# EDGAR Filing Document

**Accession Number:** 0001816125
**File Stem:** 0001752724-25-160236
**Filing Date:** 2025-6
**Character Count:** 284090
**Document Hash:** c6951916735ba1e37473d8a2ba83f997
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-160236.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-160236

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Dimensional ETF Trust
- **CENTRAL INDEX KEY:** 0001816125

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23580
- **FILM NUMBER:** 251080203

**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

## Series and Classes Contracts Data

### Dimensional Global Sustainability Fixed Income ETF (Series ID: S000076642)

| Class ID   | Class Name                                         | Ticker Symbol   |
|:---|:---|:---|
| C000236635 | Dimensional Global Sustainability Fixed Income ETF | DFSB            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Dimensional ETF Trust

- **b. Investment Company Act file number:** 811-23580

- **c. CIK number of Registrant:** 0001816125

- **d. LEI of Registrant:** 549300TQ0DPO13B72F34

- **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:** Dimensional Global Sustainability Fixed Income ETF

- **b. EDGAR series identifier (if any):** S000076642

- **c. LEI of Series:** 549300Y8H02GI8V00P53

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

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

- **b. Date as of which information is reported:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $512978956.66

**Total Liabilities:** $53063027.92

**Net Assets:** $459915928.74

**Cash Not Reported:** $8164292.01

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1103.42403321 | **1-Year:** -18143.61015641 | **5-Year:** -51842.24095362 | **10-Year:** -140865.24273542 | **30-Year:** -32891.87161972

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

- **3-Month:** -1.74382689 | **1-Year:** -33.73058016 | **5-Year:** -131.04592855 | **10-Year:** -1035.61430978 | **30-Year:** -300.33809855

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000236635 | 1.46%                | -0.58%               | 0.42%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1253000.46              | $5984126.20                                |
| Month 2  | $290129.56               | $-1362804.46                               |
| Month 3  | $1722139.65              | $9091137.05                                |

**Designated Index Information**

- **Index Name:** Securities Portfolio

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                                                  | CANADIAN IMPERIAL BANK OF COMMERCE               | CUSIP: 13607LWW9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     178000 | PA      | $188963.84    | 0.04%             | 2033-10-03      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS, INC.                                                              | DICK S SPORTING GOODS INC                        | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |     535000 | PA      | $468523.86    | 0.10%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                 | U S TREASURY NOTE                                | CUSIP: 91282CJD4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5501000 | PA      | $5502911.82   | 1.20%             | 2025-10-31      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                            | GOLDMAN SACHS GROUP INC THE                      | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |     140000 | PA      | $146758.58    | 0.03%             | 2029-05-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  662124389 | OU      | $-190071.78   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                  | BPCE SA                                          | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $307724.91    | 0.07%             | 2030-01-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    2091269 | OU      | $-84555.56    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PUBLIC LIMITED COMPANY                                                    | VODAFONE GROUP PLC                               | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     166000 | PA      | $175524.00    | 0.04%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                           | ING GROEP NV                                     | CUSIP: 456837AQ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      21000 | PA      | $20561.96     | 0.00%             | 2029-04-09      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                                               | AMGEN INC                                        | CUSIP: 031162BA7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      93000 | PA      | $99887.69     | 0.02%             | 2039-02-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCE LOCALE SA                                                                  | AGENCE FRANCE LOCALE                             | CUSIP: N/A<br>LEI: 969500NMI4UP00IO8G47       | Long             | DBT              |  | FR        |     100000 | PA      | $132967.26    | 0.03%             | 2025-06-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORPORATION                                                                    | WHIRLPOOL CORP                                   | CUSIP: 963320BC9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     635000 | PA      | $585495.51    | 0.13%             | 2034-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| CAIXABANK SA                                                                             | CAIXABANK SA                                     | CUSIP: BY7751344<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |     600000 | PA      | $708159.60    | 0.15%             | 2029-09-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                   | CVS HEALTH CORP                                  | CUSIP: 126650BR0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     183000 | PA      | $185170.64    | 0.04%             | 2039-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                        | AUSTRALIAN DOLLAR                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |    -360548 | OU      | $4194.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                                                               | SIMON PROPERTY GROUP LP                          | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     193000 | PA      | $184527.44    | 0.04%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                          | UNITEDHEALTH GROUP INC                           | CUSIP: 91324PBN1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     237000 | PA      | $237584.03    | 0.05%             | 2040-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                                | ROGERS COMMUNICATIONS INC                        | CUSIP: 775109AL5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     506000 | PA      | $578975.13    | 0.13%             | 2038-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INCORPORATED                                                    | THERMO FISHER SCIENTIFIC INC                     | CUSIP: 883556CY6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     532000 | PA      | $521455.62    | 0.11%             | 2043-08-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| THE ALLSTATE CORPORATION                                                                 | ALLSTATE CORP THE                                | CUSIP: 020002AS0<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     835000 | PA      | $857756.79    | 0.19%             | 2035-05-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| COREBRIDGE FINANCIAL, INC.                                                               | COREBRIDGE FINANCIAL INC                         | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    1286000 | PA      | $1049356.85   | 0.23%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                                                  | CANADIAN IMPERIAL BANK OF COMMERCE               | CUSIP: 13607L8D8<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $100044.50    | 0.02%             | 2027-06-28      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LIMITED.                                                                      | AON GLOBAL LTD                                   | CUSIP: 00185AAB0<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |      50000 | PA      | $40348.05     | 0.01%             | 2042-12-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MEDICAL CARE AG CO KGAA                                                        | FRESENIUS MEDICAL CARE AG CO KGAA                | CUSIP: BY9994553<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     187000 | PA      | $218682.65    | 0.05%             | 2027-09-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                         | BRIXMOR OPERATING PARTNERSHIP LP                 | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     126000 | PA      | $122812.69    | 0.03%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                              | VERIZON COMMUNICATIONS INC                       | CUSIP: 92343VBG8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     760000 | PA      | $601504.71    | 0.13%             | 2042-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                                  | BANK OF NOVA SCOTIA THE                          | CUSIP: 06418GAG2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $99879.71     | 0.02%             | 2027-06-04      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba                                                                     | PROVINCE OF MANITOBA CANADA                      | CUSIP: 563469TQ8<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              |  | CA        |    3600000 | PA      | $2615388.40   | 0.57%             | 2042-03-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                                                          | INTER AMERICAN DEVELOPMENT BANK                  | CUSIP: 45828RAA3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              |  | US        |     900000 | PA      | $900880.16    | 0.20%             | 2028-10-05      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                                    | ANTHEM INC                                       | CUSIP: 94973VAL1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     115000 | PA      | $120081.89    | 0.03%             | 2036-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    9429177 | OU      | $-378870.44   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD.                                                                      | ATHENE HOLDING LTD                               | CUSIP: 04686JAF8<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |      55000 | PA      | $58388.97     | 0.01%             | 2033-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty Limited Partnership                                                     | HIGHWOODS REALTY LP                              | CUSIP: 431282AU6<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     448000 | PA      | $490638.46    | 0.11%             | 2034-02-01      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                                   | CHUBB INA HOLDINGS INC                           | CUSIP: 171239AF3<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     231000 | PA      | $238557.33    | 0.05%             | 2029-12-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Province of Alberta                                                                      | PROVINCE OF ALBERTA CANADA                       | CUSIP: 013051DQ7<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              |  | CA        |    1500000 | PA      | $1085466.59   | 0.24%             | 2025-06-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL CORPORATION                                                     | FIRST AMERICAN FINANCIAL CORP                    | CUSIP: 31847RAJ1<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |     102000 | PA      | $98611.14     | 0.02%             | 2034-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                                      | NATWEST MARKETS PLC                              | CUSIP: 63906YAK4<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $99764.00     | 0.02%             | 2027-05-17      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC.                                                  | INTERNATIONAL FLAVORS FRAGRANCES INC             | CUSIP: 459506AK7<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |      14500 | PA      | $14435.11     | 0.00%             | 2028-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JAB Holdings B.V.                                                                        | JAB HOLDINGS BV                                  | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |     400000 | PA      | $484667.95    | 0.11%             | 2033-06-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia                                                             | PROVINCE OF BRITISH COLUMBIA CANADA              | CUSIP: 11070TAF5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              |  | CA        |    1300000 | PA      | $941311.81    | 0.20%             | 2025-06-18      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BANQUE ROYALE DU CANADA                                                                  | ROYAL BANK OF CANADA                             | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |     100000 | PA      | $134822.69    | 0.03%             | 2028-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction and Development                                         | EUROPEAN BANK FOR RECONSTRUCTION DEVELOPMENT     | CUSIP: 29874QEN0<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              |  | GB        |     369000 | PA      | $368774.91    | 0.08%             | 2026-04-14      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     684185 | OU      | $-695.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FRESENIUS MEDICAL CARE US FINANCE III, INC.                                              | FRESENIUS MEDICAL CARE US FINANCE III INC        | CUSIP: 35805BAB4<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |     249000 | PA      | $210406.42    | 0.05%             | 2031-02-16      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED                                          | AUSTRALIA NEW ZEALAND BANKING GROUP LTD          | CUSIP: 05252ADL2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    1750000 | PA      | $1754255.09   | 0.38%             | 2027-07-16      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                                  | BANK OF NOVA SCOTIA THE                          | CUSIP: 0641593V6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      90000 | PA      | $89996.22     | 0.02%             | 2026-03-02      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Province of Alberta                                                                      | PROVINCE OF ALBERTA CANADA                       | CUSIP: 013051DK0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              |  | CA        |    4000000 | PA      | $2562542.53   | 0.56%             | 2043-12-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                          | SANTANDER UK GROUP HOLDINGS PLC                  | CUSIP: N/A<br>LEI: 549300F5XIFGNNW4CF72       | Long             | DBT              | CORP              | GB        |     208000 | PA      | $275572.84    | 0.06%             | 2026-01-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                   | GENERAL MOTORS FINANCIAL CO INC                  | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |     300000 | PA      | $316552.69    | 0.07%             | 2028-09-07      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORPORATION                                                             | NOVARTIS CAPITAL CORP                            | CUSIP: 66989HAH1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     875000 | PA      | $769856.46    | 0.17%             | 2044-05-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CaixaBank, S.A.                                                                          | CAIXABANK SA                                     | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     200000 | PA      | $240927.59    | 0.05%             | 2030-09-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Province de Quebec                                                                       | PROVINCE OF QUEBEC CANADA                        | CUSIP: 74814ZEV1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |    1000000 | PA      | $723912.26    | 0.16%             | 2025-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                                              | INTERNATIONAL BUSINESS MACHINES CORP             | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    1289000 | PA      | $1118257.65   | 0.24%             | 2039-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                                          | TOYOTA MOTOR CREDIT CORP                         | CUSIP: 89236TKV6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100309.05    | 0.02%             | 2026-05-18      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| DIMENSIONAL FUND ADVISORS LP                                                             | The DFA Short Term Investment Fund               | CUSIP: 23320U405<br>LEI: N/A                  | Long             | STIV             |  | US        |    3821328 | NS      | $3821328.00   | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| FISERV, INC.                                                                             | FISERV INC                                       | CUSIP: 337738AZ1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     101000 | PA      | $134247.02    | 0.03%             | 2025-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                                                     | BOOKING HOLDINGS INC                             | CUSIP: 09857LAW8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1048000 | PA      | $1275389.41   | 0.28%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                    | INTERNATIONAL BANK FOR RECONSTRUCTION            | CUSIP: 459058JJ3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |     347000 | PA      | $347045.11    | 0.08%             | 2025-09-18      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT TEN YEAR BOND                                                           | JAPAN GOVERNMENT TEN YEAR BOND                   | CUSIP: AT4272809<br>LEI: N/A                  | Long             | DBT              |  | JP        |  327800000 | PA      | $2253349.23   | 0.49%             | 2028-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                 | U S TREASURY NOTE                                | CUSIP: 91282CMJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     132000 | PA      | $131927.90    | 0.03%             | 2027-01-31      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                             | MIZUHO FINANCIAL GROUP INC                       | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |     246000 | PA      | $255380.27    | 0.06%             | 2032-04-08      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                          | ONTARIO TEACHERS FINANCE TRUST                   | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | CORP              | CA        |     924000 | PA      | $983969.15    | 0.21%             | 2032-05-03      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                                | ROGERS COMMUNICATIONS INC                        | CUSIP: 775109BF7<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      40500 | PA      | $39483.88     | 0.01%             | 2026-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE, L.P.                                                       | PLAINS ALL AMERICAN PIPELINE LP PAA FINANCE CORP | CUSIP: 72650RBA9<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |     983000 | PA      | $843817.09    | 0.18%             | 2042-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP, INC.                                                          | PRINCIPAL FINANCIAL GROUP INC                    | CUSIP: 74251VAF9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     385000 | PA      | $339630.53    | 0.07%             | 2042-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Finance GmbH                                                               | DEUTSCHE BAHN FINANCE GMBH                       | CUSIP: N/A<br>LEI: 52990002BAIDUAIIYU29       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $113854.72    | 0.02%             | 2038-01-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED                                          | AUSTRALIA NEW ZEALAND BANKING GROUP LTD          | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |    1300000 | PA      | $832476.79    | 0.18%             | 2027-06-18      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON COMPANY                                                                      | HALLIBURTON CO                                   | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     220000 | PA      | $184058.70    | 0.04%             | 2043-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC.                                                                   | JACKSON FINANCIAL INC                            | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    1063000 | PA      | $914951.38    | 0.20%             | 2031-11-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                                      | SOCIETE GENERALE SA                              | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $120765.26    | 0.03%             | 2032-11-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    1363854 | OU      | $-3128.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                       | REALTY INCOME CORP                               | CUSIP: 756109BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     275000 | PA      | $335850.74    | 0.07%             | 2030-07-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                                    | SUMITOMO MITSUI FINANCIAL GROUP INC              | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | DBT              | CORP              | JP        |     327000 | PA      | $368010.87    | 0.08%             | 2026-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                                | REALTY INCOME CORP                               | CUSIP: 756109BR4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      55000 | PA      | $55649.35     | 0.01%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Volvo Treasury Aktiebolag                                                                | VOLVO TREASURY AB                                | CUSIP: N/A<br>LEI: 549300PD69T87IGZG395       | Long             | DBT              | CORP              | SE        |     150000 | PA      | $170736.05    | 0.04%             | 2026-02-20      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   16030704 | OU      | $-355393.30   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| American Medical Systems Europe B.V.                                                     | AMERICAN MEDICAL SYSTEMS EUROPE BV               | CUSIP: N/A<br>LEI: 549300AA2JE6ZQ5D2493       | Long             | DBT              | CORP              | NL        |     473000 | PA      | $497141.98    | 0.11%             | 2031-03-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Vlaamse Gemeenschap                                                                      | MINISTERIES VAN DE VLAAMSE GEMEENSCHAP           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              |  | BE        |     100000 | PA      | $117680.23    | 0.03%             | 2042-09-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASSURANT, INC.                                                                           | ASSURANT INC                                     | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     150000 | PA      | $126212.13    | 0.03%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                                          | CANADIAN DOLLAR                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |    -902645 | OU      | $23817.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWMONT CORPORATION                                                                      | NEWMONT CORP                                     | CUSIP: 651639AV8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |      50000 | PA      | $47846.31     | 0.01%             | 2044-06-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No. 1                                                               | CANADA HOUSING TRUST NO 1                        | CUSIP: 13509PHN6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | CORP              | CA        |    1300000 | PA      | $939071.89    | 0.20%             | 2025-06-15      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                    | WELLS FARGO CO                                   | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |     515000 | PA      | $681954.19    | 0.15%             | 2025-07-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EBAY INC.                                                                                | EBAY INC                                         | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    1162000 | PA      | $920243.26    | 0.20%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                                        | INTEL CORP                                       | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     374000 | PA      | $242007.29    | 0.05%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                                | ROGERS COMMUNICATIONS INC                        | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     125000 | PA      | $104731.73    | 0.02%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                   | CVS HEALTH CORP                                  | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     915000 | PA      | $825214.75    | 0.18%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                                                | DELL INTERNATIONAL LLC EMC CORP                  | CUSIP: 24703DBF7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     205000 | PA      | $147061.72    | 0.03%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| THE CIGNA GROUP                                                                          | CIGNA CORP                                       | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    1098000 | PA      | $1019831.93   | 0.22%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                                | INVITATION HOMES OPERATING PARTNERSHIP LP        | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |      69000 | PA      | $57835.53     | 0.01%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      49874 | OU      | $-523.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius SE & Co. KGaA                                                                  | FRESENIUS SE CO KGAA                             | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | DBT              | CORP              | DE        |     134000 | PA      | $152263.73    | 0.03%             | 2030-05-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    2439261 | OU      | $-115057.58   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Republique Francaise                                                                     | FRENCH REPUBLIC GOVERNMENT BOND OAT              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     779000 | PA      | $721360.91    | 0.16%             | 2036-05-25      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS COMPANY                                                                   | GENERAL MOTORS CO                                | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     462000 | PA      | $415680.93    | 0.09%             | 2038-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                                               | AMGEN INC                                        | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97292.69     | 0.02%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Japan                                                                                    | JAPAN GOVERNMENT TEN YEAR BOND                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  250350000 | PA      | $1664939.83   | 0.36%             | 2032-03-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                        | HSBC HOLDINGS PLC                                | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      50000 | PA      | $52750.79     | 0.01%             | 2042-01-14      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Company Limited                                                    | TAKEDA PHARMACEUTICAL CO LTD                     | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     414000 | PA      | $304497.47    | 0.07%             | 2040-07-09      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Volkswagen Bank Gesellschaft mit beschraenkter Haftung                                   | VOLKSWAGEN BANK GMBH                             | CUSIP: N/A<br>LEI: 529900GJD3OQLRZCKW37       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $118316.59    | 0.03%             | 2031-05-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                                     | MITSUBISHI UFJ FINANCIAL GROUP INC               | CUSIP: 606822BM5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     232000 | PA      | $219382.20    | 0.05%             | 2029-07-18      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                                    | NOMURA HOLDINGS INC                              | CUSIP: 65535HAS8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     666000 | PA      | $595038.64    | 0.13%             | 2030-07-16      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| METLIFE, INC.                                                                            | METLIFE INC                                      | CUSIP: 59156RCE6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      90000 | PA      | $92771.54     | 0.02%             | 2033-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LEAR CORPORATION                                                                         | LEAR CORP                                        | CUSIP: 521865BA2<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     303000 | PA      | $294841.95    | 0.06%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION            | CUSIP: 01F062655<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6843000 | PA      | $7046713.10   | 1.53%             | 2054-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   17846252 | OU      | $-41181.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                                                                    | BANCO SANTANDER SA                               | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $120810.05    | 0.03%             | 2030-06-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GATX CORPORATION                                                                         | GATX CORP                                        | CUSIP: 361448BN2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1098846.20   | 0.24%             | 2034-05-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Repubblica Italiana                                                                      | ITALY BUONI POLIENNALI DEL TESORO                | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     100000 | PA      | $107451.87    | 0.02%             | 2038-03-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Province of Manitoba                                                                     | PROVINCE OF MANITOBA CANADA                      | CUSIP: 563469VA0<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              |  | CA        |    1800000 | PA      | $1344064.29   | 0.29%             | 2032-12-02      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                           | BNP PARIBAS SA                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $271374.57    | 0.06%             | 2032-06-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORPORATION                                                                | VALERO ENERGY CORP                               | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     319000 | PA      | $331248.55    | 0.07%             | 2037-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AFLAC INCORPORATED                                                                       | AFLAC INC                                        | CUSIP: 001055AD4<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |     335000 | PA      | $373736.22    | 0.08%             | 2039-12-17      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                            | GOLDMAN SACHS GROUP INC THE                      | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     780000 | PA      | $813982.09    | 0.18%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS, INC.                                                                  | ARROW ELECTRONICS INC                            | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     734000 | PA      | $737902.66    | 0.16%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE, L.P.                                                       | PLAINS ALL AMERICAN PIPELINE LP PAA FINANCE CORP | CUSIP: 72650RAR3<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |     603000 | PA      | $634027.61    | 0.14%             | 2037-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings, L.P.                                                         | HEALTHCARE TRUST OF AMERICA HOLDINGS LP          | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |      80000 | PA      | $73445.74     | 0.02%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LIMITED                                                       | FAIRFAX FINANCIAL HOLDINGS LTD                   | CUSIP: 303901BF8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      50000 | PA      | $49032.06     | 0.01%             | 2030-04-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                                                             | HASBRO INC                                       | CUSIP: 418056BA4<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     212000 | PA      | $215182.54    | 0.05%             | 2034-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| DEXIA SA                                                                                 | DEXIA SA                                         | CUSIP: N/A<br>LEI: F4G136OIPBYND1F41110       | Long             | DBT              | CORP              | FR        |    2000000 | PA      | $2686711.10   | 0.58%             | 2026-03-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| WESTPAC SECURITIES NZ LIMITED                                                            | WESTPAC SECURITIES NZ LTD LONDON                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |     711000 | PA      | $798329.26    | 0.17%             | 2026-03-24      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FINANCE CORPORATION                                                        | INTERNATIONAL FINANCE CORP                       | CUSIP: 45950KDJ6<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              |  | US        |     325000 | PA      | $324998.09    | 0.07%             | 2028-08-28      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP, INC.                                                                         | PULTEGROUP INC                                   | CUSIP: 745867AM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $226838.41    | 0.05%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                      | COMCAST CORP                                     | CUSIP: 20030NAY7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     458000 | PA      | $504581.26    | 0.11%             | 2039-07-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                      | INTESA SANPAOLO SPA                              | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     538000 | PA      | $577509.96    | 0.13%             | 2033-06-20      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bahn Finance GmbH                                                               | DEUTSCHE BAHN FINANCE GMBH                       | CUSIP: N/A<br>LEI: 52990002BAIDUAIIYU29       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $119249.74    | 0.03%             | 2043-11-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                    | INTERNATIONAL BANK                               | CUSIP: 459058LG6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |    4776000 | PA      | $4776617.11   | 1.04%             | 2028-05-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    3241004 | OU      | $-138760.85   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                                      | ABBOTT LABORATORIES                              | CUSIP: 002824AV2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     358000 | PA      | $391131.41    | 0.09%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                  | BPCE SA                                          | CUSIP: 05578AAN8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      50000 | PA      | $46055.18     | 0.01%             | 2029-10-01      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: —       |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                   | GENERAL MOTORS FINANCIAL CO INC                  | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     264000 | PA      | $253346.14    | 0.06%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                                                     | NEW SOUTH WALES TREASURY CORP                    | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              |  | AU        |      93000 | PA      | $59230.99     | 0.01%             | 2035-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE SNCF SA                                                                | SOCIETE NATIONALE SNCF SA                        | CUSIP: N/A<br>LEI: 969500A4MXJ3ESPHK698       | Long             | DBT              |  | FR        |     100000 | PA      | $115908.26    | 0.03%             | 2033-05-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                                    | NOMURA HOLDINGS INC                              | CUSIP: 65535HBQ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     100000 | PA      | $100166.90    | 0.02%             | 2027-07-02      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| PFIZER INC.                                                                              | PFIZER INC                                       | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     445000 | PA      | $520121.15    | 0.11%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| ASB BANK LIMITED                                                                         | ASB FINANCE LTD                                  | CUSIP: N/A<br>LEI: 549300IBZWZL1KTPF918       | Long             | DBT              | CORP              | NZ        |     118000 | PA      | $123675.32    | 0.03%             | 2028-09-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                           | EPR PROPERTIES                                   | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |     230000 | PA      | $203336.89    | 0.04%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                       | AMERICAN HONDA FINANCE CORP                      | CUSIP: 02665WFN6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     159000 | PA      | $159046.60    | 0.03%             | 2026-10-05      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 1292337645 | OU      | $-52144.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                                              | INTERNATIONAL BUSINESS MACHINES CORP             | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     733000 | PA      | $597398.42    | 0.13%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NIKE, INC.                                                                               | NIKE INC                                         | CUSIP: 654106AL7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    2355000 | PA      | $1822202.70   | 0.40%             | 2040-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED                                          | AUSTRALIA NEW ZEALAND BANKING GROUP LTD          | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |    1000000 | PA      | $638856.72    | 0.14%             | 2027-12-15      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| FISERV, INC.                                                                             | FISERV INC                                       | CUSIP: 337738AY4<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     150000 | PA      | $157364.78    | 0.03%             | 2030-07-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Japan                                                                                    | JAPAN GOVERNMENT TEN YEAR BOND                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  238500000 | PA      | $1600043.40   | 0.35%             | 2033-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                                                               | SIMON PROPERTY GROUP LP                          | CUSIP: 828807DM6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |      90000 | PA      | $78728.47     | 0.02%             | 2031-02-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                    | INTERNATIONAL BANK FOR RECONSTRUCTION            | CUSIP: 459058KN2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |     559000 | PA      | $560096.02    | 0.12%             | 2027-01-12      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY COMPANY                                                                   | DXC TECHNOLOGY CO                                | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |     100000 | PA      | $91653.38     | 0.02%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FINANCE CORPORATION                                                        | INTERNATIONAL FINANCE CORP                       | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              |  | US        |    2100000 | PA      | $995668.23    | 0.22%             | 2035-04-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                | AT T INC                                         | CUSIP: 00206RAG7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      80000 | PA      | $85934.34     | 0.02%             | 2038-01-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORPORATION                                                                    | WHIRLPOOL CORP                                   | CUSIP: 963320BA3<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     264000 | PA      | $241372.44    | 0.05%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                 | U S TREASURY NOTE                                | CUSIP: 91282CJU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6322000 | PA      | $6329373.98   | 1.38%             | 2026-01-31      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Repubblica Italiana                                                                      | ITALY BUONI POLIENNALI DEL TESORO                | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     100000 | PA      | $84743.66     | 0.02%             | 2041-03-01      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| Japan                                                                                    | JAPAN GOVERNMENT TWENTY YEAR BOND                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  347100000 | PA      | $2464302.93   | 0.54%             | 2034-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN, INC.                                                                           | 7 ELEVEN INC                                     | CUSIP: 817826AF7<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    1330000 | PA      | $863787.97    | 0.19%             | 2041-02-10      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GROUP PLC                                                          | MOTABILITY OPERATIONS GROUP PLC                  | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |    1400000 | PA      | $1608884.39   | 0.35%             | 2034-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                      | INTESA SANPAOLO SPA                              | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |     365000 | PA      | $464342.90    | 0.10%             | 2033-03-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LIMITED                                                       | FAIRFAX FINL HLDGS LTD                           | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     691000 | PA      | $702238.21    | 0.15%             | 2032-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Province of Ontario, Canada                                                              | PROVINCE OF ONTARIO CANADA                       | CUSIP: 68333ZBD8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |    2000000 | PA      | $1512459.28   | 0.33%             | 2033-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                          | ONTARIO TEACHERS FINANCE TRUST                   | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | CORP              | CA        |     800000 | PA      | $940467.89    | 0.20%             | 2029-10-05      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                                  | DAIMLER TRUCK FINANCE NORTH AMERICA LLC          | CUSIP: 233853AU4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     335000 | PA      | $333321.11    | 0.07%             | 2033-09-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                                | ROGERS COMMUNICATIONS INC ONTARIO                | CUSIP: 775109BB6<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $87261.42     | 0.02%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                                                    | ASHTEAD CAPITAL INC                              | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     290000 | PA      | $287563.84    | 0.06%             | 2032-08-11      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                     | JPMORGAN CHASE CO                                | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     325000 | PA      | $356711.88    | 0.08%             | 2038-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| FEDEX CORPORATION                                                                        | FEDEX CORP                                       | CUSIP: 31428XCL8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      75000 | PA      | $72295.56     | 0.02%             | 2034-01-15      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| CME GROUP INC.                                                                           | CME GROUP INC                                    | CUSIP: 12572QAF2<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |     136000 | PA      | $135287.20    | 0.03%             | 2043-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INCORPORATED                                                           | TEXAS INSTRUMENTS INC                            | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     291000 | PA      | $255023.00    | 0.06%             | 2039-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                                                             | LINCOLN NATIONAL CORP                            | CUSIP: 534187AW9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     450000 | PA      | $461840.10    | 0.10%             | 2037-10-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND DOLLAR                                                                       | NEW ZEALAND DOLLAR                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |     -42915 | OU      | $458.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      90831 | OU      | $-22.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| European Investment Bank                                                                 | EUROPEAN INVESTMENT BANK                         | CUSIP: 298785EB8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              |  | LU        |   70000000 | PA      | $504483.65    | 0.11%             | 2027-01-18      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORPORATION                                                                    | BRUNSWICK CORP DE                                | CUSIP: 117043AU3<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     616000 | PA      | $552859.11    | 0.12%             | 2032-09-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BANQUE DE MONTREAL                                                                       | BANK OF MONTREAL                                 | CUSIP: 06368L3M6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | RF                | CA        |      50000 | PA      | $50012.87     | 0.01%             | 2027-06-04      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                                   | ASIAN DEVELOPMENT BANK                           | CUSIP: 04517PBK7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              |  | PH        |    4500000 | PA      | $4560750.00   | 0.99%             | 2027-04-06      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                         | WELLTOWER INC                                    | CUSIP: 95040QAR5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |      80000 | PA      | $75038.00     | 0.02%             | 2032-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                       | AMERICAN HONDA FINANCE CORP                      | CUSIP: 02665WFJ5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     681000 | PA      | $679097.39    | 0.15%             | 2027-07-09      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| PVH CORP.                                                                                | PVH CORP                                         | CUSIP: 693656AD2<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |     100000 | PA      | $115233.38    | 0.03%             | 2029-07-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                                | ROGERS COMMUNICATIONS INC ONTARIO                | CUSIP: 775109AZ4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     313000 | PA      | $289150.72    | 0.06%             | 2043-10-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty Limited Partnership                                                     | HIGHWOODS REALTY LP                              | CUSIP: 431282AT9<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     229000 | PA      | $194293.51    | 0.04%             | 2031-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| EURO                                                                                     | EURO                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -336917 | OU      | $1506.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                                                 | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC          | CUSIP: 928668CH3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     788000 | PA      | $777170.72    | 0.17%             | 2034-03-22      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: —       |
| Province de Quebec                                                                       | PROVINCE OF QUEBEC CANADA                        | CUSIP: 748148RX3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |    1000000 | PA      | $723948.45    | 0.16%             | 2025-07-06      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER, INC.                                                             | STANLEY BLACK DECKER INC                         | CUSIP: 854502AA9<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     545000 | PA      | $497426.51    | 0.11%             | 2040-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION            | CUSIP: 01F022659<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12349000 | PA      | $10264127.84  | 2.23%             | 2053-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Province de Quebec                                                                       | PROVINCE OF QUEBEC CANADA                        | CUSIP: 74814ZFN8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |    3800000 | PA      | $2730261.35   | 0.59%             | 2032-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND DOLLAR                                                                       | NEW ZEALAND DOLLAR                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |     -78207 | OU      | $2243.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                | AT T INC                                         | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     372000 | PA      | $345328.75    | 0.08%             | 2039-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | MORGAN STANLEY                                   | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |     400000 | PA      | $448280.10    | 0.10%             | 2027-04-27      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Vlaamse Gemeenschap                                                                      | MINISTERIES VAN DE VLAAMSE GEMEENSCHAP           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              |  | BE        |    2000000 | PA      | $2301259.52   | 0.50%             | 2029-10-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| METLIFE, INC.                                                                            | METLIFE INC                                      | CUSIP: 59156RAJ7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     387000 | PA      | $420973.61    | 0.09%             | 2034-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FMC CORPORATION                                                                          | FMC CORP                                         | CUSIP: 302491AX3<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     478000 | PA      | $460529.17    | 0.10%             | 2033-05-18      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PVH CORP.                                                                                | PVH CORP                                         | CUSIP: 693656AC4<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |      41000 | PA      | $41017.28     | 0.01%             | 2025-07-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                          | INTERCONTINENTAL EXCHANGE INC                    | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     886000 | PA      | $634959.20    | 0.14%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     326662 | OU      | $-32242.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                              | VERIZON COMMUNICATIONS INC                       | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1337000 | PA      | $1246894.56   | 0.27%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   18170133 | OU      | $-211657.33   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| THE WESTERN UNION COMPANY                                                                | WESTERN UNION CO THE                             | CUSIP: 959802AM1<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |     152000 | PA      | $148067.78    | 0.03%             | 2040-06-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                            | BROADCOM INC                                     | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     422000 | PA      | $370762.98    | 0.08%             | 2034-04-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| LA POSTE SA                                                                              | LA POSTE SA                                      | CUSIP: N/A<br>LEI: 9695000YG7TR7PAP0L59       | Long             | DBT              |  | FR        |     400000 | PA      | $332795.27    | 0.07%             | 2036-01-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Development Bank of Japan Inc.                                                           | DEVELOPMENT BANK OF JAPAN INC                    | CUSIP: N/A<br>LEI: 5493001HGBABMWFZUI25       | Long             | DBT              |  | JP        |     950000 | PA      | $1268602.19   | 0.28%             | 2025-06-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                                              | FEDERAL HOME LOAN BANK                           | CUSIP: 3130B1XA0<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |     700000 | PA      | $700303.81    | 0.15%             | 2026-04-10      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                       | ORACLE CORP                                      | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     223000 | PA      | $238350.98    | 0.05%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                         | SKANDINAVISKA ENSKILDA BANKEN AB                 | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |     100000 | PA      | $113733.20    | 0.02%             | 2027-05-03      | Floating      | 2.99%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   12385285 | OU      | $-516268.02   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| WALMART INC.                                                                             | WALMART INC                                      | CUSIP: 931142CS0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      61000 | PA      | $64998.68     | 0.01%             | 2040-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | BANK OF AMERICA CORP                             | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     576000 | PA      | $593857.68    | 0.13%             | 2042-02-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                                | REALTY INCOME CORP                               | CUSIP: 756109BV5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     414000 | PA      | $515982.27    | 0.11%             | 2034-07-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                                                           | JOHN DEERE CAPITAL CORP                          | CUSIP: 24422EXQ7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      34000 | PA      | $34033.66     | 0.01%             | 2027-04-19      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                                                    | BOSTON PROPERTIES LP                             | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     100000 | PA      | $78257.89     | 0.02%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                                                    | BOSTON PROPERTIES LP                             | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     444000 | PA      | $365335.25    | 0.08%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BEST BUY CO., INC.                                                                       | BEST BUY CO INC                                  | CUSIP: 08652BAB5<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |       1000 | PA      | $859.80       | 0.00%             | 2030-10-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 3605588610 | OU      | $-112858.85   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC.                                                                        | CROWN CASTLE INTERNATIONAL CORP                  | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     500000 | PA      | $351152.57    | 0.08%             | 2041-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL, INC.                                                              | BRIGHTHOUSE FINANCIAL INC                        | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |     306000 | PA      | $313939.40    | 0.07%             | 2030-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| COMCAST CORPORATION                                                                      | COMCAST CORP                                     | CUSIP: 20030NBB6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      86000 | PA      | $92845.50     | 0.02%             | 2040-03-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    1244172 | OU      | $6817.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TIKEHAU CAPITAL SCA                                                                      | TIKEHAU CAPITAL SCA                              | CUSIP: N/A<br>LEI: 969500BY8TEU16U3SJ94       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $126708.31    | 0.03%             | 2030-03-14      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC.                                                                | LIBERTY MUTUAL GROUP INC                         | CUSIP: N/A<br>LEI: QUR0DG15Z6FFGYCHH861       | Long             | DBT              | CORP              | US        |     407000 | PA      | $493146.40    | 0.11%             | 2030-12-02      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| NRW.BANK                                                                                 | NRW BANK                                         | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              |  | DE        |     100000 | PA      | $99818.20     | 0.02%             | 2025-05-19      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   14114238 | OU      | $-223037.20   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                                                    | BANQUE FEDERATIVE DU CREDIT MUTUEL SA            | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $114032.06    | 0.02%             | 2027-03-05      | Floating      | 3.10%                 | No            |                  2 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                                           | CHARLES SCHWAB CORP THE                          | CUSIP: 808513BQ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      72000 | PA      | $71937.07     | 0.02%             | 2026-05-13      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                   | CVS HEALTH CORP                                  | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     564000 | PA      | $546284.12    | 0.12%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                                                     | NEW SOUTH WALES TREASURY CORP                    | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              |  | AU        |    2700000 | PA      | $1354500.37   | 0.29%             | 2034-03-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction and Development                                         | EUROPEAN BANK FOR RECONSTRUCTION DEVELOPMENT     | CUSIP: 29874QEU4<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              |  | GB        |    2143000 | PA      | $2140512.02   | 0.47%             | 2029-02-16      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| European Union                                                                           | EUROPEAN UNION                                   | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              |  | BE        |    3803000 | PA      | $4334140.38   | 0.94%             | 2038-10-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                                 | EUROPEAN INVESTMENT BANK                         | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              |  | LU        |    4523000 | PA      | $6052031.00   | 1.32%             | 2026-03-12      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 1292337645 | OU      | $-371425.28   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Province of Ontario, Canada                                                              | PROVINCE OF ONTARIO CANADA                       | CUSIP: 68323ACX0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |    4400000 | PA      | $3185022.80   | 0.69%             | 2025-06-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC.                                                                       | CPPIB CAPITAL INC                                | CUSIP: 28009AF20<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | CORP              | CA        |    2000000 | PA      | $1454412.51   | 0.32%             | 2025-09-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                                        | INTEL CORP                                       | CUSIP: 458140AK6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     490000 | PA      | $406924.21    | 0.09%             | 2041-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                                         | VOLKSWAGEN FINANCIAL SERVICES OVERSEAS AG        | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |     849000 | PA      | $980606.10    | 0.21%             | 2030-09-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation Of Victoria                                                         | TREASURY CORP OF VICTORIA                        | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              |  | AU        |     142000 | PA      | $90060.75     | 0.02%             | 2038-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| THE INTERPUBLIC GROUP OF COMPANIES, INC.                                                 | INTERPUBLIC GROUP OF COS INC THE                 | CUSIP: 460690BR0<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |      56000 | PA      | $56096.10     | 0.01%             | 2030-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Deutsche Bahn Finance GmbH                                                               | DEUTSCHE BAHN FINANCE GMBH                       | CUSIP: N/A<br>LEI: 52990002BAIDUAIIYU29       | Long             | DBT              | CORP              | DE        |    1450000 | PA      | $1313084.86   | 0.29%             | 2035-07-16      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA (New York Branch)                                               | COOPERATIEVE RABOBANK UA NY                      | CUSIP: 21688ABJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     252000 | PA      | $251442.58    | 0.05%             | 2029-10-17      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                | AT T INC                                         | CUSIP: 00206RJE3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      50000 | PA      | $51336.39     | 0.01%             | 2040-07-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                                 | SVENSKA HANDELSBANKEN AB                         | CUSIP: 86959LAR4<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |     851000 | PA      | $850339.59    | 0.18%             | 2027-05-28      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                           | CITIGROUP INC                                    | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     231000 | PA      | $234094.09    | 0.05%             | 2042-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                    | INTERNATIONAL BANK FOR RECONSTRUCTION            | CUSIP: 459058KK8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |     568000 | PA      | $568628.82    | 0.12%             | 2026-09-23      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba                                                                     | PROVINCE OF MANITOBA CANADA                      | CUSIP: 563469VB8<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              |  | CA        |     800000 | PA      | $589473.68    | 0.13%             | 2033-06-02      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation Of Victoria                                                         | TREASURY CORP OF VICTORIA                        | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              |  | AU        |     410000 | PA      | $264552.01    | 0.06%             | 2039-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Finance GmbH                                                               | DEUTSCHE BAHN FINANCE GMBH                       | CUSIP: N/A<br>LEI: 52990002BAIDUAIIYU29       | Long             | DBT              | CORP              | DE        |     106000 | PA      | $124295.33    | 0.03%             | 2037-12-18      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES, INC.                                                                    | GILEAD SCIENCES INC                              | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     842000 | PA      | $760655.31    | 0.17%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE, L.P.                                                       | PLAINS ALL AMERICAN PIPELINE LP PAA FINANCE CORP | CUSIP: 72650RAM4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |     100000 | PA      | $104738.26    | 0.02%             | 2036-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| TASMANIAN PUBLIC FINANCE CORPORATION                                                     | TASMANIAN PUBLIC FINANCE CORP                    | CUSIP: N/A<br>LEI: 254900YGZAI23JWAJW51       | Long             | DBT              |  | AU        |     625000 | PA      | $376410.87    | 0.08%             | 2034-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Landeskreditbank Baden-Wuerttemberg -Foerderbank-                                        | LANDESKREDITBANK BADEN WUERTTEMBERG FOERDERBANK  | CUSIP: N/A<br>LEI: 0SK1ILSPWNVBNQWU0W18       | Long             | DBT              |  | DE        |    3500000 | PA      | $4713048.47   | 1.02%             | 2026-02-23      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                                                          | NATIONAL AUSTRALIA BANK                          | CUSIP: 632525CC3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    1000000 | PA      | $1002135.00   | 0.22%             | 2030-01-14      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| NEW ZEALAND DOLLAR                                                                       | NEW ZEALAND DOLLAR                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |     -95002 | OU      | $1695.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| METLIFE, INC.                                                                            | METLIFE INC                                      | CUSIP: 59156RAY4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     337000 | PA      | $344458.48    | 0.07%             | 2041-02-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                                                              | NATIONAL AUSTRALIA BANK LTD                      | CUSIP: ZK9002013<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     750000 | PA      | $750125.25    | 0.16%             | 2025-05-13      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| BANQUE DEVELOPPT CONSEIL EUROPE 9                                                        | COUNCIL OF EUROPE DEVELOPMENT BANK               | CUSIP: 222213BA7<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              |  | FR        |      50000 | PA      | $49903.67     | 0.01%             | 2025-06-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                                  | BANK OF NOVA SCOTIA THE                          | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     134000 | PA      | $135542.66    | 0.03%             | 2030-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| THE WESTERN UNION COMPANY                                                                | WESTERN UNION CO THE                             | CUSIP: 959802AH2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    1108000 | PA      | $1112561.54   | 0.24%             | 2036-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| BAYER US FINANCE II LLC                                                                  | BAYER US FINANCE II LLC                          | CUSIP: 07274NAN3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     770000 | PA      | $659804.67    | 0.14%             | 2038-06-25      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      56726 | OU      | $-1802.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                                                    | JAPAN GOVERNMENT TEN YEAR BOND                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  238550000 | PA      | $1605295.67   | 0.35%             | 2032-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan                                                                                    | JAPAN GOVERNMENT TWENTY YEAR BOND                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  216700000 | PA      | $1558921.33   | 0.34%             | 2034-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                                                          | INTER AMERICAN DEVELOPMENT BANK                  | CUSIP: 4581X0EC8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              |  | US        |    1327000 | PA      | $1324452.16   | 0.29%             | 2029-02-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                           | CITIGROUP INC                                    | CUSIP: 172967EP2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     166000 | PA      | $183600.67    | 0.04%             | 2038-03-05      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bpifrance SA                                                                             | BPIFRANCE SACA                                   | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $576031.60    | 0.13%             | 2034-05-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                                                    | BOSTON PROPERTIES LP                             | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     282000 | PA      | $295637.90    | 0.06%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                                        | INTEL CORP                                       | CUSIP: 458140AP5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     912000 | PA      | $700698.76    | 0.15%             | 2042-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                                                     | GLOBAL PAYMENTS INC                              | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     299000 | PA      | $278387.23    | 0.06%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                       | AERCAP IRELAND CAPITAL DAC                       | CUSIP: 00774MAZ8<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    1335000 | PA      | $1032090.52   | 0.22%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                                                                    | BANCO SANTANDER SA                               | CUSIP: 05964HAZ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     400000 | PA      | $449526.86    | 0.10%             | 2033-11-07      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| HUMANA INC.                                                                              | HUMANA INC                                       | CUSIP: 444859BB7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     100000 | PA      | $83118.50     | 0.02%             | 2042-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                                  | BAYER US FINANCE II LLC                          | CUSIP: 07274NAZ6<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     493000 | PA      | $436368.15    | 0.09%             | 2034-07-15      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| INTEL CORPORATION                                                                        | INTEL CORP                                       | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     141000 | PA      | $119772.14    | 0.03%             | 2040-03-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                      | COMCAST CORP                                     | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     425000 | PA      | $348524.26    | 0.08%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     299198 | OU      | $-13521.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| APPLE INC.                                                                               | APPLE INC                                        | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    2255000 | PA      | $1869553.08   | 0.41%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC.                                                                | LIBERTY MUTUAL GROUP INC                         | CUSIP: 53079EBG8<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     317000 | PA      | $315485.72    | 0.07%             | 2029-02-01      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| LA POSTE SA                                                                              | LA POSTE SA                                      | CUSIP: BY8453197<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     900000 | PA      | $1024523.70   | 0.22%             | 2028-09-14      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc.                                                                        | MARKEL CORP                                      | CUSIP: 570535AP9<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     335000 | PA      | $295904.55    | 0.06%             | 2043-03-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                                                             | LINCOLN NATIONAL CORP                            | CUSIP: 534187BT5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     198000 | PA      | $201488.61    | 0.04%             | 2034-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                | AT T INC                                         | CUSIP: 00206RDG4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103495.73    | 0.02%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                                                               | SIMON PROPERTY GROUP LP                          | CUSIP: 828807CL9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     191000 | PA      | $168423.70    | 0.04%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIONS, INC.                                                         | FORTUNE BRANDS HOME SECURITY INC                 | CUSIP: 34964CAF3<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     511000 | PA      | $472428.42    | 0.10%             | 2032-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   14664031 | OU      | $-35053.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                                   | ASIAN DEVELOPMENT BANK                           | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              |  | PH        |    2007000 | PA      | $2753721.20   | 0.60%             | 2029-05-23      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                             | ING GROEP NV                                     | CUSIP: AU5396935<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     200000 | PA      | $221116.29    | 0.05%             | 2028-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                 | AMERICAN EXPRESS CO                              | CUSIP: 025816AZ2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     335000 | PA      | $414086.83    | 0.09%             | 2038-03-19      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                 | AMERICAN EXPRESS CO                              | CUSIP: 025816CL1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99788.31     | 0.02%             | 2026-11-04      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| JUNIPER NETWORKS, INC.                                                                   | JUNIPER NETWORKS INC                             | CUSIP: 48203RAM6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |     215000 | PA      | $208193.66    | 0.05%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan                                                                                    | JAPAN GOVERNMENT THIRTY YEAR BOND                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  963450000 | PA      | $7286664.75   | 1.58%             | 2038-09-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HOLDINGS INC.                                                        | ASSURED GUARANTY US HOLDINGS INC                 | CUSIP: 04621WAD2<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |      88000 | PA      | $80042.59     | 0.02%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| REINSURANCE GROUP OF AMERICA, INCORPORATED                                               | REINSURANCE GROUP OF AMERICA INC                 | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     253000 | PA      | $256355.02    | 0.06%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Exportation et developpement Canada                                                      | EXPORT DEVELOPMENT CANADA                        | CUSIP: 30216BKG6<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              |  | CA        |    5380000 | PA      | $5382447.95   | 1.17%             | 2028-08-01      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS, INC.                                                                   | KYNDRYL HOLDINGS INC                             | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    1880000 | PA      | $1417198.41   | 0.31%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BANQUE ROYALE DU CANADA                                                                  | ROYAL BANK OF CANADA                             | CUSIP: 78016EYZ4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $100134.98    | 0.02%             | 2027-01-21      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS, INC.                                                                 | COX COMMUNICATIONS INC                           | CUSIP: 224044CF2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    1221000 | PA      | $1141394.66   | 0.25%             | 2035-02-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                                           | COMMONWEALTH BANK OF AUSTRALIA                   | CUSIP: 2027A0KR9<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     175000 | PA      | $175180.03    | 0.04%             | 2025-09-12      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| QUANTA SERVICES, INC.                                                                    | QUANTA SERVICES INC                              | CUSIP: 74762EAJ1<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     335000 | PA      | $232085.69    | 0.05%             | 2041-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Japan                                                                                    | JAPAN GOVERNMENT TWENTY YEAR BOND                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  359150000 | PA      | $2231519.00   | 0.49%             | 2037-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC.                                                                      | ALLY FINANCIAL INC                               | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     266000 | PA      | $294568.59    | 0.06%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| INTER AMERICAN DEVELOPMENT BANK                                                          | INTER AMERICAN DEVELOPMENT BANK                  | CUSIP: 4581X0DY1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              |  | US        |     600000 | PA      | $599280.00    | 0.13%             | 2026-09-16      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                 | U S TREASURY NOTE                                | CUSIP: 91282CKM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1481000 | PA      | $1481268.89   | 0.32%             | 2026-04-30      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      36643 | OU      | $-1215.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD.                                                                      | ATHENE HOLDING LTD                               | CUSIP: 04686JAG6<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     413000 | PA      | $418219.65    | 0.09%             | 2034-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| COMCAST CORPORATION                                                                      | COMCAST CORP                                     | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     622000 | PA      | $481358.30    | 0.10%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                         | AMAZON COM INC                                   | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     650000 | PA      | $585705.21    | 0.13%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY                                        | BRITISH TELECOMMUNICATIONS PLC                   | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |     200000 | PA      | $227155.17    | 0.05%             | 2032-08-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC.                                                                   | JACKSON FINANCIAL INC                            | CUSIP: 46817MAS6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     457000 | PA      | $457059.07    | 0.10%             | 2032-06-08      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                    | INTERNATIONAL BANK FOR RECONSTRUCTION DEVLOPMENT | CUSIP: 459058LH4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |    1722000 | PA      | $1721929.55   | 0.37%             | 2027-06-15      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                                  | BAYER US FINANCE II LLC                          | CUSIP: 07274NBA0<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    1030000 | PA      | $990588.08    | 0.22%             | 2035-07-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                        | JOHNSON JOHNSON                                  | CUSIP: 478160AV6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     850000 | PA      | $802328.18    | 0.17%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                   | GENERAL MOTORS FINANCIAL CO INC                  | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     116000 | PA      | $116566.01    | 0.03%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                       | ORACLE CORP                                      | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     455000 | PA      | $469155.49    | 0.10%             | 2039-07-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                                  | BRISTOL MYERS SQUIBB CO                          | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     300000 | PA      | $233297.92    | 0.05%             | 2042-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                                                    | BANQUE FEDERATIVE DU CREDIT MUTUEL SA            | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $133948.20    | 0.03%             | 2026-01-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                 | U S TREASURY NOTE                                | CUSIP: 91282CHS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4985000 | PA      | $4985088.73   | 1.08%             | 2025-07-31      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT TEN YEAR BOND                                                           | JAPAN GOVERNMENT TEN YEAR BOND                   | CUSIP: ZJ6043427<br>LEI: N/A                  | Long             | DBT              |  | JP        |  483850000 | PA      | $3209271.49   | 0.70%             | 2033-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP, INC.                                                          | PRINCIPAL FINANCIAL GROUP INC                    | CUSIP: 74251VAA0<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |      50000 | PA      | $53500.43     | 0.01%             | 2036-10-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIERE INC.                                                                      | CDP FINANCIAL INC                                | CUSIP: 125094BD3<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | CORP              | CA        |     261000 | PA      | $261024.80    | 0.06%             | 2025-05-19      | Floating      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Treasury Corporation Of Victoria                                                         | TREASURY CORP OF VICTORIA                        | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              |  | AU        |    6004000 | PA      | $2900215.48   | 0.63%             | 2035-09-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH, INC.                                                                    | CARDINAL HEALTH INC                              | CUSIP: 14149YAW8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     100000 | PA      | $83909.09     | 0.02%             | 2043-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DELL INC.                                                                                | DELL INC                                         | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |     154000 | PA      | $159840.91    | 0.03%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AVNET, INC.                                                                              | AVNET INC                                        | CUSIP: 053807AU7<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |     351000 | PA      | $305469.25    | 0.07%             | 2031-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                                    | SUMITOMO MITSUI FINANCIAL GROUP INC              | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     277000 | PA      | $260542.40    | 0.06%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                                                          | CSL FINANCE PLC                                  | CUSIP: 12661PAD1<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |     250000 | PA      | $219096.87    | 0.05%             | 2042-04-27      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                      | COMCAST CORP                                     | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     886000 | PA      | $759057.53    | 0.17%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GATX CORPORATION                                                                         | GATX CORP                                        | CUSIP: 361448BM4<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     545000 | PA      | $566669.83    | 0.12%             | 2034-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                    | INTERNATIONAL BANK FOR RECONSTRUCTION            | CUSIP: 459058KD4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |     500000 | PA      | $498515.00    | 0.11%             | 2028-11-22      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DE DEVELOPPEMENT EPIC                                                   | AGENCE FRANCAISE DE DEVELOPPEMENT EPIC           | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              |  | FR        |    1000000 | PA      | $1153746.73   | 0.25%             | 2038-09-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                                  | BANK OF NOVA SCOTIA THE                          | CUSIP: 0641598M1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     300000 | PA      | $299640.25    | 0.07%             | 2026-09-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| TELUS Corporation                                                                        | TELUS CORP                                       | CUSIP: 87971MAW3<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    1500000 | PA      | $1034644.90   | 0.22%             | 2044-04-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SERVICES                                                              | DISCOVER FINANCIAL SERVICES                      | CUSIP: 254709AM0<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |      39842 | PA      | $39475.75     | 0.01%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Province de Quebec                                                                       | QUEBEC T BILL                                    | CUSIP: 0985ZUEQ6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |    3500000 | PA      | $2529486.72   | 0.55%             | 2025-05-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                                                    | ASHTEAD CAPITAL INC                              | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     435000 | PA      | $430322.13    | 0.09%             | 2033-05-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij N.V.                                                   | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV             | CUSIP: 82620KBF9<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    3388000 | PA      | $2470008.97   | 0.54%             | 2041-03-11      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                                          | TOYOTA MOTOR CREDIT CORP                         | CUSIP: 89236TMA0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100000.93    | 0.02%             | 2027-03-19      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                                 | EUROPEAN INVESTMENT BANK                         | CUSIP: 298785KD7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              |  | LU        |    2761000 | PA      | $2763146.32   | 0.60%             | 2029-08-14      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Sixt SE                                                                                  | SIXT SE                                          | CUSIP: N/A<br>LEI: 5299004ZME6CSBR7WP07       | Long             | DBT              | CORP              | DE        |     237000 | PA      | $271516.28    | 0.06%             | 2030-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                                                           | JEFFERIES GROUP LLC                              | CUSIP: 47233JDX3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     800000 | PA      | $655051.40    | 0.14%             | 2032-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ACTION LOGEMENT SERVICES SAS                                                             | ACTION LOGEMENT SERVICES                         | CUSIP: N/A<br>LEI: 969500O2QYH3YW92C551       | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $1084260.54   | 0.24%             | 2037-09-28      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    9982696 | OU      | $-281848.71   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORPORATION                                                              | PROTECTIVE LIFE CORP                             | CUSIP: 743674AY9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |     234000 | PA      | $287590.45    | 0.06%             | 2039-10-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FINANCE CORPORATION                                                        | INTERNATIONAL FINANCE CORP                       | CUSIP: 45950KDB3<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              |  | US        |     306000 | PA      | $306162.18    | 0.07%             | 2026-03-16      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                                                  | BROOKFIELD FINANCE INC                           | CUSIP: 11271LAE2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     195000 | PA      | $190352.06    | 0.04%             | 2030-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION            | CUSIP: 01F020653<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12929000 | PA      | $10252170.14  | 2.23%             | 2053-05-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                            | BROADCOM INC                                     | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     171000 | PA      | $132654.01    | 0.03%             | 2041-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| GATX CORPORATION                                                                         | GATX CORP                                        | CUSIP: 361448BC6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |      33000 | PA      | $33004.39     | 0.01%             | 2028-11-07      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                                                             | HASBRO INC                                       | CUSIP: 418056AS6<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    1002000 | PA      | $1002751.17   | 0.22%             | 2040-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| European Union                                                                           | EUROPEAN UNION                                   | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              |  | BE        |    1273621 | PA      | $1062035.16   | 0.23%             | 2037-02-04      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                            | BROADCOM INC                                     | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1397000 | PA      | $1140037.04   | 0.25%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                                    | ELEVANCE HEALTH INC                              | CUSIP: 94973VBF3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     706000 | PA      | $642327.81    | 0.14%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                                                          | INTER AMERICAN DEVELOPMENT BANK                  | CUSIP: 4581X0ED6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              |  | US        |     843000 | PA      | $843042.15    | 0.18%             | 2027-04-12      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC.                                                                             | EQUIFAX INC                                      | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     354000 | PA      | $305544.79    | 0.07%             | 2031-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| EBAY INC.                                                                                | EBAY INC                                         | CUSIP: 278642BB8<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     416000 | PA      | $448263.00    | 0.10%             | 2032-11-22      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    1783987 | OU      | $-76358.68    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      75020 | OU      | $-2626.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                       | AERCAP IRELAND CAPITAL DAC                       | CUSIP: 00774MAB1<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |     214000 | PA      | $209110.91    | 0.05%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC.                                                                            | HSBC USA INC                                     | CUSIP: 40428HA51<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |     201000 | PA      | $201865.31    | 0.04%             | 2027-03-04      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                                                                    | FLOWSERVE CORP                                   | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |     402000 | PA      | $370622.90    | 0.08%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan                                                                                    | JAPAN GOVERNMENT THIRTY YEAR BOND                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  123800000 | PA      | $860784.94    | 0.19%             | 2042-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS, INC.                                                                  | ARROW ELECTRONICS INC                            | CUSIP: 042735BF6<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     497000 | PA      | $486565.26    | 0.11%             | 2028-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HUMANA INC.                                                                              | HUMANA INC                                       | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $851174.27    | 0.19%             | 2044-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC.                                                                             | VIATRIS INC                                      | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    1943000 | PA      | $1362610.08   | 0.30%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC.                                                                       | CPPIB CAPITAL INC                                | CUSIP: 22411WAS5<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | CORP              | CA        |     900000 | PA      | $907596.00    | 0.20%             | 2026-03-11      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                       | CREDIT AGRICOLE SA                               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $531092.42    | 0.12%             | 2028-04-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Heineken N.V.                                                                            | HEINEKEN NV                                      | CUSIP: 423012AE3<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |     385000 | PA      | $313957.27    | 0.07%             | 2042-10-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Telefonica Emisiones, S.A.U.                                                             | TELEFONICA EMISIONES SA                          | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |     700000 | PA      | $793232.81    | 0.17%             | 2034-01-23      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| AFLAC INCORPORATED                                                                       | AFLAC INC                                        | CUSIP: 001055AF9<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |     100000 | PA      | $107538.92    | 0.02%             | 2040-08-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                                                             | HASBRO INC                                       | CUSIP: 418056AU1<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     532000 | PA      | $455796.66    | 0.10%             | 2044-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                | AT T INC                                         | CUSIP: 04650NAB0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      11000 | PA      | $10530.22     | 0.00%             | 2040-09-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AUTONATION, INC.                                                                         | AUTONATION INC                                   | CUSIP: 05329WAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $83976.90     | 0.02%             | 2031-08-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY, INC.                                                                  | MICRON TECHNOLOGY INC                            | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |      50000 | PA      | $35506.37     | 0.01%             | 2041-11-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS, INC.                                                                 | COX COMMUNICATIONS INC                           | CUSIP: 224044BV8<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     150000 | PA      | $181064.22    | 0.04%             | 2039-03-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                                                           | JEFFERIES GROUP LLC                              | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |      50000 | PA      | $42150.03     | 0.01%             | 2031-10-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     477809 | OU      | $-24003.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                           | BNP PARIBAS SA                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $1161516.43   | 0.25%             | 2034-02-13      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                 | U S TREASURY BOND                                | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      36000 | PA      | $36247.50     | 0.01%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       4107 | OU      | $-172.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                           | ING GROEP NV                                     | CUSIP: 456837AM5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      17000 | PA      | $16991.27     | 0.00%             | 2028-10-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     839894 | OU      | $-26259.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    8608052 | OU      | $-366567.25   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| AMCOR FINANCE (USA), INC.                                                                | AMCOR FINANCE USA INC                            | CUSIP: 02343UAH8<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49860.40     | 0.01%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THE ALLSTATE CORPORATION                                                                 | ALLSTATE CORP THE                                | CUSIP: 020002BA8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     100000 | PA      | $84277.43     | 0.02%             | 2043-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                                                               | SIMON PROPERTY GROUP LP                          | CUSIP: 828807CE5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     596000 | PA      | $663241.21    | 0.14%             | 2040-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                                                         | MARSH MCLENNAN COS INC                           | CUSIP: 571748BH4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     101000 | PA      | $95086.27     | 0.02%             | 2039-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                                              | INTERNATIONAL BUSINESS MACHINES CORP             | CUSIP: 459200KQ3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     350000 | PA      | $361691.20    | 0.08%             | 2030-02-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     628671 | OU      | $-33337.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                              | WESTPAC BANKING CORP                             | CUSIP: 961214FS7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    1400000 | PA      | $1399540.13   | 0.30%             | 2026-04-16      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND DOLLAR                                                                       | NEW ZEALAND DOLLAR                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |     -37425 | OU      | $1043.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE CIGNA GROUP                                                                          | CIGNA CORP                                       | CUSIP: 125523CD0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      11000 | PA      | $11338.15     | 0.00%             | 2041-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                            | GOLDMAN SACHS GROUP INC THE                      | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      54000 | PA      | $57843.16     | 0.01%             | 2029-02-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   13017438 | OU      | $-1240362.75  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                                    | ELEVANCE HEALTH INC                              | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     105000 | PA      | $91417.26     | 0.02%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    3411213 | OU      | $-119157.73   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                                           | COMMONWEALTH BANK OF AUSTRALIA                   | CUSIP: 2027A0KQ1<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     300000 | PA      | $300801.52    | 0.07%             | 2026-03-13      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION         | CUSIP: 21H060655<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6330000 | PA      | $6401954.31   | 1.39%             | 2055-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                 | U S TREASURY NOTE                                | CUSIP: 91282CLA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2827000 | PA      | $2829109.39   | 0.62%             | 2026-07-31      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                                      | SOCIETE GENERALE SA                              | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $216250.77    | 0.05%             | 2027-07-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                       | AMERICAN HONDA FINANCE CORP                      | CUSIP: 02665WFS5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     375000 | PA      | $372757.59    | 0.08%             | 2027-10-22      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                           | BNP PARIBAS SA                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $581116.29    | 0.13%             | 2029-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Royaume de Belgique                                                                      | KINGDOM OF BELGIUM GOVERNMENT BOND               | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    2756000 | PA      | $2576438.63   | 0.56%             | 2037-06-22      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| BROWN & BROWN, INC.                                                                      | BROWN BROWN INC                                  | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     525000 | PA      | $453112.20    | 0.10%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BANQUE ROYALE DU CANADA                                                                  | ROYAL BANK OF CANADA                             | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |     700000 | PA      | $777126.52    | 0.17%             | 2029-04-26      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                                           | CHARLES SCHWAB CORP THE                          | CUSIP: 808513BZ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     300000 | PA      | $301443.00    | 0.07%             | 2027-03-03      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| THE WALT DISNEY COMPANY                                                                  | WALT DISNEY CO THE                               | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     563000 | PA      | $456172.39    | 0.10%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IBM INTERNATIONAL CAPITAL PTE. LTD.                                                      | IBM INTERNATIONAL CAPITAL PTE LTD                | CUSIP: 449276AF1<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |     495000 | PA      | $466925.08    | 0.10%             | 2044-02-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES, LP                                                                  | BOARDWALK PIPELINES LP                           | CUSIP: 096630AK4<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     150000 | PA      | $148562.55    | 0.03%             | 2034-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                       | T MOBILE USA INC                                 | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1124000 | PA      | $981396.73    | 0.21%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                                | KRAFT HEINZ FOODS CO                             | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     270000 | PA      | $244411.15    | 0.05%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                                               | APPLE INC                                        | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     200000 | PA      | $138523.96    | 0.03%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                              | WESTPAC BANKING CORP                             | CUSIP: 961214FM0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     280000 | PA      | $280484.94    | 0.06%             | 2025-11-17      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                                                          | INTER AMERICAN DEVELOPMENT BANK                  | CUSIP: 4581X0EG9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              |  | US        |    4677000 | PA      | $4679048.53   | 1.02%             | 2027-10-04      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                    | INTERNATIONAL BANK FOR RECONSTRUCTION            | CUSIP: 459058JF1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |     892000 | PA      | $894934.68    | 0.19%             | 2027-08-19      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| BOUYGUES SA                                                                              | BOUYGUES SA                                      | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $258115.27    | 0.06%             | 2042-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SOUTH AUSTRALIAN GOVERNMENT FINANCING AUTHORITY                                          | SOUTH AUSTRALIAN GOVERNMENT FINANCING AUTHORITY  | CUSIP: BN8412155<br>LEI: N/A                  | Long             | DBT              |  | AU        |     500000 | PA      | $248907.46    | 0.05%             | 2034-05-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                                                       | ABN AMRO BANK NV                                 | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |    1500000 | PA      | $1712912.36   | 0.37%             | 2027-01-15      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| Mylan Inc.                                                                               | MYLAN INC                                        | CUSIP: 628530BC0<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |     100000 | PA      | $79516.40     | 0.02%             | 2043-11-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance B.V.                                              | DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV        | CUSIP: 25156PBC6<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |     185000 | PA      | $173730.68    | 0.04%             | 2038-06-21      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                       | ROYALTY PHARMA PLC                               | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    1237000 | PA      | $908572.49    | 0.20%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Province of Ontario, Canada                                                              | PROVINCE OF ONTARIO CANADA                       | CUSIP: 683234AW8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |    2000000 | PA      | $1980389.70   | 0.43%             | 2029-09-17      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                          | NORDEA BANK ABP                                  | CUSIP: 65558RAH2<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     668000 | PA      | $668518.47    | 0.15%             | 2029-09-10      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| NBCUNIVERSAL MEDIA, LLC                                                                  | NBCUNIVERSAL MEDIA LLC                           | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |     488000 | PA      | $414406.25    | 0.09%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TAPESTRY, INC.                                                                           | TAPESTRY INC                                     | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     525000 | PA      | $511304.06    | 0.11%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY                                        | BRITISH TELECOMMUNICATIONS PLC                   | CUSIP: 111021AL5<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      45000 | PA      | $46079.80     | 0.01%             | 2028-12-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| ALLY FINANCIAL INC.                                                                      | ALLY FINANCIAL INC                               | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     835000 | PA      | $917145.89    | 0.20%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SERVICES                                                              | DISCOVER FINANCIAL SERVICES                      | CUSIP: 254709AS7<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |     213000 | PA      | $227144.32    | 0.05%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL, LLC                                                                      | BMW US CAPITAL LLC                               | CUSIP: 05565ECN3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50062.40     | 0.01%             | 2026-08-13      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| ACTION LOGEMENT SERVICES SAS                                                             | ACTION LOGEMENT SERVICES                         | CUSIP: N/A<br>LEI: 969500O2QYH3YW92C551       | Long             | DBT              | CORP              | FR        |    2800000 | PA      | $3306196.20   | 0.72%             | 2038-10-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO., L.P.                                                           | PENSKE TRUCK LEASING CO LP PTL FINANCE CORP      | CUSIP: 709599BH6<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     350000 | PA      | $329342.84    | 0.07%             | 2029-11-01      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Northern Territory Treasury Corporation                                                  | NORTHERN TERRITORY TREASURY CORP                 | CUSIP: N/A<br>LEI: 254900V4FQ2K6E3VJ628       | Long             | DBT              |  | AU        |     100000 | PA      | $65634.38     | 0.01%             | 2037-04-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                 | U S TREASURY NOTE                                | CUSIP: 91282CLT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     104000 | PA      | $104093.56    | 0.02%             | 2026-10-31      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                                                          | INTER AMERICAN DEVELOPMENT BANK                  | CUSIP: 4581X0DU9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              |  | US        |     200000 | PA      | $199675.99    | 0.04%             | 2028-03-20      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                                   | ASIAN DEVELOPMENT BANK                           | CUSIP: 04517PBG6<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              |  | PH        |     608000 | PA      | $613891.52    | 0.13%             | 2026-08-27      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS, INC.                                                                   | KYNDRYL HOLDINGS INC                             | CUSIP: 50155QAN0<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     976000 | PA      | $1007043.86   | 0.22%             | 2034-02-20      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation Of Victoria                                                         | TREASURY CORP OF VICTORIA                        | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              |  | AU        |    4800000 | PA      | $1986806.32   | 0.43%             | 2041-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Province of Ontario, Canada                                                              | PROVINCE OF ONTARIO CANADA                       | CUSIP: 68323AAY0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |    3000000 | PA      | $1950206.33   | 0.42%             | 2043-06-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                   | GENERAL MOTORS FINANCIAL CO INC                  | CUSIP: 37045XES1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      51000 | PA      | $50539.83     | 0.01%             | 2027-05-08      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                                                  | CANADIAN IMPERIAL BANK OF COMMERCE               | CUSIP: 13607HR53<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     173000 | PA      | $158884.15    | 0.03%             | 2032-04-07      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                                                           | JOHN DEERE CAPITAL CORP                          | CUSIP: 24422EXS3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     150000 | PA      | $150090.83    | 0.03%             | 2027-06-11      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                                | REALTY INCOME CORP                               | CUSIP: 756109CB8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     253000 | PA      | $247351.39    | 0.05%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                       | AERCAP IRELAND CAPITAL DAC                       | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |     752000 | PA      | $664448.42    | 0.14%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                     | JPMORGAN CHASE CO                                | CUSIP: 46625HJB7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     586000 | PA      | $591593.84    | 0.13%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                       | CREDIT AGRICOLE SA                               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $449930.66    | 0.10%             | 2029-08-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                                                    | ASHTEAD CAPITAL INC                              | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1062140.43   | 0.23%             | 2033-10-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Province of British Columbia                                                             | PROVINCE OF BRITISH COLUMBIA CANADA              | CUSIP: 110709AK8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              |  | CA        |    3600000 | PA      | $2702384.71   | 0.59%             | 2034-06-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EURO                                                                                     | EURO                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -2638621 | OU      | $-16554.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                        | AUSTRALIAN DOLLAR                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |    -604399 | OU      | $9960.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Province of Saskatchewan                                                                 | PROVINCE OF SASKATCHEWAN CANADA                  | CUSIP: 803854KM9<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              |  | CA        |    2000000 | PA      | $1438977.77   | 0.31%             | 2025-09-02      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                                                                    | FLOWSERVE CORP                                   | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |      90000 | PA      | $76717.47     | 0.02%             | 2032-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL, INC.                                                               | PRUDENTIAL FINANCIAL INC                         | CUSIP: 74432QAQ8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      96000 | PA      | $99981.70     | 0.02%             | 2036-12-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    8648756 | OU      | $-500397.60   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| AETNA INC.                                                                               | AETNA INC                                        | CUSIP: 00817YAJ7<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     886000 | PA      | $720667.57    | 0.16%             | 2042-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL CORP.                                                             | AMERICAN WATER CAPITAL CORP                      | CUSIP: 03040WAD7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     264000 | PA      | $291176.20    | 0.06%             | 2037-10-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance B.V.                                                          | E ON INTERNATIONAL FINANCE BV                    | CUSIP: 268789AB0<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |     519000 | PA      | $561687.61    | 0.12%             | 2038-04-30      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| Republique Francaise                                                                     | FRANCE GOVT OF                                   | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    5352000 | PA      | $4696655.29   | 1.02%             | 2038-05-25      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| HALLIBURTON COMPANY                                                                      | HALLIBURTON CO                                   | CUSIP: 406216BA8<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     306000 | PA      | $252540.72    | 0.05%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                         | AMAZON COM INC                                   | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    4035000 | PA      | $2986731.90   | 0.65%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank                                                     | ASIAN INFRASTRUCTURE INVESTMENT BANK THE         | CUSIP: 04522KAF3<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              |  | CN        |      54000 | PA      | $53901.55     | 0.01%             | 2025-06-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                                | KRAFT HEINZ FOODS CO                             | CUSIP: 42307TAH1<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     974000 | PA      | $1105049.29   | 0.24%             | 2039-08-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE, L.P.                                                       | PLAINS ALL AMERICAN PIPELINE LP PAA FINANCE CORP | CUSIP: 72650RBE1<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |     119000 | PA      | $94887.88     | 0.02%             | 2044-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Repubblica Italiana                                                                      | ITALY BUONI POLIENNALI DEL TESORO                | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    1710000 | PA      | $2285572.35   | 0.50%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Province of Ontario, Canada                                                              | PROVINCE OF ONTARIO CANADA                       | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              |  | CA        |     100000 | PA      | $66521.21     | 0.01%             | 2034-05-08      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Japan                                                                                    | JAPAN GOVERNMENT THIRTY YEAR BOND                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  242500000 | PA      | $1752718.73   | 0.38%             | 2041-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                     | JPMORGAN CHASE CO                                | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1247000 | PA      | $1256456.57   | 0.27%             | 2040-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                         | BRIXMOR OPERATING PARTNERSHIP LP                 | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |      84000 | PA      | $80645.33     | 0.02%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  194511024 | OU      | $-28973.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                           | CITIGROUP INC                                    | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2597000 | PA      | $3212329.75   | 0.70%             | 2039-07-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                 | LLOYDS BANKING GROUP PLC                         | CUSIP: 539439AT6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     356000 | PA      | $355707.63    | 0.08%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                                           | COMMONWEALTH BANK OF AUSTRALIA                   | CUSIP: 2027A0KL2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     100000 | PA      | $100714.00    | 0.02%             | 2027-03-14      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: —       |
| Asian Infrastructure Investment Bank                                                     | ASIAN INFRASTRUCTURE INVESTMENT BANK THE         | CUSIP: 04522KAB2<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              |  | CN        |     100000 | PA      | $99703.10     | 0.02%             | 2025-05-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation Of Victoria                                                         | TREASURY CORP OF VICTORIA                        | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              |  | AU        |    6850000 | PA      | $3053522.05   | 0.66%             | 2037-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JANUS HENDERSON US (HOLDINGS) INC.                                                       | JANUS HEND US HLDGS INC                          | CUSIP: 47103MAB4<br>LEI: 8T2ZO87FU1KVPZIG9I59 | Long             | DBT              | CORP              | US        |     200000 | PA      | $191612.39    | 0.04%             | 2034-09-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Japan                                                                                    | JAPAN GOVERNMENT TEN YEAR BOND                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  483500000 | PA      | $3290369.36   | 0.72%             | 2029-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                                      | ABBOTT LABORATORIES                              | CUSIP: 002824AY6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50766.41     | 0.01%             | 2040-05-27      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LIMITED                                                       | FAIRFAX FINANCIAL HOLDINGS LTD                   | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $91039.08     | 0.02%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Kommuninvest i Sverige Aktiebolag                                                        | KOMMUNINVEST I SVERIGE AB                        | CUSIP: N/A<br>LEI: EV2XZWMLLXF2QRX0CD47       | Long             | DBT              |  | SE        |    1000000 | PA      | $103642.59    | 0.02%             | 2025-05-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                                                     | BLUE OWL FINANCE LLC                             | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |      80000 | PA      | $80714.67     | 0.02%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Japan                                                                                    | JAPAN GOVERNMENT TEN YEAR BOND                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  154800000 | PA      | $1035718.79   | 0.23%             | 2033-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                                                    | BOSTON PROPERTIES LP                             | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |      50000 | PA      | $45045.55     | 0.01%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| INTER AMERICAN DEVELOPMENT BANK                                                          | INTER AMERICAN DEVELOPMENT BANK                  | CUSIP: 4581X0EQ7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              |  | US        |    3684000 | PA      | $3687068.92   | 0.80%             | 2029-08-01      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS, INC.                                                                      | CISCO SYSTEMS INC DELAWARE                       | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    4165000 | PA      | $4255486.12   | 0.93%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba                                                                     | PROVINCE OF MANITOBA CANADA                      | CUSIP: 563469TM7<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              |  | CA        |    3000000 | PA      | $2105755.45   | 0.46%             | 2041-03-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                                                 | HCA INC                                          | CUSIP: 404119AJ8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     405000 | PA      | $456642.23    | 0.10%             | 2033-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TEMASEK FINANCIAL (I) LIMITED                                                            | TEMASEK FINANCIAL I LTD                          | CUSIP: N/A<br>LEI: 549300XMGMDF3VRJMF12       | Long             | DBT              | CORP              | SG        |     402000 | PA      | $530890.00    | 0.12%             | 2040-07-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| South Australian Government Financing Authority                                          | SOUTH AUSTRALIAN GOVERNMENT FINANCING AUTHORITY  | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              |  | AU        |     800000 | PA      | $380223.56    | 0.08%             | 2036-05-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                | AT T INC                                         | CUSIP: 00206RJF0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     335000 | PA      | $341607.40    | 0.07%             | 2041-03-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings, L.P.                                                         | HEALTHCARE REALTY HOLDINGS LP                    | CUSIP: 42225UAK0<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |      26000 | PA      | $25194.44     | 0.01%             | 2028-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                               | UNUM GROUP                                       | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     926000 | PA      | $885529.26    | 0.19%             | 2042-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUER WIEDERAUFBAU                                                          | KREDITANSTALT FUER WIEDERAUFBAU                  | CUSIP: 500769CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |   62000000 | PA      | $505455.36    | 0.11%             | 2037-06-20      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE, LLC                                                                | BROADSTONE NET LEASE LLC                         | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              | CORP              | US        |      50000 | PA      | $42121.51     | 0.01%             | 2031-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                              | VERIZON COMMUNICATIONS INC                       | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1511000 | PA      | $1152538.14   | 0.25%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                                               | TORONTO DOMINION BANK THE                        | CUSIP: 89115A2X9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     150000 | PA      | $149350.91    | 0.03%             | 2027-04-05      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Japan                                                                                    | JAPAN GOVERNMENT TWENTY YEAR BOND                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  259300000 | PA      | $1803283.89   | 0.39%             | 2034-12-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION            | CUSIP: 01F060659<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7404000 | PA      | $7510700.38   | 1.63%             | 2054-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                                                           | JEFFERIES FINANCIAL GROUP INC                    | CUSIP: 472319AM4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     320000 | PA      | $314299.42    | 0.07%             | 2043-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                                          | FOX CORP                                         | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    3303000 | PA      | $3171577.46   | 0.69%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                    | INTERNATIONAL BANK FOR RECONSTRUCTION            | CUSIP: 459058LD3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |     447000 | PA      | $447469.35    | 0.10%             | 2027-02-23      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    3249765 | OU      | $-117250.41   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                                                    | JAPAN GOVERNMENT FIVE YEAR BOND                  | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  254600000 | PA      | $1761780.59   | 0.38%             | 2027-12-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| THE CIGNA GROUP                                                                          | CIGNA CORP                                       | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     720000 | PA      | $546934.83    | 0.12%             | 2040-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                                                             | LINCOLN NATIONAL CORP                            | CUSIP: 534187AR0<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |      50000 | PA      | $52181.76     | 0.01%             | 2036-04-07      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED                                          | AUSTRALIA NEW ZEALAND BANKING GROUP LTD          | CUSIP: 05252BDL0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    1100000 | PA      | $1102674.63   | 0.24%             | 2027-07-16      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| HP INC.                                                                                  | HP INC                                           | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    1421000 | PA      | $1390104.92   | 0.30%             | 2041-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      36310 | OU      | $-617.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS COMPANY                                                                   | GENERAL MOTORS CO                                | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     862541 | PA      | $885806.84    | 0.19%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                                    | ANTHEM INC                                       | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     450000 | PA      | $390148.43    | 0.08%             | 2042-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips N.V.                                                                 | KONINKLIJKE PHILIPS NV                           | CUSIP: 500472AE5<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |     120000 | PA      | $107210.24    | 0.02%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                   | GENERAL MOTORS FINANCIAL CO INC                  | CUSIP: 37045XEW2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      34000 | PA      | $33414.32     | 0.01%             | 2027-07-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| BLACKROCK, INC.                                                                          | BLACKROCK INC                                    | CUSIP: 09247XAM3<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |     125000 | PA      | $142088.21    | 0.03%             | 2025-05-06      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| New Zealand                                                                              | NEW ZEALAND GOVERNMENT BOND                      | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |    5000000 | PA      | $1931978.68   | 0.42%             | 2041-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                                | REALTY INCOME CORP                               | CUSIP: 756109AG9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     177000 | PA      | $181521.50    | 0.04%             | 2035-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                       | ORACLE CORP                                      | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     230000 | PA      | $218211.89    | 0.05%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Finance GmbH                                                               | DEUTSCHE BAHN FINANCE GMBH                       | CUSIP: N/A<br>LEI: 52990002BAIDUAIIYU29       | Long             | DBT              | CORP              | DE        |     120000 | PA      | $159316.12    | 0.03%             | 2025-07-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Japan                                                                                    | JAPAN GOVERNMENT TEN YEAR BOND                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  154800000 | PA      | $1049349.52   | 0.23%             | 2034-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| NBCUNIVERSAL MEDIA, LLC                                                                  | NBCUNIVERSAL MEDIA LLC                           | CUSIP: 63946BAG5<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102353.74    | 0.02%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORPORATION                                                                    | WHIRLPOOL CORP                                   | CUSIP: 96332HCG2<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     100000 | PA      | $78671.03     | 0.02%             | 2043-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORP                                                            | NEW SOUTH WALES TREASURY CORP                    | CUSIP: BJ1619839<br>LEI: N/A                  | Long             | DBT              |  | AU        |    6600000 | PA      | $2838742.83   | 0.62%             | 2041-05-07      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                   | CVS HEALTH CORP                                  | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     237000 | PA      | $192843.71    | 0.04%             | 2040-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BNG BANK N.V.                                                                            | BNG BANK NV                                      | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              |  | NL        |     556000 | PA      | $311076.39    | 0.07%             | 2032-07-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS, L.P.                                                              | HOST HOTELS RESORTS LP                           | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    1014000 | PA      | $997812.22    | 0.22%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                               | UNUM GROUP                                       | CUSIP: 91529YAS5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    1725000 | PA      | $1366307.07   | 0.30%             | 2041-08-15      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS, INC.                                                                 | MOTOROLA SOLUTIONS INC                           | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      95000 | PA      | $83696.24     | 0.02%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS, INC.                                                                      | CISCO SYSTEMS INC                                | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    1985000 | PA      | $2118027.04   | 0.46%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                                      | ABBOTT LABORATORIES                              | CUSIP: 002824BN9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    1133000 | PA      | $1059287.31   | 0.23%             | 2043-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL CORPORATION                                                     | FIRST AMERICAN FINANCIAL CORP                    | CUSIP: 31847RAG7<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |     262000 | PA      | $248008.10    | 0.05%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS COMPANY                                                                   | GENERAL MOTORS CO                                | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     835000 | PA      | $787589.77    | 0.17%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORPORATION                                                                       | NVIDIA CORP                                      | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    2027000 | PA      | $1681252.60   | 0.37%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     385796 | OU      | $-462.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                              | WESTPAC BANKING CORP                             | CUSIP: 961214FB4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     100000 | PA      | $100253.74    | 0.02%             | 2025-08-26      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Royaume de Belgique                                                                      | KINGDOM OF BELGIUM GOVERNMENT BOND               | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    5835000 | PA      | $5643573.26   | 1.23%             | 2038-06-22      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                                                             | LINCOLN NATIONAL CORP                            | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     514000 | PA      | $567987.22    | 0.12%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC.                                                  | INTERNATIONAL FLAVORS FRAGRANCES INC             | CUSIP: 459506AR2<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     975000 | PA      | $700073.27    | 0.15%             | 2040-11-15      | Fixed         | 3.27%                 | Yes           |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                                   | CHUBB CORP THE                                   | CUSIP: 171232AS0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1107711.93   | 0.24%             | 2038-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| THE WALT DISNEY COMPANY                                                                  | WALT DISNEY CO THE                               | CUSIP: 254687EP7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     445000 | PA      | $510153.38    | 0.11%             | 2039-08-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                | AT T INC                                         | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      50000 | PA      | $41705.49     | 0.01%             | 2042-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP, INC.                                                                | CNO FINANCIAL GROUP INC                          | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |     250000 | PA      | $250187.25    | 0.05%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Japan                                                                                    | JAPAN GOVERNMENT TWENTY YEAR BOND                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  287950000 | PA      | $1807096.20   | 0.39%             | 2036-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL, INC.                                                                     | VOYA FINANCIAL INC                               | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     385000 | PA      | $366219.19    | 0.08%             | 2043-07-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     520439 | OU      | $-45910.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                                                         | LAZARD GROUP LLC                                 | CUSIP: 52107QAJ4<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |     238000 | PA      | $235227.51    | 0.05%             | 2028-09-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AETNA INC.                                                                               | AETNA INC                                        | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     373000 | PA      | $398145.53    | 0.09%             | 2037-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                                          | FOX CORP                                         | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |      54000 | PA      | $57442.40     | 0.01%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                          | NORDEA BANK ABP                                  | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |     821000 | PA      | $862506.37    | 0.19%             | 2028-11-02      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Nordiska Investeringsbanken, Pohjoismaiden Investointipankki NIB, Nordic Investment Bank | NORDIC INVESTMENT BANK                           | CUSIP: 65562QBR5<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              |  | FI        |     258000 | PA      | $260027.09    | 0.06%             | 2026-05-12      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                                   | ASIAN DEVELOPMENT BANK                           | CUSIP: 04517PBE1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              |  | PH        |     210000 | PA      | $211745.10    | 0.05%             | 2026-06-16      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| NOV INC.                                                                                 | NOV INC                                          | CUSIP: 637071AK7<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    1008000 | PA      | $705840.21    | 0.15%             | 2042-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS, INC.                                                                     | CONAGRA BRANDS INC                               | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     500000 | PA      | $473316.94    | 0.10%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba                                                                     | PROVINCE OF MANITOBA CANADA                      | CUSIP: 563469UE3<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              |  | CA        |    3400000 | PA      | $2460907.84   | 0.54%             | 2025-06-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON COMPANY                                                                      | HALLIBURTON CO                                   | CUSIP: 406216AY7<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     269000 | PA      | $306862.35    | 0.07%             | 2039-09-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE COMPANY                                                            | MOLSON COORS BEVERAGE CO                         | CUSIP: 60871RAD2<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |     326000 | PA      | $296281.17    | 0.06%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| SIMON PROPERTY GROUP, L.P.                                                               | SIMON PROPERTY GROUP LP                          | CUSIP: 828807DQ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     232000 | PA      | $197981.39    | 0.04%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                              | NATIONWIDE BUILDING SOCIETY                      | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |     315000 | PA      | $363506.85    | 0.08%             | 2029-09-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORPORATION                                                                    | BRUNSWICK CORP DE                                | CUSIP: 117043AT6<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     150000 | PA      | $122298.50    | 0.03%             | 2031-08-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                       | ORACLE CORP                                      | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2903000 | PA      | $2262705.23   | 0.49%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROUP, INC.                                                          | AFFILIATED MANAGERS GROUP INC                    | CUSIP: 008252AP3<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |     648000 | PA      | $604238.64    | 0.13%             | 2030-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                                                      | ANHEUSER BUSCH INBEV WORLDWIDE INC               | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     197000 | PA      | $199621.18    | 0.04%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                       | AMERICAN HONDA FINANCE CORP                      | CUSIP: 02665WFB2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      81000 | PA      | $81018.74     | 0.02%             | 2025-08-14      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| VISA INC.                                                                                | VISA INC                                         | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    1214000 | PA      | $915254.27    | 0.20%             | 2040-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                           | BNP PARIBAS SA                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     148000 | PA      | $195941.11    | 0.04%             | 2026-01-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                                                           | JEFFERIES FIN GROUP INC                          | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     277000 | PA      | $280685.77    | 0.06%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE, L.P.                                                       | PLAINS ALL AMERICAN PIPELINE LP PAA FINANCE CORP | CUSIP: 72650RBC5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    1047000 | PA      | $799731.97    | 0.17%             | 2043-01-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP MUT LEG RES CO                                                  | HEALTH CARE SERVICE CORP A MUTUAL LEGA           | CUSIP: 42218SAD0<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49856.33     | 0.01%             | 2025-06-01      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: —       |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     408028 | OU      | $-4238.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS, INC.                                                                     | ROCHE HOLDINGS INC                               | CUSIP: 771196AU6<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |      50000 | PA      | $59217.29     | 0.01%             | 2039-03-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| European Investment Bank                                                                 | EUROPEAN INVESTMENT BANK                         | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              |  | LU        |    1800000 | PA      | $2411740.82   | 0.52%             | 2025-09-08      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                              | VERIZON COMMUNICATIONS INC                       | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     550000 | PA      | $386628.06    | 0.08%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    3549095 | OU      | $-80056.68    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                            | SUTTER HEALTH                                    | CUSIP: 86944BAH6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     712000 | PA      | $551950.10    | 0.12%             | 2040-08-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                                                             | LINCOLN NATIONAL CORP                            | CUSIP: 534187BQ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |      50000 | PA      | $44540.75     | 0.01%             | 2032-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AUTONATION, INC.                                                                         | AUTONATION INC                                   | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $44943.22     | 0.01%             | 2032-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LIMITED                                                       | FAIRFAX FINANCIAL HOLDINGS LTD                   | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      50000 | PA      | $51950.78     | 0.01%             | 2033-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                                        | INTEL CORP                                       | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1162000 | PA      | $1071946.51   | 0.23%             | 2043-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ NV                                                     | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV             | CUSIP: BO3633027<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     500000 | PA      | $364523.17    | 0.08%             | 2041-03-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                                  | BANK OF NOVA SCOTIA THE                          | CUSIP: 06418GAJ6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     150000 | PA      | $149597.65    | 0.03%             | 2029-08-01      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| W.P. CAREY INC.                                                                          | WP CAREY INC                                     | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |      80000 | PA      | $77379.17     | 0.02%             | 2029-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                                                 | HCA INC                                          | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     970000 | PA      | $789635.62    | 0.17%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                                 | SVENSKA HANDELSBANKEN AB                         | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |     600000 | PA      | $627579.40    | 0.14%             | 2028-09-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                        | AUSTRALIAN DOLLAR                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |    -714010 | OU      | $-585.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                  | BPCE SA                                          | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     800000 | PA      | $860020.46    | 0.19%             | 2032-04-26      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LIMITED                                                       | FAIRFAX FINANCIAL HOLDINGS LTD                   | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      90000 | PA      | $90682.01     | 0.02%             | 2028-04-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                                                    | BOSTON PROPERTIES LP                             | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     510000 | PA      | $502971.91    | 0.11%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                                           | COMMONWEALTH BANK OF AUSTRALIA                   | CUSIP: 2027A0KG3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     706000 | PA      | $706154.97    | 0.15%             | 2025-07-07      | Floating      | 4.74%                 | Yes           |                  2 | On Loan: No      |
| Telefonica Emisiones, S.A.U.                                                             | TELEFONICA EMISIONES SA                          | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    1094000 | PA      | $1211728.88   | 0.26%             | 2036-06-20      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC.                                                                       | CPPIB CAPITAL INC                                | CUSIP: 12593CAW1<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | CORP              | CA        |    3000000 | PA      | $2362470.14   | 0.51%             | 2033-06-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LIMITED                                                                   | MACQUARIE BANK LTD                               | CUSIP: 55608PBU7<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |      50000 | PA      | $50212.94     | 0.01%             | 2027-07-02      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                       | CREDIT AGRICOLE SA                               | CUSIP: 22534PAG8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     312000 | PA      | $320819.77    | 0.07%             | 2033-07-05      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Reino de Espana                                                                          | SPAIN GOVERNMENT BOND                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    1150000 | PA      | $1360077.30   | 0.30%             | 2039-07-30      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Treasury Corporation Of Victoria                                                         | TREASURY CORP OF VICTORIA                        | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              |  | AU        |    2738000 | PA      | $1693479.11   | 0.37%             | 2036-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Japan                                                                                    | JAPAN GOVERNMENT TWENTY YEAR BOND                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  538800000 | PA      | $3405122.32   | 0.74%             | 2043-09-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL, INC.                                                               | PRUDENTIAL FINANCIAL INC                         | CUSIP: 74432QBD6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     218000 | PA      | $240809.69    | 0.05%             | 2037-12-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                                                          | NATIONAL AUSTRALIA BANK LTD                      | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |     720000 | PA      | $460875.18    | 0.10%             | 2027-05-10      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe B.V.                                                                   | TELEFONICA EUROPE BV                             | CUSIP: 879385AD4<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |      66000 | PA      | $75877.85     | 0.02%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                                          | CANADIAN DOLLAR                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |    -523090 | OU      | $7197.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  600752527 | OU      | $-62021.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| THE TIMKEN COMPANY                                                                       | TIMKEN CO THE                                    | CUSIP: 887389AP9<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |    1168000 | PA      | $1294364.93   | 0.28%             | 2034-05-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP, INC.                                                                | CNO FINANCIAL GROUP INC                          | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    1631000 | PA      | $1682713.19   | 0.37%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND DOLLAR                                                                       | NEW ZEALAND DOLLAR                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |     -53954 | OU      | $1007.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                                   | ASIAN DEVELOPMENT BANK                           | CUSIP: 04517PBZ4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              |  | PH        |    1600000 | PA      | $1598130.06   | 0.35%             | 2028-06-20      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| FLEX LTD.                                                                                | FLEX LTD                                         | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     317000 | PA      | $314741.95    | 0.07%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER, INC.                                                             | STANLEY BLACK DECKER INC                         | CUSIP: 854502AL5<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     444000 | PA      | $386607.10    | 0.08%             | 2030-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| LEGG MASON, INC.                                                                         | LEGG MASON INC                                   | CUSIP: 524901AR6<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |     107000 | PA      | $103083.68    | 0.02%             | 2044-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY, INC.                                                                  | MICRON TECHNOLOGY INC                            | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |      50000 | PA      | $51172.35     | 0.01%             | 2033-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                                                     | BAYER US FINANCE LLC                             | CUSIP: 07274EAL7<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |     743000 | PA      | $776460.80    | 0.17%             | 2033-11-21      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Takeda Pharmaceutical Company Limited                                                    | TAKEDA PHARMACEUTICAL CO LTD                     | CUSIP: 874060BB1<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     223000 | PA      | $236539.20    | 0.05%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| THE WESTERN UNION COMPANY                                                                | WESTERN UNION CO THE                             | CUSIP: 959802BA6<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |     939000 | PA      | $813547.65    | 0.18%             | 2031-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES, INC.                                                                  | MOHAWK INDUSTRIES INC                            | CUSIP: 608190AL8<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |      63000 | PA      | $59446.61     | 0.01%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| WALMART INC.                                                                             | WALMART INC                                      | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     925000 | PA      | $649192.96    | 0.14%             | 2041-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    3571954 | OU      | $-72927.48    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL FINANCIAL, INC.                                                        | FIDELITY NATIONAL FINANCIAL INC                  | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |     664000 | PA      | $610423.23    | 0.13%             | 2030-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     594995 | OU      | $-6036.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| METLIFE, INC.                                                                            | METLIFE INC                                      | CUSIP: 59156RAM0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      88000 | PA      | $92273.06     | 0.02%             | 2035-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL CORPORATION                                                     | FIRST AMERICAN FINANCIAL CORP                    | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |     291000 | PA      | $245974.73    | 0.05%             | 2031-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORPORATION                                                             | NOVARTIS CAPITAL CORP                            | CUSIP: 66989HAF5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     295000 | PA      | $238245.06    | 0.05%             | 2042-09-21      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Nordiska Investeringsbanken, Pohjoismaiden Investointipankki NIB, Nordic Investment Bank | NORDIC INVESTMENT BANK                           | CUSIP: 65562YAL2<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              |  | FI        |    1800000 | PA      | $1799514.00   | 0.39%             | 2027-10-04      | Floating      | 4.64%                 | Yes           |                  2 | On Loan: No      |
| European Union                                                                           | EUROPEAN UNION                                   | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              |  | BE        |     242000 | PA      | $269352.57    | 0.06%             | 2042-11-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                                                 | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC          | CUSIP: 928668BX9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     200000 | PA      | $200223.49    | 0.04%             | 2033-09-12      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC.                                                                                | AT T INC                                         | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     341000 | PA      | $261825.02    | 0.06%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                                | ROGERS COMMUNICATIONS INC                        | CUSIP: 775109AX9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     250000 | PA      | $206448.05    | 0.04%             | 2043-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                       | ORACLE CORP                                      | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     200000 | PA      | $152855.86    | 0.03%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Japan                                                                                    | JAPAN GOVERNMENT TWENTY YEAR BOND                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  483600000 | PA      | $2656748.68   | 0.58%             | 2041-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                    | INTERNATIONAL BANK FOR RECONSTRUCTION DEV        | CUSIP: 459058KH5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |     150000 | PA      | $149591.56    | 0.03%             | 2029-01-24      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| NewMarket Corporation                                                                    | NEWMARKET CORP                                   | CUSIP: 651587AG2<br>LEI: 54930082CG88ERDREQ47 | Long             | DBT              | CORP              | US        |     264000 | PA      | $232369.04    | 0.05%             | 2031-03-18      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GREAT BRITISH POUND                                                                      | GREAT BRITISH POUND                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -284637 | OU      | $16411.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                     | UNITED KINGDOM GILT                              | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    1199000 | PA      | $945571.97    | 0.21%             | 2041-10-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                                   | ASIAN DEVELOPMENT BANK                           | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              |  | PH        |   50000000 | PA      | $363338.32    | 0.08%             | 2027-06-21      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Province de Quebec                                                                       | PROVINCE OF QUEBEC CANADA                        | CUSIP: 74814ZEF6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |    3000000 | PA      | $2352110.33   | 0.51%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                                        | KUNTARAHOITUS OYJ                                | CUSIP: 62628PAH9<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              |  | FI        |    1000000 | PA      | $1019916.17   | 0.22%             | 2029-02-02      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| NEW ZEALAND DOLLAR                                                                       | NEW ZEALAND DOLLAR                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |     -56560 | OU      | $254.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                                    | ANTHEM INC                                       | CUSIP: 94973VAN7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     736000 | PA      | $793098.46    | 0.17%             | 2037-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| The Travelers Companies, Inc.                                                            | TRAVELERS COS INC THE                            | CUSIP: 89417EAD1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     125000 | PA      | $136763.89    | 0.03%             | 2037-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   12718686 | OU      | $-709562.06   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                                     | WESTPAC BANKING CORP                             | CUSIP: ZM9903877<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     500000 | PA      | $321783.00    | 0.07%             | 2028-02-16      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES, INC.                                             | FIDELITY NATIONAL INFORMATION SERVICES INC       | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     535000 | PA      | $380704.18    | 0.08%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      39016 | OU      | $134.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                                                     | NEW SOUTH WALES TREASURY CORP                    | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              |  | AU        |     276000 | PA      | $175044.12    | 0.04%             | 2035-09-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction and Development                                         | EUROPEAN BANK FOR RECONSTRUCTION                 | CUSIP: 29875BAK2<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              |  | GB        |    5900000 | PA      | $5904124.75   | 1.28%             | 2028-02-20      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| BANQUE ROYALE DU CANADA                                                                  | ROYAL BANK OF CANADA                             | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |     318000 | PA      | $415700.04    | 0.09%             | 2027-06-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK U.A.                                                               | COOPERATIEVE RABOBANK UA                         | CUSIP: 21685WCJ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    1033000 | PA      | $1002993.43   | 0.22%             | 2041-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AVNET, INC.                                                                              | AVNET INC                                        | CUSIP: 053807AV5<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |     623000 | PA      | $611229.79    | 0.13%             | 2032-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                           | ING GROEP NV                                     | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |     300000 | PA      | $395188.80    | 0.09%             | 2026-02-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LA POSTE SA                                                                              | LA POSTE SA                                      | CUSIP: N/A<br>LEI: 9695000YG7TR7PAP0L59       | Long             | DBT              |  | FR        |     200000 | PA      | $236437.42    | 0.05%             | 2035-06-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EnBW International Finance B.V.                                                          | ENBW INTERNATIONAL FINANCE BV                    | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |    1500000 | PA      | $1798692.17   | 0.39%             | 2034-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    1006751 | OU      | $-3704.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIONS, INC.                                                         | FORTUNE BRANDS HOME SECURITY INC                 | CUSIP: 34964CAE6<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     287000 | PA      | $269886.04    | 0.06%             | 2029-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DELL INC.                                                                                | DELL INC                                         | CUSIP: 24702RAM3<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |     212000 | PA      | $194198.53    | 0.04%             | 2040-09-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Repubblica Italiana                                                                      | ITALY BUONI POLIENNALI DEL TESORO                | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    1339000 | PA      | $1127200.25   | 0.25%             | 2037-03-01      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS, INC.                                                                 | MOTOROLA SOLUTIONS INC                           | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     756000 | PA      | $671482.12    | 0.15%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                                                           | JEFFERIES GROUP LLC                              | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     125000 | PA      | $126132.16    | 0.03%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                                      | OMERS FINANCE TRUST                              | CUSIP: N/A<br>LEI: 529900M039WCPES03P17       | Long             | DBT              | CORP              | CA        |     300000 | PA      | $340881.10    | 0.07%             | 2025-05-13      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK U.A.                                                               | COOPERATIEVE RABOBANK UA AUSTRALIA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |     500000 | PA      | $319111.63    | 0.07%             | 2028-05-26      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                       | AMERICAN HONDA FINANCE CORP                      | CUSIP: 02665WEX5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100062.19    | 0.02%             | 2026-01-09      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                         | ABN AMRO BANK NV                                 | CUSIP: ZN3731462<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     500000 | PA      | $595501.88    | 0.13%             | 2030-02-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORP                                                            | NEW SOUTH WALES TREASURY CORP                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              |  | AU        |    5893000 | PA      | $3547594.52   | 0.77%             | 2036-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OP Yrityspankki Oyj                                                                      | OP CORPORATE BANK PLC                            | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |     521000 | PA      | $592755.21    | 0.13%             | 2027-03-28      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| Province of Ontario, Canada                                                              | PROVINCE OF ONTARIO CANADA                       | CUSIP: 68333ZBC0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |    5000000 | PA      | $3760406.86   | 0.82%             | 2034-06-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                                 | EUROPEAN INVESTMENT BANK                         | CUSIP: BP4728518<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     900000 | PA      | $918216.48    | 0.20%             | 2028-05-21      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    3831700 | OU      | $-86519.04    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                     | UNITED KINGDOM GILT                              | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |   13355000 | PA      | $11378674.77  | 2.47%             | 2039-01-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| THE INTERPUBLIC GROUP OF COMPANIES, INC.                                                 | INTERPUBLIC GROUP OF COS INC THE                 | CUSIP: 460690BS8<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    1328000 | PA      | $958628.95    | 0.21%             | 2041-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | MORGAN STANLEY                                   | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1193000 | PA      | $1280914.02   | 0.28%             | 2042-07-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KEMPER CORPORATION                                                                       | KEMPER CORP                                      | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |     294000 | PA      | $261755.66    | 0.06%             | 2032-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-30

**Name of Applicant:** Dimensional ETF Trust

**Signature:** Randy Olson

**Name of Signer:** Randy Olson

**Title:** Chief Compliance Officer