# EDGAR Filing Document

**Accession Number:** 0000355437
**File Stem:** 0001410368-25-040418
**Filing Date:** 2025-12
**Character Count:** 288494
**Document Hash:** c2b1ce6b40feac0cce70d9a139f9e368
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-040418.hdr.sgml**: 20251222

**ACCESSION NUMBER**: 0001410368-25-040418

**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:** 251590314

**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 Short-Term Extended Quality Portfolio (Series ID: S000024202)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000071023 | 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 Short-Term Extended Quality Portfolio

- **b. EDGAR series identifier (if any):** S000024202

- **c. LEI of Series:** 549300UKO8H5DQFJFW90

**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:** $5788430559.12

**Total Liabilities:** $13846716.16

**Net Assets:** $5774583842.96

**Cash Not Reported:** $100696102.80

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -32221.01000000 | **1-Year:** -327853.54000000 | **5-Year:** -506476.41000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** -71.98000000 | **1-Year:** -71.42000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000071023 | 0.35%                | 0.42%                | 0.51%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-11479835.78            | $38361048.48                               |
| Month 2  | $-5257951.11             | $5047094.27                                |
| Month 3  | $13350788.81             | $-24277757.08                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| AES CORP/THE                               | AES Corp.                                               | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   20349000 | PA      | $20220904.47  | 0.35%             | 2026-01-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| AON GLOBAL LTD                             | Aon Global Ltd.                                         | CUSIP: 00185AAK0<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    2198000 | PA      | $2196888.45   | 0.04%             | 2025-12-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                 | AbbVie, Inc.                                            | CUSIP: 00287BYD5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | STIV             | CORP              | US        |    7500000 | PA      | $7488882.00   | 0.13%             | 2025-11-13      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                 | AbbVie, Inc.                                            | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     800000 | PA      | $772766.00    | 0.01%             | 2029-11-21      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                 | AbbVie, Inc.                                            | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    9841000 | PA      | $10069344.76  | 0.17%             | 2029-03-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                   | AerCap Ireland Capital DAC/AerCap Global Aviation Trust | CUSIP: 00774MAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     410000 | PA      | $410151.29    | 0.01%             | 2026-04-03      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                   | AerCap Ireland Capital DAC/AerCap Global Aviation Trust | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   18650000 | PA      | $18532799.67  | 0.32%             | 2026-01-30      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| SWEDISH EXPORT CREDIT                      | Svensk Exportkredit AB                                  | CUSIP: 01021NAC6<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   28500000 | PA      | $28849704.41  | 0.50%             | 2027-05-05      | Floating      | 5.31%                 | No            | 2                  | On Loan: No      |
| ALIMENTATION COUCHE-TARD                   | Alimentation Couche-Tard, Inc.                          | CUSIP: 01626PAM8<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |     500000 | PA      | $473082.24    | 0.01%             | 2030-01-25      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| ALLSTATE CORP                              | Allstate Corp.                                          | CUSIP: 020002BL4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     300000 | PA      | $308641.24    | 0.01%             | 2029-06-24      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC                               | Alphabet, Inc.                                          | CUSIP: 02079NZ53<br>LEI: 5493006MHB84DD0ZWV18 | Long             | STIV             | CORP              | US        |   29250000 | PA      | $29138762.25  | 0.50%             | 2025-12-05      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ALTRIA GROUP INC                           | Altria Group, Inc.                                      | CUSIP: 02209SBC6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1999145.62   | 0.03%             | 2026-02-14      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Amcor Flexibles North America Inc          | Amcor Flexibles North America, Inc.                     | CUSIP: 02343BYD3<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | STIV             | CORP              | US        |    6500000 | PA      | $6490174.60   | 0.11%             | 2025-11-13      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Amcor Flexibles North America Inc          | Amcor Flexibles North America, Inc.                     | CUSIP: 02343BYH4<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | STIV             | CORP              | US        |    4250000 | PA      | $4241552.70   | 0.07%             | 2025-11-17      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| AMERICAN NATIONAL GROUP                    | American National Group, Inc.                           | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $4437447.39   | 0.08%             | 2029-10-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                        | American Express Co.                                    | CUSIP: 025816CL1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   30122000 | PA      | $30243804.63  | 0.52%             | 2026-11-04      | Floating      | 4.95%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                            | CUSIP: 02665JZJ2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | STIV             | CORP              | US        |   15000000 | PA      | $14917140.00  | 0.26%             | 2025-12-18      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                            | CUSIP: 02665WEV9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     400000 | PA      | $417183.38    | 0.01%             | 2028-11-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                            | CUSIP: 02665WEX5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    2767000 | PA      | $2768964.57   | 0.05%             | 2026-01-09      | Floating      | 4.81%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                            | CUSIP: 02665WFE6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     230000 | PA      | $235079.32    | 0.00%             | 2029-03-13      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                            | CUSIP: 02665WFJ5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   10808000 | PA      | $10819970.72  | 0.19%             | 2027-07-09      | Floating      | 4.81%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                            | CUSIP: 02665WFS5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    3154000 | PA      | $3157133.44   | 0.05%             | 2027-10-22      | Floating      | 4.80%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                        | American Tower Corp.                                    | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     830000 | PA      | $820673.46    | 0.01%             | 2026-04-15      | Fixed         | 1.60%                 | No            | 2                  | On Loan: No      |
| AMERIPRISE FINANCIAL INC                   | Ameriprise Financial, Inc.                              | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    2415000 | PA      | $2525648.90   | 0.04%             | 2028-12-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| AMPHENOL CORP                              | Amphenol Corp.                                          | CUSIP: 032095AP6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     400000 | PA      | $411749.50    | 0.01%             | 2029-04-05      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                        | Elevance Health, Inc.                                   | CUSIP: 036752AR4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9900951.50   | 0.17%             | 2026-03-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                        | Elevance Health, Inc.                                   | CUSIP: 036752AY9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     200000 | PA      | $206131.73    | 0.00%             | 2029-06-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Archer-Daniels-Midland Co                  | Archer-Daniels-Midland Co.                              | CUSIP: 03948GYK3<br>LEI: 549300LO13MQ9HYSTR83 | Long             | STIV             | CORP              | US        |   11750000 | PA      | $11725458.95  | 0.20%             | 2025-11-19      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Archer-Daniels-Midland Co                  | Archer-Daniels-Midland Co.                              | CUSIP: 03948GYU1<br>LEI: 549300LO13MQ9HYSTR83 | Long             | STIV             | CORP              | US        |    5000000 | PA      | $4984633.50   | 0.09%             | 2025-11-28      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Archer-Daniels-Midland Co                  | Archer-Daniels-Midland Co.                              | CUSIP: 03948GZJ5<br>LEI: 549300LO13MQ9HYSTR83 | Long             | STIV             | CORP              | US        |   10000000 | PA      | $9947120.00   | 0.17%             | 2025-12-18      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| ARES CAPITAL CORP                          | ARES Capital Corp.                                      | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     200000 | PA      | $204738.27    | 0.00%             | 2029-03-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| ARES CAPITAL CORP                          | ARES Capital Corp.                                      | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   11400000 | PA      | $11698294.22  | 0.20%             | 2029-07-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| ARROW ELECTRONICS INC                      | Arrow Electronics, Inc.                                 | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    8100000 | PA      | $8270090.28   | 0.14%             | 2029-08-21      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                                  | CUSIP: 045167FU2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    7961000 | PA      | $7962282.68   | 0.14%             | 2026-01-09      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                                  | CUSIP: 04517PBE1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   26800000 | PA      | $26930516.00  | 0.47%             | 2026-06-16      | Floating      | 5.17%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                                  | CUSIP: 04517PBZ4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   27700000 | PA      | $27694632.29  | 0.48%             | 2028-06-20      | Floating      | 4.44%                 | No            | 2                  | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                   | Asian Infrastructure Investment Bank                    | CUSIP: 04522KAD8<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    9442000 | PA      | $9364378.55   | 0.16%             | 2026-01-27      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| ASTRAZENECA PLC                            | AstraZeneca PLC                                         | CUSIP: 046353AT5<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     564000 | PA      | $563552.80    | 0.01%             | 2029-01-17      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                   | AT&T, Inc.                                              | CUSIP: 04650NAE4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    7900000 | PA      | $9037372.78   | 0.16%             | 2029-12-17      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.              | CUSIP: 05252ADJ7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   20000000 | PA      | $20120076.80  | 0.35%             | 2027-01-18      | Floating      | 5.10%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.              | CUSIP: 05252ADK4<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   18706000 | PA      | $18731166.49  | 0.32%             | 2026-03-18      | Floating      | 4.82%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.              | CUSIP: 05252ADL2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   20000000 | PA      | $20095543.00  | 0.35%             | 2027-07-16      | Floating      | 4.97%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.              | CUSIP: 05252ADM0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   24947000 | PA      | $25066756.08  | 0.43%             | 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        |    2250000 | PA      | $2275424.69   | 0.04%             | 2029-12-16      | Floating      | 5.11%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.              | CUSIP: 05252ADS7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    5700000 | PA      | $5724732.30   | 0.10%             | 2028-06-18      | Floating      | 4.88%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.              | CUSIP: 05252BDL0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    7100000 | PA      | $7133917.77   | 0.12%             | 2027-07-16      | Floating      | 4.97%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.              | CUSIP: 05252BDN6<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    1419000 | PA      | $1435034.50   | 0.02%             | 2029-12-16      | Floating      | 5.11%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.              | CUSIP: 05253AYJ3<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | STIV             | CORP              | AU        |   15000000 | PA      | $14970780.00  | 0.26%             | 2025-11-18      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Avangrid Inc                               | Avangrid, Inc.                                          | CUSIP: 05353AY45<br>LEI: 549300OX0Q38NLSKPB49 | Long             | STIV             | CORP              | US        |   10000000 | PA      | $9995475.00   | 0.17%             | 2025-11-04      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Avangrid Inc                               | Avangrid, Inc.                                          | CUSIP: 05353AZ85<br>LEI: 549300OX0Q38NLSKPB49 | Long             | STIV             | CORP              | US        |    5000000 | PA      | $4978755.00   | 0.09%             | 2025-12-08      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| AVIATION CAPITAL GROUP                     | Aviation Capital Group LLC                              | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     400000 | PA      | $409188.23    | 0.01%             | 2029-07-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| BAT INTL FINANCE PLC                       | BAT International Finance PLC                           | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    5126000 | PA      | $5072955.69   | 0.09%             | 2026-03-25      | Fixed         | 1.67%                 | No            | 2                  | On Loan: No      |
| BAT INTL FINANCE PLC                       | BAT International Finance PLC                           | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     800000 | PA      | $839487.98    | 0.01%             | 2029-02-02      | Fixed         | 5.93%                 | No            | 2                  | On Loan: No      |
| BMW US CAPITAL LLC                         | BMW U.S. Capital LLC                                    | CUSIP: 05565ECL7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    8900000 | PA      | $8909345.00   | 0.15%             | 2026-04-02      | Floating      | 4.66%                 | No            | 2                  | On Loan: —       |
| BAKER HUGHES LLC/CO-OBL                    | Baker Hughes Holdings LLC/Baker Hughes Co-Obligor, Inc. | CUSIP: 05723KAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $192969.80    | 0.00%             | 2029-11-07      | Fixed         | 3.14%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                           | Bank of Montreal                                        | CUSIP: 06368FAD1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    1545000 | PA      | $1548164.48   | 0.03%             | 2026-09-15      | Floating      | 4.78%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                           | Bank of Montreal                                        | CUSIP: 06368LC61<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    6300000 | PA      | $6358817.87   | 0.11%             | 2026-12-11      | Floating      | 5.33%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                           | Bank of Montreal                                        | CUSIP: 06368LNU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    6000000 | PA      | $6034399.62   | 0.10%             | 2026-06-05      | Floating      | 5.52%                 | No            | 2                  | On Loan: No      |
| BANK OF NEW ZEALAND                        | Bank of New Zealand                                     | CUSIP: 06407EAC9<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |      20000 | PA      | $19795.59     | 0.00%             | 2026-03-03      | Fixed         | 1.00%                 | No            | 2                  | On Loan: —       |
| BANK OF NOVA SCOTIA                        | Bank of Nova Scotia                                     | CUSIP: 06417XAN1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    1500000 | PA      | $1501897.04   | 0.03%             | 2026-02-02      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                        | Bank of Nova Scotia                                     | CUSIP: 06418GAK3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     400000 | PA      | $416829.48    | 0.01%             | 2029-08-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| BANQUE FED CRED MUTUEL                     | Banque Federative du Credit Mutuel SA                   | CUSIP: 06675DCG5<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    3850000 | PA      | $3876643.73   | 0.07%             | 2026-07-13      | Floating      | 5.50%                 | No            | 2                  | On Loan: No      |
| BANQUE FED CRED MUTUEL                     | Banque Federative du Credit Mutuel SA                   | CUSIP: 06675DCH3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    8670000 | PA      | $8727611.02   | 0.15%             | 2027-01-23      | Floating      | 5.21%                 | No            | 2                  | On Loan: No      |
| BANQUE FED CRED MUTUEL                     | Banque Federative du Credit Mutuel SA                   | CUSIP: 06675DCL4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    8200000 | PA      | $8255910.88   | 0.14%             | 2028-02-16      | Floating      | 5.33%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                               | Barclays PLC                                            | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    4486000 | PA      | $4485569.75   | 0.08%             | 2026-01-12      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| BAYER US FINANCE LLC                       | Bayer U.S. Finance LLC                                  | CUSIP: 07274EAJ2<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $3256352.34   | 0.06%             | 2029-01-21      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| BAYER US FINANCE II LLC                    | Bayer U.S. Finance II LLC                               | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5497375.84   | 0.10%             | 2025-12-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| BECTON DICKINSON & CO                      | Becton Dickinson & Co.                                  | CUSIP: 07588LY36<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | STIV             | CORP              | US        |    9000000 | PA      | $8996964.30   | 0.16%             | 2025-11-03      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Becton Dickinson & Co                      | Becton Dickinson & Co.                                  | CUSIP: 07588LYM4<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | STIV             | CORP              | US        |    6200000 | PA      | $6185193.16   | 0.11%             | 2025-11-21      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| BOARDWALK PIPELINES LP                     | Boardwalk Pipelines LP                                  | CUSIP: 096630AE8<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    2123000 | PA      | $2134283.30   | 0.04%             | 2026-06-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                  | Boeing Co.                                              | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     400000 | PA      | $386244.01    | 0.01%             | 2029-03-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                  | Boeing Co.                                              | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    5910000 | PA      | $5875958.34   | 0.10%             | 2026-05-01      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                  | Boeing Co.                                              | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     600000 | PA      | $566544.92    | 0.01%             | 2030-02-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LP                       | Boston Properties LP                                    | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     600000 | PA      | $600770.17    | 0.01%             | 2028-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LP                       | Boston Properties LP                                    | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |   13885000 | PA      | $13357526.07  | 0.23%             | 2029-06-21      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                    | Bristol-Myers Squibb Co.                                | CUSIP: 110122EM6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   10750000 | PA      | $10759137.50  | 0.19%             | 2026-02-20      | Floating      | 4.73%                 | No            | 2                  | On Loan: No      |
| BRITISH TELECOMMUNICATIO                   | British Telecommunications PLC                          | CUSIP: 11102AAE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $191638.17    | 0.00%             | 2029-11-08      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| BROOKFIELD FINANCE INC                     | Brookfield Finance, Inc.                                | CUSIP: 11271LAD4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $101748.00    | 0.00%             | 2029-03-29      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| BRUNSWICK CORP                             | Brunswick Corp.                                         | CUSIP: 117043AW9<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     130000 | PA      | $134189.75    | 0.00%             | 2029-03-18      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| CIGNA GROUP/THE                            | Cigna Group                                             | CUSIP: 125523CT5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   14500000 | PA      | $14873378.19  | 0.26%             | 2029-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CNO FINANCIAL GROUP INC                    | CNO Financial Group, Inc.                               | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |   12509000 | PA      | $12709754.81  | 0.22%             | 2029-05-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CRH America Finance Inc                    | CRH America Finance, Inc.                               | CUSIP: 12636CZ86<br>LEI: 549300WEVUODRJ4CWK56 | Long             | STIV             | CORP              | US        |     250000 | PA      | $248915.95    | 0.00%             | 2025-12-08      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| CSX CORP                                   | CSX Corp.                                               | CUSIP: 126408HM8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     400000 | PA      | $402574.32    | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp.                                        | CUSIP: 126650DS6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    2022000 | PA      | $2025037.47   | 0.04%             | 2026-02-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp.                                        | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      22000 | PA      | $22457.16     | 0.00%             | 2029-01-30      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CAISSE DES DEPOTS ET CON                   | Caisse des Depots et Consignations                      | CUSIP: 12800AYH1<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | STIV             | CORP              | FR        |    5000000 | PA      | $4990806.00   | 0.09%             | 2025-11-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CAISSE DES DEPOTS ET CON                   | Caisse des Depots et Consignations                      | CUSIP: 12800AZ15<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | STIV             | CORP              | FR        |   25000000 | PA      | $24915582.50  | 0.43%             | 2025-12-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Caisse des Depots et Consignations         | Caisse des Depots et Consignations                      | CUSIP: 12800BB68<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | STIV             | CORP              | US        |   14000000 | PA      | $13850579.40  | 0.24%             | 2026-02-06      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Caisse des Depots et Consignations         | Caisse des Depots et Consignations                      | CUSIP: 12800BBA9<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | STIV             | CORP              | US        |   22500000 | PA      | $22249716.75  | 0.39%             | 2026-02-10      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                   | Caisse d'Amortissement de la Dette Sociale              | CUSIP: 12802D2L9<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |    9588000 | PA      | $9583809.66   | 0.17%             | 2026-01-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| THE CAMPBELLS COMPANY                      | Campbell's Company                                      | CUSIP: 13443CYK1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | STIV             | CORP              | US        |    3500000 | PA      | $3492135.85   | 0.06%             | 2025-11-19      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Campbell's Company/The                     | Campbell's Co.                                          | CUSIP: 13443CZB0<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | STIV             | CORP              | US        |    4000000 | PA      | $3980622.00   | 0.07%             | 2025-12-11      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| THE CAMPBELLS COMPANY                      | Campbell's Co.                                          | CUSIP: 13443CZH7<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | STIV             | CORP              | US        |   13000000 | PA      | $12927772.00  | 0.22%             | 2025-12-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK                     | Canadian Imperial Bank of Commerce                      | CUSIP: 13607LWU3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    4600000 | PA      | $4636638.95   | 0.08%             | 2026-10-02      | Floating      | 5.33%                 | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK                     | Canadian Imperial Bank of Commerce                      | CUSIP: 13608JAA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     800000 | PA      | $827300.32    | 0.01%             | 2029-04-08      | Fixed         | 5.26%                 | No            | 2                  | On Loan: No      |
| Canadian National Railway Co               | Canadian National Railway Co.                           | CUSIP: 13639CYE9<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | STIV             | CORP              | CA        |   17500000 | PA      | $17473127.00  | 0.30%             | 2025-11-14      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CARDINAL HEALTH INC                        | Cardinal Health, Inc.                                   | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    1440000 | PA      | $1479469.46   | 0.03%             | 2029-11-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CATERPILLAR FINL SERVICE                   | Caterpillar Financial Services Corp.                    | CUSIP: 14913UAK6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3803613.80   | 0.07%             | 2026-02-27      | Floating      | 4.68%                 | No            | 2                  | On Loan: No      |
| CATERPILLAR FINL SERVICE                   | Caterpillar Financial Services Corp.                    | CUSIP: 14913UAM2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    7858000 | PA      | $7879082.46   | 0.14%             | 2027-05-14      | Floating      | 4.78%                 | No            | 2                  | On Loan: No      |
| CATERPILLAR FINL SERVICE                   | Caterpillar Financial Services Corp.                    | CUSIP: 14913UBC3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3014250.00   | 0.05%             | 2028-08-15      | Floating      | 4.90%                 | No            | 2                  | On Loan: No      |
| CHEVRON USA INC                            | Chevron USA, Inc.                                       | CUSIP: 166756BC9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $3108825.70   | 0.05%             | 2028-02-26      | Floating      | 4.70%                 | No            | 2                  | On Loan: No      |
| CHEVRON USA INC                            | Chevron USA, Inc.                                       | CUSIP: 166756BM7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7026357.87   | 0.12%             | 2028-08-13      | Floating      | 4.84%                 | No            | 2                  | On Loan: No      |
| CHEVRON PHILLIPS CHEM CO                   | Chevron Phillips Chemical Co. LLC                       | CUSIP: 16677AYD1<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   13750000 | PA      | $13729952.50  | 0.24%             | 2025-11-13      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Chevron Phillips Chemical Co LLC           | Chevron Phillips Chemical Co. LLC                       | CUSIP: 16677AYQ2<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    1250000 | PA      | $1246635.00   | 0.02%             | 2025-11-24      | Variable      | 0.01%                 | No            | 2                  | On Loan: No      |
| Chevron Phillips Chemical Co LLC           | Chevron Phillips Chemical Co. LLC                       | CUSIP: 16677AYR0<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    7186000 | PA      | $7165838.96   | 0.12%             | 2025-11-25      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| CHEVRON PHILLIPS CHEM CO                   | Chevron Phillips Chemical Co. LLC                       | CUSIP: 16677AZJ7<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   30750000 | PA      | $30582966.00  | 0.53%             | 2025-12-18      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CHOICE HOTELS INTL INC                     | Choice Hotels International, Inc.                       | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    7900000 | PA      | $7584108.78   | 0.13%             | 2029-12-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| CHUBB INA HOLDINGS LLC                     | Chubb INA Holdings LLC                                  | CUSIP: 171239AL0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     400000 | PA      | $407897.70    | 0.01%             | 2029-08-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                              | Citigroup, Inc.                                         | CUSIP: 172967KN0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2009000 | PA      | $2002598.52   | 0.03%             | 2026-05-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP                   | Citizens Financial Group, Inc.                          | CUSIP: 174610AS4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    3960000 | PA      | $3644103.67   | 0.06%             | 2030-02-06      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                               | Comcast Corp.                                           | CUSIP: 20030NED9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     400000 | PA      | $406188.06    | 0.01%             | 2029-01-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                          | CUSIP: 2027A0KQ1<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    1800000 | PA      | $1803386.56   | 0.03%             | 2026-03-13      | Floating      | 5.01%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                          | CUSIP: 2027A0KW8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    3500000 | PA      | $3516618.14   | 0.06%             | 2028-03-14      | Floating      | 4.90%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                          | CUSIP: 2027A0KY4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    2600000 | PA      | $2619341.40   | 0.05%             | 2030-03-14      | Floating      | 5.07%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                          | CUSIP: 2027A1KW6<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     254000 | PA      | $255206.00    | 0.00%             | 2028-03-14      | Floating      | 4.90%                 | No            | 2                  | On Loan: —       |
| CONAGRA BRANDS INC                         | Conagra Brands, Inc.                                    | CUSIP: 205887CB6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    1809000 | PA      | $1809000.00   | 0.03%             | 2025-11-01      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                | CUSIP: 21688AAZ5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    2500000 | PA      | $2513028.65   | 0.04%             | 2026-10-05      | Floating      | 5.01%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                | CUSIP: 21688ABB7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   22100000 | PA      | $22121326.50  | 0.38%             | 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        |   17750000 | PA      | $17844285.34  | 0.31%             | 2027-03-05      | Floating      | 4.90%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                | CUSIP: 21688ABG6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    5250000 | PA      | $5263650.00   | 0.09%             | 2026-08-28      | Floating      | 4.84%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                | CUSIP: 21688ABL5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    1450000 | PA      | $1451862.80   | 0.03%             | 2028-01-21      | Floating      | 4.69%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                | CUSIP: 21688ABQ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   13100000 | PA      | $13111266.00  | 0.23%             | 2028-10-17      | Floating      | 4.68%                 | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC                          | CPPIB Capital, Inc.                                     | CUSIP: 22411VAS7<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |    1517000 | PA      | $1523115.76   | 0.03%             | 2026-03-11      | Floating      | 5.44%                 | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC                          | CPPIB Capital, Inc.                                     | CUSIP: 22411WAS5<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |    4550000 | PA      | $4568343.23   | 0.08%             | 2026-03-11      | Floating      | 5.44%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                         | Credit Agricole SA                                      | CUSIP: 22534PAF0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   12000000 | PA      | $12067468.68  | 0.21%             | 2026-07-05      | Floating      | 5.40%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                         | Credit Agricole SA                                      | CUSIP: 22534PAJ2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    6257000 | PA      | $6281810.13   | 0.11%             | 2027-03-11      | Floating      | 5.04%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC                           | Crown Castle, Inc.                                      | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     200000 | PA      | $202868.91    | 0.00%             | 2029-09-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Crown Castle Inc                           | Crown Castle, Inc.                                      | CUSIP: 22823PYK3<br>LEI: 54930012H97VSM0I2R19 | Long             | STIV             |  | US        |    8000000 | PA      | $7981180.00   | 0.14%             | 2025-11-19      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| DBS BANK LTD                               | DBS Bank Ltd.                                           | CUSIP: 23305EAM5<br>LEI: ATUEL7OJR5057F2PV266 | Long             | STIV             | CORP              | SG        |   20000000 | PA      | $19820480.00  | 0.34%             | 2026-01-21      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| DBS BANK LTD                               | DBS Bank Ltd.                                           | CUSIP: 23305EAN3<br>LEI: ATUEL7OJR5057F2PV266 | Long             | STIV             | CORP              | SG        |   15000000 | PA      | $14863765.50  | 0.26%             | 2026-01-22      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| The DFA Investment Trust Company           | DFA Investment Trust Co.                                | CUSIP: 23320U405<br>LEI: 549300FSKWEXKF6YBM56 | Long             | EC               | RF                | US        |     482302 | NS      | $5578785.27   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Dimensional Holdings Inc.                  | DFA Short Term Investment Fund                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    5615655 | NS      | $5615655.00   | 0.10%             |  |  |  | No            | N/A                | On Loan: No      |
| DXC TECHNOLOGY CO                          | DXC Technology Co.                                      | CUSIP: 23355LAL0<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |    2639000 | PA      | $2580255.62   | 0.04%             | 2026-09-15      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| DAIMLER TRUCK FINAN NA                     | Daimler Truck Finance North America LLC                 | CUSIP: 233853AZ3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     200000 | PA      | $204958.49    | 0.00%             | 2029-09-25      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| DAIMLER TRUCK FINAN NA                     | Daimler Truck Finance North America LLC                 | CUSIP: 233853BB5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    8270000 | PA      | $8277194.90   | 0.14%             | 2028-01-13      | Floating      | 4.94%                 | No            | 2                  | On Loan: No      |
| DBS GROUP HOLDINGS LTD                     | DBS Group Holdings Ltd.                                 | CUSIP: 24023KAM0<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |   54500000 | PA      | $54723081.58  | 0.95%             | 2028-03-21      | Floating      | 4.86%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE FINANCIAL INC                   | John Deere Financial, Inc.                              | CUSIP: 24422CYA5<br>LEI: CWQ698NK2DINVLMZRZ97 | Long             | STIV             | CORP              | CA        |    4000000 | PA      | $3995605.60   | 0.07%             | 2025-11-10      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE FINANCIAL INC                   | John Deere Financial, Inc.                              | CUSIP: 24422CYQ0<br>LEI: CWQ698NK2DINVLMZRZ97 | Long             | STIV             | CORP              | CA        |    2150000 | PA      | $2144375.60   | 0.04%             | 2025-11-24      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE FINANCIAL INC                   | John Deere Financial, Inc.                              | CUSIP: 24422CYR8<br>LEI: CWQ698NK2DINVLMZRZ97 | Long             | STIV             | CORP              | CA        |    5000000 | PA      | $4986377.50   | 0.09%             | 2025-11-25      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORP                    | John Deere Capital Corp.                                | CUSIP: 24422EWU9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2102715.30   | 0.04%             | 2026-03-03      | Floating      | 4.79%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORP                    | John Deere Capital Corp.                                | CUSIP: 24422EWY1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   33997000 | PA      | $34106068.16  | 0.59%             | 2026-06-08      | Floating      | 4.99%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORP                    | John Deere Capital Corp.                                | CUSIP: 24422EXL8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4604042.20   | 0.08%             | 2026-03-06      | Floating      | 4.64%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORP                    | John Deere Capital Corp.                                | CUSIP: 24422EXW4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1665246.00   | 0.03%             | 2027-07-15      | Floating      | 4.78%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK AG                           | Deutsche Bank AG                                        | CUSIP: 25152R2Y8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    4645000 | PA      | $4642129.67   | 0.08%             | 2026-01-13      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE NA                             | Capital One NA                                          | CUSIP: 25466AAJ0<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    1293000 | PA      | $1285067.81   | 0.02%             | 2026-07-27      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE NA                             | Capital One NA                                          | CUSIP: 25466AAP6<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |     800000 | PA      | $809711.21    | 0.01%             | 2028-09-13      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE NA                             | Capital One NA                                          | CUSIP: 25466AAR2<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7022628.90   | 0.12%             | 2030-02-06      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                   | Capital One Financial Corp.                             | CUSIP: 254709AP3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    1502000 | PA      | $1501535.42   | 0.03%             | 2026-01-30      | Fixed         | 4.50%                 | No            | 2                  | On Loan: —       |
| DOLLAR GENERAL CORP                        | Dollar General Corp.                                    | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $3464188.16   | 0.06%             | 2030-04-03      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| DOLLAR GENERAL CORP                        | Dollar General Corp.                                    | CUSIP: 256677AN5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     252000 | PA      | $257708.41    | 0.00%             | 2028-07-05      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $722338.33    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold NZD                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $1268432.53   | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $3344058.77   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold NZD                                | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |          1 | NC      | $18008.74     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $2352657.56   | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $2581918.89   | 0.04%             |  |  |  | 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      | $96121.68     | 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      | $617808.42    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $1629739.42   | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold JPY                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $176956.59    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $24651.38     | 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      | $1329304.07   | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold AUD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $719666.29    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $362415.90    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased EUR / Sold USD                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $-185453.81   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold GBP                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $32082.75     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold CAD                                | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |          1 | NC      | $495.93       | 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      | $203149.93    | 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      | $1229018.49   | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $114841.18    | 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      | $758183.57    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold AUD                                | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |          1 | NC      | $-607562.64   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $11154.08     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $746756.00    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold GBP                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $10489.19     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold CAD                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $2877.47      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $3998.85      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased EUR / Sold USD                                | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | XX        |          1 | NC      | $-28814.51    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $1339352.06   | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |          1 | NC      | $1209579.47   | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $774248.65    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased EUR / Sold USD                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $-765638.36   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| DUPONT DE NEMOURS INC                      | DuPont de Nemours, Inc.                                 | CUSIP: 26078JAC4<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    1661000 | PA      | $1660655.91   | 0.03%             | 2025-11-15      | Fixed         | 4.49%                 | No            | 2                  | On Loan: No      |
| Duke Energy Corp                           | Duke Energy Corp.                                       | CUSIP: 26244HYL1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | STIV             | CORP              | US        |    3500000 | PA      | $3492215.65   | 0.06%             | 2025-11-20      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ERAC USA Finance LLC                       | ERAC USA Finance LLC                                    | CUSIP: 26882RYA0<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | STIV             | CORP              | US        |   20000000 | PA      | $19977070.00  | 0.35%             | 2025-11-10      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ERAC USA FINANCE LLC                       | ERAC USA Finance LLC                                    | CUSIP: 26884TAP7<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2400000.00   | 0.04%             | 2025-11-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| ERAC USA FINANCE LLC                       | ERAC USA Finance LLC                                    | CUSIP: 26884TAY8<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     300000 | PA      | $307430.53    | 0.01%             | 2029-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| EPR PROPERTIES                             | EPR Properties                                          | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    4400000 | PA      | $4238306.91   | 0.07%             | 2029-08-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| EBAY INC                                   | eBay, Inc.                                              | CUSIP: 27864AY33<br>LEI: OML71K8X303XQONU6T67 | Long             | STIV             | CORP              | US        |   18100000 | PA      | $18093932.88  | 0.31%             | 2025-11-03      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| EIDP Inc                                   | EIDP, Inc.                                              | CUSIP: 28249KY43<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | STIV             | CORP              | US        |    7000000 | PA      | $6996852.10   | 0.12%             | 2025-11-04      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| EIDP Inc                                   | EIDP, Inc.                                              | CUSIP: 28249KY50<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | STIV             | CORP              | US        |    1000000 | PA      | $999434.50    | 0.02%             | 2025-11-05      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| EIDP Inc                                   | EIDP, Inc.                                              | CUSIP: 28249KY76<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | STIV             | CORP              | US        |    8500000 | PA      | $8493190.65   | 0.15%             | 2025-11-07      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| EIDP Inc                                   | EIDP, Inc.                                              | CUSIP: 28249KZC4<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | STIV             | CORP              | US        |   12500000 | PA      | $12439771.25  | 0.22%             | 2025-12-12      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Electricite de France SA                   | Electricite de France SA                                | CUSIP: 28504GYS9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | STIV             | CORP              | FR        |   10000000 | PA      | $9969325.00   | 0.17%             | 2025-11-26      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE INC                               | Enbridge, Inc.                                          | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     130000 | PA      | $124194.33    | 0.00%             | 2029-11-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Enbridge US Inc                            | Enbridge U.S., Inc.                                     | CUSIP: 29251UYL6<br>LEI: 5493003FRODSVHJWFS32 | Long             | STIV             | CORP              | US        |    2000000 | PA      | $1995451.80   | 0.03%             | 2025-11-20      | Variable      | 0.01%                 | No            | 2                  | On Loan: No      |
| Enbridge US Inc                            | Enbridge U.S., Inc.                                     | CUSIP: 29251UYM4<br>LEI: 5493003FRODSVHJWFS32 | Long             | STIV             | CORP              | US        |    5500000 | PA      | $5486864.90   | 0.10%             | 2025-11-21      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| ENEL FINANCE AMERICA LLC                   | Enel Finance America LLC                                | CUSIP: 29279GY76<br>LEI: 549300EGNLVUJX1DEC60 | Long             | STIV             | CORP              | US        |    5000000 | PA      | $4995994.50   | 0.09%             | 2025-11-07      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| EQUINIX INC                                | Equinix, Inc.                                           | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     270000 | PA      | $258872.10    | 0.00%             | 2029-11-18      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| EUROPEAN BK RECON & DEV                    | European Bank for Reconstruction & Development          | CUSIP: 29874QEM2<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    7500000 | PA      | $7438149.15   | 0.13%             | 2026-01-28      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| EUROPEAN BK RECON & DEV                    | European Bank for Reconstruction & Development          | CUSIP: 29874QEN0<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    2078000 | PA      | $2077646.74   | 0.04%             | 2026-04-14      | Floating      | 4.29%                 | No            | 2                  | On Loan: No      |
| EUROPEAN BK RECON & DEV                    | European Bank for Reconstruction & Development          | CUSIP: 29874QEU4<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |   31230000 | PA      | $31200917.06  | 0.54%             | 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        |   23180000 | PA      | $23202221.28  | 0.40%             | 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        |   10000000 | PA      | $10013264.50  | 0.17%             | 2030-07-22      | Floating      | 4.51%                 | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                                | CUSIP: 298785KD7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   10500000 | PA      | $10507345.38  | 0.18%             | 2029-08-14      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                                | CUSIP: 29878RYC6<br>LEI: 5493006YXS1U5GIHE750 | Long             | STIV             | NUSS              | LU        |    5000000 | PA      | $4993525.00   | 0.09%             | 2025-11-12      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                                | CUSIP: 29878RYH5<br>LEI: 5493006YXS1U5GIHE750 | Long             | STIV             | NUSS              | LU        |   29000000 | PA      | $28946857.50  | 0.50%             | 2025-11-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| European Investment Bank                   | European Investment Bank                                | CUSIP: 29878SBH8<br>LEI: 5493006YXS1U5GIHE750 | Long             | STIV             | CORP              | LU        |   40000000 | PA      | $39524552.00  | 0.68%             | 2026-02-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| EVERSOURCE ENERGY                          | Eversource Energy                                       | CUSIP: 30040WAF5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     500000 | PA      | $499058.04    | 0.01%             | 2029-04-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| EXPEDIA GROUP INC                          | Expedia Group, Inc.                                     | CUSIP: 30212PAM7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |   22491000 | PA      | $22495114.28  | 0.39%             | 2026-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                   | Export Development Canada                               | CUSIP: 30216BKG6<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   14380000 | PA      | $14394464.41  | 0.25%             | 2028-08-01      | Floating      | 4.40%                 | No            | 2                  | On Loan: No      |
| Experian Finance PLC                       | Experian Finance PLC                                    | CUSIP: 30217HYH5<br>LEI: 635400RKRK5EGXSPC782 | Long             | STIV             | CORP              | GB        |    3250000 | PA      | $3243824.35   | 0.06%             | 2025-11-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Experian Finance PLC                       | Experian Finance PLC                                    | CUSIP: 30217HYH5<br>LEI: 635400RKRK5EGXSPC782 | Long             | STIV             | CORP              | GB        |    4000000 | PA      | $3992399.20   | 0.07%             | 2025-11-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| FMC CORP                                   | FMC Corp.                                               | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1351724.97   | 0.02%             | 2029-10-01      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| FREDDIE MAC                                | Federal Home Loan Mortgage Corp.                        | CUSIP: 3134HBXM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   14000000 | PA      | $14043517.60  | 0.24%             | 2028-07-07      | Floating      | 4.26%                 | No            | 2                  | On Loan: No      |
| FANNIE MAE                                 | Federal National Mortgage Association                   | CUSIP: 3135G07M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    4400000 | PA      | $4420460.00   | 0.08%             | 2027-11-05      | Floating      | 4.30%                 | No            | 2                  | On Loan: No      |
| FISERV INC                                 | Fiserv, Inc.                                            | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     400000 | PA      | $384920.66    | 0.01%             | 2029-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FLEX LTD                                   | Flex Ltd.                                               | CUSIP: 33938XAC9<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   31223000 | PA      | $31132987.84  | 0.54%             | 2026-02-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| GENERAL ELECTRIC CO                        | General Electric Co.                                    | CUSIP: 36962GW75<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   12605000 | PA      | $12630572.27  | 0.22%             | 2026-05-05      | Floating      | 4.96%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS CO                          | General Motors Co.                                      | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     320000 | PA      | $331157.23    | 0.01%             | 2029-10-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                      | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     800000 | PA      | $828596.81    | 0.01%             | 2028-06-23      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                      | CUSIP: 37045XES1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   14200000 | PA      | $14273130.00  | 0.25%             | 2027-05-08      | Floating      | 5.63%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                      | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     260000 | PA      | $269515.92    | 0.00%             | 2029-07-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                      | CUSIP: 37045XEW2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     440000 | PA      | $440827.02    | 0.01%             | 2027-07-15      | Floating      | 5.15%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                      | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     130000 | PA      | $131885.35    | 0.00%             | 2029-10-06      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                      | CUSIP: 37045XFF8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1698805.95   | 0.03%             | 2028-04-04      | Floating      | 5.28%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Co Inc            | General Motors Financial Co., Inc.                      | CUSIP: 37046UED9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | STIV             | CORP              | US        |    6000000 | PA      | $5866441.80   | 0.10%             | 2026-05-13      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| GENUINE PARTS CO                           | Genuine Parts Co.                                       | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     500000 | PA      | $505679.45    | 0.01%             | 2029-08-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| GEORGIA-PACIFIC LLC                        | Georgia-Pacific LLC                                     | CUSIP: 373298BR8<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     500000 | PA      | $566990.05    | 0.01%             | 2029-11-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: —       |
| GEORGIA POWER CO                           | Georgia Power Co.                                       | CUSIP: 373334KL4<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     400000 | PA      | $379597.05    | 0.01%             | 2029-09-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| GILEAD SCIENCES INC                        | Gilead Sciences, Inc.                                   | CUSIP: 375558CB7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     400000 | PA      | $410540.52    | 0.01%             | 2029-11-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                    | GlaxoSmithKline Capital PLC                             | CUSIP: 377373AH8<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $391099.42    | 0.01%             | 2029-06-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Glencore Funding LLC                       | Glencore Funding LLC                                    | CUSIP: 37790AZA4<br>LEI: 213800STG1QDNBY87K49 | Long             | STIV             | CORP              | US        |    7000000 | PA      | $6967722.30   | 0.12%             | 2025-12-10      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                       | Glencore Funding LLC                                    | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    5399000 | PA      | $5329438.42   | 0.09%             | 2026-04-27      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                       | Glencore Funding LLC                                    | CUSIP: 378272BW7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    8404000 | PA      | $8447913.25   | 0.15%             | 2027-04-04      | Floating      | 5.17%                 | No            | 2                  | On Loan: No      |
| GLOBAL PAYMENTS INC                        | Global Payments, Inc.                                   | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    5465000 | PA      | $5164358.71   | 0.09%             | 2029-08-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| HCA INC                                    | HCA, Inc.                                               | CUSIP: 404119CJ6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    5608000 | PA      | $5454910.35   | 0.09%             | 2029-03-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| HCA INC                                    | HCA, Inc.                                               | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2997353.81   | 0.05%             | 2030-03-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                          | HSBC Holdings PLC                                       | CUSIP: 404280AW9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   10000000 | PA      | $10006070.10  | 0.17%             | 2026-03-08      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| HSBC USA INC                               | HSBC USA, Inc.                                          | CUSIP: 40428HS29<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4531859.01   | 0.08%             | 2028-06-03      | Floating      | 5.17%                 | No            | 2                  | On Loan: No      |
| HP INC                                     | HP, Inc.                                                | CUSIP: 40434LAK1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     400000 | PA      | $395501.88    | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: —       |
| HARLEY-DAVIDSON FINL SER                   | Harley-Davidson Financial Services, Inc.                | CUSIP: 41282JY54<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | STIV             | CORP              | US        |   32000000 | PA      | $31981340.80  | 0.55%             | 2025-11-05      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| HARLEY-DAVIDSON FINL SER                   | Harley-Davidson Financial Services, Inc.                | CUSIP: 41282JYC9<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | STIV             | CORP              | US        |    3500000 | PA      | $3495070.95   | 0.06%             | 2025-11-12      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Harley-Davidson Financial Services Inc     | Harley-Davidson Financial Services, Inc.                | CUSIP: 41282JYM7<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | STIV             | CORP              | US        |    5000000 | PA      | $4987621.50   | 0.09%             | 2025-11-21      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                   | Healthcare Realty Holdings LP                           | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    4700000 | PA      | $4438392.36   | 0.08%             | 2030-02-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                   | Healthcare Realty Holdings LP                           | CUSIP: 42225UAL8<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    1600000 | PA      | $1449813.63   | 0.03%             | 2030-03-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| HIGHWOODS REALTY LP                        | Highwoods Realty LP                                     | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |    9427000 | PA      | $9249971.59   | 0.16%             | 2029-04-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| HIGHWOODS REALTY LP                        | Highwoods Realty LP                                     | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |     600000 | PA      | $556659.83    | 0.01%             | 2030-02-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                             | Home Depot, Inc.                                        | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     800000 | PA      | $772961.66    | 0.01%             | 2029-06-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                             | Home Depot, Inc.                                        | CUSIP: 437076DC3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     800000 | PA      | $819154.87    | 0.01%             | 2029-06-25      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| HUBBELL INC                                | Hubbell, Inc.                                           | CUSIP: 44352AY60<br>LEI: 54930088VDQ6840Y6597 | Long             | STIV             | CORP              | US        |   15000000 | PA      | $14989807.50  | 0.26%             | 2025-11-06      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Hubbell Inc                                | Hubbell, Inc.                                           | CUSIP: 44352AYH6<br>LEI: 54930088VDQ6840Y6597 | Long             | STIV             | CORP              | US        |   11996000 | PA      | $11973205.20  | 0.21%             | 2025-11-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| HUBBELL INC                                | Hubbell, Inc.                                           | CUSIP: 44352AYJ2<br>LEI: 54930088VDQ6840Y6597 | Long             | STIV             | CORP              | US        |    9000000 | PA      | $8981883.00   | 0.16%             | 2025-11-18      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| HUMANA INC                                 | Humana, Inc.                                            | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     500000 | PA      | $489269.43    | 0.01%             | 2029-03-23      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| HYATT HOTELS CORP                          | Hyatt Hotels Corp.                                      | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    5100000 | PA      | $5244919.46   | 0.09%             | 2029-06-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| ILLUMINA INC                               | Illumina, Inc.                                          | CUSIP: 452327AN9<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3401024.69   | 0.06%             | 2025-12-12      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                 | Intel Corp.                                             | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3164256.78   | 0.05%             | 2029-11-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                 | Intel Corp.                                             | CUSIP: 458140CD0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   17052000 | PA      | $17078069.61  | 0.30%             | 2026-02-10      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                         | CUSIP: 4581X0DU9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   11000000 | PA      | $10993886.53  | 0.19%             | 2028-03-20      | Floating      | 4.41%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                         | CUSIP: 4581X0DY1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   33290000 | PA      | $33290998.70  | 0.58%             | 2026-09-16      | Floating      | 4.34%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                         | CUSIP: 4581X0ED6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    1062000 | PA      | $1062929.35   | 0.02%             | 2027-04-12      | Floating      | 4.38%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                         | CUSIP: 4581X0EG9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   60800000 | PA      | $60902719.17  | 1.05%             | 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        |   17000000 | PA      | $17003631.54  | 0.29%             | 2029-08-01      | Floating      | 4.44%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                         | CUSIP: 45828RAA3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   40300000 | PA      | $40334190.92  | 0.70%             | 2028-10-05      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| INTERCONTINENTALEXCHANGE                   | Intercontinental Exchange, Inc.                         | CUSIP: 45866FAD6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    2285000 | PA      | $2283629.00   | 0.04%             | 2025-12-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development     | CUSIP: 459058JF1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   61638000 | PA      | $61868526.12  | 1.07%             | 2027-08-19      | Floating      | 4.69%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development     | CUSIP: 459058KN2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   16000000 | PA      | $16022467.20  | 0.28%             | 2027-01-12      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development     | CUSIP: 459058LD3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   29500000 | PA      | $29534220.00  | 0.51%             | 2027-02-23      | Floating      | 4.53%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development     | CUSIP: 459058LH4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   19000000 | PA      | $19011803.75  | 0.33%             | 2027-06-15      | Floating      | 4.44%                 | No            | 2                  | On Loan: No      |
| INTL FINANCE CORP                          | International Finance Corp.                             | CUSIP: 45950KDB3<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    3810000 | PA      | $3811104.90   | 0.07%             | 2026-03-16      | Floating      | 4.45%                 | No            | 2                  | On Loan: No      |
| INTL FINANCE CORP                          | International Finance Corp.                             | CUSIP: 45950KDJ6<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |   27520000 | PA      | $27523722.63  | 0.48%             | 2028-08-28      | Floating      | 4.59%                 | No            | 2                  | On Loan: No      |
| INTL FINANCE CORP                          | International Finance Corp.                             | CUSIP: 45950KDL1<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    8090000 | PA      | $8085718.04   | 0.14%             | 2029-08-28      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| ITALY GOV'T INT BOND                       | Republic of Italy Government International Bonds        | CUSIP: 465410CA4<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   21597000 | PA      | $21413377.12  | 0.37%             | 2026-02-17      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| JABIL INC                                  | Jabil, Inc.                                             | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     570000 | PA      | $550853.87    | 0.01%             | 2030-01-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK NA                    | JPMorgan Chase Bank NA                                  | CUSIP: 46632FTV7<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2104104.16   | 0.04%             | 2026-04-29      | Floating      | 4.69%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK NA                    | JPMorgan Chase Bank NA                                  | CUSIP: 48125LRV6<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |    7700000 | PA      | $7755540.10   | 0.13%             | 2026-12-08      | Floating      | 5.19%                 | No            | 2                  | On Loan: No      |
| JUNIPER NETWORKS INC                       | Juniper Networks, Inc.                                  | CUSIP: 48203RAN4<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |   19528000 | PA      | $19459302.84  | 0.34%             | 2025-12-10      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| KEURIG DR PEPPER INC                       | Keurig Dr. Pepper, Inc.                                 | CUSIP: 49271VAS9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   15443000 | PA      | $15468223.67  | 0.27%             | 2027-03-15      | Floating      | 5.04%                 | No            | 2                  | On Loan: No      |
| KEYCORP                                    | KeyCorp                                                 | CUSIP: 49326EEG4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     400000 | PA      | $398947.59    | 0.01%             | 2028-04-30      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| KEYCORP                                    | KeyCorp                                                 | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    2120000 | PA      | $1988908.46   | 0.03%             | 2029-10-01      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN INC                          | Kinder Morgan, Inc.                                     | CUSIP: 49456BAZ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     292000 | PA      | $299888.29    | 0.01%             | 2029-08-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| KOMMUNALBANKEN AS                          | Kommunalbanken AS                                       | CUSIP: 50047JAP3<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |   34000000 | PA      | $34064587.42  | 0.59%             | 2028-03-03      | Floating      | 4.62%                 | No            | 2                  | On Loan: No      |
| KOMMUNALBANKEN AS                          | Kommunalbanken AS                                       | CUSIP: 50048MDE7<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |   41500000 | PA      | $41688353.98  | 0.72%             | 2026-06-17      | Floating      | 5.16%                 | No            | 2                  | On Loan: No      |
| KFW                                        | Kreditanstalt fuer Wiederaufbau                         | CUSIP: 500769JJ4<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   13900000 | PA      | $13797688.91  | 0.24%             | 2026-01-22      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| LSEGA Financing PLC                        | LSEGA Financing PLC                                     | CUSIP: 50221FYC2<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | STIV             | CORP              | GB        |    9000000 | PA      | $8987860.80   | 0.16%             | 2025-11-12      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| LSEGA Financing PLC                        | LSEGA Financing PLC                                     | CUSIP: 50221FZF4<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | STIV             | CORP              | GB        |   28000000 | PA      | $27857550.00  | 0.48%             | 2025-12-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE        | LVMH Moet Hennessy Louis Vuitton SE                     | CUSIP: 50244MAG7<br>LEI: IOG4E947OATN0KJYSD45 | Long             | STIV             | CORP              | FR        |   15000000 | PA      | $14874960.00  | 0.26%             | 2026-01-16      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| LABORATORY CORP OF AMER                    | Laboratory Corp. of America Holdings                    | CUSIP: 50540RAW2<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |      38000 | PA      | $36118.66     | 0.00%             | 2029-12-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| LAZARD GROUP LLC                           | Lazard Group LLC                                        | CUSIP: 52107QAJ4<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |     400000 | PA      | $401911.90    | 0.01%             | 2028-09-19      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                    | MPLX LP                                                 | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    8782000 | PA      | $8708084.19   | 0.15%             | 2026-03-01      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| MACQUARIE BANK LTD                         | Macquarie Bank Ltd.                                     | CUSIP: 55608PBS2<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    1020000 | PA      | $1027771.60   | 0.02%             | 2026-12-07      | Floating      | 5.48%                 | No            | 2                  | On Loan: No      |
| MACQUARIE BANK LTD                         | Macquarie Bank Ltd.                                     | CUSIP: 55608PBU7<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    7130000 | PA      | $7181716.03   | 0.12%             | 2027-07-02      | Floating      | 5.19%                 | No            | 2                  | On Loan: No      |
| MARATHON PETROLEUM CORP                    | Marathon Petroleum Corp.                                | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    6100000 | PA      | $6268931.27   | 0.11%             | 2030-03-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Marriott International Inc/MD              | Marriott International, Inc.                            | CUSIP: 57163TYA1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | STIV             | CORP              | US        |    5000000 | PA      | $4994146.00   | 0.09%             | 2025-11-10      | Variable      | 0.01%                 | No            | 2                  | On Loan: No      |
| MASTERCARD INC                             | Mastercard, Inc.                                        | CUSIP: 57636QBE3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    4140000 | PA      | $4143880.30   | 0.07%             | 2028-03-15      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| Medtronic Global Holdings SCA              | Medtronic Global Holdings SCA                           | CUSIP: 58507AYC1<br>LEI: 549300JXMTTP8GKYIX14 | Long             | STIV             | CORP              | IE        |   34500000 | PA      | $34453466.40  | 0.60%             | 2025-11-12      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Medtronic Global Holdings SCA              | Medtronic Global Holdings SCA                           | CUSIP: 58507AYM9<br>LEI: 549300JXMTTP8GKYIX14 | Long             | STIV             | CORP              | IE        |    2000000 | PA      | $1995296.00   | 0.03%             | 2025-11-21      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| MERCEDES-BENZ FIN NA                       | Mercedes-Benz Finance North America LLC                 | CUSIP: 58769JAN7<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    5700000 | PA      | $5703210.07   | 0.10%             | 2026-01-09      | Floating      | 4.78%                 | No            | 2                  | On Loan: No      |
| MERCEDES-BENZ FIN NA                       | Mercedes-Benz Finance North America LLC                 | CUSIP: 58769JAV9<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2503704.73   | 0.04%             | 2026-07-31      | Floating      | 4.71%                 | No            | 2                  | On Loan: No      |
| MONDELEZ INTERNATIONAL                     | Mondelez International, Inc.                            | CUSIP: 60920VY30<br>LEI: 549300DV9GIB88LZ5P30 | Long             | STIV             | CORP              | US        |   12000000 | PA      | $11995952.40  | 0.21%             | 2025-11-03      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Mondelez International Inc                 | Mondelez International, Inc.                            | CUSIP: 60920VZF2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | STIV             | CORP              | US        |    1000000 | PA      | $994918.80    | 0.02%             | 2025-12-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY BANK NA                     | Morgan Stanley Bank NA                                  | CUSIP: 61690U7X2<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    1440000 | PA      | $1450009.27   | 0.03%             | 2026-10-30      | Floating      | 5.24%                 | No            | 2                  | On Loan: No      |
| Mosaic Co/The                              | Mosaic Co.                                              | CUSIP: 61945NY45<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | STIV             | CORP              | US        |    6240000 | PA      | $6237180.14   | 0.11%             | 2025-11-04      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| UTAH ACQUISITION SUB                       | Utah Acquisition Sub, Inc.                              | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | NL        |    2318000 | PA      | $2307664.06   | 0.04%             | 2026-06-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| NTT FINANCE CORP                           | NTT Finance Corp.                                       | CUSIP: 62954WAR6<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    3000000 | PA      | $3030840.00   | 0.05%             | 2028-07-16      | Floating      | 5.36%                 | No            | 2                  | On Loan: No      |
| NTT FINANCE CORP                           | NTT Finance Corp.                                       | CUSIP: 62954WAT2<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    7228000 | PA      | $7358839.16   | 0.13%             | 2030-07-16      | Floating      | 5.59%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                            | CUSIP: 632525BM2<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   14390000 | PA      | $14398200.57  | 0.25%             | 2025-12-10      | Floating      | 4.92%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                            | CUSIP: 632525BW0<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    5776000 | PA      | $5813428.48   | 0.10%             | 2027-10-26      | Floating      | 4.89%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                            | CUSIP: 632525CC3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    1917000 | PA      | $1934312.43   | 0.03%             | 2030-01-14      | Floating      | 5.07%                 | No            | 2                  | On Loan: No      |
| NATIONAL BANK OF CANADA                    | National Bank of Canada                                 | CUSIP: 63306AHK5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   31000000 | PA      | $22102598.84  | 0.38%             | 2025-11-03      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| NATIONAL RURAL UTIL COOP                   | National Rural Utilities Cooperative Finance Corp.      | CUSIP: 63743HFQ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   16700000 | PA      | $16792558.08  | 0.29%             | 2027-02-05      | Floating      | 5.10%                 | No            | 2                  | On Loan: No      |
| NATIONAL RURAL UTIL COOP                   | National Rural Utilities Cooperative Finance Corp.      | CUSIP: 63743HFS6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     472000 | PA      | $489019.39    | 0.01%             | 2029-06-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| NATIONAL RURAL UTIL COOP                   | National Rural Utilities Cooperative Finance Corp.      | CUSIP: 63743HFU1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    7900000 | PA      | $7941656.07   | 0.14%             | 2027-09-16      | Floating      | 4.97%                 | No            | 2                  | On Loan: No      |
| NATIONAL SECS CLEARING                     | National Securities Clearing Corp.                      | CUSIP: 637639AP0<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2006053.10   | 0.03%             | 2027-05-20      | Floating      | 4.81%                 | No            | 2                  | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                    | Nationwide Building Society                             | CUSIP: 63859VBH3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     782000 | PA      | $764053.37    | 0.01%             | 2026-10-13      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Nederlandse Waterschapsbank NV             | Nederlandse Waterschapsbank NV                          | CUSIP: 63975UY30<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | STIV             | CORP              | NL        |   25000000 | PA      | $24991732.50  | 0.43%             | 2025-11-03      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NEDERLANDSE WATERSCHAPS                    | Nederlandse Waterschapsbank NV                          | CUSIP: 63975UZH8<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | STIV             | CORP              | NE        |    7000000 | PA      | $6964199.90   | 0.12%             | 2025-12-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| OVINTIV INC                                | Ovintiv, Inc.                                           | CUSIP: 651290AR9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     487000 | PA      | $486519.85    | 0.01%             | 2026-01-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings, Inc.                   | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      51000 | PA      | $48373.03     | 0.00%             | 2029-11-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings, Inc.                   | CUSIP: 65339KCR9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   19274000 | PA      | $19298520.38  | 0.33%             | 2026-01-29      | Floating      | 4.83%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings Inc        | NextEra Energy Capital Holdings, Inc.                   | CUSIP: 65339MYQ3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | STIV             | CORP              | US        |    6000000 | PA      | $5983615.80   | 0.10%             | 2025-11-24      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NiSource Inc                               | NiSource, Inc.                                          | CUSIP: 65478JY65<br>LEI: 549300D8GOWWH0SJB189 | Long             | STIV             | CORP              | US        |   15000000 | PA      | $14989689.00  | 0.26%             | 2025-11-06      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NOMURA HOLDINGS INC                        | Nomura Holdings, Inc.                                   | CUSIP: 65535HAW9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   13898000 | PA      | $13667919.17  | 0.24%             | 2026-07-14      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                            | Nordea Bank Abp                                         | CUSIP: 65558RAF6<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   13438000 | PA      | $13504615.39  | 0.23%             | 2027-03-19      | Floating      | 4.87%                 | No            | 2                  | On Loan: No      |
| NORDIC INVESTMENT BANK                     | Nordic Investment Bank                                  | CUSIP: 65562QBR5<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |   11000000 | PA      | $11046570.15  | 0.19%             | 2026-05-12      | Floating      | 5.29%                 | No            | 2                  | On Loan: No      |
| Nutrien Ltd                                | Nutrien Ltd.                                            | CUSIP: 67077UY79<br>LEI: 5493002QQ7GD21OWF963 | Long             | STIV             | CORP              | CA        |    6000000 | PA      | $5995146.60   | 0.10%             | 2025-11-07      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Nutrien Ltd                                | Nutrien Ltd.                                            | CUSIP: 67077UZ11<br>LEI: 5493002QQ7GD21OWF963 | Long             | STIV             | CORP              | CA        |   10500000 | PA      | $10462391.10  | 0.18%             | 2025-12-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| OEKB OEST. KONTROLLBANK                    | Oesterreichische Kontrollbank AG                        | CUSIP: 676167CG2<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    5482000 | PA      | $5482000.00   | 0.09%             | 2025-11-03      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                                  | ONEOK, Inc.                                             | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     366000 | PA      | $365938.51    | 0.01%             | 2029-10-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                     | CUSIP: 683234AS7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   19500000 | PA      | $19351886.97  | 0.34%             | 2026-01-21      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| Province of Ontario Canada                 | Province of Ontario                                     | CUSIP: 68323KB68<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | STIV             | CORP              | CA        |   42000000 | PA      | $41556921.00  | 0.72%             | 2026-02-06      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                | Oracle Corp.                                            | CUSIP: 68389XCX1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    5622000 | PA      | $5649447.45   | 0.10%             | 2028-08-03      | Floating      | 4.82%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                | Oracle Corp.                                            | CUSIP: 6840C2YJ8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | STIV             | CORP              | US        |   14500000 | PA      | $14470833.25  | 0.25%             | 2025-11-18      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| PSP CAPITAL INC                            | PSP Capital, Inc.                                       | CUSIP: 69370AZ56<br>LEI: 549300B456N0WEIC5249 | Long             | STIV             | CORP              | CA        |   30000000 | PA      | $29885472.00  | 0.52%             | 2025-12-05      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| PSP Capital Inc                            | PSP Capital, Inc.                                       | CUSIP: 69370BAP7<br>LEI: 549300B456N0WEIC5249 | Long             | STIV             | CORP              | CA        |   28850000 | PA      | $28586117.71  | 0.50%             | 2026-01-23      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| PSP Capital Inc                            | PSP Capital, Inc.                                       | CUSIP: 69370BB43<br>LEI: 549300B456N0WEIC5249 | Long             | STIV             | CORP              | CA        |   35000000 | PA      | $34634320.00  | 0.60%             | 2026-02-04      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| PARKER-HANNIFIN CORP                       | Parker-Hannifin Corp.                                   | CUSIP: 70109LYR1<br>LEI: 5493002CONDB4N2HKI23 | Long             | STIV             | CORP              | US        |    4500000 | PA      | $4487186.25   | 0.08%             | 2025-11-25      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Parker-Hannifin Corp                       | Parker-Hannifin Corp.                                   | CUSIP: 70109LZB5<br>LEI: 5493002CONDB4N2HKI23 | Long             | STIV             | CORP              | US        |   19500000 | PA      | $19408623.00  | 0.34%             | 2025-12-11      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Parker-Hannifin Corp                       | Parker-Hannifin Corp.                                   | CUSIP: 70109MAC8<br>LEI: 5493002CONDB4N2HKI23 | Long             | STIV             | CORP              | US        |   17000000 | PA      | $16859313.10  | 0.29%             | 2026-01-12      | Variable      | 0.01%                 | No            | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                   | Penske Truck Leasing Co. LP/PTL Finance Corp.           | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   31500000 | PA      | $30989275.38  | 0.54%             | 2026-06-15      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                   | Penske Truck Leasing Co. LP/PTL Finance Corp.           | CUSIP: 709599CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $205903.14    | 0.00%             | 2029-07-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| PEPSICO INC                                | PepsiCo, Inc.                                           | CUSIP: 713448FP8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    6383000 | PA      | $6389383.00   | 0.11%             | 2026-02-13      | Floating      | 4.67%                 | No            | 2                  | On Loan: No      |
| REVVITY INC                                | Revvity, Inc.                                           | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     520000 | PA      | $498491.32    | 0.01%             | 2029-09-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                       | CUSIP: 718172CU1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    2860000 | PA      | $2860702.07   | 0.05%             | 2025-11-17      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                       | CUSIP: 718172CY3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    3635000 | PA      | $3640988.52   | 0.06%             | 2026-02-13      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                       | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     500000 | PA      | $510526.47    | 0.01%             | 2029-02-13      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                       | CUSIP: 718172DS5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10068650.00  | 0.17%             | 2028-04-28      | Floating      | 4.90%                 | No            | 2                  | On Loan: No      |
| PHILLIPS 66                                | Phillips 66 Co.                                         | CUSIP: 718547AK8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     300000 | PA      | $286728.03    | 0.00%             | 2029-12-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Phillips 66                                | Phillips 66                                             | CUSIP: 71855AYK4<br>LEI: 5493005JBO5YSIGK1814 | Long             | STIV             | CORP              | US        |   15000000 | PA      | $14967486.00  | 0.26%             | 2025-11-19      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Phillips 66                                | Phillips 66                                             | CUSIP: 71855AYM0<br>LEI: 5493005JBO5YSIGK1814 | Long             | STIV             | CORP              | US        |    2600000 | PA      | $2593759.22   | 0.04%             | 2025-11-21      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMER PIPELINE                   | Plains All American Pipeline LP/PAA Finance Corp.       | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $387052.17    | 0.01%             | 2029-12-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                    | Principal Financial Group, Inc.                         | CUSIP: 74251VAR3<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     200000 | PA      | $196309.18    | 0.00%             | 2029-05-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| PROCTER & GAMBLE CO                        | Procter & Gamble Co.                                    | CUSIP: 74271TZ89<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | STIV             | CORP              | US        |   20000000 | PA      | $19919116.00  | 0.34%             | 2025-12-08      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| PROCTER & GAMBLE CO                        | Procter & Gamble Co.                                    | CUSIP: 74271TZF3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | STIV             | CORP              | US        |   15400000 | PA      | $15326562.02  | 0.27%             | 2025-12-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| PROLOGIS EURO FINANCE                      | Prologis Euro Finance LLC                               | CUSIP: 74341EAP7<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |    1398000 | PA      | $1671808.97   | 0.03%             | 2030-01-31      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| PUBLIC STORAGE OP CO                       | Public Storage Operating Co.                            | CUSIP: 74464AAA9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |   13400000 | PA      | $13441607.54  | 0.23%             | 2027-04-16      | Floating      | 4.79%                 | No            | 2                  | On Loan: No      |
| RADIAN GROUP INC                           | Radian Group, Inc.                                      | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    5130000 | PA      | $5360854.10   | 0.09%             | 2029-05-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORP                         | Realty Income Corp.                                     | CUSIP: 756109BE3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     550000 | PA      | $550000.00    | 0.01%             | 2025-11-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORP                         | Realty Income Corp.                                     | CUSIP: 756109BS2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     400000 | PA      | $406969.10    | 0.01%             | 2028-12-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| REINSURANCE GRP OF AMER                    | Reinsurance Group of America, Inc.                      | CUSIP: 759351AN9<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     200000 | PA      | $197897.25    | 0.00%             | 2029-05-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| RIO TINTO FIN USA PLC                      | Rio Tinto Finance USA PLC                               | CUSIP: 76720AAY2<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    3400000 | PA      | $3433854.72   | 0.06%             | 2028-03-14      | Floating      | 5.00%                 | No            | 2                  | On Loan: No      |
| ROCHE HOLDINGS INC                         | Roche Holdings, Inc.                                    | CUSIP: 771196CD2<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   10410000 | PA      | $10460761.66  | 0.18%             | 2026-11-13      | Floating      | 5.01%                 | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                   | Rogers Communications, Inc.                             | CUSIP: 775109BE0<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      67000 | PA      | $66936.36     | 0.00%             | 2025-12-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                   | Rogers Communications, Inc.                             | CUSIP: 775109BJ9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    3700000 | PA      | $2632591.35   | 0.05%             | 2029-05-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                       | Royal Bank of Canada                                    | CUSIP: 78016EZM2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   16224000 | PA      | $16117191.08  | 0.28%             | 2026-01-20      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                       | Royal Bank of Canada                                    | CUSIP: 78016EZR1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    8500000 | PA      | $8514637.00   | 0.15%             | 2026-04-27      | Floating      | 4.65%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                       | Royal Bank of Canada                                    | CUSIP: 78016HZU7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    3700000 | PA      | $3724439.98   | 0.06%             | 2027-01-19      | Floating      | 5.04%                 | No            | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                         | Royalty Pharma PLC                                      | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    5400000 | PA      | $5538274.07   | 0.10%             | 2029-09-02      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| RYDER SYSTEM INC                           | Ryder System, Inc.                                      | CUSIP: 78355HKU2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     283000 | PA      | $283651.88    | 0.00%             | 2027-06-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| RYDER SYSTEM INC                           | Ryder System, Inc.                                      | CUSIP: 78355HLC1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     200000 | PA      | $204542.05    | 0.00%             | 2029-09-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Sanofi SA                                  | Sanofi SA                                               | CUSIP: 8010M2YA4<br>LEI: 549300E9PC51EN656011 | Long             | STIV             | CORP              | FR        |   20000000 | PA      | $19978028.00  | 0.35%             | 2025-11-10      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Sanofi SA                                  | Sanofi SA                                               | CUSIP: 8010M2YA4<br>LEI: 549300E9PC51EN656011 | Long             | STIV             | CORP              | FR        |   18000000 | PA      | $17980225.20  | 0.31%             | 2025-11-10      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Sanofi SA                                  | Sanofi SA                                               | CUSIP: 8010M2YR7<br>LEI: 549300E9PC51EN656011 | Long             | STIV             | CORP              | FR        |   10000000 | PA      | $9972755.00   | 0.17%             | 2025-11-25      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Sanofi SA                                  | Sanofi SA                                               | CUSIP: 8010M2YR7<br>LEI: 549300E9PC51EN656011 | Long             | STIV             | CORP              | FR        |   28550000 | PA      | $28472215.53  | 0.49%             | 2025-11-25      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| SANOFI                                     | Sanofi SA                                               | CUSIP: 8010M2ZH8<br>LEI: 549300E9PC51EN656011 | Long             | STIV             | CORP              | FR        |    5000000 | PA      | $4974383.00   | 0.09%             | 2025-12-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| SANOFI                                     | Sanofi SA                                               | CUSIP: 8010M2ZH8<br>LEI: 549300E9PC51EN656011 | Long             | STIV             | CORP              | FR        |   30000000 | PA      | $29846298.00  | 0.52%             | 2025-12-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Schlumberger Investment SA                 | Schlumberger Investment SA                              | CUSIP: 80686BZ50<br>LEI: 529900EZ29I5KXPV2J32 | Long             | STIV             | CORP              | LU        |   20065000 | PA      | $19988301.54  | 0.35%             | 2025-12-05      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                        | Charles Schwab Corp.                                    | CUSIP: 808513BQ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   26530000 | PA      | $26536796.72  | 0.46%             | 2026-05-13      | Floating      | 4.79%                 | No            | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                        | Charles Schwab Corp.                                    | CUSIP: 808513BZ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15111255.00  | 0.26%             | 2027-03-03      | Floating      | 5.25%                 | No            | 2                  | On Loan: —       |
| 7-ELEVEN INC                               | 7-Eleven, Inc.                                          | CUSIP: 817826AC4<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1485931.59   | 0.03%             | 2026-02-10      | Fixed         | 0.95%                 | No            | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP LP                    | Simon Property Group LP                                 | CUSIP: 828807CW5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    2020000 | PA      | $2016689.50   | 0.03%             | 2026-01-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP LP                    | Simon Property Group LP                                 | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |     400000 | PA      | $376021.84    | 0.01%             | 2029-09-13      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| SKANDINAVISKA ENSKILDA                     | Skandinaviska Enskilda Banken AB                        | CUSIP: 830505BA0<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   10000000 | PA      | $10070690.20  | 0.17%             | 2027-03-05      | Floating      | 5.08%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                           | Societe Generale SA                                     | CUSIP: 83368RAK8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    4000000 | PA      | $3981625.52   | 0.07%             | 2027-01-12      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SOUTHWESTERN ELEC POWER                    | Southwestern Electric Power Co.                         | CUSIP: 845437BS0<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   21360000 | PA      | $21161241.57  | 0.37%             | 2026-03-15      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| STATE STREET CORP                          | State Street Corp.                                      | CUSIP: 857477CE1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   18500000 | PA      | $18563415.04  | 0.32%             | 2026-08-03      | Floating      | 4.91%                 | No            | 2                  | On Loan: No      |
| STATE STREET CORP                          | State Street Corp.                                      | CUSIP: 857477CQ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    5320000 | PA      | $5334643.14   | 0.09%             | 2027-10-22      | Floating      | 4.72%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group, Inc.                   | CUSIP: 86562MCZ1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     890000 | PA      | $896185.50    | 0.02%             | 2026-07-13      | Floating      | 5.58%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group, Inc.                   | CUSIP: 86562MDL1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    2300000 | PA      | $2323455.70   | 0.04%             | 2029-07-09      | Floating      | 5.44%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                   | Sumitomo Mitsui Trust Bank Ltd.                         | CUSIP: 86563VBF5<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   10000000 | PA      | $10031093.30  | 0.17%             | 2026-03-09      | Floating      | 5.40%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                   | Sumitomo Mitsui Trust Bank Ltd.                         | CUSIP: 86563VBL2<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    6000000 | PA      | $6039488.76   | 0.10%             | 2026-09-14      | Floating      | 5.42%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                   | Sumitomo Mitsui Trust Bank Ltd.                         | CUSIP: 86563VCC1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    2550000 | PA      | $2555457.00   | 0.04%             | 2028-09-11      | Floating      | 5.03%                 | No            | 2                  | On Loan: No      |
| SUNCOR ENERGY INC                          | Suncor Energy, Inc.                                     | CUSIP: 86721ZAW9<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    3800000 | PA      | $2711680.87   | 0.05%             | 2025-11-17      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                   | Svenska Handelsbanken AB                                | CUSIP: 86959LAN3<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   22350000 | PA      | $22497972.87  | 0.39%             | 2026-06-15      | Floating      | 5.41%                 | No            | 2                  | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                   | Svenska Handelsbanken AB                                | CUSIP: 86959NAN9<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   13000000 | PA      | $13086069.23  | 0.23%             | 2026-06-15      | Floating      | 5.41%                 | No            | 2                  | On Loan: No      |
| SWEDISH EXPORT CREDIT                      | Svensk Exportkredit AB                                  | CUSIP: 87031CAF0<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   28980000 | PA      | $29147802.02  | 0.50%             | 2026-08-03      | Floating      | 5.07%                 | No            | 2                  | On Loan: No      |
| SYNCHRONY FINANCIAL                        | Synchrony Financial                                     | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $5381424.96   | 0.09%             | 2029-03-19      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                           | T-Mobile USA, Inc.                                      | CUSIP: 87264ADL6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     156000 | PA      | $155930.17    | 0.00%             | 2029-10-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| TELSTRA GROUP LTD                          | Telstra Group Ltd.                                      | CUSIP: 8796VQYR8<br>LEI: 894500WRW54CVN62K416 | Long             | STIV             | CORP              | AU        |   20000000 | PA      | $19944862.00  | 0.35%             | 2025-11-25      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TELSTRA GROUP LTD                          | Telstra Group Ltd.                                      | CUSIP: 8796VQZA4<br>LEI: 894500WRW54CVN62K416 | Long             | STIV             | CORP              | AU        |   18750000 | PA      | $18666806.25  | 0.32%             | 2025-12-10      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TELUS CORP                                 | TELUS Corp.                                             | CUSIP: 87974PY56<br>LEI: 894500WE70KKZRQMBU11 | Long             | STIV             | CORP              | CA        |    2685000 | PA      | $2683312.75   | 0.05%             | 2025-11-05      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TELUS CORP                                 | TELUS Corp.                                             | CUSIP: 87974PZW6<br>LEI: 894500WE70KKZRQMBU11 | Long             | STIV             | CORP              | CA        |    7000000 | PA      | $6946100.00   | 0.12%             | 2025-12-30      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TELUS CORP                                 | TELUS Corp.                                             | CUSIP: 87974WA65<br>LEI: 894500WE70KKZRQMBU11 | Long             | STIV             | CORP              | CA        |    4500000 | PA      | $4461405.30   | 0.08%             | 2026-01-06      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TELUS Corp                                 | TELUS Corp.                                             | CUSIP: 87974WAG3<br>LEI: 894500WE70KKZRQMBU11 | Long             | STIV             | CORP              | CA        |   12456000 | PA      | $12333668.38  | 0.21%             | 2026-01-16      | Variable      | 0.01%                 | No            | 2                  | On Loan: No      |
| TELUS CORP                                 | TELUS Corp.                                             | CUSIP: 87974WAU2<br>LEI: 894500WE70KKZRQMBU11 | Long             | STIV             | CORP              | CA        |    6000000 | PA      | $5932186.80   | 0.10%             | 2026-01-28      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TEMASEK FINANCIAL I LTD                    | Temasek Financial I Ltd.                                | CUSIP: 87976EAD8<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |    8920000 | PA      | $8923300.40   | 0.15%             | 2027-08-20      | Floating      | 4.68%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                   | CUSIP: 89114TZD7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   31440000 | PA      | $30925472.77  | 0.54%             | 2026-06-03      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                   | CUSIP: 89114TZH8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    3995000 | PA      | $4006133.39   | 0.07%             | 2026-09-10      | Floating      | 4.76%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                   | CUSIP: 89115A2T8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    7205000 | PA      | $7248450.83   | 0.13%             | 2026-07-17      | Floating      | 5.17%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                   | CUSIP: 89115A2X9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    9000000 | PA      | $9035056.62   | 0.16%             | 2027-04-05      | Floating      | 4.84%                 | No            | 2                  | On Loan: No      |
| TORONTO DOMINION BANK                      | Toronto-Dominion Bank                                   | CUSIP: 89119AZF8<br>LEI: PT3QB789TSUIDF371261 | Long             | STIV             | CORP              | CA        |   30000000 | PA      | $29849451.00  | 0.52%             | 2025-12-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TotalEnergies Capital SA                   | TotalEnergies Capital SA                                | CUSIP: 89152EZ19<br>LEI: 529900QI55ZLJVCMPA71 | Long             | STIV             | CORP              | US        |   17500000 | PA      | $17440606.75  | 0.30%             | 2025-12-01      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                   | Toyota Motor Credit Corp.                               | CUSIP: 89236TKV6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   14372000 | PA      | $14420788.48  | 0.25%             | 2026-05-18      | Floating      | 5.15%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                   | Toyota Motor Credit Corp.                               | CUSIP: 89236TLL7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     400000 | PA      | $407894.02    | 0.01%             | 2029-01-05      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                   | Toyota Motor Credit Corp.                               | CUSIP: 89236TMA0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   11400000 | PA      | $11446167.15  | 0.20%             | 2027-03-19      | Floating      | 4.78%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                   | Toyota Motor Credit Corp.                               | CUSIP: 89236TNA9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     400000 | PA      | $412273.06    | 0.01%             | 2030-01-09      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| TransCanada PipeLines Ltd                  | TransCanada PipeLines Ltd.                              | CUSIP: 89355PYQ5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | STIV             | CORP              | CA        |    7250000 | PA      | $7230202.43   | 0.13%             | 2025-11-24      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                               | UBS Group AG                                            | CUSIP: 90351DAF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2700000 | PA      | $2700111.78   | 0.05%             | 2026-04-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CJU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  194500000 | PA      | $194527834.90 | 3.37%             | 2026-01-31      | Floating      | 4.01%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CMX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   50000000 | PA      | $49985674.50  | 0.87%             | 2027-04-30      | Floating      | 3.93%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group, Inc.                                | CUSIP: 91324PDP4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     155000 | PA      | $154363.50    | 0.00%             | 2028-12-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group, Inc.                                | CUSIP: 91324PDS8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     400000 | PA      | $382881.54    | 0.01%             | 2029-08-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group, Inc.                                | CUSIP: 91324PEU2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     250000 | PA      | $251334.99    | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group, Inc.                                | CUSIP: 91324PFE7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    5172000 | PA      | $5176693.12   | 0.09%             | 2026-07-15      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| VW Credit Inc                              | VW Credit, Inc.                                         | CUSIP: 91842JZ36<br>LEI: 549300UUPJ2NXDB68M19 | Long             | STIV             | CORP              | US        |   11500000 | PA      | $11456747.35  | 0.20%             | 2025-12-03      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| VW Credit Inc                              | VW Credit, Inc.                                         | CUSIP: 91842KAN6<br>LEI: 549300UUPJ2NXDB68M19 | Long             | STIV             | CORP              | US        |     750000 | PA      | $742885.05    | 0.01%             | 2026-01-22      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                            | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     500000 | PA      | $496341.93    | 0.01%             | 2029-02-08      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| VIDEOTRON LTD                              | Videotron Ltd.                                          | CUSIP: 92660FAR5<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |    3500000 | PA      | $2604780.58   | 0.05%             | 2029-07-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                   | Volkswagen Group of America Finance LLC                 | CUSIP: 928668CM2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    4400000 | PA      | $4450391.04   | 0.08%             | 2029-08-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| WEA FINANCE LLC                            | WEA Finance LLC                                         | CUSIP: 92928QAE8<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              |  | US        |    1700000 | PA      | $1683043.01   | 0.03%             | 2028-09-20      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| WP CAREY INC                               | WP Carey, Inc.                                          | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    5900000 | PA      | $5796667.58   | 0.10%             | 2029-07-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| WALMART INC                                | Walmart, Inc.                                           | CUSIP: 931142FM0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    5600000 | PA      | $5619754.45   | 0.10%             | 2027-04-28      | Floating      | 4.51%                 | No            | 2                  | On Loan: No      |
| WASTE MANAGEMENT INC                       | Waste Management, Inc.                                  | CUSIP: 94106LBQ1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     400000 | PA      | $372827.54    | 0.01%             | 2029-06-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO BANK NA                        | Wells Fargo Bank NA                                     | CUSIP: 94988J6E2<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    1310000 | PA      | $1317621.19   | 0.02%             | 2026-08-07      | Floating      | 5.35%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO BANK NA                        | Wells Fargo Bank NA                                     | CUSIP: 94988J6G7<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    8360000 | PA      | $8447127.92   | 0.15%             | 2026-12-11      | Floating      | 5.24%                 | No            | 2                  | On Loan: No      |
| WESTERN UNION CO/THE                       | Western Union Co.                                       | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |   55086000 | PA      | $54464007.45  | 0.94%             | 2026-03-15      | Fixed         | 1.35%                 | No            | 2                  | On Loan: No      |
| WESTLAKE CORP                              | Westlake Corp.                                          | CUSIP: 960413AV4<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    4169000 | PA      | $4579816.27   | 0.08%             | 2029-07-17      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| WILLIAMS COMPANIES INC                     | Williams Cos., Inc.                                     | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     900000 | PA      | $903370.91    | 0.02%             | 2026-03-02      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| WILLIAMS COMPANIES INC                     | Williams Cos., Inc.                                     | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     260000 | PA      | $264631.95    | 0.00%             | 2029-11-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| WISCONSIN POWER & LIGHT                    | Wisconsin Power & Light Co.                             | CUSIP: 976826BM8<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    2795000 | PA      | $2685043.30   | 0.05%             | 2029-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Xcel Energy Inc                            | Xcel Energy, Inc.                                       | CUSIP: 9838T2Y77<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | STIV             | CORP              | US        |   10000000 | PA      | $9991931.00   | 0.17%             | 2025-11-07      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| BG ENERGY CAPITAL PLC                      | BG Energy Capital PLC                                   | CUSIP: 000000000<br>LEI: S2M8QDKEE05NZN8JD460 | Long             | DBT              | CORP              | GB        |     800000 | PA      | $903637.42    | 0.02%             | 2029-11-21      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                    | Unibail-Rodamco-Westfield SE                            | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |    2913000 | PA      | $3139868.33   | 0.05%             | 2030-04-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| BHP BILLITON FINANCE LTD                   | BHP Billiton Finance Ltd.                               | CUSIP: 000000000<br>LEI: 549300KZMIS43NMT0A66 | Long             | DBT              | CORP              | AU        |    5190000 | PA      | $5632840.58   | 0.10%             | 2030-04-29      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| 3M COMPANY                                 | 3M Co.                                                  | CUSIP: 000000000<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    9880000 | PA      | $10840296.76  | 0.19%             | 2030-05-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Terna - Rete Elettrica Nazionale           | Terna - Rete Elettrica Nazionale                        | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | DBT              | CORP              | IT        |     770000 | PA      | $852387.44    | 0.01%             | 2028-10-11      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| General Electric Co.                       | General Electric Co.                                    | CUSIP: 000000000<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     670000 | PA      | $746830.82    | 0.01%             | 2029-05-17      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| NEDER WATERSCHAPSBANK                      | Nederlandse Waterschapsbank NV                          | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |    3700000 | PA      | $2402777.24   | 0.04%             | 2027-07-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BP CAPITAL MARKETS PLC                     | BP Capital Markets PLC                                  | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    7600000 | PA      | $8460885.37   | 0.15%             | 2029-06-26      | Fixed         | 1.64%                 | No            | 2                  | On Loan: No      |
| BAT INTL FINANCE PLC                       | BAT International Finance PLC                           | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    8200000 | PA      | $9196160.50   | 0.16%             | 2030-01-16      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| STATNETT SF                                | Statnett SF                                             | CUSIP: 000000000<br>LEI: 5967007LIEEXZXHAI017 | Long             | DBT              | CORP              | NO        |    5200000 | PA      | $5594086.50   | 0.10%             | 2030-04-26      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| RICHEMONT INTERNATIONAL                    | Richemont International Holding SA                      | CUSIP: 000000000<br>LEI: 549300V9893NUQX6X069 | Long             | DBT              | CORP              | LU        |     440000 | PA      | $482500.24    | 0.01%             | 2030-03-26      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| STOCKLAND TRUST                            | Stockland Trust                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | AU        |    1250000 | PA      | $1433665.33   | 0.02%             | 2026-04-27      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| RTX CORP                                   | RTX Corp.                                               | CUSIP: 000000000<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    6817000 | PA      | $7625402.08   | 0.13%             | 2030-05-18      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| BAYER CAPITAL CORP BV                      | Bayer Capital Corp. BV                                  | CUSIP: 000000000<br>LEI: 529900KEOKKPYZLTAU90 | Long             | DBT              | CORP              | NL        |    2200000 | PA      | $2459388.37   | 0.04%             | 2029-12-15      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                    | Veolia Environnement SA                                 | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |    5400000 | PA      | $6009698.95   | 0.10%             | 2030-01-07      | Fixed         | 1.94%                 | No            | 2                  | On Loan: No      |
| EMERSON ELECTRIC CO                        | Emerson Electric Co.                                    | CUSIP: 000000000<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    2520000 | PA      | $2840866.44   | 0.05%             | 2029-10-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Societe Generale SA                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    1500000 | PA      | $1669166.42   | 0.03%             | 2029-03-22      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                            | Citigroup, Inc.                                         | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $4185699.44   | 0.07%             | 2029-04-10      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| WENDEL SE                                  | Wendel SE                                               | CUSIP: 000000000<br>LEI: 969500M98ZMIZYJD5O34 | Long             | DBT              | CORP              | FR        |    2000000 | PA      | $2293936.83   | 0.04%             | 2026-04-26      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| NETFLIX INC                                | Netflix, Inc.                                           | CUSIP: 000000000<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2405033.18   | 0.04%             | 2029-11-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATL INFO SERV                    | Fidelity National Information Services, Inc.            | CUSIP: 000000000<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   13360000 | PA      | $14674780.55  | 0.25%             | 2030-05-21      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                             | BNP Paribas SA                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    3500000 | PA      | $3830697.17   | 0.07%             | 2029-05-28      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| OPTUS FINANCE PTY LTD                      | Optus Finance Pty. Ltd.                                 | CUSIP: 000000000<br>LEI: 254900UAM2PKZZ3FLH23 | Long             | DBT              | CORP              | AU        |    1760000 | PA      | $1894268.84   | 0.03%             | 2029-06-20      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| CNH Industrial Finance Europe SA           | CNH Industrial Finance Europe SA                        | CUSIP: 000000000<br>LEI: 5493007GVB1I2FDSS786 | Long             | DBT              | CORP              | LU        |     690000 | PA      | $766702.86    | 0.01%             | 2029-07-03      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| GELF BOND ISSUER I SA                      | GELF Bond Issuer I SA                                   | CUSIP: 000000000<br>LEI: 213800L6LMHEP8TLAY43 | Long             | DBT              |  | LU        |    8718000 | PA      | $9396233.02   | 0.16%             | 2029-07-18      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| ITALGAS SPA                                | Italgas SpA                                             | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | DBT              | CORP              | IT        |    2740000 | PA      | $2907860.31   | 0.05%             | 2030-04-24      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                   | New Zealand Local Government Funding Agency Bonds       | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |    3000000 | PA      | $1618935.96   | 0.03%             | 2029-04-20      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Mizuho Financial Group, Inc.               | Mizuho Financial Group, Inc.                            | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    4000000 | PA      | $4229305.48   | 0.07%             | 2029-09-06      | Fixed         | 0.40%                 | No            | 2                  | On Loan: No      |
| ORIGIN ENERGY FINANCE                      | Origin Energy Finance Ltd.                              | CUSIP: 000000000<br>LEI: 5493002W5C9Z753C7Q57 | Long             | DBT              | CORP              | AU        |   13280000 | PA      | $14171238.19  | 0.25%             | 2029-09-17      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Societe Generale SA                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    4100000 | PA      | $4378493.53   | 0.08%             | 2029-09-24      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co.                                       | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     380000 | PA      | $399103.93    | 0.01%             | 2030-03-25      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group, Inc.                   | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    5560000 | PA      | $5907301.36   | 0.10%             | 2029-10-23      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| OP CORPORATE BANK PLC                      | OP Corporate Bank PLC                                   | CUSIP: 000000000<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |    8860000 | PA      | $9356412.09   | 0.16%             | 2029-11-12      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| STEDIN HOLDING NV                          | Stedin Holding NV                                       | CUSIP: 000000000<br>LEI: 724500R5IP6TFKTNRU48 | Long             | DBT              | CORP              | NL        |    2950000 | PA      | $3119406.44   | 0.05%             | 2029-11-14      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| MOODY'S CORPORATION                        | Moody's Corp.                                           | CUSIP: 000000000<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2135683.72   | 0.04%             | 2030-02-25      | Fixed         | 0.95%                 | No            | 2                  | On Loan: No      |
| Albemarle New Holding GmbH                 | Albemarle New Holding GmbH                              | CUSIP: 000000000<br>LEI: 549300SIM4N1U1700V02 | Long             | DBT              | CORP              | DE        |    2000000 | PA      | $2236565.70   | 0.04%             | 2028-11-25      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| FRESENIUS MEDICAL CARE A                   | Fresenius Medical Care AG                               | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | DBT              | CORP              | DE        |     933000 | PA      | $1013902.78   | 0.02%             | 2029-11-29      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| CHUBB INA HOLDINGS LLC                     | Chubb INA Holdings LLC                                  | CUSIP: 000000000<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3408197.41   | 0.06%             | 2029-12-15      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| MIZUHO FINANCIAL GROUP                     | Mizuho Financial Group, Inc.                            | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   17850000 | PA      | $18791934.87  | 0.33%             | 2030-04-15      | Fixed         | 0.80%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                    | BPCE SA                                                 | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    5800000 | PA      | $6118580.56   | 0.11%             | 2030-01-15      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| NASDAQ INC                                 | Nasdaq, Inc.                                            | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |   11430000 | PA      | $12153908.87  | 0.21%             | 2030-02-13      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| DANAHER CORP                               | Danaher Corp.                                           | CUSIP: 000000000<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    6800000 | PA      | $7798924.04   | 0.14%             | 2030-03-30      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| AEROPORTS DE PARIS SA                      | Aeroports de Paris SA                                   | CUSIP: 000000000<br>LEI: 969500PJMBSFHYC37989 | Long             | DBT              | CORP              | FR        |    2400000 | PA      | $2748893.56   | 0.05%             | 2030-04-02      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| PERNOD RICARD SA                           | Pernod Ricard SA                                        | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |    1800000 | PA      | $1981354.59   | 0.03%             | 2030-04-08      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| FIRMENICH PRODUCTIONS                      | Firmenich Productions Participations SAS                | CUSIP: 000000000<br>LEI: 635400DX7HXMEAP36T24 | Long             | DBT              | CORP              | FR        |    1190000 | PA      | $1310516.10   | 0.02%             | 2030-04-30      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| KLEPIERRE SA                               | Klepierre SA                                            | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | DBT              |  | FR        |    1700000 | PA      | $1905751.86   | 0.03%             | 2029-05-12      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FRESENIUS MEDICAL CARE A                   | Fresenius Medical Care AG                               | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | DBT              | CORP              | DE        |    1619000 | PA      | $1753909.73   | 0.03%             | 2030-05-29      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                           | Societe Generale SA                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    4000000 | PA      | $4262070.11   | 0.07%             | 2030-06-12      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| CELLNEX TELECOM SA                         | Cellnex Telecom SA                                      | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |    3500000 | PA      | $3907606.87   | 0.07%             | 2029-06-26      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| BAYER AG                                   | Bayer AG                                                | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |   10900000 | PA      | $11665914.70  | 0.20%             | 2030-01-06      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| NATIONAL GRID PLC                          | National Grid PLC                                       | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    8300000 | PA      | $8775260.12   | 0.15%             | 2029-09-18      | Fixed         | 0.55%                 | No            | 2                  | On Loan: No      |
| MACQUARIE BANK LTD                         | Macquarie Bank Ltd.                                     | CUSIP: 000000000<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |     500000 | PA      | $327179.42    | 0.01%             | 2025-12-09      | Floating      | 4.06%                 | No            | 2                  | On Loan: No      |
| ALSTOM SA                                  | Alstom SA                                               | CUSIP: 000000000<br>LEI: 96950032TUYMW11FB530 | Long             | DBT              | CORP              | FR        |    3200000 | PA      | $3393180.95   | 0.06%             | 2029-01-11      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                   | Caisse d'Amortissement de la Dette Sociale              | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |   22900000 | PA      | $22669195.94  | 0.39%             | 2026-02-18      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| WPC EUROBOND BV                            | WPC Eurobond BV                                         | CUSIP: 000000000<br>LEI: 5493005XDMOLBARL5M14 | Long             | DBT              |  | NL        |   18688000 | PA      | $19604753.62  | 0.34%             | 2030-06-01      | Fixed         | 0.95%                 | No            | 2                  | On Loan: No      |
| NTT FINANCE CORP                           | NTT Finance Corp.                                       | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    5700000 | PA      | $5918119.29   | 0.10%             | 2030-03-03      | Fixed         | 0.34%                 | No            | 2                  | On Loan: No      |
| EATON CAPITAL ULC                          | Eaton Capital ULC                                       | CUSIP: 000000000<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |    1555000 | PA      | $1634423.28   | 0.03%             | 2030-03-08      | Fixed         | 0.58%                 | No            | 2                  | On Loan: No      |
| CADENT FINANCE PLC                         | Cadent Finance PLC                                      | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |    6690000 | PA      | $6982368.23   | 0.12%             | 2030-03-19      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.               | Verizon Communications, Inc.                            | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1069253.04   | 0.02%             | 2029-03-22      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| NRW.BANK                                   | NRW Bank                                                | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |    5600000 | PA      | $3621173.41   | 0.06%             | 2026-03-31      | Fixed         | 1.05%                 | No            | 2                  | On Loan: No      |
| UBS AG LONDON                              | UBS AG                                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    5320000 | PA      | $6078909.59   | 0.11%             | 2026-03-31      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                   | Asian Infrastructure Investment Bank                    | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   17500000 | PA      | $17507700.00  | 0.30%             | 2026-04-15      | Floating      | 4.32%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                       | American Tower Corp.                                    | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     830000 | PA      | $894128.29    | 0.02%             | 2029-05-21      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| SELP FINANCE SARL                          | SELP Finance SARL                                       | CUSIP: 000000000<br>LEI: 549300Y4VYEJE1MH6D45 | Long             | DBT              |  | LU        |   11640000 | PA      | $12489381.79  | 0.22%             | 2029-05-27      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                              | Comcast Corp.                                           | CUSIP: 000000000<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1572497.86   | 0.03%             | 2029-09-14      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| NORFINA LTD                                | Norfina Ltd.                                            | CUSIP: 000000000<br>LEI: JEBU6C6ITPD2YZ9N7F22 | Long             | DBT              | CORP              | AU        |    7000000 | PA      | $4582435.58   | 0.08%             | 2026-09-15      | Floating      | 4.06%                 | No            | 2                  | On Loan: No      |
| Castellum Helsinki Finance Holding Abp     | Castellum Helsinki Finance Holding Abp                  | CUSIP: 000000000<br>LEI: 743700WAF2AHZ4LRAR98 | Long             | DBT              | CORP              | FI        |    2920000 | PA      | $3104602.55   | 0.05%             | 2029-09-17      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| ABN AMRO BANK NV                           | ABN AMRO Bank NV                                        | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    4000000 | PA      | $4224735.73   | 0.07%             | 2029-09-23      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| PERNOD RICARD SA                           | Pernod Ricard SA                                        | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |    1600000 | PA      | $1666995.21   | 0.03%             | 2029-10-04      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| Japan Government Five Year Bonds           | Japan Government Five Year Bonds                        | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 2420000000 | PA      | $15605710.21  | 0.27%             | 2026-09-20      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| CK HUTCHISON EUROPE                        | CK Hutchison Europe Finance 21 Ltd.                     | CUSIP: 000000000<br>LEI: 254900UIPWFKU7480958 | Long             | DBT              | CORP              | KY        |    5400000 | PA      | $5718471.87   | 0.10%             | 2029-11-02      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| BOUYGUES SA                                | Bouygues SA                                             | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | DBT              | CORP              | FR        |    5400000 | PA      | $5649136.86   | 0.10%             | 2030-02-11      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| KOMMUNALBANKEN AS                          | Kommunalbanken AS                                       | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |    5200000 | PA      | $5223600.98   | 0.09%             | 2026-06-17      | Floating      | 5.16%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                          | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    5400000 | PA      | $3545091.41   | 0.06%             | 2027-01-14      | Floating      | 4.26%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORP                         | Realty Income Corp.                                     | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    2000000 | PA      | $2553569.18   | 0.04%             | 2027-01-14      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| ICADE                                      | ICADE                                                   | CUSIP: 000000000<br>LEI: 969500UDH342QLTE1M42 | Long             | DBT              |  | FR        |    1000000 | PA      | $1048281.00   | 0.02%             | 2030-01-19      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| NORFINA LTD                                | Norfina Ltd.                                            | CUSIP: 000000000<br>LEI: JEBU6C6ITPD2YZ9N7F22 | Long             | DBT              | CORP              | AU        |   13670000 | PA      | $8976390.44   | 0.16%             | 2027-01-25      | Floating      | 4.28%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                   | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   27500000 | PA      | $18050647.40  | 0.31%             | 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        |     870000 | PA      | $571096.69    | 0.01%             | 2027-01-27      | Floating      | 4.23%                 | No            | 2                  | On Loan: No      |
| JCDECAUX SE                                | JCDecaux SE                                             | CUSIP: 000000000<br>LEI: 9695009KV7AFPDEI5S30 | Long             | DBT              | CORP              | FR        |    6500000 | PA      | $7102321.73   | 0.12%             | 2030-02-07      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                  | Goldman Sachs Group, Inc.                               | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    4987000 | PA      | $5506118.47   | 0.10%             | 2029-02-07      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                            | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |     800000 | PA      | $525340.06    | 0.01%             | 2027-02-25      | Floating      | 4.27%                 | No            | 2                  | On Loan: No      |
| UNITED OVERSEAS BANK/SYD                   | United Overseas Bank Ltd.                               | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |     500000 | PA      | $328249.20    | 0.01%             | 2027-02-24      | Floating      | 4.27%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                       | Royal Bank of Canada                                    | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     890000 | PA      | $1007597.34   | 0.02%             | 2029-04-26      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| BANQUE FED CRED MUTUEL                     | Banque Federative du Credit Mutuel SA                   | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    3700000 | PA      | $4221400.88   | 0.07%             | 2029-11-06      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                   | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     800000 | PA      | $528129.99    | 0.01%             | 2027-05-20      | Floating      | 4.62%                 | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                            | Nordea Bank Abp                                         | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     300000 | PA      | $344902.85    | 0.01%             | 2029-05-23      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| SUEZ                                       | Suez SACA                                               | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |   10900000 | PA      | $12248571.68  | 0.21%             | 2030-05-24      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| STEDIN HOLDING NV                          | Stedin Holding NV                                       | CUSIP: 000000000<br>LEI: 724500R5IP6TFKTNRU48 | Long             | DBT              | CORP              | NL        |    3500000 | PA      | $3961154.77   | 0.07%             | 2030-06-03      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| EUROFINS SCIENTIFIC SE                     | Eurofins Scientific SE                                  | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | DBT              | CORP              | LU        |    6745000 | PA      | $8039382.56   | 0.14%             | 2029-07-06      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                          | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    7500000 | PA      | $4952249.19   | 0.09%             | 2027-08-18      | Floating      | 4.61%                 | No            | 2                  | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                   | Asian Infrastructure Investment Bank                    | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    6000000 | PA      | $6036846.48   | 0.10%             | 2027-08-16      | Floating      | 4.90%                 | No            | 2                  | On Loan: No      |
| Swiss Life Finance I AG                    | Swiss Life Finance I AG                                 | CUSIP: 000000000<br>LEI: 549300GDVNT1NHIHOW12 | Long             | DBT              | CORP              | LI        |    2600000 | PA      | $3042087.00   | 0.05%             | 2029-08-31      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                             | BNP Paribas SA                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    4000000 | PA      | $4726814.14   | 0.08%             | 2029-09-01      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Nationwide Building Society                | Nationwide Building Society                             | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    3000000 | PA      | $3518628.00   | 0.06%             | 2029-09-05      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| PROLOGIS INTL FUND II                      | Prologis International Funding II SA                    | CUSIP: 000000000<br>LEI: 213800JNRWW2C9DWI388 | Long             | DBT              | CORP              | LU        |     620000 | PA      | $732489.90    | 0.01%             | 2030-03-07      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                   | Banco Bilbao Vizcaya Argentaria SA                      | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    1300000 | PA      | $1594123.25   | 0.03%             | 2029-10-14      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                        | Intesa Sanpaolo SpA                                     | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   10120000 | PA      | $12794992.99  | 0.22%             | 2030-01-13      | Fixed         | 5.25%                 | 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      | $4580099.73   | 0.08%             | 2025-11-04      | Floating      | 4.58%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                   | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   15200000 | PA      | $10080516.84  | 0.17%             | 2027-11-11      | Floating      | 4.89%                 | No            | 2                  | On Loan: No      |
| Booking Holdings, Inc.                     | Booking Holdings, Inc.                                  | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $2058437.21   | 0.04%             | 2029-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| FRESENIUS SE & CO KGAA                     | Fresenius SE & Co. KGaA                                 | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | DBT              | CORP              | DE        |    3700000 | PA      | $4604391.83   | 0.08%             | 2029-11-28      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                            | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    9200000 | PA      | $6099740.18   | 0.11%             | 2027-11-25      | Floating      | 4.75%                 | No            | 2                  | On Loan: No      |
| ENGIE SA                                   | Engie SA                                                | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    1100000 | PA      | $1306929.58   | 0.02%             | 2030-01-11      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| LA BANQUE POSTALE                          | La Banque Postale SA                                    | CUSIP: 000000000<br>LEI: 96950066U5XAAIRCPA78 | Long             | DBT              | CORP              | FR        |    5900000 | PA      | $7182231.77   | 0.12%             | 2030-01-17      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| CAISSE DES DEPOTS ET CON                   | Caisse des Depots et Consignations                      | CUSIP: 000000000<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | DBT              | NUSS              | FR        |   13200000 | PA      | $13199261.72  | 0.23%             | 2026-01-20      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                                | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   21400000 | PA      | $14172143.70  | 0.25%             | 2028-01-19      | Floating      | 4.67%                 | No            | 2                  | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                   | Caisse d'Amortissement de la Dette Sociale              | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |   11600000 | PA      | $11594803.08  | 0.20%             | 2026-01-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                   | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   39300000 | PA      | $25961099.90  | 0.45%             | 2028-02-16      | Floating      | 4.57%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                   | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    9000000 | PA      | $5896060.53   | 0.10%             | 2026-02-16      | Floating      | 4.34%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                         | Credit Agricole SA                                      | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    7400000 | PA      | $8999966.49   | 0.16%             | 2030-03-07      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| MCDONALD'S CORP                            | McDonald's Corp.                                        | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2904162.33   | 0.05%             | 2030-03-07      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| NBN CO LTD                                 | NBN Co. Ltd.                                            | CUSIP: 000000000<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |    5000000 | PA      | $6025358.70   | 0.10%             | 2029-03-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| L-BANK BW FOERDERBANK                      | Landeskreditbank Baden-Wuerttemberg Foerderbank         | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |    2069000 | PA      | $2074304.67   | 0.04%             | 2026-03-09      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.              | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   10300000 | PA      | $6753239.93   | 0.12%             | 2026-03-31      | Floating      | 4.41%                 | No            | 2                  | On Loan: No      |
| NATL GAS TRANSMISSION                      | National Gas Transmission PLC                           | CUSIP: 000000000<br>LEI: FPCHGTHKVH9ZWXS7S453 | Long             | DBT              | CORP              | GB        |     750000 | PA      | $907512.85    | 0.02%             | 2030-04-05      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                   | New Zealand Local Government Funding Agency Bonds       | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |    1600000 | PA      | $953354.24    | 0.02%             | 2030-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| SIKA CAPITAL BV                            | Sika Capital BV                                         | CUSIP: 000000000<br>LEI: 549300QW8B2Z3FSBS808 | Long             | DBT              | CORP              | NL        |    2070000 | PA      | $2479325.49   | 0.04%             | 2030-05-03      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                            | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   15340000 | PA      | $10137531.76  | 0.18%             | 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        |    9921000 | PA      | $6506434.67   | 0.11%             | 2026-05-12      | Floating      | 4.41%                 | No            | 2                  | On Loan: No      |
| BP CAPITAL MARKETS BV                      | BP Capital Markets BV                                   | CUSIP: 000000000<br>LEI: 7245003VD7E4T30HJD24 | Long             | DBT              | CORP              | NL        |    2000000 | PA      | $2398257.88   | 0.04%             | 2030-05-12      | Fixed         | 3.77%                 | No            | 2                  | On Loan: No      |
| TELE2 AB                                   | Tele2 AB                                                | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | DBT              | CORP              | SE        |    2232000 | PA      | $2659575.32   | 0.05%             | 2029-11-22      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                        | Intesa Sanpaolo SpA                                     | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    4000000 | PA      | $5004345.91   | 0.09%             | 2030-05-19      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| BAYER AG                                   | Bayer AG                                                | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |     970000 | PA      | $1173510.95   | 0.02%             | 2029-08-26      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| TEOLLISUUDEN VOIMA OYJ                     | Teollisuuden Voima OYJ                                  | CUSIP: 000000000<br>LEI: 743700LQ48IZBTZN4S52 | Long             | DBT              | CORP              | FI        |    4590000 | PA      | $5649339.76   | 0.10%             | 2030-06-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| STORA ENSO OYJ                             | Stora Enso OYJ                                          | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | DBT              | CORP              | FI        |    3680000 | PA      | $4411310.19   | 0.08%             | 2029-09-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Daimler Truck International Finance BV     | Daimler Truck International Finance BV                  | CUSIP: 000000000<br>LEI: 724500G15MVL6UCWXF95 | Long             | DBT              | CORP              | NL        |    1200000 | PA      | $1439781.38   | 0.02%             | 2029-06-19      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                   | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   24700000 | PA      | $16210500.73  | 0.28%             | 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        |    6500000 | PA      | $4294713.71   | 0.07%             | 2028-08-17      | Floating      | 4.54%                 | No            | 2                  | On Loan: No      |
| EUROFINS SCIENTIFIC SE                     | Eurofins Scientific SE                                  | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | DBT              | CORP              | LU        |    5000000 | PA      | $6158706.95   | 0.11%             | 2030-09-06      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BELFIUS BANK SA/NV                         | Belfius Bank SA                                         | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |    3100000 | PA      | $3758121.60   | 0.07%             | 2029-09-12      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                   | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    7300000 | PA      | $4817848.78   | 0.08%             | 2028-09-19      | Floating      | 4.48%                 | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                              | RCI Banque SA                                           | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |   15640000 | PA      | $19095176.53  | 0.33%             | 2029-10-02      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| ESB FINANCE DAC                            | ESB Finance DAC                                         | CUSIP: 000000000<br>LEI: 635400VCPRSU89DLMZ57 | Long             | DBT              | CORP              | IE        |    5000000 | PA      | $5978072.68   | 0.10%             | 2028-10-03      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SANDOZ FINANCE B.V.                        | Sandoz Finance BV                                       | CUSIP: 000000000<br>LEI: 213800DFA3WXJ7KC9R74 | Long             | DBT              | CORP              | NL        |   11500000 | PA      | $13987206.16  | 0.24%             | 2030-04-17      | Fixed         | 4.22%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                            | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   38400000 | PA      | $25246472.83  | 0.44%             | 2026-11-16      | Floating      | 4.44%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                                | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    9050000 | PA      | $6005557.95   | 0.10%             | 2028-11-21      | Floating      | 4.72%                 | No            | 2                  | On Loan: No      |
| MACQUARIE GROUP LTD                        | Macquarie Group Ltd.                                    | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    7200000 | PA      | $8886599.87   | 0.15%             | 2030-01-23      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| SNAM SPA                                   | Snam SpA                                                | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    9696000 | PA      | $11706211.68  | 0.20%             | 2029-11-27      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| JDE PEET'S NV                              | JDE Peet's NV                                           | CUSIP: 000000000<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |    3850000 | PA      | $4621705.14   | 0.08%             | 2030-01-23      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| KUNTARAHOITUS OYJ                          | Kuntarahoitus OYJ                                       | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |    8900000 | PA      | $8943254.00   | 0.15%             | 2026-07-15      | Floating      | 5.10%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                    | BPCE SA                                                 | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    1800000 | PA      | $2140198.56   | 0.04%             | 2029-01-11      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                   | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   10000000 | PA      | $6572901.12   | 0.11%             | 2026-12-15      | Floating      | 4.40%                 | No            | 2                  | On Loan: No      |
| BELFIUS BANK SA/NV                         | Belfius Bank SA                                         | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |    4500000 | PA      | $5329394.43   | 0.09%             | 2029-01-22      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| MOTABILITY OPERATIONS GR                   | Motability Operations Group PLC                         | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |    3000000 | PA      | $3549445.56   | 0.06%             | 2029-07-24      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| L-BANK BW FOERDERBANK                      | Landeskreditbank Baden-Wuerttemberg Foerderbank         | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |    9600000 | PA      | $9605900.16   | 0.17%             | 2026-01-26      | 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        |    4718000 | PA      | $3100693.44   | 0.05%             | 2027-02-05      | Floating      | 4.46%                 | No            | 2                  | On Loan: No      |
| VOLVO TREASURY AB                          | Volvo Treasury AB                                       | CUSIP: 000000000<br>LEI: 549300PD69T87IGZG395 | Long             | DBT              | CORP              | SE        |     800000 | PA      | $934411.51    | 0.02%             | 2029-02-08      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| AUTOLIV INC                                | Autoliv, Inc.                                           | CUSIP: 000000000<br>LEI: A23RUXWKASG834LTMK28 | Long             | DBT              | CORP              | US        |   11160000 | PA      | $13206383.25  | 0.23%             | 2029-08-07      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| LA BANQUE POSTALE                          | La Banque Postale SA                                    | CUSIP: 000000000<br>LEI: 96950066U5XAAIRCPA78 | Long             | DBT              | CORP              | FR        |    1900000 | PA      | $2251542.14   | 0.04%             | 2030-06-13      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FORTIVE CORPORATION                        | Fortive Corp.                                           | CUSIP: 000000000<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |   13700000 | PA      | $16243495.04  | 0.28%             | 2029-08-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| SECURITAS TREASURY IRELA                   | Securitas Treasury Ireland DAC                          | CUSIP: 000000000<br>LEI: 635400BJYMDVAXBPJ960 | Long             | DBT              | CORP              | IE        |   12577000 | PA      | $14973293.49  | 0.26%             | 2030-02-23      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                                | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   21400000 | PA      | $14075529.77  | 0.24%             | 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        |    2700000 | PA      | $1785547.95   | 0.03%             | 2029-02-26      | Floating      | 4.58%                 | No            | 2                  | On Loan: No      |
| ORIX CORP                                  | ORIX Corp.                                              | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    3000000 | PA      | $3552031.07   | 0.06%             | 2029-05-29      | Fixed         | 3.78%                 | No            | 2                  | On Loan: No      |
| AMERICAN MEDICAL SYST EU                   | American Medical Systems Europe BV                      | CUSIP: 000000000<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |    5000000 | PA      | $5900971.05   | 0.10%             | 2029-03-08      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| HONEYWELL INTERNATIONAL                    | Honeywell International, Inc.                           | CUSIP: 000000000<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     870000 | PA      | $1025731.00   | 0.02%             | 2030-03-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| WPP FINANCE 2013                           | WPP Finance 2013                                        | CUSIP: 000000000<br>LEI: 549300L84EKSLWWPGI24 | Long             | DBT              | CORP              | GB        |    5924000 | PA      | $6964300.56   | 0.12%             | 2029-09-12      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| TOYOTA FINANCE AUSTRALIA                   | Toyota Finance Australia Ltd.                           | CUSIP: 000000000<br>LEI: 3UKPTDP5PGQRH8AUK042 | Long             | DBT              | CORP              | AU        |    9800000 | PA      | $11549779.16  | 0.20%             | 2030-03-18      | Fixed         | 3.39%                 | No            | 2                  | On Loan: No      |
| ELIS SA                                    | Elis SA                                                 | CUSIP: 000000000<br>LEI: 969500UX71LCE8MAY492 | Long             | DBT              | CORP              | FR        |    4200000 | PA      | $4989134.20   | 0.09%             | 2030-03-21      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| NYKREDIT REALKREDIT AS                     | Nykredit Realkredit AS                                  | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |    7735000 | PA      | $9232702.42   | 0.16%             | 2029-07-09      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| CIE DE SAINT-GOBAIN SA                     | Cie de Saint-Gobain SA                                  | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | DBT              | CORP              | FR        |    4000000 | PA      | $4712593.21   | 0.08%             | 2030-04-08      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FIN GROUP INC                    | Jefferies Financial Group, Inc.                         | CUSIP: 000000000<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    8700000 | PA      | $10281776.23  | 0.18%             | 2029-04-16      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                        | Bank of Nova Scotia                                     | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     880000 | PA      | $1043308.97   | 0.02%             | 2029-04-17      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                         | Banco Santander SA                                      | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   15100000 | PA      | $18038682.37  | 0.31%             | 2029-04-22      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| NATIONAL BANK OF CANADA                    | National Bank of Canada                                 | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    6100000 | PA      | $7283392.66   | 0.13%             | 2029-05-02      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| WERFEN SA/SPAIN                            | Werfen SA                                               | CUSIP: 000000000<br>LEI: 9598003BHZ02SG7LKD16 | Long             | DBT              | CORP              | ES        |    6500000 | PA      | $7841784.67   | 0.14%             | 2030-05-03      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                      | CUSIP: 000000000<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   12380000 | PA      | $14808832.15  | 0.26%             | 2030-07-10      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                      | Deutsche Lufthansa AG                                   | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |    1700000 | PA      | $2045480.87   | 0.04%             | 2030-05-21      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| MEDTRONIC INC                              | Medtronic, Inc.                                         | CUSIP: 000000000<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $15531422.01  | 0.27%             | 2029-10-15      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                   | Banco Bilbao Vizcaya Argentaria SA                      | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    2000000 | PA      | $2389136.73   | 0.04%             | 2030-06-07      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| MOTABILITY OPERATIONS GR                   | Motability Operations Group PLC                         | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |   22300000 | PA      | $26687482.83  | 0.46%             | 2030-01-17      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| DELL BANK INTERNATIONAL                    | Dell Bank International DAC                             | CUSIP: 000000000<br>LEI: 9P9HXM53DT5S724JQ665 | Long             | DBT              | CORP              | IE        |    5490000 | PA      | $6491890.16   | 0.11%             | 2029-06-24      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| RECKITT BENCKISER TSY                      | Reckitt Benckiser Treasury Services PLC                 | CUSIP: 000000000<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |    8401000 | PA      | $9993254.08   | 0.17%             | 2029-06-20      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| DSV FINANCE BV                             | DSV Finance BV                                          | CUSIP: 000000000<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |     680000 | PA      | $803837.36    | 0.01%             | 2029-06-26      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE BANK SA                         | John Deere Bank SA                                      | CUSIP: 000000000<br>LEI: RUOKPID0PZ0UWJYU9J61 | Long             | DBT              | CORP              | LU        |    2000000 | PA      | $2362700.94   | 0.04%             | 2029-10-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| ERG SPA                                    | ERG SpA                                                 | CUSIP: 000000000<br>LEI: 8156004604684CA44A90 | Long             | DBT              | CORP              | IT        |    5000000 | PA      | $6038604.44   | 0.10%             | 2030-07-03      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Japan Government Two Year Bonds            | Japan Government Two Year Bonds                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1280000000 | PA      | $8292134.19   | 0.14%             | 2026-07-01      | Fixed         | 0.40%                 | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK                     | Canadian Imperial Bank of Commerce                      | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    7302000 | PA      | $8716863.73   | 0.15%             | 2029-07-09      | Fixed         | 3.81%                 | No            | 2                  | On Loan: No      |
| GRAND CITY PROPERTIES SA                   | Grand City Properties SA                                | CUSIP: 000000000<br>LEI: 5299002QLUYKK2WBMB18 | Long             | DBT              | CORP              | LU        |    3300000 | PA      | $3966230.77   | 0.07%             | 2030-01-09      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| AYVENS SA                                  | Ayvens SA                                               | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | DBT              | CORP              | FR        |   13900000 | PA      | $16616764.86  | 0.29%             | 2029-07-16      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| VOLVO TREASURY AB                          | Volvo Treasury AB                                       | CUSIP: 000000000<br>LEI: 549300PD69T87IGZG395 | Long             | DBT              | CORP              | SE        |    4220000 | PA      | $4926751.76   | 0.09%             | 2029-08-26      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| FED CAISSES DESJARDINS                     | Federation des Caisses Desjardins du Quebec             | CUSIP: 000000000<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    1400000 | PA      | $1653396.91   | 0.03%             | 2029-09-05      | Fixed         | 3.47%                 | No            | 2                  | On Loan: No      |
| E.ON SE                                    | E.ON SE                                                 | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |    2400000 | PA      | $2818872.32   | 0.05%             | 2030-03-05      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| SANDOZ FINANCE B.V.                        | Sandoz Finance BV                                       | CUSIP: 000000000<br>LEI: 213800DFA3WXJ7KC9R74 | Long             | DBT              | CORP              | NL        |    2000000 | PA      | $2345908.35   | 0.04%             | 2029-09-12      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| KNORR-BREMSE AG                            | Knorr-Bremse AG                                         | CUSIP: 000000000<br>LEI: 5299001GRRO0Z25YZT52 | Long             | DBT              | CORP              | DE        |    3100000 | PA      | $3606272.92   | 0.06%             | 2029-09-30      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CONTINENTAL AG                             | Continental AG                                          | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | DBT              | CORP              | DE        |    6924000 | PA      | $8189395.58   | 0.14%             | 2029-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CRITERIA CAIXA SA                          | Criteria Caixa SA                                       | CUSIP: 000000000<br>LEI: 959800DQQUAMV0K08004 | Long             | DBT              | CORP              | ES        |    2200000 | PA      | $2595667.27   | 0.04%             | 2029-10-02      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| SWEDBANK AB                                | Swedbank AB                                             | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    3300000 | PA      | $3820845.57   | 0.07%             | 2029-04-30      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER                   | Volkswagen Financial Services AG                        | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |    2600000 | PA      | $3055744.78   | 0.05%             | 2029-05-19      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| NYKREDIT REALKREDIT AS                     | Nykredit Realkredit AS                                  | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |   10055000 | PA      | $11784539.71  | 0.20%             | 2030-01-10      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| ENBW INTL FINANCE BV                       | EnBW International Finance BV                           | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |    1200000 | PA      | $1400011.39   | 0.02%             | 2029-05-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                              | RCI Banque SA                                           | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |   12005000 | PA      | $13950243.08  | 0.24%             | 2029-07-26      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| NATIONAL GRID NA INC                       | National Grid North America, Inc.                       | CUSIP: 000000000<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |   10208000 | PA      | $11944296.60  | 0.21%             | 2029-11-25      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| FINGRID OYJ                                | Fingrid OYJ                                             | CUSIP: 000000000<br>LEI: 7437006ZZI1F7CUA5518 | Long             | DBT              | CORP              | FI        |    1160000 | PA      | $1340435.83   | 0.02%             | 2029-12-04      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| ARCELORMITTAL SA                           | ArcelorMittal SA                                        | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    8920000 | PA      | $10370994.08  | 0.18%             | 2028-12-13      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| NATWEST MARKETS PLC                        | NatWest Markets PLC                                     | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   21908000 | PA      | $25553997.96  | 0.44%             | 2030-01-10      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| BAYERISCHE LANDESBANK                      | Bayerische Landesbank                                   | CUSIP: 000000000<br>LEI: VDYMYTQGZZ6DU0912C88 | Long             | DBT              | CORP              | DE        |     700000 | PA      | $814406.24    | 0.01%             | 2030-02-18      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| SBAB BANK AB                               | SBAB Bank AB                                            | CUSIP: 000000000<br>LEI: H0YX5LBGKDVOWCXBZ594 | Long             | DBT              | CORP              | SE        |    4400000 | PA      | $5188830.16   | 0.09%             | 2030-02-06      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| ABERTIS FRANCE SAS                         | Abertis France SAS                                      | CUSIP: 000000000<br>LEI: 9695004S3RCE0Q5V8G28 | Long             | DBT              | CORP              | FR        |    7500000 | PA      | $8767021.22   | 0.15%             | 2029-04-21      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| LANSFORSAKRINGAR BANK                      | Lansforsakringar Bank AB                                | CUSIP: 000000000<br>LEI: 549300C6TUMDXNOVXS82 | Long             | DBT              | CORP              | SE        |    9016000 | PA      | $10560993.71  | 0.18%             | 2030-01-22      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| INMOBILIARIA COLONIAL SO                   | Colonial SFL Socimi SA                                  | CUSIP: 000000000<br>LEI: 95980020140005007414 | Long             | DBT              |  | ES        |    2600000 | PA      | $3022186.84   | 0.05%             | 2030-01-22      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| HAMBURG COMMERCIAL BANK                    | Hamburg Commercial Bank AG                              | CUSIP: 000000000<br>LEI: TUKDD90GPC79G1KOE162 | Long             | DBT              | CORP              | DE        |    8564000 | PA      | $10050952.67  | 0.17%             | 2030-01-31      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ICCREA BANCA SPA                           | Iccrea Banca SpA                                        | CUSIP: 000000000<br>LEI: NNVPP80YIZGEY2314M97 | Long             | DBT              | CORP              | IT        |    1610000 | PA      | $1886325.34   | 0.03%             | 2030-01-30      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp.                   | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   10166000 | PA      | $11822259.69  | 0.20%             | 2030-02-10      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| INFINEON TECHNOLOGIES AG                   | Infineon Technologies AG                                | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | DBT              | CORP              | DE        |    2300000 | PA      | $2661034.09   | 0.05%             | 2030-02-13      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| PARKER-HANNIFIN CORP                       | Parker-Hannifin Corp.                                   | CUSIP: 000000000<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4593367.70   | 0.08%             | 2030-03-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| CARLSBERG BREWERIES A/S                    | Carlsberg Breweries AS                                  | CUSIP: 000000000<br>LEI: 5493008YL42784DMWN61 | Long             | DBT              | CORP              | DK        |   13393000 | PA      | $15602470.65  | 0.27%             | 2029-08-28      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                    | Nationwide Building Society                             | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    5000000 | PA      | $5804856.86   | 0.10%             | 2030-03-03      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ITALGAS SPA                                | Italgas SpA                                             | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | DBT              | CORP              | IT        |    1200000 | PA      | $1385200.56   | 0.02%             | 2030-03-06      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| NESTE OYJ                                  | Neste OYJ                                               | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | DBT              | CORP              | FI        |   13000000 | PA      | $15419704.54  | 0.27%             | 2030-03-20      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| SWEDBANK AB                                | Swedbank AB                                             | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    3140000 | PA      | $3683859.36   | 0.06%             | 2029-09-24      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE POST AG                           | Deutsche Post AG                                        | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | DBT              | CORP              | DE        |    3213000 | PA      | $3752915.85   | 0.06%             | 2030-03-24      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| SANTANDER UK PLC                           | Santander U.K. PLC                                      | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |   12900000 | PA      | $15114585.30  | 0.26%             | 2030-03-25      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| AMADEUS IT GROUP SA                        | Amadeus IT Group SA                                     | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | DBT              | CORP              | ES        |    5300000 | PA      | $6218038.01   | 0.11%             | 2030-03-25      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| LLOYDS BK CORP MKTS PLC                    | Lloyds Bank Corporate Markets PLC                       | CUSIP: 000000000<br>LEI: 213800MBWEIJDM5CU638 | Long             | DBT              | CORP              | GB        |   14080000 | PA      | $16537156.10  | 0.29%             | 2030-03-24      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                   | AT&T, Inc.                                              | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    5080000 | PA      | $5914658.03   | 0.10%             | 2030-06-01      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| KOMMUNALBANKEN AS                          | Kommunalbanken AS                                       | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |   20000000 | PA      | $20024556.00  | 0.35%             | 2029-04-09      | Floating      | 4.52%                 | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                            | Nordea Bank Abp                                         | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    5000000 | PA      | $5769751.52   | 0.10%             | 2030-05-02      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| HEIDELBERG MATERIALS FIN                   | Heidelberg Materials Finance Luxembourg SA              | CUSIP: 000000000<br>LEI: 529900RYHTCF5X9DD509 | Long             | DBT              | CORP              | LU        |    9576000 | PA      | $11107742.78  | 0.19%             | 2030-07-10      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| KONINKLIJKE PHILIPS NV                     | Koninklijke Philips NV                                  | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |    3500000 | PA      | $4091872.95   | 0.07%             | 2030-05-23      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| NOMURA HOLDINGS INC                        | Nomura Holdings, Inc.                                   | CUSIP: 000000000<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    7912000 | PA      | $9267315.42   | 0.16%             | 2030-05-28      | Fixed         | 3.46%                 | No            | 2                  | On Loan: No      |
| KERING                                     | Kering SA                                               | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | DBT              | CORP              | FR        |    4400000 | PA      | $5125925.20   | 0.09%             | 2029-11-27      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| BELFIUS BANK SA/NV                         | Belfius Bank SA                                         | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |    7800000 | PA      | $9105522.58   | 0.16%             | 2030-05-28      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| NATIONAL GRID NA INC                       | National Grid North America, Inc.                       | CUSIP: 000000000<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |    5480000 | PA      | $6370045.81   | 0.11%             | 2030-06-03      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| ABERTIS INFRAESTRUCTURAS                   | Abertis Infraestructuras SA                             | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |    2000000 | PA      | $2309251.35   | 0.04%             | 2030-07-07      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                    | BPCE SA                                                 | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    5000000 | PA      | $5793513.12   | 0.10%             | 2030-09-05      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| ELECTRICITE DE FRANCE SA                   | Electricite de France SA                                | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    2200000 | PA      | $2720328.97   | 0.05%             | 2030-04-26      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group, Inc.                   | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     680000 | PA      | $780608.91    | 0.01%             | 2026-06-15      | Fixed         | 1.55%                 | No            | 2                  | On Loan: No      |
| GlaxoSmithKline Capital PLC                | GlaxoSmithKline Capital PLC                             | CUSIP: 000000000<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |     720000 | PA      | $793721.01    | 0.01%             | 2029-09-12      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                            | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    3782000 | PA      | $4223541.13   | 0.07%             | 2029-10-26      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| ENI SPA                                    | Eni SpA                                                 | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    5510000 | PA      | $5824666.73   | 0.10%             | 2030-01-23      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| MOLNLYCKE HOLDING AB                       | Molnlycke Holding AB                                    | CUSIP: 000000000<br>LEI: 549300WAUZKYD5PU9L16 | Long             | DBT              | CORP              | SE        |     240000 | PA      | $256510.54    | 0.00%             | 2029-09-05      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| Credit Mutuel Arkea SA                     | Credit Mutuel Arkea SA                                  | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |   10100000 | PA      | $11025940.98  | 0.19%             | 2029-05-23      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| SKANDINAVISKA ENSKILDA                     | Skandinaviska Enskilda Banken AB                        | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    1030000 | PA      | $1089888.68   | 0.02%             | 2029-11-12      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| CARGILL INC                                | Cargill, Inc.                                           | CUSIP: 000000000<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     800000 | PA      | $963598.37    | 0.02%             | 2030-04-24      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| AKZO NOBEL NV                              | Akzo Nobel NV                                           | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | DBT              | CORP              | NL        |    5000000 | PA      | $5443689.53   | 0.09%             | 2030-04-14      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| VIER GAS TRANSPORT GMBH                    | Vier Gas Transport GmbH                                 | CUSIP: 000000000<br>LEI: 529900AGED6PJE9AVL37 | Long             | DBT              | CORP              | DE        |    4300000 | PA      | $4472825.09   | 0.08%             | 2029-09-10      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| PRAEMIA HEALTHCARE SACA                    | Praemia Healthcare SACA                                 | CUSIP: 000000000<br>LEI: 96950067NFR9MWI0CJ45 | Long             | DBT              |  | FR        |    4900000 | PA      | $5186957.81   | 0.09%             | 2029-11-04      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| KBC GROUP NV                               | KBC Group NV                                            | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    1200000 | PA      | $1273478.41   | 0.02%             | 2030-01-24      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                      | Deutsche Lufthansa AG                                   | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |    3300000 | PA      | $3881316.26   | 0.07%             | 2029-07-14      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| JT INTL FIN SERVICES BV                    | JT International Financial Services BV                  | CUSIP: 000000000<br>LEI: 549300U2F0PG10VZUN93 | Long             | DBT              | CORP              | NL        |    1600000 | PA      | $1718220.53   | 0.03%             | 2029-11-26      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| TELEFONICA EMISIONES SAU                   | Telefonica Emisiones SA                                 | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $211278.88    | 0.00%             | 2030-02-03      | Fixed         | 0.66%                 | No            | 2                  | On Loan: No      |
| CADENT FINANCE PLC                         | Cadent Finance PLC                                      | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |    1600000 | PA      | $1939220.55   | 0.03%             | 2029-07-05      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| SSE PLC                                    | SSE PLC                                                 | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |     800000 | PA      | $929044.34    | 0.02%             | 2029-08-01      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| ELECTROLUX AB                              | Electrolux AB                                           | CUSIP: 000000000<br>LEI: 549300Y3HHZB1ZGFPJ93 | Long             | DBT              | CORP              | SE        |    5600000 | PA      | $6256360.12   | 0.11%             | 2030-05-18      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| SNAM SPA                                   | Snam SpA                                                | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |     509000 | PA      | $542886.63    | 0.01%             | 2028-12-07      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| APA INFRASTRUCTURE LTD                     | APA Infrastructure Ltd.                                 | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    4400000 | PA      | $4736070.37   | 0.08%             | 2029-03-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| ABB FINANCE BV                             | ABB Finance BV                                          | CUSIP: 000000000<br>LEI: 5493004JXXFB454B6L79 | Long             | DBT              | CORP              | NL        |    1300000 | PA      | $1339306.92   | 0.02%             | 2030-01-19      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| APRR SA                                    | APRR SA                                                 | CUSIP: 000000000<br>LEI: 9695002SV2VP9CU42826 | Long             | DBT              | CORP              | FR        |    5200000 | PA      | $6076625.55   | 0.11%             | 2030-01-24      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| UNITED OVERSEAS BANK/SYD                   | United Overseas Bank Ltd.                               | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |    2000000 | PA      | $1312905.22   | 0.02%             | 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        |   12980000 | PA      | $8496720.19   | 0.15%             | 2026-08-24      | Floating      | 3.96%                 | No            | 2                  | On Loan: No      |
| TELSTRA GROUP LTD                          | Telstra Group Ltd.                                      | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | DBT              | CORP              | AU        |     500000 | PA      | $535394.06    | 0.01%             | 2030-04-23      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| GLENCORE CAP FIN DAC                       | Glencore Capital Finance DAC                            | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |    4920000 | PA      | $5330605.86   | 0.09%             | 2029-03-01      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| NEW ZEALAND GOVERNMENT                     | New Zealand Government Bonds                            | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |   93500000 | PA      | $56270532.33  | 0.97%             | 2030-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BNG BANK NV                                | BNG Bank NV                                             | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |   20000000 | PA      | $20112206.60  | 0.35%             | 2026-08-05      | Floating      | 5.31%                 | No            | 2                  | On Loan: No      |
| VONOVIA SE                                 | Vonovia SE                                              | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |    2000000 | PA      | $2108439.91   | 0.04%             | 2030-07-09      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| AVIATION CAPITAL GROUP                     | Aviation Capital Group LLC                              | CUSIP: 000000000<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $2016440.72   | 0.03%             | 2028-10-25      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| ACCIONA ENERGIA FINANCIA                   | Acciona Energia Financiacion Filiales SA                | CUSIP: 000000000<br>LEI: 254900CO48EPLIMJDK17 | Long             | DBT              | CORP              | ES        |    5800000 | PA      | $6901638.92   | 0.12%             | 2030-04-25      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                   | Svenska Handelsbanken AB                                | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |     900000 | PA      | $995558.91    | 0.02%             | 2029-02-23      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| ABERTIS FRANCE SAS                         | Abertis France SAS                                      | CUSIP: 000000000<br>LEI: 9695004S3RCE0Q5V8G28 | Long             | DBT              | CORP              | FR        |     400000 | PA      | $437816.34    | 0.01%             | 2029-09-18      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.              | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     500000 | PA      | $329626.51    | 0.01%             | 2027-05-12      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| ERSTE GROUP BANK AG                        | Erste Group Bank AG                                     | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |    2700000 | PA      | $2837726.93   | 0.05%             | 2029-09-14      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| NYKREDIT REALKREDIT AS                     | Nykredit Realkredit AS                                  | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |    5400000 | PA      | $6369878.26   | 0.11%             | 2030-07-24      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| ABN AMRO BANK NV                           | ABN AMRO Bank NV                                        | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   21900000 | PA      | $26642121.96  | 0.46%             | 2030-02-21      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                    | Unibail-Rodamco-Westfield SE                            | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |    1000000 | PA      | $1175044.03   | 0.02%             | 2029-09-11      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| DSV FINANCE BV                             | DSV Finance BV                                          | CUSIP: 000000000<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |    1760000 | PA      | $1910341.68   | 0.03%             | 2030-03-16      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| VAR ENERGI ASA                             | Var Energi ASA                                          | CUSIP: 000000000<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    1110000 | PA      | $1374180.53   | 0.02%             | 2029-05-04      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| AMPRION GMBH                               | Amprion GmbH                                            | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |    2000000 | PA      | $2329516.56   | 0.04%             | 2030-08-27      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| ASN BANK NV                                | ASN Bank NV                                             | CUSIP: 000000000<br>LEI: 724500A1FNICHSDF2I11 | Long             | DBT              | CORP              | NL        |   12600000 | PA      | $15568089.45  | 0.27%             | 2030-03-07      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| TRATON FINANCE LUX SA                      | Traton Finance Luxembourg SA                            | CUSIP: 000000000<br>LEI: 529900BRKIE6LKIEXD84 | Long             | DBT              | CORP              | LU        |   10400000 | PA      | $12247165.85  | 0.21%             | 2030-03-27      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| HOCHTIEF AKTIENGESELLSCH                   | HOCHTIEF AG                                             | CUSIP: 000000000<br>LEI: 529900Y25S8NZIYTT924 | Long             | DBT              | CORP              | DE        |    4080000 | PA      | $4939989.96   | 0.09%             | 2030-05-31      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| DBS BANK LTD/AUSTRALIA                     | DBS Bank Ltd.                                           | CUSIP: 000000000<br>LEI: ATUEL7OJR5057F2PV266 | Long             | DBT              | CORP              | SG        |    4000000 | PA      | $2627851.85   | 0.05%             | 2027-02-26      | Floating      | 4.32%                 | No            | 2                  | On Loan: No      |
| BANCO BPM SPA                              | Banco BPM SpA                                           | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |    6350000 | PA      | $7466142.68   | 0.13%             | 2030-01-21      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| AMCO SPA                                   | AMCO - Asset Management Co. SpA                         | CUSIP: 000000000<br>LEI: 815600188E751D28E867 | Long             | DBT              | CORP              | IT        |    5000000 | PA      | $5846838.63   | 0.10%             | 2030-04-02      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| SIXT SE                                    | Sixt SE                                                 | CUSIP: 000000000<br>LEI: 5299004ZME6CSBR7WP07 | Long             | DBT              | CORP              | DE        |    3350000 | PA      | $3902601.45   | 0.07%             | 2030-01-22      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| ILLINOIS TOOL WORKS INC                    | Illinois Tool Works, Inc.                               | CUSIP: 000000000<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1232344.12   | 0.02%             | 2030-05-22      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| SKY LTD                                    | Sky Ltd.                                                | CUSIP: 000000000<br>LEI: 2138003TS48MQKF4BZ29 | Long             | DBT              | CORP              | GB        |    2100000 | PA      | $2420546.13   | 0.04%             | 2025-11-17      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                    | Autostrade per l'Italia SpA                             | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |    3830000 | PA      | $4277325.29   | 0.07%             | 2029-09-26      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                               | UBS Group AG                                            | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    4000000 | PA      | $4000165.60   | 0.07%             | 2026-04-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| NTT FINANCE CORP                           | NTT Finance Corp.                                       | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    6500000 | PA      | $6417940.62   | 0.11%             | 2026-04-03      | Fixed         | 1.16%                 | No            | 2                  | On Loan: No      |
| BAYER US FINANCE II LLC                    | Bayer U.S. Finance II LLC                               | CUSIP: 000000000<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $1024510.95   | 0.02%             | 2025-12-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                   | Volkswagen Group of America Finance LLC                 | CUSIP: 000000000<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5057262.55   | 0.09%             | 2029-08-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: —       |

### Signature

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

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

**Signature:** Randy Olson

**Name of Signer:** Randy Olson

**Title:** Vice President