: 06849RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3616829.62   | 0.03%             | 2043-05-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| BAYER US FINANCE LLC                       | Bayer U.S. Finance LLC                                  | CUSIP: 07274EAL7<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    7300000 | PA      | $7885024.34   | 0.06%             | 2033-11-21      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| BAYER US FINANCE II LLC                    | Bayer U.S. Finance II LLC                               | CUSIP: 07274NBD4<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     595000 | PA      | $430416.20    | 0.00%             | 2042-07-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                   | Amcor Flexibles North America, Inc.                     | CUSIP: 081437AT2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2312186.25   | 0.02%             | 2030-06-19      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                   | Berkshire Hathaway Energy Co.                           | CUSIP: 084659AF8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     800000 | PA      | $709876.40    | 0.01%             | 2045-02-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                     | Berkshire Hathaway Finance Corp.                        | CUSIP: 084664BL4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    8956000 | PA      | $9782393.67   | 0.08%             | 2040-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                     | Berkshire Hathaway Finance Corp.                        | CUSIP: 084664BV2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1709569.23   | 0.01%             | 2043-05-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                     | Berkshire Hathaway Finance Corp.                        | CUSIP: 084664CU3<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   17500000 | PA      | $16015336.93  | 0.13%             | 2030-03-12      | Fixed         | 1.85%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                     | Berkshire Hathaway Finance Corp.                        | CUSIP: 084664CW9<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   73603000 | PA      | $65164424.15  | 0.52%             | 2030-10-15      | Fixed         | 1.45%                 | No            | 2                  | On Loan: —       |
| BERKSHIRE HATHAWAY FIN                     | Berkshire Hathaway Finance Corp.                        | CUSIP: 084664DA6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2797158.21   | 0.02%             | 2032-03-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY INC                     | Berkshire Hathaway, Inc.                                | CUSIP: 084670BK3<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3329525.08   | 0.03%             | 2043-02-11      | Fixed         | 4.50%                 | No            | 2                  | On Loan: —       |
| BERKSHIRE HATHAWAY INC                     | Berkshire Hathaway, Inc.                                | CUSIP: 084670BS6<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    8285000 | PA      | $8257402.25   | 0.07%             | 2026-03-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| BEST BUY CO INC                            | Best Buy Co., Inc.                                      | CUSIP: 08652BAB5<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |   11700000 | PA      | $10408840.18  | 0.08%             | 2030-10-01      | Fixed         | 1.95%                 | No            | 2                  | On Loan: —       |
| BIOGEN INC                                 | Biogen, Inc.                                            | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   19087000 | PA      | $17461007.29  | 0.14%             | 2030-05-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| BLACK HILLS CORP                           | Black Hills Corp.                                       | CUSIP: 092113AQ2<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    5728000 | PA      | $5538659.59   | 0.04%             | 2033-05-01      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| BLACK HILLS CORP                           | Black Hills Corp.                                       | CUSIP: 092113AT6<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2072346.05   | 0.02%             | 2030-06-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BLACKROCK INC                              | Blackrock, Inc.                                         | CUSIP: 09247XAQ4<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |   31033000 | PA      | $28919866.21  | 0.23%             | 2030-04-30      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| BLACKROCK INC                              | Blackrock, Inc.                                         | CUSIP: 09247XAR2<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |   22957000 | PA      | $20546300.35  | 0.17%             | 2031-01-28      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| BLUE OWL FINANCE LLC                       | Blue Owl Finance LLC                                    | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |     200000 | PA      | $207540.25    | 0.00%             | 2034-04-18      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| BOARDWALK PIPELINES LP                     | Boardwalk Pipelines LP                                  | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    9310000 | PA      | $8598902.29   | 0.07%             | 2032-09-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                  | Boeing Co.                                              | CUSIP: 097023AX3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     400000 | PA      | $452990.63    | 0.00%             | 2039-03-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                  | Boeing Co.                                              | CUSIP: 097023BA2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     800000 | PA      | $827462.64    | 0.01%             | 2040-02-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                  | Boeing Co.                                              | CUSIP: 097023BY0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1239000 | PA      | $1040401.37   | 0.01%             | 2038-03-01      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                  | Boeing Co.                                              | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     317000 | PA      | $306098.38    | 0.00%             | 2029-03-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: —       |
| BOEING CO                                  | Boeing Co.                                              | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    5140000 | PA      | $4853401.52   | 0.04%             | 2030-02-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LP                       | Boston Properties LP                                    | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    3000000 | PA      | $2597922.36   | 0.02%             | 2032-04-01      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LP                       | Boston Properties LP                                    | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     400000 | PA      | $409029.83    | 0.00%             | 2035-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| BOSTON SCIENTIFIC CORP                     | Boston Scientific Corp.                                 | CUSIP: 101137AT4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     664000 | PA      | $635352.94    | 0.01%             | 2039-03-01      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| BP CAP MARKETS AMERICA                     | BP Capital Markets America, Inc.                        | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   52550000 | PA      | $40346312.97  | 0.32%             | 2041-06-17      | Fixed         | 3.06%                 | No            | 2                  | On Loan: No      |
| BP CAP MARKETS AMERICA                     | BP Capital Markets America, Inc.                        | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1365378.74   | 0.01%             | 2032-01-12      | Fixed         | 2.72%                 | No            | 2                  | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                   | Brighthouse Financial, Inc.                             | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2042587.04   | 0.02%             | 2030-05-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: —       |
| BRISTOL-MYERS SQUIBB CO                    | Bristol-Myers Squibb Co.                                | CUSIP: 110122AX6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     400000 | PA      | $357445.42    | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                    | Bristol-Myers Squibb Co.                                | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   21200000 | PA      | $19261098.24  | 0.15%             | 2039-06-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                    | Bristol-Myers Squibb Co.                                | CUSIP: 110122DH8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     300000 | PA      | $273107.93    | 0.00%             | 2044-05-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                    | Bristol-Myers Squibb Co.                                | CUSIP: 110122DR6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1274745.35   | 0.01%             | 2040-11-13      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                    | Bristol-Myers Squibb Co.                                | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    2550000 | PA      | $2066703.32   | 0.02%             | 2042-03-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| BRIXMOR OPERATING PART                     | Brixmor Operating Partnership LP                        | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    5600000 | PA      | $5496848.56   | 0.04%             | 2030-07-01      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                               | Broadcom, Inc.                                          | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   31000000 | PA      | $30670058.94  | 0.25%             | 2032-11-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                               | Broadcom, Inc.                                          | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   16502000 | PA      | $14302457.50  | 0.11%             | 2035-11-15      | Fixed         | 3.14%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                               | Broadcom, Inc.                                          | CUSIP: 11135FCR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     200000 | PA      | $176515.42    | 0.00%             | 2033-02-15      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                               | Broadcom, Inc.                                          | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     200000 | PA      | $186495.34    | 0.00%             | 2033-04-15      | Fixed         | 3.42%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                               | Broadcom, Inc.                                          | CUSIP: 11135FCV1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    6150000 | PA      | $5084861.64   | 0.04%             | 2041-02-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BROOKFIELD FINANCE INC                     | Brookfield Finance, Inc.                                | CUSIP: 11271LAE2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    5000000 | PA      | $5009932.00   | 0.04%             | 2030-04-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| BROOKFIELD FINANCE INC                     | Brookfield Finance, Inc.                                | CUSIP: 11271LAK8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     530000 | PA      | $577093.87    | 0.00%             | 2034-01-05      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| BROWN & BROWN INC                          | Brown & Brown, Inc.                                     | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2672434.92   | 0.02%             | 2031-03-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| BRUNSWICK CORP                             | Brunswick Corp.                                         | CUSIP: 117043AU3<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     200000 | PA      | $190028.23    | 0.00%             | 2032-09-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| BURLINGTN NORTH SANTA FE                   | Burlington Northern Santa Fe LLC                        | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1698921.68   | 0.01%             | 2040-05-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| BURLINGTN NORTH SANTA FE                   | Burlington Northern Santa Fe LLC                        | CUSIP: 12189LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     800000 | PA      | $776004.89    | 0.01%             | 2041-09-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| BURLINGTN NORTH SANTA FE                   | Burlington Northern Santa Fe LLC                        | CUSIP: 12189LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $360515.88    | 0.00%             | 2042-03-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| BURLINGTN NORTH SANTA FE                   | Burlington Northern Santa Fe LLC                        | CUSIP: 12189LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $358649.74    | 0.00%             | 2042-09-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| BURLINGTN NORTH SANTA FE                   | Burlington Northern Santa Fe LLC                        | CUSIP: 12189LAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $379913.52    | 0.00%             | 2044-04-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| BURLINGTN NORTH SANTA FE                   | Burlington Northern Santa Fe LLC                        | CUSIP: 12189LAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     800000 | PA      | $721152.19    | 0.01%             | 2044-09-01      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| CF INDUSTRIES INC                          | CF Industries, Inc.                                     | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     400000 | PA      | $366436.77    | 0.00%             | 2043-06-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| CIGNA GROUP/THE                            | Cigna Group                                             | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   48770000 | PA      | $46416100.83  | 0.37%             | 2038-08-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| CIGNA GROUP/THE                            | Cigna Group                                             | CUSIP: 125523CD0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    9943000 | PA      | $10527125.80  | 0.08%             | 2041-11-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| CIGNA GROUP/THE                            | Cigna Group                                             | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   18997000 | PA      | $14844361.23  | 0.12%             | 2040-03-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| CIGNA GROUP/THE                            | Cigna Group                                             | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     493000 | PA      | $455906.48    | 0.00%             | 2030-03-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: —       |
| CIGNA GROUP/THE                            | Cigna Group                                             | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   18267000 | PA      | $16452721.56  | 0.13%             | 2031-03-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| CME GROUP INC                              | CME Group, Inc.                                         | CUSIP: 12572QAF2<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2664518.51   | 0.02%             | 2043-09-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| CNA FINANCIAL CORP                         | CNA Financial Corp.                                     | CUSIP: 126117AT7<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    5822000 | PA      | $5822952.36   | 0.05%             | 2026-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CNA FINANCIAL CORP                         | CNA Financial Corp.                                     | CUSIP: 126117AV2<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     850000 | PA      | $839214.21    | 0.01%             | 2029-05-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| CNA FINANCIAL CORP                         | CNA Financial Corp.                                     | CUSIP: 126117AX8<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5186473.80   | 0.04%             | 2033-06-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CNO FINANCIAL GROUP INC                    | CNO Financial Group, Inc.                               | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4877034.38   | 0.04%             | 2029-05-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CNO FINANCIAL GROUP INC                    | CNO Financial Group, Inc.                               | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |   13300000 | PA      | $14113793.75  | 0.11%             | 2034-06-15      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| CSX CORP                                   | CSX Corp.                                               | CUSIP: 126408GU1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     800000 | PA      | $820415.16    | 0.01%             | 2041-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CSX CORP                                   | CSX Corp.                                               | CUSIP: 126408GW7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    5340000 | PA      | $5019088.80   | 0.04%             | 2042-05-30      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CSX CORP                                   | CSX Corp.                                               | CUSIP: 126408GY3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     200000 | PA      | $169924.71    | 0.00%             | 2044-03-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| CSL FINANCE PLC                            | CSL Finance PLC                                         | CUSIP: 12661PAD1<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    1532000 | PA      | $1404832.25   | 0.01%             | 2042-04-27      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp.                                        | CUSIP: 126650BR0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    5800000 | PA      | $6063642.60   | 0.05%             | 2039-09-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp.                                        | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2831615.88   | 0.02%             | 2043-12-05      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp.                                        | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    9500000 | PA      | $8926015.32   | 0.07%             | 2038-03-25      | Fixed         | 4.78%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp.                                        | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2884352.31   | 0.02%             | 2029-08-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: —       |
| CVS HEALTH CORP                            | CVS Health Corp.                                        | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    9078000 | PA      | $7768990.62   | 0.06%             | 2040-04-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp.                                        | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   19360000 | PA      | $19609139.97  | 0.16%             | 2044-06-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CANADA HOUSING TRUST                       | Canada Housing Trust No. 1                              | CUSIP: 13509PJU8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |   25000000 | PA      | $17821289.79  | 0.14%             | 2029-09-15      | Floating      | 2.73%                 | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK                     | Canadian Imperial Bank of Commerce                      | CUSIP: 13607L8D8<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   16394000 | PA      | $16514943.46  | 0.13%             | 2027-06-28      | Floating      | 5.06%                 | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK                     | Canadian Imperial Bank of Commerce                      | CUSIP: 13607LWW9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    4800000 | PA      | $5223337.34   | 0.04%             | 2033-10-03      | Fixed         | 6.09%                 | No            | 2                  | On Loan: No      |
| CANADIAN NATL RESOURCES                    | Canadian Natural Resources Ltd.                         | CUSIP: 136385AG6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    3000000 | PA      | $3131665.92   | 0.03%             | 2035-02-01      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| CANADIAN NATL RESOURCES                    | Canadian Natural Resources Ltd.                         | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    6400000 | PA      | $6829438.08   | 0.05%             | 2038-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| CANADIAN NATL RESOURCES                    | Canadian Natural Resources Ltd.                         | CUSIP: 136385AP6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    5000000 | PA      | $5517312.75   | 0.04%             | 2039-02-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| CANADIAN NATL RESOURCES                    | Canadian Natural Resources Ltd.                         | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   12722000 | PA      | $11920740.58  | 0.10%             | 2030-07-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                   | Capital One Financial Corp.                             | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2779812.34   | 0.02%             | 2028-01-31      | Fixed         | 3.80%                 | No            | 2                  | On Loan: —       |
| CARRIER GLOBAL CORP                        | Carrier Global Corp.                                    | CUSIP: 14448CAL8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1474616.08   | 0.01%             | 2031-02-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| CATERPILLAR INC                            | Caterpillar, Inc.                                       | CUSIP: 149123CB5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     200000 | PA      | $170404.92    | 0.00%             | 2042-08-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| CENTERPOINT ENERGY RES                     | CenterPoint Energy Resources Corp.                      | CUSIP: 15189WAH3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    6244000 | PA      | $6532206.68   | 0.05%             | 2041-01-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| CENTERPOINT ENERGY RES                     | CenterPoint Energy Resources Corp.                      | CUSIP: 15189WAL4<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    4478000 | PA      | $4465828.39   | 0.04%             | 2028-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CHEVRON USA INC                            | Chevron USA, Inc.                                       | CUSIP: 166756BM7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $25094135.25  | 0.20%             | 2028-08-13      | Floating      | 4.84%                 | No            | 2                  | On Loan: No      |
| CHOICE HOTELS INTL INC                     | Choice Hotels International, Inc.                       | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |     970000 | PA      | $931213.36    | 0.01%             | 2029-12-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| CINCINNATI FINL CORP                       | Cincinnati Financial Corp.                              | CUSIP: 172062AE1<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1298597.33   | 0.01%             | 2034-11-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| CINCINNATI FINL CORP                       | Cincinnati Financial Corp.                              | CUSIP: 172062AF8<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2990767.70   | 0.02%             | 2028-05-15      | Fixed         | 6.92%                 | No            | 2                  | On Loan: No      |
| CISCO SYSTEMS INC                          | Cisco Systems, Inc.                                     | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5212373.25   | 0.04%             | 2040-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                              | Citigroup, Inc.                                         | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   15597000 | PA      | $19999639.12  | 0.16%             | 2039-07-15      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                              | Citigroup, Inc.                                         | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   31650000 | PA      | $33558380.11  | 0.27%             | 2042-01-30      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| COCA-COLA CO/THE                           | Coca-Cola Co.                                           | CUSIP: 191216CW8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     500000 | PA      | $372863.67    | 0.00%             | 2040-06-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                               | Comcast Corp.                                           | CUSIP: 20030NAC5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   14000000 | PA      | $15969177.84  | 0.13%             | 2033-03-15      | Fixed         | 7.05%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                               | Comcast Corp.                                           | CUSIP: 20030NAY7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     400000 | PA      | $440879.42    | 0.00%             | 2039-07-01      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                               | Comcast Corp.                                           | CUSIP: 20030NBE0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $888091.24    | 0.01%             | 2042-07-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                               | Comcast Corp.                                           | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   15667000 | PA      | $15256448.15  | 0.12%             | 2033-01-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                               | Comcast Corp.                                           | CUSIP: 20030NBK6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     400000 | PA      | $352813.09    | 0.00%             | 2044-03-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                               | Comcast Corp.                                           | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    2490000 | PA      | $2173928.21   | 0.02%             | 2038-03-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                               | Comcast Corp.                                           | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    5700000 | PA      | $5296575.83   | 0.04%             | 2038-10-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                               | Comcast Corp.                                           | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $5520050.34   | 0.04%             | 2039-11-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                               | Comcast Corp.                                           | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   30900000 | PA      | $25673889.49  | 0.21%             | 2040-04-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                          | CUSIP: 2027A0KY4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    5000000 | PA      | $5037195.00   | 0.04%             | 2030-03-14      | Floating      | 5.07%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                          | CUSIP: 2027A0KZ1<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   15000000 | PA      | $15097155.00  | 0.12%             | 2030-10-01      | Floating      | 5.05%                 | No            | 2                  | On Loan: —       |
| CONAGRA BRANDS INC                         | Conagra Brands, Inc.                                    | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   39500000 | PA      | $38008007.19  | 0.31%             | 2038-11-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| CONOCOPHILLIPS                             | ConocoPhillips                                          | CUSIP: 20825CAP9<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |     400000 | PA      | $431682.23    | 0.00%             | 2038-05-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| CONOCOPHILLIPS                             | ConocoPhillips                                          | CUSIP: 20825CAQ7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |     600000 | PA      | $676221.53    | 0.01%             | 2039-02-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| CONOCOPHILLIPS COMPANY                     | ConocoPhillips Co.                                      | CUSIP: 20826FBC9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $989399.86    | 0.01%             | 2042-03-15      | Fixed         | 3.76%                 | No            | 2                  | On Loan: No      |
| CON EDISON CO OF NY INC                    | Consolidated Edison Co. of New York, Inc.               | CUSIP: 209111EY5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     400000 | PA      | $410774.15    | 0.00%             | 2039-12-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CON EDISON CO OF NY INC                    | Consolidated Edison Co. of New York, Inc.               | CUSIP: 209111FA6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     400000 | PA      | $414876.64    | 0.00%             | 2040-06-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| CON EDISON CO OF NY INC                    | Consolidated Edison Co. of New York, Inc.               | CUSIP: 209111FB4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   14174000 | PA      | $12368902.55  | 0.10%             | 2042-03-15      | Fixed         | 4.20%                 | 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        |    7400000 | PA      | $6187893.10   | 0.05%             | 2043-03-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| CON EDISON CO OF NY INC                    | Consolidated Edison Co. of New York, Inc.               | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     251000 | PA      | $221963.03    | 0.00%             | 2044-03-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| CONSTELLATION BRANDS INC                   | Constellation Brands, Inc.                              | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    5800000 | PA      | $5576931.71   | 0.04%             | 2029-08-01      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| CONTINENTAL RESOURCES                      | Continental Resources, Inc.                             | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     919000 | PA      | $742705.19    | 0.01%             | 2044-06-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| COOPERATIEVE RABOBANK UA                   | Cooperatieve Rabobank UA                                | CUSIP: 21685WCJ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    6500000 | PA      | $6565664.82   | 0.05%             | 2041-05-24      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                | CUSIP: 21688ABB7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   10500000 | PA      | $10510132.50  | 0.08%             | 2026-01-09      | Floating      | 4.81%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                | CUSIP: 21688ABE1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    5500000 | PA      | $5529215.18   | 0.04%             | 2027-03-05      | Floating      | 4.90%                 | No            | 2                  | On Loan: No      |
| COSTCO WHOLESALE CORP                      | Costco Wholesale Corp.                                  | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    8754000 | PA      | $7913194.32   | 0.06%             | 2030-04-20      | Fixed         | 1.60%                 | No            | 2                  | On Loan: No      |
| COX COMMUNICATIONS INC                     | Cox Communications, Inc.                                | CUSIP: 224044BY2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $3823130.17   | 0.03%             | 2042-12-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| COX COMMUNICATIONS INC                     | Cox Communications, Inc.                                | CUSIP: 224044CF2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   10052000 | PA      | $9464152.10   | 0.08%             | 2035-02-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                         | Credit Agricole SA                                      | CUSIP: 22534PAG8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    4600000 | PA      | $4851020.76   | 0.04%             | 2033-07-05      | Fixed         | 5.51%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                         | Credit Agricole SA                                      | CUSIP: 22534PAJ2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    2000000 | PA      | $2007930.36   | 0.02%             | 2027-03-11      | Floating      | 5.04%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC                           | Crown Castle, Inc.                                      | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     300000 | PA      | $263037.86    | 0.00%             | 2031-04-01      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC                           | Crown Castle, Inc.                                      | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   18705000 | PA      | $13708470.64  | 0.11%             | 2041-04-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| CUMMINS INC                                | Cummins, Inc.                                           | CUSIP: 231021AQ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |   14376000 | PA      | $13982504.87  | 0.11%             | 2043-10-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| DH EUROPE FINANCE II                       | DH Europe Finance II SARL                               | CUSIP: 23291KAJ4<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    1050000 | PA      | $862905.25    | 0.01%             | 2039-11-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| DCP MIDSTREAM OPERATING                    | DCP Midstream Operating LP                              | CUSIP: 23311VAF4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    2550000 | PA      | $2478615.38   | 0.02%             | 2044-04-01      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| The DFA Investment Trust Company           | DFA Investment Trust Co.                                | CUSIP: 23320U405<br>LEI: 549300FSKWEXKF6YBM56 | Long             | EC               | RF                | US        |   45053244 | NS      | $521130873.41 | 4.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Dimensional Holdings Inc.                  | DFA Short Term Investment Fund                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  517611248 | NS      | $517611247.50 | 4.16%             |  |  |  | No            | N/A                | On Loan: No      |
| MERCEDES-BENZ FIN NA                       | Mercedes-Benz Finance North America LLC                 | CUSIP: 233835AQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   10899000 | PA      | $12973740.51  | 0.10%             | 2031-01-18      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| DELL INT LLC / EMC CORP                    | Dell International LLC/EMC Corp.                        | CUSIP: 24703DBF7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    5009000 | PA      | $3862270.45   | 0.03%             | 2041-12-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| DEVON ENERGY CORPORATION                   | Devon Energy Corp.                                      | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   15858000 | PA      | $15274268.92  | 0.12%             | 2041-07-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| DEVON ENERGY CORPORATION                   | Devon Energy Corp.                                      | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2515868.26   | 0.02%             | 2042-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| DIAGEO CAPITAL PLC                         | Diageo Capital PLC                                      | CUSIP: 25243YAV1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $331410.29    | 0.00%             | 2043-04-29      | Fixed         | 3.88%                 | No            | 2                  | On Loan: —       |
| DIAGEO CAPITAL PLC                         | Diageo Capital PLC                                      | CUSIP: 25243YBE8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    2555000 | PA      | $2216725.26   | 0.02%             | 2032-04-29      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| DICK'S SPORTING GOODS                      | Dick's Sporting Goods, Inc.                             | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    9525000 | PA      | $8744509.31   | 0.07%             | 2032-01-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: —       |
| WALT DISNEY COMPANY/THE                    | Walt Disney Co.                                         | CUSIP: 254687ER3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     800000 | PA      | $881644.68    | 0.01%             | 2041-02-15      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| WALT DISNEY COMPANY/THE                    | Walt Disney Co.                                         | CUSIP: 254687ET9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    5750000 | PA      | $5842860.78   | 0.05%             | 2043-10-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| WALT DISNEY COMPANY/THE                    | Walt Disney Co.                                         | CUSIP: 254687EV4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     400000 | PA      | $372022.26    | 0.00%             | 2044-09-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| WALT DISNEY COMPANY/THE                    | Walt Disney Co.                                         | CUSIP: 254687FR2<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4810050.90   | 0.04%             | 2040-03-23      | Fixed         | 4.63%                 | No            | 2                  | On Loan: —       |
| WALT DISNEY COMPANY/THE                    | Walt Disney Co.                                         | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   32131000 | PA      | $27016117.20  | 0.22%             | 2040-05-13      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                   | TWDC Enterprises 18 Corp.                               | CUSIP: 25468PCP9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $6820137.23   | 0.05%             | 2041-08-16      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| DOMINION ENERGY INC                        | Dominion Energy, Inc.                                   | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4657917.85   | 0.04%             | 2041-08-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| DOMINION ENERGY INC                        | Dominion Energy, Inc.                                   | CUSIP: 25746UDK2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1525135.34   | 0.01%             | 2041-04-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold NZD                                | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |          1 | NC      | $159972.32    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $158342.22    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold NZD                                | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |          1 | NC      | $222175.30    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold CAD                                | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |          1 | NC      | $250663.30    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $5115.97      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $714931.27    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold AUD                                | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |          1 | NC      | $1023412.45   | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold AUD                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $734629.37    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $130711.41    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold AUD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $1022496.78   | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased AUD / Sold USD                                | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | AU        |          1 | NC      | $-10131.37    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $66876.12     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $68157.76     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased AUD / Sold USD                                | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | AU        |          1 | NC      | $264003.11    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold NZD                                | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |          1 | NC      | $-76989.39    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $107123.32    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold AUD                                | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |          1 | NC      | $-327091.14   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased AUD / Sold USD                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |          1 | NC      | $79407.34     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold NZD                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-450.77      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased AUD / Sold USD                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |          1 | NC      | $63933.97     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-3399.73     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $47813.46     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $61745.81     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold AUD                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-692260.38   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |          1 | NC      | $117817.40    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold JPY                                | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |          1 | NC      | $894976.91    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $86703.06     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $50690.61     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |          1 | NC      | $626325.61    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $241136.74    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased NZD / Sold USD                                | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | NZ        |          1 | NC      | $-261421.87   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased EUR / Sold USD                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $-238469.05   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold NZD                                | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |          1 | NC      | $265224.03    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DOW CHEMICAL CO/THE                        | Dow Chemical Co.                                        | CUSIP: 260543CE1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $913087.08    | 0.01%             | 2041-11-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| DOW CHEMICAL CO/THE                        | Dow Chemical Co.                                        | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    1616000 | PA      | $1308340.07   | 0.01%             | 2042-11-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| DOW CHEMICAL CO/THE                        | Dow Chemical Co.                                        | CUSIP: 260543CL5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $827311.47    | 0.01%             | 2044-10-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CORP                           | Duke Energy Corp.                                       | CUSIP: 26441CBM6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   23750000 | PA      | $18414219.79  | 0.15%             | 2041-06-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS                    | Duquesne Light Holdings, Inc.                           | CUSIP: 266233AH8<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1351239.27   | 0.01%             | 2030-10-01      | Fixed         | 2.53%                 | No            | 2                  | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS                    | Duquesne Light Holdings, Inc.                           | CUSIP: 266233AJ4<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |     641000 | PA      | $569174.49    | 0.00%             | 2032-01-07      | Fixed         | 2.78%                 | No            | 2                  | On Loan: No      |
| ENI SPA                                    | Eni SpA                                                 | CUSIP: 26874RAC2<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    2000000 | PA      | $1972271.28   | 0.02%             | 2040-10-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| E.ON INTL FINANCE BV                       | E.ON International Finance BV                           | CUSIP: 268789AB0<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |   18500000 | PA      | $20692449.06  | 0.17%             | 2038-04-30      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| ERP OPERATING LP                           | ERP Operating LP                                        | CUSIP: 26884ABB8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |     400000 | PA      | $357430.83    | 0.00%             | 2044-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ERAC USA FINANCE LLC                       | ERAC USA Finance LLC                                    | CUSIP: 26884TAE2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     400000 | PA      | $408553.56    | 0.00%             | 2042-03-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| EASTMAN CHEMICAL CO                        | Eastman Chemical Co.                                    | CUSIP: 277432AL4<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |   20700000 | PA      | $18287432.80  | 0.15%             | 2042-09-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| EASTMAN CHEMICAL CO                        | Eastman Chemical Co.                                    | CUSIP: 277432AP5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     400000 | PA      | $343346.72    | 0.00%             | 2044-10-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| EATON CORP                                 | Eaton Corp.                                             | CUSIP: 278062AD6<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    8105000 | PA      | $7942813.03   | 0.06%             | 2032-11-02      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| EATON VANCE CORP                           | Eaton Vance Corp.                                       | CUSIP: 278265AE3<br>LEI: 4JJ8ORNW1AFZPSV8GJ79 | Long             | DBT              | CORP              | US        |    9114000 | PA      | $9038826.18   | 0.07%             | 2027-04-06      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| EBAY INC                                   | eBay, Inc.                                              | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $4593876.76   | 0.04%             | 2042-07-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ECOLAB INC                                 | Ecolab, Inc.                                            | CUSIP: 278865AM2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3514216.88   | 0.03%             | 2041-12-08      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENER PART                    | Kinder Morgan Energy Partners LP                        | CUSIP: 28370TAF6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     400000 | PA      | $355183.19    | 0.00%             | 2042-11-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| EMERA US FINANCE LP                        | Emera U.S. Finance LP                                   | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2676316.41   | 0.02%             | 2031-06-15      | Fixed         | 2.64%                 | No            | 2                  | On Loan: No      |
| OVINTIV INC                                | Ovintiv, Inc.                                           | CUSIP: 292505AG9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    3770000 | PA      | $3953605.26   | 0.03%             | 2038-02-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE INC                               | Enbridge, Inc.                                          | CUSIP: 29250NAJ4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     400000 | PA      | $342827.54    | 0.00%             | 2044-06-10      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                   | Enbridge Energy Partners LP                             | CUSIP: 29250RAP1<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    7825000 | PA      | $9248406.63   | 0.07%             | 2038-04-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                   | Enbridge Energy Partners LP                             | CUSIP: 29250RAT3<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    1264000 | PA      | $1266635.62   | 0.01%             | 2040-09-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ENEL FINANCE INTL NV                       | Enel Finance International NV                           | CUSIP: 29268BAF8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    3900000 | PA      | $4122802.83   | 0.03%             | 2039-10-07      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                      | CUSIP: 29273RAF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     400000 | PA      | $435968.85    | 0.00%             | 2036-10-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                      | CUSIP: 29273RAJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     400000 | PA      | $463592.14    | 0.00%             | 2038-07-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                      | CUSIP: 29273RAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4643646.18   | 0.04%             | 2041-06-01      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                      | CUSIP: 29273RAZ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3934230.04   | 0.03%             | 2043-10-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| ENEL FINANCE INTL NV                       | Enel Finance International NV                           | CUSIP: 29278GBE7<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    9000000 | PA      | $9349105.50   | 0.08%             | 2034-06-26      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                      | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     585000 | PA      | $597020.62    | 0.00%             | 2038-06-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                   | Enterprise Products Operating LLC                       | CUSIP: 293791AF6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1590035.52   | 0.01%             | 2033-03-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                   | Enterprise Products Operating LLC                       | CUSIP: 29379VAG8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    5917000 | PA      | $6439956.29   | 0.05%             | 2039-10-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                   | Enterprise Products Operating LLC                       | CUSIP: 29379VAM5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    3157000 | PA      | $3814832.14   | 0.03%             | 2038-04-15      | Fixed         | 7.55%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                   | Enterprise Products Operating LLC                       | CUSIP: 29379VAQ6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    5135000 | PA      | $5741378.90   | 0.05%             | 2040-09-01      | Fixed         | 6.45%                 | No            | 2                  | On Loan: —       |
| ENTERPRISE PRODUCTS OPER                   | Enterprise Products Operating LLC                       | CUSIP: 29379VAT0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    2617000 | PA      | $2779737.57   | 0.02%             | 2041-02-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                   | Enterprise Products Operating LLC                       | CUSIP: 29379VAV5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $3721266.00   | 0.03%             | 2042-02-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                   | Enterprise Products Operating LLC                       | CUSIP: 29379VAW3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2239479.19   | 0.02%             | 2042-08-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                   | Enterprise Products Operating LLC                       | CUSIP: 29379VAY9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    2146000 | PA      | $1906862.10   | 0.02%             | 2043-02-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                   | Enterprise Products Operating LLC                       | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $7889566.81   | 0.06%             | 2044-03-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                   | Enterprise Products Operating LLC                       | CUSIP: 29379VBC6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     800000 | PA      | $760985.02    | 0.01%             | 2045-02-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| EQUIFAX INC                                | Equifax, Inc.                                           | CUSIP: 294429AS4<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     200000 | PA      | $188806.22    | 0.00%             | 2030-05-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| EQUINIX INC                                | Equinix, Inc.                                           | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    2500000 | PA      | $2396963.88   | 0.02%             | 2029-11-18      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| EQUINIX INC                                | Equinix, Inc.                                           | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    5700000 | PA      | $5148808.29   | 0.04%             | 2031-05-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                | Equinor ASA                                             | CUSIP: 29446MAJ1<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    3000000 | PA      | $2984174.10   | 0.02%             | 2026-01-22      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| EUROPEAN BK RECON & DEV                    | European Bank for Reconstruction & Development          | CUSIP: 29874QEU4<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    3772000 | PA      | $3768487.33   | 0.03%             | 2029-02-16      | Floating      | 4.56%                 | No            | 2                  | On Loan: No      |
| EUROPEAN BK RECON & DEV                    | European Bank for Reconstruction & Development          | CUSIP: 29875BAK2<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |   30400000 | PA      | $30429142.66  | 0.24%             | 2028-02-20      | Floating      | 4.59%                 | No            | 2                  | On Loan: No      |
| EUROPEAN BK RECON & DEV                    | European Bank for Reconstruction & Development          | CUSIP: 29875BAM8<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |   17500000 | PA      | $17523212.88  | 0.14%             | 2030-07-22      | Floating      | 4.51%                 | No            | 2                  | On Loan: No      |
| EVERSOURCE ENERGY                          | Eversource Energy                                       | CUSIP: 30040WAF5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     600000 | PA      | $598869.65    | 0.00%             | 2029-04-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| CONSTELLATION EN GEN LLC                   | Constellation Energy Generation LLC                     | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     789000 | PA      | $862404.99    | 0.01%             | 2039-10-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| CONSTELLATION EN GEN LLC                   | Constellation Energy Generation LLC                     | CUSIP: 30161MAJ2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1439907.25   | 0.01%             | 2041-10-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                   | Export Development Canada                               | CUSIP: 30216BKG6<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   17980000 | PA      | $17998085.54  | 0.14%             | 2028-08-01      | Floating      | 4.40%                 | No            | 2                  | On Loan: No      |
| EXTRA SPACE STORAGE LP                     | Extra Space Storage LP                                  | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |   13100000 | PA      | $11383850.22  | 0.09%             | 2032-03-15      | Fixed         | 2.35%                 | No            | 2                  | On Loan: —       |
| EXXON MOBIL CORPORATION                    | Exxon Mobil Corp.                                       | CUSIP: 30231GAY8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $4173835.64   | 0.03%             | 2039-08-16      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                    | Exxon Mobil Corp.                                       | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   18200000 | PA      | $16773684.20  | 0.13%             | 2040-03-19      | Fixed         | 4.23%                 | No            | 2                  | On Loan: No      |
| FMR LLC                                    | FMR LLC                                                 | CUSIP: 30251BAD0<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2423289.50   | 0.02%             | 2033-02-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS INC                         | Meta Platforms, Inc.                                    | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3375486.91   | 0.03%             | 2032-08-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                     | Fairfax Financial Holdings Ltd.                         | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    3400000 | PA      | $3195270.43   | 0.03%             | 2031-03-03      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN BANK                     | Federal Home Loan Banks                                 | CUSIP: 3130AEB25<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   78400000 | PA      | $77859108.21  | 0.63%             | 2028-06-09      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN BANK                     | Federal Home Loan Banks                                 | CUSIP: 3130AFFX0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   89390000 | PA      | $88436588.61  | 0.71%             | 2028-11-16      | Fixed         | 3.25%                 | No            | 2                  | On Loan: —       |
| FEDERAL HOME LOAN BANK                     | Federal Home Loan Banks                                 | CUSIP: 3130AGUW3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   10000000 | PA      | $9420735.60   | 0.08%             | 2029-09-14      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN BANK                     | Federal Home Loan Banks                                 | CUSIP: 3130AHKT9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   23735000 | PA      | $22261286.73  | 0.18%             | 2029-12-14      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN BANK                     | Federal Home Loan Banks                                 | CUSIP: 3133XG6E9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    5050000 | PA      | $5106288.71   | 0.04%             | 2026-06-12      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN BANK                     | Federal Home Loan Banks                                 | CUSIP: 3133XGAY0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   22355000 | PA      | $24591744.73  | 0.20%             | 2036-07-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: —       |
| FREDDIE MAC                                | Federal Home Loan Mortgage Corp.                        | CUSIP: 3134A3U46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   76476000 | PA      | $85026624.02  | 0.68%             | 2029-09-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: —       |
| FREDDIE MAC                                | Federal Home Loan Mortgage Corp.                        | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |  100575000 | PA      | $115079915.44 | 0.92%             | 2031-03-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: —       |
| FREDDIE MAC                                | Federal Home Loan Mortgage Corp.                        | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   85446000 | PA      | $97177105.21  | 0.78%             | 2032-07-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: —       |
| FANNIE MAE                                 | Federal National Mortgage Association                   | CUSIP: 31359MEU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |  102508000 | PA      | $111273507.26 | 0.89%             | 2029-05-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: —       |
| FANNIE MAE                                 | Federal National Mortgage Association                   | CUSIP: 31359MFJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   72196000 | PA      | $81651967.12  | 0.66%             | 2030-01-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: —       |
| FANNIE MAE                                 | Federal National Mortgage Association                   | CUSIP: 31359MFP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   72729000 | PA      | $83455713.66  | 0.67%             | 2030-05-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: —       |
| FANNIE MAE                                 | Federal National Mortgage Association                   | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   93212000 | PA      | $105460821.14 | 0.85%             | 2030-11-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| FANNIE MAE                                 | Federal National Mortgage Association                   | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |  209150000 | PA      | $183635582.35 | 1.47%             | 2030-08-05      | Fixed         | 0.88%                 | No            | 2                  | On Loan: —       |
| FANNIE MAE                                 | Federal National Mortgage Association                   | CUSIP: 3135G05Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   48380000 | PA      | $45781032.21  | 0.37%             | 2027-10-08      | Fixed         | 0.75%                 | No            | 2                  | On Loan: —       |
| FANNIE MAE                                 | Federal National Mortgage Association                   | CUSIP: 3135G0K36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   86000000 | PA      | $85311114.20  | 0.69%             | 2026-04-24      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| FANNIE MAE                                 | Federal National Mortgage Association                   | CUSIP: 3135G0Q22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   96839000 | PA      | $95229524.20  | 0.76%             | 2026-09-24      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| FEDEX CORP                                 | FedEx Corp.                                             | CUSIP: 31428XAW6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4590202.90   | 0.04%             | 2044-01-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| FEDEX CORP                                 | FedEx Corp.                                             | CUSIP: 31428XDJ2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    2075000 | PA      | $2066695.25   | 0.02%             | 2034-01-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| FEDEX CORP                                 | FedEx Corp.                                             | CUSIP: 31428XDL7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    9950000 | PA      | $7443017.50   | 0.06%             | 2041-05-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| FEDEX CORP                                 | FedEx Corp.                                             | CUSIP: 31428XDN3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     400000 | PA      | $322619.98    | 0.00%             | 2043-04-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| FEDEX CORP                                 | FedEx Corp.                                             | CUSIP: 31428XDP8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     400000 | PA      | $367216.23    | 0.00%             | 2044-01-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATL INFO SERV                    | Fidelity National Information Services, Inc.            | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   10400000 | PA      | $7767704.36   | 0.06%             | 2041-03-01      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATL FINANCIAL                    | Fidelity National Financial, Inc.                       | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |   19454000 | PA      | $18485883.75  | 0.15%             | 2030-06-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATL FINANCIAL                    | Fidelity National Financial, Inc.                       | CUSIP: 31620RAK1<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1593830.21   | 0.01%             | 2031-03-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| FIRST AMERICAN FINANCIAL                   | First American Financial Corp.                          | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |   16044000 | PA      | $13967078.05  | 0.11%             | 2031-08-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| FLEX LTD                                   | Flex Ltd.                                               | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    2040000 | PA      | $2065540.27   | 0.02%             | 2029-06-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| FLEX LTD                                   | Flex Ltd.                                               | CUSIP: 33938XAB1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    4000000 | PA      | $4049832.68   | 0.03%             | 2030-05-12      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| FLOWSERVE CORPORATION                      | Flowserve Corp.                                         | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |   29138000 | PA      | $25919939.84  | 0.21%             | 2032-01-15      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                   | Fortune Brands Innovations, Inc.                        | CUSIP: 34964CAE6<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $3736164.71   | 0.03%             | 2029-09-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                   | Fortune Brands Innovations, Inc.                        | CUSIP: 34964CAF3<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     414000 | PA      | $395163.19    | 0.00%             | 2032-03-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| FOX CORP                                   | Fox Corp.                                               | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   26300000 | PA      | $26443467.03  | 0.21%             | 2039-01-25      | Fixed         | 5.48%                 | No            | 2                  | On Loan: No      |
| FREEPORT-MCMORAN INC                       | Freeport-McMoRan, Inc.                                  | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $3492392.69   | 0.03%             | 2043-03-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| GATX CORP                                  | GATX Corp.                                              | CUSIP: 361448BJ1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    6850000 | PA      | $6353649.07   | 0.05%             | 2032-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ALLY FINANCIAL INC                         | Ally Financial, Inc.                                    | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    5705000 | PA      | $6494897.13   | 0.05%             | 2031-11-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| GENERAL DYNAMICS CORP                      | General Dynamics Corp.                                  | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     800000 | PA      | $737115.02    | 0.01%             | 2040-04-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| GENERAL DYNAMICS CORP                      | General Dynamics Corp.                                  | CUSIP: 369550BQ0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     400000 | PA      | $302880.72    | 0.00%             | 2041-06-01      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| GENERAL ELECTRIC CO                        | General Electric Co.                                    | CUSIP: 369604BH5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     200000 | PA      | $182434.90    | 0.00%             | 2044-03-11      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS CO                          | General Motors Co.                                      | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    6800000 | PA      | $6947818.67   | 0.06%             | 2043-10-02      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS CO                          | General Motors Co.                                      | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     400000 | PA      | $362896.56    | 0.00%             | 2045-04-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS CO                          | General Motors Co.                                      | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   15200000 | PA      | $16519111.48  | 0.13%             | 2036-04-01      | Fixed         | 6.60%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS CO                          | General Motors Co.                                      | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    3569000 | PA      | $3446303.53   | 0.03%             | 2038-04-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS CO                          | General Motors Co.                                      | CUSIP: 37045VBB5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     400000 | PA      | $425274.69    | 0.00%             | 2035-04-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                      | CUSIP: 37045XBG0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1236000 | PA      | $1236917.30   | 0.01%             | 2026-03-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                      | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5755066.74   | 0.05%             | 2030-06-21      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                      | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    8400000 | PA      | $7610160.10   | 0.06%             | 2032-01-12      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                      | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     400000 | PA      | $430994.61    | 0.00%             | 2033-01-09      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                      | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     600000 | PA      | $607236.13    | 0.00%             | 2034-09-06      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                      | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     800000 | PA      | $833377.59    | 0.01%             | 2035-01-07      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| GEORGIA-PACIFIC LLC                        | Georgia-Pacific LLC                                     | CUSIP: 373298BR8<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     800000 | PA      | $907184.07    | 0.01%             | 2029-11-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: —       |
| GEORGIA POWER CO                           | Georgia Power Co.                                       | CUSIP: 373334JS1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     400000 | PA      | $382319.57    | 0.00%             | 2040-09-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| GEORGIA POWER CO                           | Georgia Power Co.                                       | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   20400000 | PA      | $18081036.32  | 0.15%             | 2042-03-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| GILEAD SCIENCES INC                        | Gilead Sciences, Inc.                                   | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5608885.50   | 0.05%             | 2044-04-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| GILEAD SCIENCES INC                        | Gilead Sciences, Inc.                                   | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1446489.17   | 0.01%             | 2036-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: —       |
| GILEAD SCIENCES INC                        | Gilead Sciences, Inc.                                   | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   22300000 | PA      | $16478074.78  | 0.13%             | 2040-10-01      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                       | Glencore Funding LLC                                    | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $3750150.81   | 0.03%             | 2030-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: —       |
| GLENCORE FUNDING LLC                       | Glencore Funding LLC                                    | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   33500000 | PA      | $30758163.69  | 0.25%             | 2031-04-27      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                       | Glencore Funding LLC                                    | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    9800000 | PA      | $8803213.48   | 0.07%             | 2031-09-23      | Fixed         | 2.63%                 | No            | 2                  | On Loan: —       |
| GLOBAL PAYMENTS INC                        | Global Payments, Inc.                                   | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     400000 | PA      | $355734.54    | 0.00%             | 2031-11-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| GLOBE LIFE INC                             | Globe Life, Inc.                                        | CUSIP: 37959EAB8<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10044893.30  | 0.08%             | 2032-06-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group, Inc.                               | CUSIP: 38141EC31<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     800000 | PA      | $746923.86    | 0.01%             | 2044-07-08      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group, Inc.                               | CUSIP: 38141GCU6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1621000 | PA      | $1778111.03   | 0.01%             | 2033-02-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group, Inc.                               | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   18121000 | PA      | $19973228.77  | 0.16%             | 2041-02-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group, Inc.                               | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $3840275.41   | 0.03%             | 2030-02-07      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group, Inc.                               | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   11500000 | PA      | $11308665.65  | 0.09%             | 2030-03-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| HCA INC                                    | HCA, Inc.                                               | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     400000 | PA      | $345059.83    | 0.00%             | 2042-03-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                          | HSBC Holdings PLC                                       | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    5000000 | PA      | $5459184.50   | 0.04%             | 2042-01-14      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                          | HSBC Holdings PLC                                       | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   12200000 | PA      | $12505025.01  | 0.10%             | 2030-03-31      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| HP INC                                     | HP, Inc.                                                | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     200000 | PA      | $180337.95    | 0.00%             | 2031-06-17      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| HALLIBURTON CO                             | Halliburton Co.                                         | CUSIP: 406216AW1<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    4460000 | PA      | $5017917.99   | 0.04%             | 2038-09-15      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| HALLIBURTON CO                             | Halliburton Co.                                         | CUSIP: 406216AY7<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3828283.10   | 0.03%             | 2039-09-15      | Fixed         | 7.45%                 | No            | 2                  | On Loan: No      |
| HALLIBURTON CO                             | Halliburton Co.                                         | CUSIP: 406216BA8<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |   13340000 | PA      | $11755131.30  | 0.09%             | 2041-11-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| HALLIBURTON CO                             | Halliburton Co.                                         | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1521441.47   | 0.01%             | 2043-08-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| HASBRO INC                                 | Hasbro, Inc.                                            | CUSIP: 418056AS6<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3900975.23   | 0.03%             | 2040-03-15      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| HASBRO INC                                 | Hasbro, Inc.                                            | CUSIP: 418056AU1<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1783052.92   | 0.01%             | 2044-05-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| HASBRO INC                                 | Hasbro, Inc.                                            | CUSIP: 418056BA4<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2107465.18   | 0.02%             | 2034-05-14      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| WELLTOWER OP LLC                           | Welltower OP LLC                                        | CUSIP: 42217KAX4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    1903000 | PA      | $2132426.46   | 0.02%             | 2041-03-15      | Fixed         | 6.50%                 | 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        |   19500000 | PA      | $17684412.14  | 0.14%             | 2030-06-01      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                   | Healthcare Realty Holdings LP                           | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    2800000 | PA      | $2438463.52   | 0.02%             | 2031-03-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| HEINEKEN NV                                | Heineken NV                                             | CUSIP: 423012AE3<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |    4400000 | PA      | $3731966.26   | 0.03%             | 2042-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| HESS CORP                                  | Hess Corp.                                              | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4812499.44   | 0.04%             | 2041-02-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| HP INC                                     | HP, Inc.                                                | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   11400000 | PA      | $11681349.15  | 0.09%             | 2041-09-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: —       |
| HOME DEPOT INC                             | Home Depot, Inc.                                        | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    8388000 | PA      | $9110843.37   | 0.07%             | 2036-12-16      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                             | Home Depot, Inc.                                        | CUSIP: 437076AU6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   22000000 | PA      | $22725653.50  | 0.18%             | 2040-09-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                             | Home Depot, Inc.                                        | CUSIP: 437076BF8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     400000 | PA      | $352901.07    | 0.00%             | 2045-03-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                             | Home Depot, Inc.                                        | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   11505000 | PA      | $9476936.34   | 0.08%             | 2040-04-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| HOST HOTELS & RESORTS LP                   | Host Hotels & Resorts LP                                | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    9000000 | PA      | $9228491.64   | 0.07%             | 2034-07-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| HOST HOTELS & RESORTS LP                   | Host Hotels & Resorts LP                                | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |     200000 | PA      | $201932.71    | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| HUMANA INC                                 | Humana, Inc.                                            | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2670996.39   | 0.02%             | 2044-10-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| HYATT HOTELS CORP                          | Hyatt Hotels Corp.                                      | CUSIP: 448579AT9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5120928.65   | 0.04%             | 2031-12-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| IBM INTERNAT CAPITAL                       | IBM International Capital Pte. Ltd.                     | CUSIP: 449276AF1<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |   32262000 | PA      | $31608188.31  | 0.25%             | 2044-02-05      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| ILLINOIS TOOL WORKS INC                    | Illinois Tool Works, Inc.                               | CUSIP: 452308AR0<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |     200000 | PA      | $170924.38    | 0.00%             | 2042-09-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| ING GROEP NV                               | ING Groep NV                                            | CUSIP: 456837AQ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    4000000 | PA      | $3971716.84   | 0.03%             | 2029-04-09      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| VOYA FINANCIAL INC                         | Voya Financial, Inc.                                    | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     913000 | PA      | $919038.03    | 0.01%             | 2043-07-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                 | Intel Corp.                                             | CUSIP: 458140AK6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    2470000 | PA      | $2225657.30   | 0.02%             | 2041-10-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                 | Intel Corp.                                             | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   27124000 | PA      | $24544203.81  | 0.20%             | 2040-03-25      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                 | Intel Corp.                                             | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   23576000 | PA      | $16593790.54  | 0.13%             | 2041-08-12      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                 | Intel Corp.                                             | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   26349000 | PA      | $26000796.91  | 0.21%             | 2043-02-10      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                         | CUSIP: 4581X0EC8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   34000000 | PA      | $33942200.00  | 0.27%             | 2029-02-15      | Floating      | 4.58%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                         | CUSIP: 4581X0EG9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    3000000 | PA      | $3005068.38   | 0.02%             | 2027-10-04      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                         | CUSIP: 4581X0EQ7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   10000000 | PA      | $10002136.20  | 0.08%             | 2029-08-01      | Floating      | 4.44%                 | No            | 2                  | On Loan: No      |
| INTERCONTINENTALEXCHANGE                   | Intercontinental Exchange, Inc.                         | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   16100000 | PA      | $11967130.00  | 0.10%             | 2040-09-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| INTERCONTINENTALEXCHANGE                   | Intercontinental Exchange, Inc.                         | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   14500000 | PA      | $14615275.00  | 0.12%             | 2033-03-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development     | CUSIP: 459058JF1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   22500000 | PA      | $22584150.00  | 0.18%             | 2027-08-19      | Floating      | 4.69%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development     | CUSIP: 459058LH4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   45000000 | PA      | $45027956.25  | 0.36%             | 2027-06-15      | Floating      | 4.44%                 | No            | 2                  | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp.                   | CUSIP: 459200GS4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     800000 | PA      | $833151.69    | 0.01%             | 2039-11-30      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp.                   | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $4508633.31   | 0.04%             | 2042-06-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp.                   | CUSIP: 459200JR3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     153500 | PA      | $152231.80    | 0.00%             | 2027-01-27      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp.                   | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   15550000 | PA      | $13984543.40  | 0.11%             | 2039-05-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp.                   | CUSIP: 459200KJ9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    8840000 | PA      | $8033880.84   | 0.06%             | 2030-05-15      | Fixed         | 1.95%                 | No            | 2                  | On Loan: —       |
| IBM CORP                                   | International Business Machines Corp.                   | CUSIP: 459200KK6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   36982000 | PA      | $27963205.95  | 0.22%             | 2040-05-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| INTERPUBLIC GROUP COS                      | Interpublic Group of Cos., Inc.                         | CUSIP: 460690BR0<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |     375000 | PA      | $376925.30    | 0.00%             | 2030-03-30      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| INTERSTATE POWER & LIGHT                   | Interstate Power & Light Co.                            | CUSIP: 461070AS3<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    3978000 | PA      | $3637282.47   | 0.03%             | 2030-06-01      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                        | Intesa Sanpaolo SpA                                     | CUSIP: 46115HBL0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   15800000 | PA      | $15531722.32  | 0.12%             | 2029-09-23      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| INVITATION HOMES OP                        | Invitation Homes Operating Partnership LP               | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    3000000 | PA      | $2597576.88   | 0.02%             | 2031-08-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co.                                    | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   15400000 | PA      | $17522707.66  | 0.14%             | 2038-05-15      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co.                                    | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3987164.97   | 0.03%             | 2040-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co.                                    | CUSIP: 46625HJB7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   11900000 | PA      | $12494882.67  | 0.10%             | 2041-07-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| JABIL INC                                  | Jabil, Inc.                                             | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   23950000 | PA      | $23145526.45  | 0.19%             | 2030-01-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| JABIL INC                                  | Jabil, Inc.                                             | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   15033000 | PA      | $13890843.92  | 0.11%             | 2031-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK NA                    | JPMorgan Chase Bank NA                                  | CUSIP: 46632FTV7<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |     900000 | PA      | $901758.92    | 0.01%             | 2026-04-29      | Floating      | 4.69%                 | No            | 2                  | On Loan: No      |
| JACKSON FINANCIAL INC                      | Jackson Financial, Inc.                                 | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    6177000 | PA      | $5598651.69   | 0.04%             | 2031-11-23      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FIN GROUP INC                    | Jefferies Financial Group, Inc.                         | CUSIP: 47233JDX3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    6280000 | PA      | $5427544.82   | 0.04%             | 2032-10-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FIN GROUP INC                    | Jefferies Financial Group, Inc.                         | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   20514000 | PA      | $18023995.70  | 0.14%             | 2031-10-15      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| JOHNSON & JOHNSON                          | Johnson & Johnson                                       | CUSIP: 478160CQ5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4434834.00   | 0.04%             | 2030-09-01      | Fixed         | 1.30%                 | No            | 2                  | On Loan: —       |
| JOHNSON & JOHNSON                          | Johnson & Johnson                                       | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     400000 | PA      | $283588.11    | 0.00%             | 2040-09-01      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK NA                    | JPMorgan Chase Bank NA                                  | CUSIP: 48125LRV6<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |   22820000 | PA      | $22984600.66  | 0.18%             | 2026-12-08      | Floating      | 5.19%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co.                                    | CUSIP: 48126BAA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4350000 | PA      | $4463852.68   | 0.04%             | 2042-01-06      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| JUNIPER NETWORKS INC                       | Juniper Networks, Inc.                                  | CUSIP: 48203RAM6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $3515853.56   | 0.03%             | 2029-08-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| JUNIPER NETWORKS INC                       | Juniper Networks, Inc.                                  | CUSIP: 48203RAP9<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4394398.80   | 0.04%             | 2030-12-10      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| KKR GROUP FIN CO II                        | KKR Group Finance Co. II LLC                            | CUSIP: 48249DAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4439107.85   | 0.04%             | 2043-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: —       |
| KELLANOVA                                  | Kellanova                                               | CUSIP: 487836AT5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    5659000 | PA      | $6503861.14   | 0.05%             | 2031-04-01      | Fixed         | 7.45%                 | No            | 2                  | On Loan: No      |
| KEMPER CORP                                | Kemper Corp.                                            | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |    9830000 | PA      | $9084986.95   | 0.07%             | 2032-02-23      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| KIMCO REALTY OP LLC                        | Kimco Realty OP LLC                                     | CUSIP: 49446RAY5<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    9700000 | PA      | $8561982.61   | 0.07%             | 2031-12-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENER PART                    | Kinder Morgan Energy Partners LP                        | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    5800000 | PA      | $6547052.59   | 0.05%             | 2038-01-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENER PART                    | Kinder Morgan Energy Partners LP                        | CUSIP: 494550BD7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $2072433.49   | 0.02%             | 2039-09-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENER PART                    | Kinder Morgan Energy Partners LP                        | CUSIP: 494550BF2<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3270222.30   | 0.03%             | 2040-09-15      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENER PART                    | Kinder Morgan Energy Partners LP                        | CUSIP: 494550BK1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     400000 | PA      | $398295.89    | 0.00%             | 2041-09-01      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENER PART                    | Kinder Morgan Energy Partners LP                        | CUSIP: 494550BN5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $3882879.29   | 0.03%             | 2042-08-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENER PART                    | Kinder Morgan Energy Partners LP                        | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   15400000 | PA      | $14203178.68  | 0.11%             | 2043-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENER PART                    | Kinder Morgan Energy Partners LP                        | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    8520000 | PA      | $8271237.04   | 0.07%             | 2044-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENER PART                    | Kinder Morgan Energy Partners LP                        | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     250000 | PA      | $239024.58    | 0.00%             | 2044-09-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| KONINKLIJKE PHILIPS NV                     | Koninklijke Philips NV                                  | CUSIP: 500472AC9<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |     400000 | PA      | $452454.25    | 0.00%             | 2038-03-11      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| KRAFT HEINZ FOODS CO                       | Kraft Heinz Foods Co.                                   | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3414206.82   | 0.03%             | 2042-06-04      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| KROGER CO                                  | Kroger Co.                                              | CUSIP: 501044BZ3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   15677000 | PA      | $17946561.33  | 0.14%             | 2031-04-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| KYNDRYL HOLDINGS INC                       | Kyndryl Holdings, Inc.                                  | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    9797000 | PA      | $7872252.67   | 0.06%             | 2041-10-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| LPL HOLDINGS INC                           | LPL Holdings, Inc.                                      | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1633041.44   | 0.01%             | 2035-03-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| LSEGA FINANCING PLC                        | LSEGA Financing PLC                                     | CUSIP: 50220PAE3<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |   35202000 | PA      | $27409005.88  | 0.22%             | 2041-04-06      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| LYB INTL FINANCE BV                        | LYB International Finance BV                            | CUSIP: 50247VAB5<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |    8300000 | PA      | $7398841.44   | 0.06%             | 2043-07-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| LYB INTL FINANCE BV                        | LYB International Finance BV                            | CUSIP: 50247VAC3<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |    4800000 | PA      | $4087666.75   | 0.03%             | 2044-03-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| LYB INT FINANCE III                        | LYB International Finance III LLC                       | CUSIP: 50249AAH6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   18400000 | PA      | $13655513.82  | 0.11%             | 2040-10-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| LAZARD GROUP LLC                           | Lazard Group LLC                                        | CUSIP: 52107QAJ4<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |   15047000 | PA      | $15118921.05  | 0.12%             | 2028-09-19      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| LAZARD GROUP LLC                           | Lazard Group LLC                                        | CUSIP: 52107QAK1<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |     400000 | PA      | $399543.49    | 0.00%             | 2029-03-11      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| LEGG MASON INC                             | Legg Mason, Inc.                                        | CUSIP: 524901AR6<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |    5747000 | PA      | $5797278.89   | 0.05%             | 2044-01-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| LEGG MASON INC                             | Legg Mason, Inc.                                        | CUSIP: 524901AV7<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |    3745000 | PA      | $3747327.11   | 0.03%             | 2026-03-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                   | Liberty Mutual Group, Inc.                              | CUSIP: 53079EAG9<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    4250000 | PA      | $4597893.87   | 0.04%             | 2035-03-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                   | Liberty Mutual Group, Inc.                              | CUSIP: 53079EBG8<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    9305000 | PA      | $9356786.33   | 0.08%             | 2029-02-01      | Fixed         | 4.57%                 | No            | 2                  | On Loan: No      |
| ELI LILLY & CO                             | Eli Lilly & Co.                                         | CUSIP: 532457DA3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    6900000 | PA      | $6925047.00   | 0.06%             | 2028-10-15      | Floating      | 4.72%                 | No            | 2                  | On Loan: No      |
| LINCOLN NATIONAL CORP                      | Lincoln National Corp.                                  | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     125000 | PA      | $141579.16    | 0.00%             | 2040-06-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| LINCOLN NATIONAL CORP                      | Lincoln National Corp.                                  | CUSIP: 534187BJ7<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     244000 | PA      | $231851.33    | 0.00%             | 2030-01-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| LINCOLN NATIONAL CORP                      | Lincoln National Corp.                                  | CUSIP: 534187BK4<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    8337000 | PA      | $7884462.72   | 0.06%             | 2031-01-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: —       |
| LINCOLN NATIONAL CORP                      | Lincoln National Corp.                                  | CUSIP: 534187BQ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   23378000 | PA      | $21647214.45  | 0.17%             | 2032-03-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| LOCKHEED MARTIN CORP                       | Lockheed Martin Corp.                                   | CUSIP: 539830AZ2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    1445000 | PA      | $1368214.04   | 0.01%             | 2041-09-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| LOCKHEED MARTIN CORP                       | Lockheed Martin Corp.                                   | CUSIP: 539830BB4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     800000 | PA      | $696117.15    | 0.01%             | 2042-12-15      | Fixed         | 4.07%                 | No            | 2                  | On Loan: No      |
| LOCKHEED MARTIN CORP                       | Lockheed Martin Corp.                                   | CUSIP: 539830BD0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     800000 | PA      | $653553.00    | 0.01%             | 2045-03-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| LOEWS CORP                                 | Loews Corp.                                             | CUSIP: 540424AP3<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4335732.04   | 0.03%             | 2035-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| LOEWS CORP                                 | Loews Corp.                                             | CUSIP: 540424AR9<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1293063.35   | 0.01%             | 2043-05-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: —       |
| LOWE'S COS INC                             | Lowe's Cos., Inc.                                       | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   11600000 | PA      | $8396665.22   | 0.07%             | 2041-09-15      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                    | MPLX LP                                                 | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    8200000 | PA      | $7434860.95   | 0.06%             | 2038-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| MAGNA INTERNATIONAL INC                    | Magna International, Inc.                               | CUSIP: 559222AY0<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |     400000 | PA      | $415950.93    | 0.00%             | 2033-03-21      | Fixed         | 5.50%                 | No            | 2                  | On Loan: —       |
| MARATHON PETROLEUM CORP                    | Marathon Petroleum Corp.                                | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   14163000 | PA      | $15218786.08  | 0.12%             | 2041-03-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| MARATHON PETROLEUM CORP                    | Marathon Petroleum Corp.                                | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2612631.72   | 0.02%             | 2044-09-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| MARS INC                                   | Mars, Inc.                                              | CUSIP: 571676AD7<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1053707.27   | 0.01%             | 2039-04-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| MARS INC                                   | Mars, Inc.                                              | CUSIP: 571676AL9<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    6750000 | PA      | $5722875.86   | 0.05%             | 2032-07-16      | Fixed         | 1.63%                 | No            | 2                  | On Loan: —       |
| MARS INC                                   | Mars, Inc.                                              | CUSIP: 571676AN5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     200000 | PA      | $144211.77    | 0.00%             | 2040-07-16      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| MARSH & MCLENNAN COS INC                   | Marsh & McLennan Cos., Inc.                             | CUSIP: 571748BH4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     400000 | PA      | $388341.47    | 0.00%             | 2039-03-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| MARSH & MCLENNAN COS INC                   | Marsh & McLennan Cos., Inc.                             | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    2161000 | PA      | $1923870.86   | 0.02%             | 2031-12-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| MARSH & MCLENNAN COS INC                   | Marsh & McLennan Cos., Inc.                             | CUSIP: 571748CE0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     266000 | PA      | $264449.47    | 0.00%             | 2044-11-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| MARRIOTT INTERNATIONAL                     | Marriott International, Inc.                            | CUSIP: 571903BH5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    6800000 | PA      | $5907887.74   | 0.05%             | 2033-10-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: —       |
| MASTERCARD INC                             | Mastercard, Inc.                                        | CUSIP: 57636QAX2<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5137513.55   | 0.04%             | 2033-03-09      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| MASTERCARD INC                             | Mastercard, Inc.                                        | CUSIP: 57636QBB9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4021599.20   | 0.03%             | 2032-01-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| MEAD JOHNSON NUTRITION C                   | Mead Johnson Nutrition Co.                              | CUSIP: 582839AG1<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |    2717000 | PA      | $2441865.74   | 0.02%             | 2044-06-01      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| MERCEDES-BENZ FIN NA                       | Mercedes-Benz Finance North America LLC                 | CUSIP: 58769JAM9<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     400000 | PA      | $409153.86    | 0.00%             | 2033-08-03      | Fixed         | 5.05%                 | No            | 2                  | On Loan: —       |
| MERCK & CO INC                             | Merck & Co., Inc.                                       | CUSIP: 58933YAV7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     400000 | PA      | $358778.98    | 0.00%             | 2039-03-07      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| MERCK & CO INC                             | Merck & Co., Inc.                                       | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    8084000 | PA      | $7924031.06   | 0.06%             | 2029-03-07      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| MERCK & CO INC                             | Merck & Co., Inc.                                       | CUSIP: 58933YAZ8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   40301000 | PA      | $35841216.78  | 0.29%             | 2030-06-24      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| MERCK & CO INC                             | Merck & Co., Inc.                                       | CUSIP: 58933YBA2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $867971.62    | 0.01%             | 2040-06-24      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| MERCK & CO INC                             | Merck & Co., Inc.                                       | CUSIP: 58933YBL8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     400000 | PA      | $380457.42    | 0.00%             | 2044-05-17      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| METLIFE INC                                | MetLife, Inc.                                           | CUSIP: 59156RAJ7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   19000000 | PA      | $21234127.16  | 0.17%             | 2034-06-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| METLIFE INC                                | MetLife, Inc.                                           | CUSIP: 59156RAY4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    7148000 | PA      | $7559705.14   | 0.06%             | 2041-02-06      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| METLIFE INC                                | MetLife, Inc.                                           | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $4560675.39   | 0.04%             | 2042-08-13      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| METLIFE INC                                | MetLife, Inc.                                           | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   13061000 | PA      | $12323197.04  | 0.10%             | 2043-11-13      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| METLIFE INC                                | MetLife, Inc.                                           | CUSIP: 59156RCE6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $4426286.80   | 0.04%             | 2033-07-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| MICRON TECHNOLOGY INC                      | Micron Technology, Inc.                                 | CUSIP: 595112BQ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     330000 | PA      | $333652.37    | 0.00%             | 2030-02-15      | Fixed         | 4.66%                 | No            | 2                  | On Loan: No      |
| MICRON TECHNOLOGY INC                      | Micron Technology, Inc.                                 | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2366124.71   | 0.02%             | 2032-04-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| MICRON TECHNOLOGY INC                      | Micron Technology, Inc.                                 | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   31367000 | PA      | $24230742.14  | 0.19%             | 2041-11-01      | Fixed         | 3.37%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                   | Berkshire Hathaway Energy Co.                           | CUSIP: 59562VAP2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     800000 | PA      | $862585.14    | 0.01%             | 2037-05-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                   | Berkshire Hathaway Energy Co.                           | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    1783000 | PA      | $1730107.93   | 0.01%             | 2043-11-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| MISSISSIPPI POWER CO                       | Mississippi Power Co.                                   | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |     400000 | PA      | $349820.56    | 0.00%             | 2042-03-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                     | Mitsubishi UFJ Financial Group, Inc.                    | CUSIP: 606822BH6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     300000 | PA      | $296645.84    | 0.00%             | 2029-03-07      | Fixed         | 3.74%                 | No            | 2                  | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                     | Mitsubishi UFJ Financial Group, Inc.                    | CUSIP: 606822BK9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   10991000 | PA      | $9685515.73   | 0.08%             | 2039-07-18      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                     | Mitsubishi UFJ Financial Group, Inc.                    | CUSIP: 606822BM5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    4977000 | PA      | $4800871.58   | 0.04%             | 2029-07-18      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                     | Mitsubishi UFJ Financial Group, Inc.                    | CUSIP: 606822BU7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   13330000 | PA      | $12053127.56  | 0.10%             | 2030-07-17      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| MOHAWK INDUSTRIES INC                      | Mohawk Industries, Inc.                                 | CUSIP: 608190AL8<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |    1471000 | PA      | $1421558.47   | 0.01%             | 2030-05-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| MOLSON COORS BEVERAGE                      | Molson Coors Beverage Co.                               | CUSIP: 60871RAD2<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6532052.52   | 0.05%             | 2042-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                          | CUSIP: 617446HD4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   14496000 | PA      | $16769197.34  | 0.13%             | 2032-04-01      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                          | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   18888000 | PA      | $21307669.34  | 0.17%             | 2042-07-24      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| MOSAIC CO                                  | Mosaic Co.                                              | CUSIP: 61945CAE3<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $8368320.04   | 0.07%             | 2043-11-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| MOTOROLA SOLUTIONS INC                     | Motorola Solutions, Inc.                                | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3538714.06   | 0.03%             | 2029-05-23      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| MOTOROLA SOLUTIONS INC                     | Motorola Solutions, Inc.                                | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   25444000 | PA      | $23006943.66  | 0.18%             | 2030-11-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| UTAH ACQUISITION SUB                       | Utah Acquisition Sub, Inc.                              | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | NL        |    5908000 | PA      | $5881656.29   | 0.05%             | 2026-06-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                            | CUSIP: 632525BQ3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    5000000 | PA      | $5011419.85   | 0.04%             | 2027-06-11      | Floating      | 4.89%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                            | CUSIP: 632525CC3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    7200000 | PA      | $7265023.20   | 0.06%             | 2030-01-14      | Floating      | 5.07%                 | No            | 2                  | On Loan: No      |
| NATIONAL FUEL GAS CO                       | National Fuel Gas Co.                                   | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4555888.10   | 0.04%             | 2031-03-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| NOV INC                                    | NOV, Inc.                                               | CUSIP: 637071AK7<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $7882572.40   | 0.06%             | 2042-12-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| NATIONAL RURAL UTIL COOP                   | National Rural Utilities Cooperative Finance Corp.      | CUSIP: 637432CT0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    2708000 | PA      | $3210946.25   | 0.03%             | 2032-03-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| NBCUNIVERSAL MEDIA LLC                     | NBCUniversal Media LLC                                  | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |     800000 | PA      | $685267.20    | 0.01%             | 2043-01-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| NESTLE HOLDINGS INC                        | Nestle Holdings, Inc.                                   | CUSIP: 641062AL8<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    5800000 | PA      | $5286648.21   | 0.04%             | 2038-09-24      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| NETAPP INC                                 | NetApp, Inc.                                            | CUSIP: 64110DAK0<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $3619628.26   | 0.03%             | 2030-06-22      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| NEWMARKET CORP                             | NewMarket Corp.                                         | CUSIP: 651587AG2<br>LEI: 54930082CG88ERDREQ47 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3639446.72   | 0.03%             | 2031-03-18      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| NEWMONT CORP                               | Newmont Corp.                                           | CUSIP: 651639AV8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     600000 | PA      | $606402.35    | 0.00%             | 2044-06-09      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| NEWMONT CORP                               | Newmont Corp.                                           | CUSIP: 651639AW6<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     400000 | PA      | $433697.03    | 0.00%             | 2035-04-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings, Inc.                   | CUSIP: 65339KCU2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     400000 | PA      | $410960.65    | 0.00%             | 2034-03-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| NIKE INC                                   | NIKE, Inc.                                              | CUSIP: 654106AK9<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |   12987000 | PA      | $12357076.60  | 0.10%             | 2030-03-27      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| NIKE INC                                   | NIKE, Inc.                                              | CUSIP: 654106AL7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4063571.85   | 0.03%             | 2040-03-27      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| NOKIA OYJ                                  | Nokia OYJ                                               | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |    5094000 | PA      | $5510429.41   | 0.04%             | 2039-05-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| NOMURA HOLDINGS INC                        | Nomura Holdings, Inc.                                   | CUSIP: 65535HAQ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   10062000 | PA      | $9523305.07   | 0.08%             | 2030-01-16      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| NOMURA HOLDINGS INC                        | Nomura Holdings, Inc.                                   | CUSIP: 65535HAS8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    3600000 | PA      | $3317163.84   | 0.03%             | 2030-07-16      | Fixed         | 2.68%                 | No            | 2                  | On Loan: No      |
| NOMURA HOLDINGS INC                        | Nomura Holdings, Inc.                                   | CUSIP: 65535HAX7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   10000000 | PA      | $9006057.10   | 0.07%             | 2031-07-14      | Fixed         | 2.61%                 | No            | 2                  | On Loan: —       |
| NORDEA BANK ABP                            | Nordea Bank Abp                                         | CUSIP: 65558RAF6<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    2925000 | PA      | $2939499.93   | 0.02%             | 2027-03-19      | Floating      | 4.87%                 | No            | 2                  | On Loan: No      |
| NORTHERN TRUST CORP                        | Northern Trust Corp.                                    | CUSIP: 665859AV6<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |   19370000 | PA      | $17691650.71  | 0.14%             | 2030-05-01      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| NUCOR CORP                                 | Nucor Corp.                                             | CUSIP: 670346AV7<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    6840000 | PA      | $6330048.79   | 0.05%             | 2032-04-01      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| OKLAHOMA G&E CO                            | Oklahoma Gas & Electric Co.                             | CUSIP: 678858BX8<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $4403796.98   | 0.04%             | 2033-01-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| OMNICOM GROUP INC                          | Omnicom Group, Inc.                                     | CUSIP: 681919BC9<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |   11555000 | PA      | $11468647.29  | 0.09%             | 2030-06-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| ONE GAS INC                                | ONE Gas, Inc.                                           | CUSIP: 68235PAF5<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |     400000 | PA      | $362915.71    | 0.00%             | 2044-02-01      | Fixed         | 4.66%                 | No            | 2                  | On Loan: No      |
| ONE GAS INC                                | ONE Gas, Inc.                                           | CUSIP: 68235PAM0<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $4258204.43   | 0.03%             | 2032-09-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| ONEOK PARTNERS LP                          | ONEOK Partners LP                                       | CUSIP: 68268NAD5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     400000 | PA      | $440880.48    | 0.00%             | 2037-10-15      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| ONEOK PARTNERS LP                          | ONEOK Partners LP                                       | CUSIP: 68268NAG8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1537315.91   | 0.01%             | 2041-02-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                | Oracle Corp.                                            | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   14200000 | PA      | $13531234.81  | 0.11%             | 2040-07-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                | Oracle Corp.                                            | CUSIP: 68389XAW5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     400000 | PA      | $330212.99    | 0.00%             | 2044-07-08      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                | Oracle Corp.                                            | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   17100000 | PA      | $13391500.26  | 0.11%             | 2040-04-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                | Oracle Corp.                                            | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   21500000 | PA      | $16696323.37  | 0.13%             | 2041-03-25      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| ORIX CORP                                  | ORIX Corp.                                              | CUSIP: 686330AN1<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    8700000 | PA      | $7798556.20   | 0.06%             | 2031-03-09      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| OWENS CORNING                              | Owens Corning                                           | CUSIP: 690742AK7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    8726000 | PA      | $8545746.58   | 0.07%             | 2030-06-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| PPG INDUSTRIES INC                         | PPG Industries, Inc.                                    | CUSIP: 693506BS5<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    9110000 | PA      | $8449291.60   | 0.07%             | 2030-06-15      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| PARKER-HANNIFIN CORP                       | Parker-Hannifin Corp.                                   | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $4567163.95   | 0.04%             | 2029-06-14      | Fixed         | 3.25%                 | No            | 2                  | On Loan: —       |
| PEPSICO INC                                | PepsiCo, Inc.                                           | CUSIP: 713448BS6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     400000 | PA      | $392198.46    | 0.00%             | 2040-11-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| REVVITY INC                                | Revvity, Inc.                                           | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1246228.31   | 0.01%             | 2029-09-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| SUNCOR ENERGY INC                          | Suncor Energy, Inc.                                     | CUSIP: 71644EAJ1<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    5985000 | PA      | $6609900.79   | 0.05%             | 2038-05-15      | Fixed         | 6.80%                 | No            | 2                  | On Loan: No      |
| PFIZER INVESTMENT ENTER                    | Pfizer Investment Enterprises Pte. Ltd.                 | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   14800000 | PA      | $14369747.57  | 0.12%             | 2043-05-19      | Fixed         | 5.11%                 | No            | 2                  | On Loan: No      |
| PFIZER INC                                 | Pfizer, Inc.                                            | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    4570000 | PA      | $5500040.88   | 0.04%             | 2039-03-15      | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| PFIZER INC                                 | Pfizer, Inc.                                            | CUSIP: 717081DE0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     107000 | PA      | $94120.24     | 0.00%             | 2043-06-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| PFIZER INC                                 | Pfizer, Inc.                                            | CUSIP: 717081DT7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     400000 | PA      | $415174.63    | 0.00%             | 2040-09-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| PFIZER INC                                 | Pfizer, Inc.                                            | CUSIP: 717081EU3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    7772000 | PA      | $6908416.47   | 0.06%             | 2039-03-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| PFIZER INC                                 | Pfizer, Inc.                                            | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $6270939.60   | 0.05%             | 2040-05-28      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                       | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    7400000 | PA      | $8270296.68   | 0.07%             | 2038-05-16      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                       | CUSIP: 718172AM1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    8315000 | PA      | $7427147.08   | 0.06%             | 2041-11-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                       | CUSIP: 718172AP4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     800000 | PA      | $718519.22    | 0.01%             | 2042-03-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                       | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   10095000 | PA      | $8353039.71   | 0.07%             | 2042-08-21      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                       | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    7308000 | PA      | $6241350.70   | 0.05%             | 2043-03-04      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                       | CUSIP: 718172BD0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     400000 | PA      | $372870.45    | 0.00%             | 2043-11-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                       | CUSIP: 718172BL2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1030137.59   | 0.01%             | 2044-11-10      | Fixed         | 4.25%                 | No            | 2                  | On Loan: —       |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                       | CUSIP: 718172CJ6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $5058050.50   | 0.04%             | 2029-08-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                       | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    7450000 | PA      | $6799790.22   | 0.05%             | 2030-05-01      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                       | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1041430.48   | 0.01%             | 2033-02-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                       | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    9500000 | PA      | $10049813.64  | 0.08%             | 2033-09-07      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| PHILLIPS 66                                | Phillips 66                                             | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    5486000 | PA      | $5582954.19   | 0.04%             | 2042-05-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| PHILLIPS 66                                | Phillips 66                                             | CUSIP: 718546AL8<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    5400000 | PA      | $4809489.43   | 0.04%             | 2044-11-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| PHILLIPS 66                                | Phillips 66                                             | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     400000 | PA      | $357622.86    | 0.00%             | 2030-12-15      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMER PIPELINE                   | Plains All American Pipeline LP/PAA Finance Corp.       | CUSIP: 72650RAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $217372.41    | 0.00%             | 2036-05-15      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMER PIPELINE                   | Plains All American Pipeline LP/PAA Finance Corp.       | CUSIP: 72650RBA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15148000 | PA      | $13785925.32  | 0.11%             | 2042-06-01      | Fixed         | 5.15%                 | 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        |    8941000 | PA      | $7317884.12   | 0.06%             | 2043-01-31      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMER PIPELINE                   | Plains All American Pipeline LP/PAA Finance Corp.       | CUSIP: 72650RBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8500000 | PA      | $7267763.67   | 0.06%             | 2044-06-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMER PIPELINE                   | Plains All American Pipeline LP/PAA Finance Corp.       | CUSIP: 72650RBH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     173000 | PA      | $151446.05    | 0.00%             | 2045-02-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| PRECISION CASTPARTS CORP                   | Precision Castparts Corp.                               | CUSIP: 740189AH8<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2529483.87   | 0.02%             | 2043-01-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| PRIMERICA INC                              | Primerica, Inc.                                         | CUSIP: 74164MAB4<br>LEI: 254900621R686KJR7022 | Long             | DBT              | CORP              | US        |   15500000 | PA      | $14009286.26  | 0.11%             | 2031-11-19      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                    | Principal Financial Group, Inc.                         | CUSIP: 74251VAA0<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3695249.95   | 0.03%             | 2036-10-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| PROGRESS ENERGY INC                        | Progress Energy, Inc.                                   | CUSIP: 743263AE5<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2870121.63   | 0.02%             | 2031-03-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| PROGRESSIVE CORP                           | Progressive Corp.                                       | CUSIP: 743315AZ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |   15600000 | PA      | $14404633.31  | 0.12%             | 2032-03-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| PROLOGIS LP                                | Prologis LP                                             | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    5563000 | PA      | $5714593.09   | 0.05%             | 2034-01-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                   | Prudential Financial, Inc.                              | CUSIP: 74432QBD6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2740958.54   | 0.02%             | 2037-12-01      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                   | Prudential Financial, Inc.                              | CUSIP: 74432QBN4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    2620000 | PA      | $3005857.96   | 0.02%             | 2040-06-21      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                   | Prudential Financial, Inc.                              | CUSIP: 74432QCJ2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   19750000 | PA      | $15450376.02  | 0.12%             | 2040-03-10      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| PRUDENTIAL FUNDING ASIA                    | Prudential Funding Asia PLC                             | CUSIP: 744330AA9<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |     700000 | PA      | $671755.58    | 0.01%             | 2030-04-14      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| PRUDENTIAL FUNDING ASIA                    | Prudential Funding Asia PLC                             | CUSIP: 744330AB7<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |    3800000 | PA      | $3637320.71   | 0.03%             | 2032-03-24      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                   | Public Service Enterprise Group, Inc.                   | CUSIP: 744573AS5<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1154476.36   | 0.01%             | 2031-04-15      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| PULTEGROUP INC                             | PulteGroup, Inc.                                        | CUSIP: 745867AM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3895000 | PA      | $4547554.75   | 0.04%             | 2032-06-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| PULTEGROUP INC                             | PulteGroup, Inc.                                        | CUSIP: 745867AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11000000 | PA      | $12018031.19  | 0.10%             | 2033-05-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| PULTEGROUP INC                             | PulteGroup, Inc.                                        | CUSIP: 745867AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6449000 | PA      | $6949832.11   | 0.06%             | 2035-02-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| QUALCOMM INC                               | QUALCOMM, Inc.                                          | CUSIP: 747525BP7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    9643000 | PA      | $8195657.73   | 0.07%             | 2032-05-20      | Fixed         | 1.65%                 | No            | 2                  | On Loan: —       |
| QUANTA SERVICES INC                        | Quanta Services, Inc.                                   | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     302000 | PA      | $282438.85    | 0.00%             | 2030-10-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| RELX CAPITAL INC                           | RELX Capital, Inc.                                      | CUSIP: 74949LAE2<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    3633000 | PA      | $3705182.26   | 0.03%             | 2032-05-20      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORP                         | Realty Income Corp.                                     | CUSIP: 756109BA1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    1800000 | PA      | $1491159.53   | 0.01%             | 2033-03-15      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORP                         | Realty Income Corp.                                     | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    8077000 | PA      | $7226283.43   | 0.06%             | 2032-12-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORP                         | Realty Income Corp.                                     | CUSIP: 756109BT0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    5000000 | PA      | $5070221.10   | 0.04%             | 2033-07-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORP                         | Realty Income Corp.                                     | CUSIP: 756109CE2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |   13991000 | PA      | $12597058.48  | 0.10%             | 2032-02-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| REINSURANCE GRP OF AMER                    | Reinsurance Group of America, Inc.                      | CUSIP: 759351AM1<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |   10789000 | PA      | $10781483.63  | 0.09%             | 2026-09-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| REINSURANCE GRP OF AMER                    | Reinsurance Group of America, Inc.                      | CUSIP: 759351AN9<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    4725000 | PA      | $4675322.58   | 0.04%             | 2029-05-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: —       |
| REINSURANCE GRP OF AMER                    | Reinsurance Group of America, Inc.                      | CUSIP: 759351AP4<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |   15455000 | PA      | $14617508.85  | 0.12%             | 2030-06-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| REYNOLDS AMERICAN INC                      | Reynolds American, Inc.                                 | CUSIP: 761713AT3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     585000 | PA      | $674572.14    | 0.01%             | 2037-06-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| RIO TINTO FIN USA LTD                      | Rio Tinto Finance USA Ltd.                              | CUSIP: 767201AL0<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    4470000 | PA      | $4491703.50   | 0.04%             | 2040-11-02      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| ROCHE HOLDINGS INC                         | Roche Holdings, Inc.                                    | CUSIP: 771196BX9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4407171.85   | 0.04%             | 2031-12-13      | Fixed         | 2.08%                 | No            | 2                  | On Loan: No      |
| ROCHE HOLDINGS INC                         | Roche Holdings, Inc.                                    | CUSIP: 771196CH3<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10734380.30  | 0.09%             | 2033-11-13      | Fixed         | 5.59%                 | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                   | Rogers Communications, Inc.                             | CUSIP: 775109AL5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    2500000 | PA      | $2910942.60   | 0.02%             | 2038-08-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                   | Rogers Communications, Inc.                             | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    2500000 | PA      | $2176614.00   | 0.02%             | 2042-03-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                       | Royal Bank of Canada                                    | CUSIP: 78016FZX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    4500000 | PA      | $4637289.15   | 0.04%             | 2033-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                       | Royal Bank of Canada                                    | CUSIP: 78016HZR4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    6000000 | PA      | $6039762.42   | 0.05%             | 2026-07-20      | Floating      | 5.17%                 | No            | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                         | Royalty Pharma PLC                                      | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   10000000 | PA      | $9018045.90   | 0.07%             | 2030-09-02      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                         | Royalty Pharma PLC                                      | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   68617000 | PA      | $53132485.68  | 0.43%             | 2040-09-02      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| SANOFI SA                                  | Sanofi SA                                               | CUSIP: 801060AD6<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    9000000 | PA      | $8949327.30   | 0.07%             | 2028-06-19      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                        | Charles Schwab Corp.                                    | CUSIP: 808513BT1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     700000 | PA      | $609521.05    | 0.00%             | 2031-12-01      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                        | Charles Schwab Corp.                                    | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   14300000 | PA      | $13078785.15  | 0.11%             | 2032-03-03      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| SEMPRA                                     | Sempra                                                  | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     400000 | PA      | $417880.73    | 0.00%             | 2039-10-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| 7-ELEVEN INC                               | 7-Eleven, Inc.                                          | CUSIP: 817826AE0<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   11653000 | PA      | $10147401.99  | 0.08%             | 2031-02-10      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| 7-ELEVEN INC                               | 7-Eleven, Inc.                                          | CUSIP: 817826AF7<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   35703000 | PA      | $24899079.05  | 0.20%             | 2041-02-10      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| SHELL INTERNATIONAL FIN                    | Shell International Finance BV                          | CUSIP: 822582AD4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   20800000 | PA      | $23538963.34  | 0.19%             | 2038-12-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| SHELL INTERNATIONAL FIN                    | Shell International Finance BV                          | CUSIP: 822582AN2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    3000000 | PA      | $3108405.30   | 0.02%             | 2040-03-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| SHELL INTERNATIONAL FIN                    | Shell International Finance BV                          | CUSIP: 822582CK6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    3200000 | PA      | $2378306.66   | 0.02%             | 2041-11-26      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| SHELL FINANCE US INC                       | Shell Finance U.S., Inc.                                | CUSIP: 822905AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4543557.05   | 0.04%             | 2043-08-12      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| SHERWIN-WILLIAMS CO                        | Sherwin-Williams Co.                                    | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4582095.94   | 0.04%             | 2029-08-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                   | Siemens Financieringsmaatschappij NV                    | CUSIP: 82620KBF9<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    6161000 | PA      | $4703282.32   | 0.04%             | 2041-03-11      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP LP                    | Simon Property Group LP                                 | CUSIP: 828807CE5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    4515000 | PA      | $5201907.22   | 0.04%             | 2040-02-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP LP                    | Simon Property Group LP                                 | CUSIP: 828807CL9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    4370000 | PA      | $4043817.96   | 0.03%             | 2042-03-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP LP                    | Simon Property Group LP                                 | CUSIP: 828807DK0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |   19076000 | PA      | $17808431.08  | 0.14%             | 2030-07-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP LP                    | Simon Property Group LP                                 | CUSIP: 828807DM6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |   12648000 | PA      | $11375840.51  | 0.09%             | 2031-02-01      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP LP                    | Simon Property Group LP                                 | CUSIP: 828807DQ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    7377000 | PA      | $6474069.73   | 0.05%             | 2032-01-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP LP                    | Simon Property Group LP                                 | CUSIP: 828807DU8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    5400000 | PA      | $5693506.90   | 0.05%             | 2033-03-08      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| JM SMUCKER CO                              | J.M. Smucker Co.                                        | CUSIP: 832696AM0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    9700000 | PA      | $9163182.41   | 0.07%             | 2035-03-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                           | Societe Generale SA                                     | CUSIP: 83368RAW2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    5000000 | PA      | $4689129.35   | 0.04%             | 2030-01-22      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| SOUTHERN POWER CO                          | Southern Power Co.                                      | CUSIP: 843646AH3<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1451146.79   | 0.01%             | 2041-09-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: —       |
| SOUTHWEST GAS CORP                         | Southwest Gas Corp.                                     | CUSIP: 845011AA3<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2473027.15   | 0.02%             | 2028-04-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| SOUTHWEST GAS CORP                         | Southwest Gas Corp.                                     | CUSIP: 845011AC9<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |   13200000 | PA      | $12025337.02  | 0.10%             | 2030-06-15      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| STANLEY BLACK & DECKER I                   | Stanley Black & Decker, Inc.                            | CUSIP: 854502AA9<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     800000 | PA      | $775641.25    | 0.01%             | 2040-09-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| STANLEY BLACK & DECKER I                   | Stanley Black & Decker, Inc.                            | CUSIP: 854502AL5<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2416738.18   | 0.02%             | 2030-03-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| STANLEY BLACK & DECKER I                   | Stanley Black & Decker, Inc.                            | CUSIP: 854502AQ4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     400000 | PA      | $359004.30    | 0.00%             | 2032-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                | Equinor ASA                                             | CUSIP: 85771PAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     400000 | PA      | $401793.06    | 0.00%             | 2040-08-17      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| STEEL DYNAMICS INC                         | Steel Dynamics, Inc.                                    | CUSIP: 858119BM1<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |   19725000 | PA      | $18700778.39  | 0.15%             | 2031-01-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group, Inc.                   | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   17527000 | PA      | $16807882.44  | 0.13%             | 2029-07-16      | Fixed         | 3.04%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group, Inc.                   | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   13450000 | PA      | $12205621.33  | 0.10%             | 2030-07-08      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group, Inc.                   | CUSIP: 86562MCF5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    7700000 | PA      | $5480054.89   | 0.04%             | 2041-01-12      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group, Inc.                   | CUSIP: 86562MCJ7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    9265000 | PA      | $8216991.66   | 0.07%             | 2031-09-17      | Fixed         | 2.22%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group, Inc.                   | CUSIP: 86562MDJ6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    5000000 | PA      | $5369155.10   | 0.04%             | 2033-09-14      | Fixed         | 5.81%                 | No            | 2                  | On Loan: —       |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group, Inc.                   | CUSIP: 86562MDL1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   21250000 | PA      | $21466710.26  | 0.17%             | 2029-07-09      | Floating      | 5.44%                 | No            | 2                  | On Loan: No      |
| SUNCOR ENERGY INC                          | Suncor Energy, Inc.                                     | CUSIP: 867229AE6<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    4400000 | PA      | $4752781.88   | 0.04%             | 2038-06-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| SUNCOR ENERGY INC                          | Suncor Energy, Inc.                                     | CUSIP: 86722TAB8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    3400000 | PA      | $3788370.20   | 0.03%             | 2039-06-01      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                      | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    5950000 | PA      | $5406878.82   | 0.04%             | 2044-04-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| SUTTER HEALTH                              | Sutter Health                                           | CUSIP: 86944BAH6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1589313.86   | 0.01%             | 2040-08-15      | Fixed         | 3.16%                 | No            | 2                  | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                   | Svenska Handelsbanken AB                                | CUSIP: 86959NAN9<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    3450000 | PA      | $3472841.45   | 0.03%             | 2026-06-15      | Floating      | 5.41%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                           | T-Mobile USA, Inc.                                      | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $6738151.43   | 0.05%             | 2040-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| TAPESTRY INC                               | Tapestry, Inc.                                          | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8146736.32   | 0.07%             | 2035-03-11      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| TARGET CORP                                | Target Corp.                                            | CUSIP: 87612EBA3<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $1805203.95   | 0.01%             | 2042-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: —       |
| TARGA RESOURCES CORP                       | Targa Resources Corp.                                   | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2856330.99   | 0.02%             | 2033-02-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| TELEFONICA EUROPE BV                       | Telefonica Europe BV                                    | CUSIP: 879385AD4<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |   16567000 | PA      | $19092702.77  | 0.15%             | 2030-09-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| TENN VALLEY AUTHORITY                      | Tennessee Valley Authority                              | CUSIP: 880591DM1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   70383000 | PA      | $80127504.53  | 0.64%             | 2030-05-01      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| TENN VALLEY AUTHORITY                      | Tennessee Valley Authority                              | CUSIP: 880591DX7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    5000000 | PA      | $5142601.35   | 0.04%             | 2035-06-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| TENN VALLEY AUTHORITY                      | Tennessee Valley Authority                              | CUSIP: 880591EP3<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   15000000 | PA      | $12742428.00  | 0.10%             | 2042-12-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| TENN VALLEY AUTHORITY                      | Tennessee Valley Authority                              | CUSIP: 880591EU2<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   23000000 | PA      | $22760778.15  | 0.18%             | 2027-02-01      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| TEXAS INSTRUMENTS INC                      | Texas Instruments, Inc.                                 | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    5790000 | PA      | $5165860.52   | 0.04%             | 2039-03-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: —       |
| TEXAS INSTRUMENTS INC                      | Texas Instruments, Inc.                                 | CUSIP: 882508CB8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $12893208.50  | 0.10%             | 2033-03-14      | Fixed         | 4.90%                 | No            | 2                  | On Loan: —       |
| TEXTRON INC                                | Textron, Inc.                                           | CUSIP: 883203CC3<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |   14820000 | PA      | $13369505.84  | 0.11%             | 2031-03-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| THERMO FISHER SCIENTIFIC                   | Thermo Fisher Scientific, Inc.                          | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $1782644.30   | 0.01%             | 2041-10-15      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| THERMO FISHER SCIENTIFIC                   | Thermo Fisher Scientific, Inc.                          | CUSIP: 883556CY6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7601125.05   | 0.06%             | 2043-08-10      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| 3M COMPANY                                 | 3M Co.                                                  | CUSIP: 88579YAH4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     400000 | PA      | $327813.08    | 0.00%             | 2044-06-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                   | CUSIP: 89114TZV7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   40300000 | PA      | $37515725.79  | 0.30%             | 2032-03-10      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                   | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   19550000 | PA      | $19546813.15  | 0.16%             | 2032-06-08      | Fixed         | 4.46%                 | No            | 2                  | On Loan: No      |
| TOTALENERGIES CAP INTL                     | TotalEnergies Capital International SA                  | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    9927000 | PA      | $7528334.03   | 0.06%             | 2041-06-29      | Fixed         | 2.99%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA PIPELINES                      | TransCanada PipeLines Ltd.                              | CUSIP: 893526DJ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     400000 | PA      | $422782.17    | 0.00%             | 2040-06-01      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA PIPELINES                      | TransCanada PipeLines Ltd.                              | CUSIP: 89352HAE9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    7400000 | PA      | $8560335.54   | 0.07%             | 2038-08-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA PIPELINES                      | TransCanada PipeLines Ltd.                              | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   20566000 | PA      | $20085215.87  | 0.16%             | 2034-03-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| TRAVELERS COS INC                          | Travelers Cos., Inc.                                    | CUSIP: 89417EAH2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    2619000 | PA      | $2674133.04   | 0.02%             | 2040-11-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| UNION PACIFIC CORP                         | Union Pacific Corp.                                     | CUSIP: 907818EV6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1030191.83   | 0.01%             | 2038-09-10      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| UNION PACIFIC CORP                         | Union Pacific Corp.                                     | CUSIP: 907818FD5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   10100000 | PA      | $8629088.32   | 0.07%             | 2039-08-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| UNION PACIFIC CORP                         | Union Pacific Corp.                                     | CUSIP: 907818FQ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    2350000 | PA      | $1985851.76   | 0.02%             | 2036-04-06      | Fixed         | 2.89%                 | No            | 2                  | On Loan: No      |
| UNION PACIFIC CORP                         | Union Pacific Corp.                                     | CUSIP: 907818FT0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   14400000 | PA      | $11325877.92  | 0.09%             | 2041-05-20      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| UNITED PARCEL SERVICE                      | United Parcel Service, Inc.                             | CUSIP: 911312AN6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    8011000 | PA      | $7792783.64   | 0.06%             | 2040-11-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| UNITED PARCEL SERVICE                      | United Parcel Service, Inc.                             | CUSIP: 911312BV7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     800000 | PA      | $810413.31    | 0.01%             | 2040-04-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bills                                     | CUSIP: 912797QP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   20000000 | PA      | $19993655.80  | 0.16%             | 2025-11-06      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bills                                     | CUSIP: 912797RM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   20000000 | PA      | $19997877.00  | 0.16%             | 2025-11-04      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810FG8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8500000 | PA      | $8946582.01   | 0.07%             | 2029-02-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810FJ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   25000000 | PA      | $27166992.25  | 0.22%             | 2029-08-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810FM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   67000000 | PA      | $74108281.25  | 0.60%             | 2030-05-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810QE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4000000 | PA      | $4091406.24   | 0.03%             | 2040-02-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   18500000 | PA      | $18398828.13  | 0.15%             | 2040-05-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   25000000 | PA      | $23447265.50  | 0.19%             | 2040-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  123000000 | PA      | $96497343.75  | 0.78%             | 2042-08-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  120000000 | PA      | $93703125.60  | 0.75%             | 2042-11-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  114000000 | PA      | $93813984.66  | 0.75%             | 2043-02-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  130000000 | PA      | $102705077.80 | 0.82%             | 2043-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   60000000 | PA      | $52762500.00  | 0.42%             | 2043-08-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  110000000 | PA      | $96310156.80  | 0.77%             | 2044-02-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  126000000 | PA      | $106169765.94 | 0.85%             | 2044-05-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  130000000 | PA      | $105142577.80 | 0.84%             | 2044-08-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   90000000 | PA      | $71138672.10  | 0.57%             | 2044-11-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  148000000 | PA      | $107178594.12 | 0.86%             | 2045-02-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   90000000 | PA      | $70780077.90  | 0.57%             | 2045-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  115000000 | PA      | $88311914.35  | 0.71%             | 2045-08-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  195000000 | PA      | $124091602.05 | 1.00%             | 2040-08-15      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  184000000 | PA      | $118349374.08 | 0.95%             | 2040-05-15      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  172000000 | PA      | $113311718.32 | 0.91%             | 2040-11-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  147000000 | PA      | $104197733.64 | 0.84%             | 2041-02-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  160000000 | PA      | $109550000.00 | 0.88%             | 2041-08-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  146000000 | PA      | $103466094.48 | 0.83%             | 2041-11-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  135000000 | PA      | $100923046.20 | 0.81%             | 2042-02-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   25000000 | PA      | $24233398.50  | 0.19%             | 2029-02-15      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   60000000 | PA      | $52136718.60  | 0.42%             | 2031-08-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   50000000 | PA      | $43472656.00  | 0.35%             | 2031-11-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  105000000 | PA      | $93577148.70  | 0.75%             | 2032-02-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10000000 | PA      | $9600781.20   | 0.08%             | 2029-03-31      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   95000000 | PA      | $89626562.50  | 0.72%             | 2032-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  120000000 | PA      | $111965625.60 | 0.90%             | 2032-08-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   80000000 | PA      | $81159375.20  | 0.65%             | 2032-11-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   25000000 | PA      | $24827148.50  | 0.20%             | 2030-01-31      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   55000000 | PA      | $53575585.80  | 0.43%             | 2033-02-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CGZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   25000000 | PA      | $24806640.50  | 0.20%             | 2030-04-30      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   60000000 | PA      | $57846093.60  | 0.46%             | 2033-05-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   19000000 | PA      | $19043046.78  | 0.15%             | 2030-05-31      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   19000000 | PA      | $19038593.75  | 0.15%             | 2030-06-30      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   25000000 | PA      | $25316406.25  | 0.20%             | 2030-07-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   65000000 | PA      | $64685156.25  | 0.52%             | 2033-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   65000000 | PA      | $66165429.85  | 0.53%             | 2030-08-31      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   65000000 | PA      | $67635547.20  | 0.54%             | 2030-09-30      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   25000000 | PA      | $26307617.25  | 0.21%             | 2030-10-31      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   60000000 | PA      | $62203125.00  | 0.50%             | 2033-11-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CJL6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   25000000 | PA      | $25014136.00  | 0.20%             | 2025-11-30      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   25000000 | PA      | $25744140.50  | 0.21%             | 2030-11-30      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CJU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  180000000 | PA      | $180025759.80 | 1.45%             | 2026-01-31      | Floating      | 4.01%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   25000000 | PA      | $25602539.00  | 0.21%             | 2031-02-28      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CKM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  188000000 | PA      | $187963516.72 | 1.51%             | 2026-04-30      | Floating      | 3.92%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10000000 | PA      | $10426562.50  | 0.08%             | 2031-05-31      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CLA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  195000000 | PA      | $195000430.95 | 1.57%             | 2026-07-31      | Floating      | 3.95%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CLT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  170000000 | PA      | $170033670.20 | 1.37%             | 2026-10-31      | Floating      | 3.97%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CMJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  178000000 | PA      | $177811610.14 | 1.43%             | 2027-01-31      | Floating      | 3.86%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   30000000 | PA      | $30892968.60  | 0.25%             | 2032-01-31      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   60000000 | PA      | $60956250.00  | 0.49%             | 2032-02-29      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CMX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  174000000 | PA      | $173950147.26 | 1.40%             | 2027-04-30      | Floating      | 3.93%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   30000000 | PA      | $30452343.60  | 0.24%             | 2032-05-31      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   30000000 | PA      | $30233203.20  | 0.24%             | 2032-06-30      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S.Treasury Notes                                      | CUSIP: 91282CNQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  170000000 | PA      | $169965576.70 | 1.37%             | 2027-07-31      | Floating      | 3.92%                 | No            | 2                  | On Loan: —       |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   30000000 | PA      | $30216796.80  | 0.24%             | 2032-07-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   55000000 | PA      | $54982812.50  | 0.44%             | 2032-08-31      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group, Inc.                                | CUSIP: 91324PBK7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     350000 | PA      | $406561.24    | 0.00%             | 2038-02-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group, Inc.                                | CUSIP: 91324PBN1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2491567.25   | 0.02%             | 2040-10-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group, Inc.                                | CUSIP: 91324PBQ4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1481713.25   | 0.01%             | 2041-02-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group, Inc.                                | CUSIP: 91324PBU5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3145571.91   | 0.03%             | 2041-11-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group, Inc.                                | CUSIP: 91324PCA8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3361955.24   | 0.03%             | 2042-10-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group, Inc.                                | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   16438000 | PA      | $13742807.27  | 0.11%             | 2039-08-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group, Inc.                                | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   14200000 | PA      | $10622804.73  | 0.09%             | 2040-05-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group, Inc.                                | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   28569000 | PA      | $21806950.25  | 0.18%             | 2041-05-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group, Inc.                                | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   18300000 | PA      | $18048837.44  | 0.14%             | 2032-05-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group, Inc.                                | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   18070000 | PA      | $18132972.50  | 0.15%             | 2044-07-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| UNUM GROUP                                 | Unum Group                                              | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2993395.26   | 0.02%             | 2042-08-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: —       |
| UNUM GROUP                                 | Unum Group                                              | CUSIP: 91529YAL0<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    1977000 | PA      | $1976875.59   | 0.02%             | 2025-11-05      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| UNUM GROUP                                 | Unum Group                                              | CUSIP: 91529YAN6<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |   10963000 | PA      | $10800301.95  | 0.09%             | 2029-06-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| UNUM GROUP                                 | Unum Group                                              | CUSIP: 91529YAS5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    6800000 | PA      | $5605450.19   | 0.05%             | 2041-08-15      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| VALERO ENERGY CORP                         | Valero Energy Corp.                                     | CUSIP: 91913YAE0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     580000 | PA      | $667810.39    | 0.01%             | 2032-04-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| VENTAS REALTY LP                           | Ventas Realty LP                                        | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    1100000 | PA      | $1042072.06   | 0.01%             | 2030-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: —       |
| VERISIGN INC                               | VeriSign, Inc.                                          | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    5106000 | PA      | $4627043.06   | 0.04%             | 2031-06-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                            | CUSIP: 92343VBG8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    3190000 | PA      | $2585025.43   | 0.02%             | 2042-11-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                            | CUSIP: 92343VBT0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     800000 | PA      | $884925.07    | 0.01%             | 2043-09-15      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                            | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     600000 | PA      | $560478.57    | 0.00%             | 2036-01-15      | Fixed         | 4.27%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                            | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   12910000 | PA      | $12240896.65  | 0.10%             | 2039-03-15      | Fixed         | 4.81%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                            | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    8753000 | PA      | $8670631.47   | 0.07%             | 2029-12-03      | Fixed         | 4.02%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                            | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   14850000 | PA      | $10631704.84  | 0.09%             | 2040-11-20      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                            | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   43850000 | PA      | $34450139.04  | 0.28%             | 2041-03-22      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                            | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    5166000 | PA      | $3734867.10   | 0.03%             | 2041-09-03      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                            | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    2733000 | PA      | $2389749.30   | 0.02%             | 2032-03-15      | Fixed         | 2.36%                 | No            | 2                  | On Loan: No      |
| VIATRIS INC                                | Viatris, Inc.                                           | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    1146000 | PA      | $873033.06    | 0.01%             | 2040-06-22      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| VIRGINIA ELEC & POWER CO                   | Virginia Electric & Power Co.                           | CUSIP: 927804FL3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    7900000 | PA      | $6623837.00   | 0.05%             | 2043-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| VIRGINIA ELEC & POWER CO                   | Virginia Electric & Power Co.                           | CUSIP: 927804FP4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     700000 | PA      | $634651.39    | 0.01%             | 2043-08-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| VIRGINIA ELEC & POWER CO                   | Virginia Electric & Power Co.                           | CUSIP: 927804FR0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     400000 | PA      | $352092.46    | 0.00%             | 2044-02-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| VISA INC                                   | Visa, Inc.                                              | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $2543006.70   | 0.02%             | 2040-04-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| VISA INC                                   | Visa, Inc.                                              | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   48659000 | PA      | $44859770.97  | 0.36%             | 2030-04-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: —       |
| VODAFONE GROUP PLC                         | Vodafone Group PLC                                      | CUSIP: 92857TAH0<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     690000 | PA      | $787194.86    | 0.01%             | 2030-02-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: —       |
| VOLKSWAGEN GROUP AMERICA                   | Volkswagen Group of America Finance LLC                 | CUSIP: 928668BX9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   14800000 | PA      | $15398213.48  | 0.12%             | 2033-09-12      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| WP CAREY INC                               | WP Carey, Inc.                                          | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    2300000 | PA      | $2064262.51   | 0.02%             | 2031-02-01      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| WP CAREY INC                               | WP Carey, Inc.                                          | CUSIP: 92936UAJ8<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    9800000 | PA      | $8619736.41   | 0.07%             | 2032-02-01      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| WRKCO INC                                  | WRKCo, Inc.                                             | CUSIP: 92940PAG9<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |   19705000 | PA      | $17556977.85  | 0.14%             | 2033-06-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: —       |
| WALMART INC                                | Walmart, Inc.                                           | CUSIP: 931142CS0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6473617.26   | 0.05%             | 2040-04-01      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| WALMART INC                                | Walmart, Inc.                                           | CUSIP: 931142CY7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    7200000 | PA      | $7334800.99   | 0.06%             | 2040-10-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                        | Elevance Health, Inc.                                   | CUSIP: 94973VAH0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   11300000 | PA      | $12049019.48  | 0.10%             | 2034-12-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                        | Elevance Health, Inc.                                   | CUSIP: 94973VAN7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $5155228.46   | 0.04%             | 2037-06-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                        | Elevance Health, Inc.                                   | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   25970000 | PA      | $23550446.26  | 0.19%             | 2042-05-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                        | Elevance Health, Inc.                                   | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    9366000 | PA      | $8437056.33   | 0.07%             | 2043-01-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                        | Elevance Health, Inc.                                   | CUSIP: 94973VBF3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1137693.48   | 0.01%             | 2044-01-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                        | Elevance Health, Inc.                                   | CUSIP: 94973VBK2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1071391.63   | 0.01%             | 2044-08-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO BANK NA                        | Wells Fargo Bank NA                                     | CUSIP: 94988J6G7<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |     840000 | PA      | $848754.48    | 0.01%             | 2026-12-11      | Floating      | 5.24%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co.                                       | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     600000 | PA      | $600294.31    | 0.00%             | 2029-01-24      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| WELLTOWER OP LLC                           | Welltower OP LLC                                        | CUSIP: 95040QAH7<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    1150000 | PA      | $1149420.26   | 0.01%             | 2029-03-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| WELLTOWER OP LLC                           | Welltower OP LLC                                        | CUSIP: 95040QAL8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |   17096000 | PA      | $15864940.63  | 0.13%             | 2031-01-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| WELLTOWER OP LLC                           | Welltower OP LLC                                        | CUSIP: 95040QAP9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    4600000 | PA      | $4174944.91   | 0.03%             | 2032-01-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| WESTERN UNION CO/THE                       | Western Union Co.                                       | CUSIP: 959802AH2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |     400000 | PA      | $417086.35    | 0.00%             | 2036-11-17      | Fixed         | 6.20%                 | No            | 2                  | On Loan: —       |
| WESTLAKE CORP                              | Westlake Corp.                                          | CUSIP: 960413AW2<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |   11285000 | PA      | $10765694.09  | 0.09%             | 2030-06-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                   | CUSIP: 961214ET6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   56200000 | PA      | $50695872.04  | 0.41%             | 2031-06-03      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                   | CUSIP: 961214FS7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    4700000 | PA      | $4704187.70   | 0.04%             | 2026-04-16      | Floating      | 4.71%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                   | CUSIP: 961214FU2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   20986000 | PA      | $21161552.51  | 0.17%             | 2029-04-16      | Floating      | 5.10%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                   | CUSIP: 961214GD9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   16900000 | PA      | $17059130.40  | 0.14%             | 2030-07-01      | Floating      | 5.09%                 | No            | 2                  | On Loan: No      |
| WESTROCK MWV LLC                           | WestRock MWV LLC                                        | CUSIP: 961548AV6<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |   19367000 | PA      | $22078587.81  | 0.18%             | 2030-01-15      | Fixed         | 8.20%                 | No            | 2                  | On Loan: No      |
| WEYERHAEUSER CO                            | Weyerhaeuser Co.                                        | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |     813000 | PA      | $928812.09    | 0.01%             | 2032-03-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| WILLIAMS COMPANIES INC                     | Williams Cos., Inc.                                     | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   13600000 | PA      | $12985462.51  | 0.10%             | 2030-11-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| WILLIAMS COMPANIES INC                     | Williams Cos., Inc.                                     | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   21000000 | PA      | $22617943.11  | 0.18%             | 2040-04-15      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| WILLIAMS COMPANIES INC                     | Williams Cos., Inc.                                     | CUSIP: 96950FAK0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     400000 | PA      | $403620.03    | 0.00%             | 2043-11-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| ZOETIS INC                                 | Zoetis, Inc.                                            | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1112971.06   | 0.01%             | 2043-02-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| VONOVIA SE                                 | Vonovia SE                                              | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |     500000 | PA      | $557636.02    | 0.00%             | 2030-03-22      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| Japan Government Ten Year Bonds            | Japan Government Ten Year Bonds                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 5100000000 | PA      | $32264259.30  | 0.26%             | 2028-09-20      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| Japan Government Ten Year Bonds            | Japan Government Ten Year Bonds                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1500000000 | PA      | $9460385.44   | 0.08%             | 2028-12-20      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| Japan Government Ten Year Bonds            | Japan Government Ten Year Bonds                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 2100000000 | PA      | $13152151.06  | 0.11%             | 2029-06-20      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                           | Societe Generale SA                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     700000 | PA      | $745862.27    | 0.01%             | 2030-06-12      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                   | Svenska Handelsbanken AB                                | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    5550000 | PA      | $3632272.63   | 0.03%             | 2026-03-04      | Floating      | 4.03%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                   | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   16900000 | PA      | $11092943.31  | 0.09%             | 2027-01-25      | Floating      | 4.20%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                                | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   14350000 | PA      | $9419813.25   | 0.08%             | 2027-01-27      | Floating      | 4.23%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                            | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   53140000 | PA      | $34895713.22  | 0.28%             | 2027-02-25      | Floating      | 4.27%                 | No            | 2                  | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                   | Banco Bilbao Vizcaya Argentaria SA                      | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    5000000 | PA      | $5870431.87   | 0.05%             | 2027-09-20      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.              | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   10000000 | PA      | $6628843.77   | 0.05%             | 2027-11-04      | Floating      | 4.86%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                            | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   47500000 | PA      | $31493223.74  | 0.25%             | 2027-11-25      | Floating      | 4.75%                 | No            | 2                  | On Loan: No      |
| KFW                                        | Kreditanstalt fuer Wiederaufbau                         | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    4000000 | PA      | $2634211.64   | 0.02%             | 2029-02-08      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                   | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   17200000 | PA      | $11362109.88  | 0.09%             | 2028-02-16      | Floating      | 4.57%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                            | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   15500000 | PA      | $10243268.73  | 0.08%             | 2028-05-12      | Floating      | 4.63%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                            | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    5640000 | PA      | $3710585.07   | 0.03%             | 2028-05-12      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                                | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     500000 | PA      | $328095.44    | 0.00%             | 2026-05-22      | Floating      | 4.44%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                   | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   23500000 | PA      | $15422946.04  | 0.12%             | 2026-08-10      | Floating      | 4.41%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                          | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   10850000 | PA      | $7121019.98   | 0.06%             | 2026-08-17      | Floating      | 4.34%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                          | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   21750000 | PA      | $14495151.96  | 0.12%             | 2028-08-17      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.              | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   10000000 | PA      | $6564329.79   | 0.05%             | 2026-09-11      | Floating      | 4.33%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.              | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   15130000 | PA      | $10103291.33  | 0.08%             | 2028-09-11      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                   | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   10000000 | PA      | $6679421.15   | 0.05%             | 2028-09-19      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                            | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   19000000 | PA      | $12491744.37  | 0.10%             | 2026-11-16      | Floating      | 4.44%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                            | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    5000000 | PA      | $3379295.72   | 0.03%             | 2028-11-16      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                                | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   25000000 | PA      | $16589939.09  | 0.13%             | 2028-11-21      | Floating      | 4.72%                 | No            | 2                  | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                   | Siemens Financieringsmaatschappij NV                    | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |   20700000 | PA      | $23865320.10  | 0.19%             | 2025-12-18      | Floating      | 2.25%                 | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC                          | CPPIB Capital, Inc.                                     | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |   15000000 | PA      | $9926286.57   | 0.08%             | 2029-01-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                   | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   46600000 | PA      | $31178850.93  | 0.25%             | 2029-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                   | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    8300000 | PA      | $5489286.82   | 0.04%             | 2029-01-15      | Floating      | 4.56%                 | No            | 2                  | On Loan: No      |
| ABN AMRO BANK NV                           | ABN AMRO Bank NV                                        | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   10300000 | PA      | $11925242.47  | 0.10%             | 2027-01-15      | Floating      | 2.63%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.              | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    7800000 | PA      | $5213010.62   | 0.04%             | 2029-02-05      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.              | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   12000000 | PA      | $7886460.64   | 0.06%             | 2027-02-05      | Floating      | 4.46%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.              | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   14000000 | PA      | $9250244.22   | 0.07%             | 2029-02-05      | Floating      | 4.62%                 | No            | 2                  | On Loan: No      |
| P3 GROUP SARL                              | P3 Group SARL                                           | CUSIP: 000000000<br>LEI: 529900GR62MT0O5VW110 | Long             | DBT              | CORP              | LU        |    2000000 | PA      | $2428960.17   | 0.02%             | 2030-02-13      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Japan Government Five Year Bonds           | Japan Government Five Year Bonds                        | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 2000000000 | PA      | $12692751.93  | 0.10%             | 2028-12-20      | Fixed         | 0.30%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                                | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   11600000 | PA      | $7629726.42   | 0.06%             | 2027-02-26      | Floating      | 4.42%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                                | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   24200000 | PA      | $16003800.17  | 0.13%             | 2029-02-26      | Floating      | 4.58%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                                | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   25730000 | PA      | $17199450.39  | 0.14%             | 2029-02-26      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                            | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   30000000 | PA      | $19989387.25  | 0.16%             | 2029-03-22      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| NESTLE CAPITAL CORP                        | Nestle Capital Corp.                                    | CUSIP: 000000000<br>LEI: 549300VIRTXBZ81J0S95 | Long             | DBT              | CORP              | US        |     800000 | PA      | $529150.70    | 0.00%             | 2029-04-04      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                      | CUSIP: 000000000<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5980949.98   | 0.05%             | 2030-07-10      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                            | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    5738000 | PA      | $3768714.88   | 0.03%             | 2027-05-10      | Floating      | 4.36%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                   | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   20000000 | PA      | $13180087.56  | 0.11%             | 2029-05-14      | Floating      | 4.49%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.              | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   34770000 | PA      | $40168057.67  | 0.32%             | 2027-05-21      | Floating      | 2.43%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.              | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   15100000 | PA      | $9915595.96   | 0.08%             | 2027-06-18      | Floating      | 4.26%                 | No            | 2                  | On Loan: No      |
| ERG SPA                                    | ERG SpA                                                 | CUSIP: 000000000<br>LEI: 8156004604684CA44A90 | Long             | DBT              | CORP              | IT        |    1900000 | PA      | $2294669.69   | 0.02%             | 2030-07-03      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| JAPAN (5 YEAR ISSUE)                       | Japan Government Five Year Bonds                        | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 2000000000 | PA      | $12704858.09  | 0.10%             | 2029-06-20      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                          | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    5000000 | PA      | $3294792.88   | 0.03%             | 2029-08-22      | Floating      | 4.43%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.              | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    9000000 | PA      | $5905246.90   | 0.05%             | 2027-12-15      | Floating      | 4.25%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                                | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    7000000 | PA      | $4593336.22   | 0.04%             | 2028-05-26      | Floating      | 4.30%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.              | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   10000000 | PA      | $6563282.91   | 0.05%             | 2028-02-18      | Floating      | 4.27%                 | No            | 2                  | On Loan: No      |
| SANTANDER UK PLC                           | Santander U.K. PLC                                      | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |    5000000 | PA      | $5858366.40   | 0.05%             | 2030-03-25      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| INTL DEVELOPMENT ASSOC                     | International Development Association                   | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |   25000000 | PA      | $28833600.84  | 0.23%             | 2030-05-28      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                      | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1000000000 | PA      | $6722146.52   | 0.05%             | 2029-06-20      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF ALBERTA                        | Province of Alberta                                     | CUSIP: 000000000<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    2900000 | PA      | $1867755.51   | 0.02%             | 2028-04-11      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Kingdom of Belgium Government Bonds        | Kingdom of Belgium Government Bonds                     | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |   10000000 | PA      | $10344929.03  | 0.08%             | 2030-06-22      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| PRAEMIA HEALTHCARE SACA                    | Praemia Healthcare SACA                                 | CUSIP: 000000000<br>LEI: 96950067NFR9MWI0CJ45 | Long             | DBT              |  | FR        |     700000 | PA      | $740993.98    | 0.01%             | 2029-11-04      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| UNITED OVERSEAS BANK/SYD                   | United Overseas Bank Ltd.                               | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |    8200000 | PA      | $5382911.39   | 0.04%             | 2027-04-16      | Floating      | 4.29%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                            | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   19900000 | PA      | $13026558.69  | 0.10%             | 2026-08-24      | Floating      | 3.96%                 | No            | 2                  | On Loan: No      |
| NEW ZEALAND GOVERNMENT                     | New Zealand Government Bonds                            | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |  224800000 | PA      | $135290007.14 | 1.09%             | 2030-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.              | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    7000000 | PA      | $4614771.08   | 0.04%             | 2027-05-12      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| DAIMLER TRUCK FINAN NA                     | Daimler Truck Finance North America LLC                 | CUSIP: 000000000<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5155544.80   | 0.04%             | 2033-09-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| DBS BANK LTD/AUSTRALIA                     | DBS Bank Ltd.                                           | CUSIP: 000000000<br>LEI: ATUEL7OJR5057F2PV266 | Long             | DBT              | CORP              | SG        |    5000000 | PA      | $3284814.81   | 0.03%             | 2027-02-26      | Floating      | 4.32%                 | No            | 2                  | On Loan: No      |

### Signature

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

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

**Signature:** Randy Olson

**Name of Signer:** Randy Olson

**Title:** Vice President