# EDGAR Filing Document

**Accession Number:** 0000355437
**File Stem:** 0001752724-25-158613
**Filing Date:** 2025-6
**Character Count:** 197085
**Document Hash:** 9afbff8ba6b89aa7fdc3facd79dba53d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-158613.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-158613

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03258
- **FILM NUMBER:** 251078030

**BUSINESS ADDRESS:**
- **STREET 1:** 6300 BEE CAVE ROAD
- **STREET 2:** BUILDING ONE
- **CITY:** AUSTIN
- **STATE:** TX
- **ZIP:** 78746
- **BUSINESS PHONE:** (512) 306-7400

**MAIL ADDRESS:**
- **STREET 1:** 6300 BEE CAVE ROAD
- **STREET 2:** BUILDING ONE
- **CITY:** AUSTIN
- **STATE:** TX
- **ZIP:** 78746

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DFA SMALL CO FUND INC
- **DATE OF NAME CHANGE:** 19830621

## Series and Classes Contracts Data

### DFA Selectively Hedged Global Fixed Income Portfolio (Series ID: S000020421)

| Class ID   | Class Name                                                                 | Ticker Symbol   |
|:---|:---|:---|
| C000057262 | DFA Selectively Hedged Global Fixed Income Portfolio - Institutional Class |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** DFA INVESTMENT DIMENSIONS GROUP INC

- **b. Investment Company Act file number:** 811-03258

- **c. CIK number of Registrant:** 0000355437

- **d. LEI of Registrant:** 549300XGRTBJCE41BD26

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 6300 BEE CAVE ROAD

  - **City:** AUSTIN

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 78746

  - **Telephone number:** 512-306-7400

**Item A.2. Information about the Series.**

- **a. Name of Series:** DFA Selectively Hedged Global Fixed Income Portfolio

- **b. EDGAR series identifier (if any):** S000020421

- **c. LEI of Series:** 5493007FXNXFTGEH1168

**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:** $999421270.76

**Total Liabilities:** $19263338.23

**Net Assets:** $980157932.53

**Cash Not Reported:** $10620056.71

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -5720.84000000 | **1-Year:** -46966.78000000 | **5-Year:** -48185.73000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** -90.96000000 | **1-Year:** -127.22000000 | **5-Year:** -4.12000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000057262 | 0.43%                | 0.32%                | 0.32%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1545532.20              | $1789334.61                                |
| Month 2  | $-920437.92              | $3023200.49                                |
| Month 3  | $-5236866.89             | $8216478.69                                |

**Designated Index Information**

- **Index Name:** Securities Portfolio VaR

- **Index Identifier:** Designated Reference Portfolio is the Fund's Securities Portfolio

### Schedule of Portfolio Investments

| Name                                       | Title                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                          | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $645130.09    | 0.07%             | 2027-08-18      | Floating      | 5.19%                 | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold SGD                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-295520.68   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Dimensional Holdings Inc.                  | DFA Short Term Investment Fund                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   6766269 | NS      | $6766269.00   | 0.69%             |  |  |  | No            | N/A                | On Loan: No      |
| KEYCORP                                    | KeyCorp                                                 | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    120000 | PA      | $108853.28    | 0.01%             | 2029-10-01      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| NOMURA HOLDINGS INC                        | Nomura Holdings, Inc.                                   | CUSIP: 65535HAW9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   4587000 | PA      | $4427036.40   | 0.45%             | 2026-07-14      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| KOMMUNALBANKEN AS                          | Kommunalbanken AS                                       | CUSIP: 50047JAP3<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |   5000000 | PA      | $5003532.40   | 0.51%             | 2028-03-03      | Floating      | 4.77%                 | No            | 2                  | On Loan: No      |
| Canada Government Bonds                    | Canada Government Bonds                                 | CUSIP: 135087Q64<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   1500000 | PA      | $1090388.80   | 0.11%             | 2025-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CIGNA GROUP/THE                            | Cigna Group                                             | CUSIP: 125523CT5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3161610.80   | 0.32%             | 2029-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                  | Boeing Co.                                              | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    529000 | PA      | $520033.28    | 0.05%             | 2026-05-01      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc                              | Citigroup, Inc.                                         | CUSIP: 172967KN0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    366000 | PA      | $362465.70    | 0.04%             | 2026-05-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                   | AerCap Ireland Capital DAC/AerCap Global Aviation Trust | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2700000 | PA      | $2639622.87   | 0.27%             | 2026-01-30      | Fixed         | 1.75%                 | No            | 2                  | On Loan: —       |
| BAT International Finance PLC              | BAT International Finance PLC                           | CUSIP: 05531MS58<br>LEI: 21380041YBGOQDFAC823 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $999363.70    | 0.10%             | 2025-05-05      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                                | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $323826.93    | 0.03%             | 2028-01-19      | Floating      | 5.13%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                         | CUSIP: 4581X0DY1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1100000 | PA      | $1098680.00   | 0.11%             | 2026-09-16      | Floating      | 4.54%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                   | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   3200000 | PA      | $2061669.61   | 0.21%             | 2028-02-16      | Floating      | 5.15%                 | No            | 2                  | On Loan: No      |
| EXPEDIA GROUP INC                          | Expedia Group, Inc.                                     | CUSIP: 30212PAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2811000 | PA      | $2814851.35   | 0.29%             | 2026-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| MUFG Bank Ltd/New York NY                  | MUFG Bank Ltd.                                          | CUSIP: 62479LS63<br>LEI: C3GTMMZIHMY46P4OIX74 | Long             | STIV             | CORP              | US        |   6750000 | PA      | $6745130.55   | 0.69%             | 2025-05-06      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| PARKER-HANNIFIN CORP                       | Parker-Hannifin Corp.                                   | CUSIP: 000000000<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1126613.04   | 0.11%             | 2030-03-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| KOMMUNALBANKEN AS                          | Kommunalbanken AS                                       | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |   5000000 | PA      | $5037226.50   | 0.51%             | 2026-06-17      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| TELUS Corp                                 | TELUS Corp.                                             | CUSIP: 87974PTJ2<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | STIV             | CORP              | CA        |   1000000 | PA      | $993647.20    | 0.10%             | 2025-06-18      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                       | Glencore Funding LLC                                    | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2398000 | PA      | $2326577.85   | 0.24%             | 2026-04-27      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| Mizuho Financial Group, Inc.               | Mizuho Financial Group, Inc.                            | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1016422.93   | 0.10%             | 2029-09-06      | Fixed         | 0.40%                 | No            | 2                  | On Loan: No      |
| SWEDISH EXPORT CREDIT                      | Svensk Exportkredit AB                                  | CUSIP: 01021NAC6<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   5000000 | PA      | $5062236.30   | 0.52%             | 2027-05-05      | Floating      | 5.36%                 | No            | 2                  | On Loan: No      |
| CATERPILLAR FINL SERVICE                   | Caterpillar Financial Services Corp.                    | CUSIP: 14913UAK6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1508000 | PA      | $1508121.14   | 0.15%             | 2026-02-27      | Floating      | 4.82%                 | No            | 2                  | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                    | Autostrade per l'Italia SpA                             | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |    420000 | PA      | $454759.37    | 0.05%             | 2029-09-26      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE        | LVMH Moet Hennessy Louis Vuitton SE                     | CUSIP: 50244LSD7<br>LEI: IOG4E947OATN0KJYSD45 | Long             | STIV             | CORP              | FR        |   2000000 | PA      | $1996878.20   | 0.20%             | 2025-05-13      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings Inc        | NextEra Energy Capital Holdings, Inc.                   | CUSIP: 65339MTA4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | STIV             | CORP              | US        |   2500000 | PA      | $2486703.50   | 0.25%             | 2025-06-10      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| Boardwalk Pipelines LP                     | Boardwalk Pipelines LP                                  | CUSIP: 096630AE8<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    188000 | PA      | $190434.63    | 0.02%             | 2026-06-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| ARCELORMITTAL SA                           | ArcelorMittal SA                                        | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    900000 | PA      | $1018454.13   | 0.10%             | 2028-12-13      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| SSE PLC                                    | SSE PLC                                                 | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1127684.71   | 0.12%             | 2025-09-06      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| Parker-Hannifin Corp                       | Parker-Hannifin Corp.                                   | CUSIP: 70109LSK3<br>LEI: 5493002CONDB4N2HKI23 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $997558.20    | 0.10%             | 2025-05-19      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TELUS Corp                                 | TELUS Corp.                                             | CUSIP: 87974PU76<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | STIV             | CORP              | CA        |   2750000 | PA      | $2725779.93   | 0.28%             | 2025-07-07      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| WILLIAMS COMPANIES INC                     | Williams Cos., Inc.                                     | CUSIP: 96949LAB1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   3175000 | PA      | $3164300.76   | 0.32%             | 2025-09-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SOUTHWESTERN ELEC POWER                    | Southwestern Electric Power Co.                         | CUSIP: 845437BS0<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   2188000 | PA      | $2133424.89   | 0.22%             | 2026-03-15      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                               | Barclays PLC                                            | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3300000 | PA      | $3291908.99   | 0.34%             | 2026-01-12      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| AVIATION CAPITAL GROUP                     | Aviation Capital Group LLC                              | CUSIP: 000000000<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    600000 | PA      | $634259.87    | 0.06%             | 2028-10-25      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                        | Intesa Sanpaolo SpA                                     | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1460000 | PA      | $1815692.74   | 0.19%             | 2030-01-13      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc                                 | AbbVie, Inc.                                            | CUSIP: 00287YAQ2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1218000 | PA      | $1217512.70   | 0.12%             | 2025-05-14      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| ECOLAB INC                                 | Ecolab, Inc.                                            | CUSIP: 278865AS9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    165000 | PA      | $186904.45    | 0.02%             | 2025-07-08      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| Stanley Black & Decker Inc                 | Stanley Black & Decker, Inc.                            | CUSIP: 85462CTR6<br>LEI: 549300DJ09SMTO561131 | Long             | STIV             | CORP              | US        |    500000 | PA      | $496391.10    | 0.05%             | 2025-06-25      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| AMERICAN NATIONAL GROUP                    | American National Group, Inc.                           | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    700000 | PA      | $711410.99    | 0.07%             | 2029-10-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                   | CUSIP: 89115A2T8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   4935000 | PA      | $4960704.34   | 0.51%             | 2026-07-17      | Floating      | 5.46%                 | No            | 2                  | On Loan: No      |
| BP Capital Markets PLC                     | BP Capital Markets PLC                                  | CUSIP: 05568TTS8<br>LEI: 549300CRVT18MXX0AG93 | Long             | STIV             | CORP              | GB        |   7000000 | PA      | $6950601.70   | 0.71%             | 2025-06-26      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| KEURIG DR PEPPER INC                       | Keurig Dr. Pepper, Inc.                                 | CUSIP: 49271VAS9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3007532.52   | 0.31%             | 2027-03-15      | Floating      | 5.25%                 | No            | 2                  | On Loan: No      |
| NISOURCE INC                               | NiSource, Inc.                                          | CUSIP: 65473PAK1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    700000 | PA      | $692696.75    | 0.07%             | 2025-08-15      | Fixed         | 0.95%                 | No            | 2                  | On Loan: No      |
| Synchrony Financial                        | Synchrony Financial                                     | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    800000 | PA      | $791029.66    | 0.08%             | 2029-03-19      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Purchased AUD / Sold USD                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | AU        |         1 | NC      | $4736.26      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                   | Fortune Brands Innovations, Inc.                        | CUSIP: 34964CAA4<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998366.04    | 0.10%             | 2025-06-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                           | Bank of Montreal                                        | CUSIP: 06368LC61<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1007359.31   | 0.10%             | 2026-12-11      | Floating      | 5.53%                 | No            | 2                  | On Loan: No      |
| ALTRIA GROUP INC                           | Altria Group, Inc.                                      | CUSIP: 02209SBH5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    440000 | PA      | $439828.08    | 0.04%             | 2025-05-06      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| Castellum Helsinki Finance Holding Abp     | Castellum Helsinki Finance Holding Abp                  | CUSIP: 000000000<br>LEI: 743700WAF2AHZ4LRAR98 | Long             | DBT              | CORP              | FI        |    200000 | PA      | $202475.05    | 0.02%             | 2029-09-17      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| BANQUE FED CRED MUTUEL                     | Banque Federative du Credit Mutuel SA                   | CUSIP: 06675DCL4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   3200000 | PA      | $3192473.60   | 0.33%             | 2028-02-16      | Floating      | 5.43%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased CAD / Sold USD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |         1 | NC      | $38888.03     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TRATON FINANCE LUX SA                      | Traton Finance Luxembourg SA                            | CUSIP: 000000000<br>LEI: 529900BRKIE6LKIEXD84 | Long             | DBT              | CORP              | LU        |    800000 | PA      | $918468.98    | 0.09%             | 2030-03-27      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| MERCEDES-BENZ FIN NA                       | Mercedes-Benz Finance North America LLC                 | CUSIP: 58769JAN7<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4000634.92   | 0.41%             | 2026-01-09      | Floating      | 5.05%                 | No            | 2                  | On Loan: No      |
| UBS AG LONDON                              | UBS AG                                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   1270000 | PA      | $1409554.42   | 0.14%             | 2026-03-31      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| CANADIAN GOVERNMENT                        | Canada Government Bonds                                 | CUSIP: 135087Q31<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   9200000 | PA      | $6674371.10   | 0.68%             | 2025-05-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Whirlpool Corp                             | Whirlpool Corp.                                         | CUSIP: 963320AT3<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    280000 | PA      | $280000.00    | 0.03%             | 2025-05-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| TELUS Corp                                 | TELUS Corp.                                             | CUSIP: 87974PTB9<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | STIV             | CORP              | CA        |   1500000 | PA      | $1491827.55   | 0.15%             | 2025-06-11      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| Eurofins Scientific SE                     | Eurofins Scientific SE                                  | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $116308.18    | 0.01%             | 2029-07-06      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                       | Glencore Funding LLC                                    | CUSIP: 378272AX6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    776000 | PA      | $767412.81    | 0.08%             | 2025-09-01      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| MASTERCARD INC                             | Mastercard, Inc.                                        | CUSIP: 57636QBE3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    720000 | PA      | $718344.32    | 0.07%             | 2028-03-15      | Floating      | 4.81%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                               | UBS Group AG                                            | CUSIP: 90351DAF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   5000000 | PA      | $4984195.00   | 0.51%             | 2026-04-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| ERP Operating LP                           | ERP Operating LP                                        | CUSIP: 26884ABD4<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |   1000000 | PA      | $998720.23    | 0.10%             | 2025-06-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| WALMART INC                                | Walmart, Inc.                                           | CUSIP: 931142FM0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001490.00   | 0.10%             | 2027-04-28      | Floating      | 4.81%                 | No            | 2                  | On Loan: No      |
| Comcast Corp                               | Comcast Corp.                                           | CUSIP: 20030NBN0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    900000 | PA      | $896541.14    | 0.09%             | 2025-08-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| LABORATORY CORP OF AMER                    | Laboratory Corp. of America Holdings                    | CUSIP: 50540RAW2<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     38000 | PA      | $35396.30     | 0.00%             | 2029-12-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.              | CUSIP: 05252ADL2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   3000000 | PA      | $3007294.44   | 0.31%             | 2027-07-16      | Floating      | 5.06%                 | No            | 2                  | On Loan: No      |
| Canadian Natural Resources Ltd             | Canadian Natural Resources Ltd.                         | CUSIP: 13638WS78<br>LEI: 549300T15RIMIKZC5Q38 | Long             | STIV             | CORP              | CA        |   1750000 | PA      | $1748390.53   | 0.18%             | 2025-05-07      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| HELMERICH & PAYNE INC                      | Helmerich & Payne, Inc.                                 | CUSIP: 423452AJ0<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2078553.11   | 0.21%             | 2029-12-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: —       |
| SYNCHRONY FINANCIAL                        | Synchrony Financial                                     | CUSIP: 87165BAS2<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   6240000 | PA      | $6235260.03   | 0.64%             | 2025-06-13      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.              | CUSIP: 05252ADM0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   4253000 | PA      | $4252077.10   | 0.43%             | 2027-09-30      | Floating      | 5.03%                 | No            | 2                  | On Loan: No      |
| DBS GROUP HOLDINGS LTD                     | DBS Group Holdings Ltd.                                 | CUSIP: 24023KAM0<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |  10000000 | PA      | $9986332.80   | 1.02%             | 2028-03-21      | Floating      | 4.97%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-87615.05    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JUNIPER NETWORKS INC                       | Juniper Networks, Inc.                                  | CUSIP: 48203RAN4<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |   4472000 | PA      | $4382148.49   | 0.45%             | 2025-12-10      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| EPR PROPERTIES                             | EPR Properties                                          | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    600000 | PA      | $561455.92    | 0.06%             | 2029-08-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Amgen Inc                                  | Amgen, Inc.                                             | CUSIP: 031162BY5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    689000 | PA      | $689000.00    | 0.07%             | 2025-05-01      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                      | CUSIP: 748148RX3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   4900000 | PA      | $3554294.94   | 0.36%             | 2025-07-06      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group, Inc.                   | CUSIP: 86562MCA6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1589000 | PA      | $1579921.57   | 0.16%             | 2025-07-08      | Fixed         | 1.47%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                  | Boeing Co.                                              | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183507.45    | 0.02%             | 2030-02-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                              | RCI Banque SA                                           | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $723285.18    | 0.07%             | 2029-10-02      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                   | Penske Truck Leasing Co. LP/PTL Finance Corp.           | CUSIP: 709599BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1709435.03   | 0.17%             | 2026-01-29      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                       | CUSIP: 718172DS5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4003216.00   | 0.41%             | 2028-04-28      | Floating      | 5.21%                 | No            | 2                  | On Loan: No      |
| NUCOR CORP                                 | Nucor Corp.                                             | CUSIP: 670346AX3<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    800000 | PA      | $799268.73    | 0.08%             | 2025-05-23      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| MUFG Bank Ltd/New York NY                  | MUFG Bank Ltd.                                          | CUSIP: 62479LSG1<br>LEI: C3GTMMZIHMY46P4OIX74 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $998081.00    | 0.10%             | 2025-05-16      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.              | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1300000 | PA      | $835579.74    | 0.09%             | 2026-03-31      | Floating      | 4.96%                 | No            | 2                  | On Loan: No      |
| Magna International Inc                    | Magna International, Inc.                               | CUSIP: 559222AR5<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $996904.74    | 0.10%             | 2025-10-01      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased EUR / Sold USD                                | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $-12056.03    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANQUE FED CRED MUTUEL                     | Banque Federative du Credit Mutuel SA                   | CUSIP: 06675DCH3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   2250000 | PA      | $2257560.00   | 0.23%             | 2027-01-23      | Floating      | 5.51%                 | No            | 2                  | On Loan: No      |
| AFFILIATED MANAGERS GROU                   | Affiliated Managers Group, Inc.                         | CUSIP: 008252AN8<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    707000 | PA      | $704576.18    | 0.07%             | 2025-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| PSP Capital Inc                            | PSP Capital, Inc.                                       | CUSIP: 69370AS54<br>LEI: 549300B456N0WEIC5249 | Long             | STIV             | NUSS              | CA        |   2000000 | PA      | $1998800.80   | 0.20%             | 2025-05-05      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| ALLY FINANCIAL INC                         | Ally Financial, Inc.                                    | CUSIP: 02005NBJ8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    600000 | PA      | $600000.00    | 0.06%             | 2025-05-01      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP                   | Citizens Financial Group, Inc.                          | CUSIP: 174610AS4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    800000 | PA      | $715049.97    | 0.07%             | 2030-02-06      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                   | Svenska Handelsbanken AB                                | CUSIP: 86959LAK9<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   3000000 | PA      | $3001662.03   | 0.31%             | 2025-06-10      | Floating      | 5.28%                 | No            | 2                  | On Loan: No      |
| CK HUTCHISON EUROPE                        | CK Hutchison Europe Finance 21 Ltd.                     | CUSIP: 000000000<br>LEI: 254900UIPWFKU7480958 | Long             | DBT              | CORP              | KY        |    900000 | PA      | $912582.46    | 0.09%             | 2029-11-02      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Floating Rate Notes                       | CUSIP: 91282CJD4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39500000 | PA      | $39513727.83  | 4.03%             | 2025-10-31      | Floating      | 4.42%                 | No            | 2                  | On Loan: No      |
| Erste Abwicklungsanstalt                   | Erste Abwicklungsanstalt                                | CUSIP: 29604CSN3<br>LEI: 7TG4VWERK338227TR435 | Long             | STIV             | CORP              | DE        |   4000000 | PA      | $3989410.80   | 0.41%             | 2025-05-22      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                            | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   3100000 | PA      | $1982786.50   | 0.20%             | 2026-08-24      | Floating      | 4.54%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold GBP                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-13317.28    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DBS Bank Ltd                               | DBS Bank Ltd.                                           | CUSIP: 23305DSF3<br>LEI: ATUEL7OJR5057F2PV266 | Long             | STIV             | CORP              | SG        |   4000000 | PA      | $3992788.40   | 0.41%             | 2025-05-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| DXC TECHNOLOGY CO                          | DXC Technology Co.                                      | CUSIP: 23355LAL0<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |    285000 | PA      | $273509.83    | 0.03%             | 2026-09-15      | Fixed         | 1.80%                 | No            | 2                  | On Loan: —       |
| Citibank NA                                | Purchased USD / Sold CAD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-10710.74    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                | CUSIP: 21688ABB7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   6000000 | PA      | $6014937.78   | 0.61%             | 2026-01-09      | Floating      | 5.09%                 | No            | 2                  | On Loan: No      |
| INTL FINANCE CORP                          | International Finance Corp.                             | CUSIP: 45950KDL1<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |   2430000 | PA      | $2428547.64   | 0.25%             | 2029-08-28      | Floating      | 4.73%                 | No            | 2                  | On Loan: —       |
| Crown Castle Inc                           | Crown Castle, Inc.                                      | CUSIP: 22823PS79<br>LEI: 54930012H97VSM0I2R19 | Long             | STIV             |  | US        |   5000000 | PA      | $4995284.50   | 0.51%             | 2025-05-07      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| DAIMLER TRUCK FI CANADA                    | Daimler Truck Finance Canada, Inc.                      | CUSIP: 233852AG7<br>LEI: 54930098P2A2K13NYP58 | Long             | DBT              | CORP              | CA        |   2200000 | PA      | $1607279.85   | 0.16%             | 2025-09-19      | Fixed         | 5.18%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                   | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   3300000 | PA      | $2121150.45   | 0.22%             | 2026-12-15      | Floating      | 4.93%                 | No            | 2                  | On Loan: No      |
| ELIS SA                                    | Elis SA                                                 | CUSIP: 000000000<br>LEI: 969500UX71LCE8MAY492 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $115698.48    | 0.01%             | 2030-03-21      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-102606.93   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| OVINTIV INC                                | Ovintiv, Inc.                                           | CUSIP: 69047QAA0<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4098467.63   | 0.42%             | 2025-05-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| OP CORPORATE BANK PLC                      | OP Corporate Bank PLC                                   | CUSIP: 000000000<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |    420000 | PA      | $428403.05    | 0.04%             | 2029-11-12      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                    | Principal Financial Group, Inc.                         | CUSIP: 74251VAK8<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |   5635000 | PA      | $5631421.55   | 0.57%             | 2025-05-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                   | Penske Truck Leasing Co. LP/PTL Finance Corp.           | CUSIP: 709599BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1995884.82   | 0.20%             | 2025-07-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: —       |
| Mosaic Co/The                              | Mosaic Co.                                              | CUSIP: 61945NS67<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $999232.10    | 0.10%             | 2025-05-06      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Vier Gas Transport GmbH                    | Vier Gas Transport GmbH                                 | CUSIP: 000000000<br>LEI: 529900AGED6PJE9AVL37 | Long             | DBT              | CORP              | DE        |    800000 | PA      | $800608.11    | 0.08%             | 2029-09-10      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| Host Hotels & Resorts LP                   | Host Hotels & Resorts LP                                | CUSIP: 44107TAV8<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |   1881000 | PA      | $1878259.50   | 0.19%             | 2025-06-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BAYER US FINANCE LLC                       | Bayer U.S. Finance LLC                                  | CUSIP: 07274EAJ2<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    500000 | PA      | $521206.68    | 0.05%             | 2029-01-21      | Fixed         | 6.25%                 | No            | 2                  | On Loan: —       |
| JABIL INC                                  | Jabil, Inc.                                             | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    210000 | PA      | $198231.02    | 0.02%             | 2030-01-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                         | CUSIP: 4581X0EQ7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   9800000 | PA      | $9808163.79   | 1.00%             | 2029-08-01      | Floating      | 4.75%                 | No            | 2                  | On Loan: No      |
| VIATRIS INC                                | Viatris, Inc.                                           | CUSIP: 92556VAB2<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    700000 | PA      | $695685.69    | 0.07%             | 2025-06-22      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| COPT DEFENSE PROP LP                       | COPT Defense Properties LP                              | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |   1400000 | PA      | $1365914.07   | 0.14%             | 2026-03-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                           | Bank of Montreal                                        | CUSIP: 06367WB85<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    420000 | PA      | $420000.00    | 0.04%             | 2025-05-01      | Fixed         | 1.85%                 | No            | 2                  | On Loan: No      |
| US BANCORP                                 | U.S. Bancorp                                            | CUSIP: 91159HHZ6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6992842.01   | 0.71%             | 2025-05-12      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| PEPSICO INC                                | PepsiCo, Inc.                                           | CUSIP: 713448FP8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2904384.19   | 0.30%             | 2026-02-13      | Floating      | 4.76%                 | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased EUR / Sold USD                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |         1 | NC      | $197128.78    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| VW Credit Inc                              | VW Credit, Inc.                                         | CUSIP: 91842JST7<br>LEI: 549300UUPJ2NXDB68M19 | Long             | STIV             | CORP              | US        |   4000000 | PA      | $3986021.20   | 0.41%             | 2025-05-27      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Bank USA                     | Purchased CAD / Sold USD                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | CA        |         1 | NC      | $62581.00     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                           | Societe Generale SA                                     | CUSIP: 83368RCA8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2400000 | PA      | $2391177.38   | 0.24%             | 2027-02-19      | Floating      | 5.46%                 | No            | 2                  | On Loan: No      |
| PNC Bank NA                                | PNC Bank NA                                             | CUSIP: 69353REQ7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1597877.78   | 0.16%             | 2025-06-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Avnet Inc                                  | Avnet, Inc.                                             | CUSIP: 053807AS2<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1996107.06   | 0.20%             | 2026-04-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Societe Generale SA                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $715468.17    | 0.07%             | 2029-09-24      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                          | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $643234.06    | 0.07%             | 2028-08-17      | Floating      | 5.12%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                          | CUSIP: 2027A0KQ1<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $100267.17    | 0.01%             | 2026-03-13      | Floating      | 5.12%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                         | Banco Santander SA                                      | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $467201.15    | 0.05%             | 2029-04-22      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                         | CUSIP: 4581X0EG9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   9400000 | PA      | $9404117.20   | 0.96%             | 2027-10-04      | Floating      | 4.73%                 | No            | 2                  | On Loan: No      |
| NRW.BANK                                   | NRW Bank                                                | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |   2800000 | PA      | $1746980.13   | 0.18%             | 2026-03-31      | Fixed         | 1.05%                 | No            | 2                  | On Loan: No      |
| DAIMLER TRUCK FINAN NA                     | Daimler Truck Finance North America LLC                 | CUSIP: 233853AX8<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2987082.72   | 0.30%             | 2027-09-25      | Floating      | 5.33%                 | No            | 2                  | On Loan: No      |
| HEINEKEN NV                                | Heineken NV                                             | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1133677.49   | 0.12%             | 2025-08-04      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                      | CUSIP: 37045XES1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1090074.70   | 0.11%             | 2027-05-08      | Floating      | 5.71%                 | No            | 2                  | On Loan: No      |
| L3Harris Technologies Inc                  | L3Harris Technologies, Inc.                             | CUSIP: 50248BT36<br>LEI: 549300UTE50ZMDBG8A20 | Long             | STIV             | CORP              | US        |   4500000 | PA      | $4480195.05   | 0.46%             | 2025-06-03      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| FRESENIUS MED CARE III                     | Fresenius Medical Care U.S. Finance III, Inc.           | CUSIP: 35805BAA6<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |    500000 | PA      | $475449.18    | 0.05%             | 2029-06-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                            | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   6700000 | PA      | $4309067.37   | 0.44%             | 2026-11-16      | Floating      | 5.02%                 | No            | 2                  | On Loan: No      |
| MERCEDES-BENZ CA FIN INC                   | Mercedes-Benz Finance Canada, Inc.                      | CUSIP: 23384NBS5<br>LEI: 549300G6QKWRPOX3M965 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $721587.12    | 0.07%             | 2025-09-22      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| Canadian Pacific Railway Co                | Canadian Pacific Railway Co.                            | CUSIP: 13645WSW4<br>LEI: 54930036474DURYNB481 | Long             | STIV             | CORP              | CA        |   1000000 | PA      | $996108.30    | 0.10%             | 2025-05-30      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                    | MPLX LP                                                 | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1222711.70   | 0.12%             | 2026-03-01      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| LSEGA Financing PLC                        | LSEGA Financing PLC                                     | CUSIP: 50221FS62<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | STIV             | CORP              | GB        |    500000 | PA      | $499618.00    | 0.05%             | 2025-05-06      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                       | CUSIP: 718172CN7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   4580000 | PA      | $4580000.00   | 0.47%             | 2025-05-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Reynolds American Inc                      | Reynolds American, Inc.                                 | CUSIP: 761713BG0<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    800000 | PA      | $799562.56    | 0.08%             | 2025-06-12      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                        | Bank of Nova Scotia                                     | CUSIP: 06418GAB3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   3500000 | PA      | $3503169.36   | 0.36%             | 2025-06-12      | Floating      | 5.46%                 | No            | 2                  | On Loan: No      |
| SECURITAS TREASURY IRELA                   | Securitas Treasury Ireland DAC                          | CUSIP: 000000000<br>LEI: 635400BJYMDVAXBPJ960 | Long             | DBT              | CORP              | IE        |    620000 | PA      | $727467.12    | 0.07%             | 2030-02-23      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BANCO BPM SPA                              | Banco BPM SpA                                           | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |    400000 | PA      | $456842.36    | 0.05%             | 2030-01-21      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| The DFA Investment Trust Company           | DFA Investment Trust Co.                                | CUSIP: 23320U405<br>LEI: 549300FSKWEXKF6YBM56 | Long             | EC               | RF                | US        |    584762 | NS      | $6762772.33   | 0.69%             |  |  |  | No            | 2                  | On Loan: No      |
| EUROPEAN BK RECON & DEV                    | European Bank for Reconstruction & Development          | CUSIP: 29875BAK2<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |   4050000 | PA      | $4053240.00   | 0.41%             | 2028-02-20      | Floating      | 4.69%                 | No            | 2                  | On Loan: No      |
| Brookfield Finance Inc                     | Brookfield Finance, Inc.                                | CUSIP: 11271LAD4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100538.71    | 0.01%             | 2029-03-29      | Fixed         | 4.85%                 | No            | 2                  | On Loan: —       |
| ASIAN INFRASTRUCTURE INV                   | Asian Infrastructure Investment Bank                    | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1006821.91   | 0.10%             | 2027-08-16      | Floating      | 4.98%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                       | Royal Bank of Canada                                    | CUSIP: 78016HZU7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $501532.18    | 0.05%             | 2027-01-19      | Floating      | 5.33%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR FINANCE BV                    | Toyota Motor Finance Netherlands BV                     | CUSIP: 000000000<br>LEI: 724500OPA8GZSQUNSR96 | Long             | DBT              | CORP              | NL        |   1500000 | PA      | $1717746.90   | 0.18%             | 2029-07-11      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| BAT INTL FINANCE PLC                       | BAT International Finance PLC                           | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $583914.00    | 0.06%             | 2026-03-25      | Fixed         | 1.67%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                            | CUSIP: 02665WFS5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   4838000 | PA      | $4809069.92   | 0.49%             | 2027-10-22      | Floating      | 5.10%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE INC                               | Enbridge, Inc.                                          | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $121632.03    | 0.01%             | 2029-11-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| CANADA HOUSING TRUST                       | Canada Housing Trust No. 1                              | CUSIP: 13509PHN6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |  10000000 | PA      | $7237777.46   | 0.74%             | 2025-06-15      | Fixed         | 0.95%                 | No            | 2                  | On Loan: No      |
| Constellation Brands Inc                   | Constellation Brands, Inc.                              | CUSIP: 21037CSD9<br>LEI: 5493005GKEG8QCVY7037 | Long             | STIV             | CORP              | US        |   5000000 | PA      | $4991291.50   | 0.51%             | 2025-05-13      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| MERCEDES-BENZ FIN NA                       | Mercedes-Benz Finance North America LLC                 | CUSIP: 58769JAH0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1200249.61   | 0.12%             | 2025-08-01      | Floating      | 4.95%                 | No            | 2                  | On Loan: No      |
| INMOBILIARIA COLONIAL SO                   | Inmobiliaria Colonial Socimi SA                         | CUSIP: 000000000<br>LEI: 95980020140005007414 | Long             | DBT              |  | ES        |    200000 | PA      | $227685.28    | 0.02%             | 2030-01-22      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                          | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    800000 | PA      | $514223.42    | 0.05%             | 2026-01-13      | Floating      | 4.95%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                       | Bank of America Corp.                                   | CUSIP: 06051GFS3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49912.73     | 0.01%             | 2025-08-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                      | CUSIP: 37045XDZ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3013085.49   | 0.31%             | 2025-10-10      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                       | CUSIP: 718172BQ1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    600000 | PA      | $597642.44    | 0.06%             | 2025-08-11      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| OVINTIV INC                                | Ovintiv, Inc.                                           | CUSIP: 651290AR9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    442000 | PA      | $441955.33    | 0.05%             | 2026-01-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                   | Volkswagen Group of America Finance LLC                 | CUSIP: 928668CM2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    600000 | PA      | $595221.65    | 0.06%             | 2029-08-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| HSBC USA INC                               | HSBC USA, Inc.                                          | CUSIP: 40428HA51<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   3920000 | PA      | $3936875.60   | 0.40%             | 2027-03-04      | Floating      | 5.33%                 | No            | 2                  | On Loan: No      |
| CDP FINANCIAL INC                          | CDP Financial, Inc.                                     | CUSIP: 125094BD3<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |   3700000 | PA      | $3700351.50   | 0.38%             | 2025-05-19      | Floating      | 4.76%                 | No            | 2                  | On Loan: No      |
| NATIONAL GRID NA INC                       | National Grid North America, Inc.                       | CUSIP: 000000000<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1950631.51   | 0.20%             | 2029-11-25      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-743189.00   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| CNO Financial Group Inc                    | CNO Financial Group, Inc.                               | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |   2960000 | PA      | $2962216.98   | 0.30%             | 2029-05-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Dollar Tree Inc                            | Dollar Tree, Inc.                                       | CUSIP: 256746AG3<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |   4344000 | PA      | $4341573.57   | 0.44%             | 2025-05-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| GLOBAL PAYMENTS INC                        | Global Payments, Inc.                                   | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1606080.16   | 0.16%             | 2029-08-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| RADIAN GROUP INC                           | Radian Group, Inc.                                      | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |   3130000 | PA      | $3231090.24   | 0.33%             | 2029-05-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                      | CUSIP: 37045XCX2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1993804.18   | 0.20%             | 2025-06-20      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                   | AerCap Ireland Capital DAC/AerCap Global Aviation Trust | CUSIP: 00774MAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $149323.40    | 0.02%             | 2026-04-03      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                   | CUSIP: 89115A2T8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1700000 | PA      | $1708854.59   | 0.17%             | 2026-07-17      | Floating      | 5.46%                 | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK                     | Canadian Imperial Bank of Commerce                      | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $820513.22    | 0.08%             | 2029-07-09      | Fixed         | 3.81%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group, Inc.                   | CUSIP: 86562MDL1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    900000 | PA      | $905852.70    | 0.09%             | 2029-07-09      | Floating      | 5.55%                 | No            | 2                  | On Loan: No      |
| LOWE'S COS INC                             | Lowe's Cos., Inc.                                       | CUSIP: 548661EK9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199837.43    | 0.02%             | 2025-09-08      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| TRUIST FINANCIAL CORP                      | Truist Financial Corp.                                  | CUSIP: 867914BS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   2422000 | PA      | $2422000.00   | 0.25%             | 2025-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Autodesk Inc                               | Autodesk, Inc.                                          | CUSIP: 052769AD8<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1598738.99   | 0.16%             | 2025-06-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Honeywell International Inc                | Honeywell International, Inc.                           | CUSIP: 43851TVK9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2960238.90   | 0.30%             | 2025-08-19      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                              | RCI Banque SA                                           | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $569674.27    | 0.06%             | 2029-07-26      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| CONSTELLATION EN GEN LLC                   | Constellation Energy Generation LLC                     | CUSIP: 30161MAS2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4990216.75   | 0.51%             | 2025-06-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                   | Volkswagen Group of America Finance LLC                 | CUSIP: 928668CG5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401553.80    | 0.04%             | 2029-03-22      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                        | American Express Co.                                    | CUSIP: 025816CL1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2394919.39   | 0.24%             | 2026-11-04      | Floating      | 5.01%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.              | CUSIP: 05252ADJ7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   2000000 | PA      | $2007380.02   | 0.20%             | 2027-01-18      | Floating      | 5.19%                 | No            | 2                  | On Loan: No      |
| MAS BILL                                   | Monetary Authority of Singapore Bills                   | CUSIP: 000000000<br>LEI: 54930035WQZLGC45RZ35 | Long             | DBT              | NUSS              | SG        |  10900000 | PA      | $8341508.54   | 0.85%             | 2025-05-08      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                    | Nationwide Building Society                             | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1353115.62   | 0.14%             | 2025-07-22      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                        | Elevance Health, Inc.                                   | CUSIP: 036752AR4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1168630.93   | 0.12%             | 2026-03-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development     | CUSIP: 459058LD3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   5115000 | PA      | $5118682.80   | 0.52%             | 2027-02-23      | Floating      | 4.79%                 | No            | 2                  | On Loan: No      |
| AYVENS SA                                  | Ayvens SA                                               | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | DBT              | CORP              | FR        |   2900000 | PA      | $3385499.97   | 0.35%             | 2029-07-16      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold JPY                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $11585.98     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                            | CUSIP: 02665WES6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001452.43   | 0.10%             | 2025-10-03      | Floating      | 5.17%                 | No            | 2                  | On Loan: No      |
| WESTERN UNION CO/THE                       | Western Union Co.                                       | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |   3062000 | PA      | $2967268.95   | 0.30%             | 2026-03-15      | Fixed         | 1.35%                 | No            | 2                  | On Loan: No      |
| Stanley Black & Decker Inc                 | Stanley Black & Decker, Inc.                            | CUSIP: 85462CTQ8<br>LEI: 549300DJ09SMTO561131 | Long             | STIV             | CORP              | US        |   6000000 | PA      | $5957466.60   | 0.61%             | 2025-06-24      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Jabil Inc                                  | Jabil, Inc.                                             | CUSIP: 46652LS24<br>LEI: 5493000CGCQY2OQU7669 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2999143.20   | 0.31%             | 2025-05-02      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Canada Government Bonds                    | Canada Government Bonds                                 | CUSIP: 135087D50<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   3800000 | PA      | $2755234.30   | 0.28%             | 2025-06-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| SANTANDER HOLDINGS USA                     | Santander Holdings USA, Inc.                            | CUSIP: 80282KAE6<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    190000 | PA      | $189695.67    | 0.02%             | 2025-07-17      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                                  | CUSIP: 04517PBE1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   3200000 | PA      | $3226592.00   | 0.33%             | 2026-06-16      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings, Inc.                   | CUSIP: 65339KCG3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1659000 | PA      | $1657411.64   | 0.17%             | 2025-06-20      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| BP Capital Markets PLC                     | BP Capital Markets PLC                                  | CUSIP: 05568TTQ2<br>LEI: 549300CRVT18MXX0AG93 | Long             | STIV             | CORP              | GB        |   2500000 | PA      | $2482984.50   | 0.25%             | 2025-06-24      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| BRITISH COLUMBIA PROV OF                   | Province of British Columbia                            | CUSIP: 11070TAF5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    400000 | PA      | $290201.65    | 0.03%             | 2025-06-18      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| ONTARIO T-BILL                             | Ontario Treasury Bills                                  | CUSIP: 6832Z5M80<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   5000000 | PA      | $3623132.16   | 0.37%             | 2025-05-14      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ONTARIO T-BILL                             | Ontario Treasury Bills                                  | CUSIP: 6832Z5M72<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1700000 | PA      | $1232493.83   | 0.13%             | 2025-05-07      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| EUROPEAN BK RECON & DEV                    | European Bank for Reconstruction & Development          | CUSIP: 29874QEU4<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |   5360000 | PA      | $5353777.15   | 0.55%             | 2029-02-16      | Floating      | 4.66%                 | No            | 2                  | On Loan: No      |
| MAS BILL                                   | Monetary Authority of Singapore Bills                   | CUSIP: 000000000<br>LEI: 54930035WQZLGC45RZ35 | Long             | DBT              | NUSS              | SG        |  13500000 | PA      | $10325656.04  | 1.05%             | 2025-05-16      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| AVALONBAY COMMUNITIES                      | AvalonBay Communities, Inc.                             | CUSIP: 05348EAV1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |   1130000 | PA      | $1128069.08   | 0.12%             | 2025-06-01      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co                        | JPMorgan Chase & Co.                                    | CUSIP: 46625HMN7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1468318.33   | 0.15%             | 2025-07-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| WILLIAMS COMPANIES INC                     | Williams Cos., Inc.                                     | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    260000 | PA      | $261672.14    | 0.03%             | 2029-11-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| RYDER SYSTEM INC                           | Ryder System, Inc.                                      | CUSIP: 78355HKR9<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    281000 | PA      | $279597.33    | 0.03%             | 2025-09-01      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| QUEBEC T-BILL                              | Quebec Treasury Bills                                   | CUSIP: 0985ZUEH6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   2000000 | PA      | $1449020.75   | 0.15%             | 2025-05-16      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORP                    | John Deere Capital Corp.                                | CUSIP: 24422EXW4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2956195.00   | 0.30%             | 2027-07-15      | Floating      | 5.06%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                   | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   2000000 | PA      | $1282535.14   | 0.13%             | 2025-08-11      | Floating      | 4.99%                 | No            | 2                  | On Loan: No      |
| DISCOVER FINANCIAL SVS                     | Discover Financial Services                             | CUSIP: 254709AP3<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    647000 | PA      | $644860.73    | 0.07%             | 2026-01-30      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                   | Asian Infrastructure Investment Bank                    | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $124585.72    | 0.01%             | 2026-05-06      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Harley-Davidson Inc                        | Harley-Davidson, Inc.                                   | CUSIP: 412822AD0<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298363.19    | 0.03%             | 2025-07-28      | Fixed         | 3.50%                 | No            | 2                  | On Loan: —       |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.              | CUSIP: 05252ADN8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $201413.40    | 0.02%             | 2029-12-16      | Floating      | 5.22%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold CAD                                | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-60865.36    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Dow Chemical Co/The                        | Dow Chemical Co.                                        | CUSIP: 26055ATG1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2981596.80   | 0.30%             | 2025-06-16      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| NatWest Markets PLC                        | Purchased CAD / Sold USD                                | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CA        |         1 | NC      | $88979.09     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| COUNCIL OF EUROPE                          | Council of Europe Development Bank                      | CUSIP: 222213BA7<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $299421.99    | 0.03%             | 2025-06-16      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Eversource Energy                          | Eversource Energy                                       | CUSIP: 30040XSN7<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2991487.80   | 0.31%             | 2025-05-22      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                         | CUSIP: 45828RAA3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   6100000 | PA      | $6102806.00   | 0.62%             | 2028-10-05      | Floating      | 4.73%                 | No            | 2                  | On Loan: No      |
| Enbridge US Inc                            | Enbridge U.S., Inc.                                     | CUSIP: 29251USL3<br>LEI: 5493003FRODSVHJWFS32 | Long             | STIV             | CORP              | US        |   5000000 | PA      | $4987124.50   | 0.51%             | 2025-05-20      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| BRUNSWICK CORP                             | Brunswick Corp.                                         | CUSIP: 117043AW9<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    730000 | PA      | $739558.20    | 0.08%             | 2029-03-18      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| VAR ENERGI ASA                             | Var Energi ASA                                          | CUSIP: 000000000<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    190000 | PA      | $230656.34    | 0.02%             | 2029-05-04      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CIE GENERALE DES ESTABLI                   | Cie Generale des Etablissements Michelin SCA            | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $563663.37    | 0.06%             | 2025-09-03      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| SIXT SE                                    | Sixt SE                                                 | CUSIP: 000000000<br>LEI: 5299004ZME6CSBR7WP07 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $685024.28    | 0.07%             | 2030-01-22      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| NASDAQ INC                                 | Nasdaq, Inc.                                            | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513274.74    | 0.05%             | 2030-02-13      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                       | American Tower Corp.                                    | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    120000 | PA      | $124994.65    | 0.01%             | 2029-05-21      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| DOLLAR GENERAL CORP                        | Dollar General Corp.                                    | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1032750.84   | 0.11%             | 2030-04-03      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CRH America Finance Inc                    | CRH America Finance, Inc.                               | CUSIP: 12636CUQ1<br>LEI: 549300WEVUODRJ4CWK56 | Long             | STIV             | CORP              | US        |   1250000 | PA      | $1236222.00   | 0.13%             | 2025-07-24      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE INC                               | Enbridge, Inc.                                          | CUSIP: 29251ZBT3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $2174836.79   | 0.22%             | 2025-06-02      | Fixed         | 2.44%                 | No            | 2                  | On Loan: No      |
| PVH CORP                                   | PVH Corp.                                               | CUSIP: 693656AC4<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |   7118000 | PA      | $7120999.24   | 0.73%             | 2025-07-10      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| CADENT FINANCE PLC                         | Cadent Finance PLC                                      | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $302095.89    | 0.03%             | 2030-03-19      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| PAYPAL HOLDINGS INC                        | PayPal Holdings, Inc.                                   | CUSIP: 70450YAG8<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   2920000 | PA      | $2911905.21   | 0.30%             | 2025-06-01      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| HEALTH CARE SERVICE CORP                   | Health Care Service Corp. A Mutual Legal Reserve Co.    | CUSIP: 42218SAD0<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |   2373000 | PA      | $2366181.33   | 0.24%             | 2025-06-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: —       |
| UBS AG                                     | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $8952.51      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NATIONAL RURAL UTIL COOP                   | National Rural Utilities Cooperative Finance Corp.      | CUSIP: 63743HFQ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   4988000 | PA      | $4987215.69   | 0.51%             | 2027-02-05      | Floating      | 5.16%                 | No            | 2                  | On Loan: No      |
| DTE ENERGY CO                              | DTE Energy Co.                                          | CUSIP: 233331BG1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1893366.51   | 0.19%             | 2025-06-01      | Fixed         | 1.05%                 | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LP                       | Boston Properties LP                                    | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |   3400000 | PA      | $3187021.79   | 0.33%             | 2029-06-21      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| MACQUARIE BANK LTD                         | Macquarie Bank Ltd.                                     | CUSIP: 55608PBS2<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   5220000 | PA      | $5257061.48   | 0.54%             | 2026-12-07      | Floating      | 5.57%                 | No            | 2                  | On Loan: No      |
| NATWEST GROUP PLC                          | NatWest Group PLC                                       | CUSIP: 780097BA8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    668000 | PA      | $669995.87    | 0.07%             | 2026-04-05      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| SANDOZ FINANCE B.V.                        | Sandoz Finance BV                                       | CUSIP: 000000000<br>LEI: 213800DFA3WXJ7KC9R74 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $343521.51    | 0.04%             | 2029-09-12      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| STATE STREET CORP                          | State Street Corp.                                      | CUSIP: 857477CE1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2374869.23   | 0.24%             | 2026-08-03      | Floating      | 5.21%                 | No            | 2                  | On Loan: No      |
| MARATHON PETROLEUM CORP                    | Marathon Petroleum Corp.                                | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1308257.48   | 0.13%             | 2030-03-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                      | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192550.46    | 0.02%             | 2029-07-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                      | CUSIP: 29278NAP8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   6319000 | PA      | $6313988.02   | 0.64%             | 2025-05-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| BAT INTL FINANCE PLC                       | BAT International Finance PLC                           | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    130000 | PA      | $141465.16    | 0.01%             | 2030-01-16      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-2404624.19  | -0.25%            |  |  |  | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                            | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   8128000 | PA      | $5221646.39   | 0.53%             | 2026-05-12      | Floating      | 4.98%                 | No            | 2                  | On Loan: No      |
| Japan Government Five Year Bonds           | Japan Government Five Year Bonds                        | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 410000000 | PA      | $2843962.79   | 0.29%             | 2026-09-20      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORP                    | John Deere Capital Corp.                                | CUSIP: 24422EWY1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   3950000 | PA      | $3965010.00   | 0.40%             | 2026-06-08      | Floating      | 5.16%                 | No            | 2                  | On Loan: No      |
| Conagra Brands Inc                         | Conagra Brands, Inc.                                    | CUSIP: 20600GS98<br>LEI: 54930035UDEIH090K650 | Long             | STIV             | CORP              | US        |   5000000 | PA      | $4994113.50   | 0.51%             | 2025-05-09      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| Entergy Corp                               | Entergy Corp.                                           | CUSIP: 29366ETR7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1985494.00   | 0.20%             | 2025-06-25      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                   | Healthcare Realty Holdings LP                           | CUSIP: 42225UAJ3<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    765000 | PA      | $765000.00    | 0.08%             | 2025-05-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BMW US CAPITAL LLC                         | BMW U.S. Capital LLC                                    | CUSIP: 05565ECL7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998384.33    | 0.10%             | 2026-04-02      | Floating      | 4.93%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                   | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1700000 | PA      | $1101730.25   | 0.11%             | 2027-11-11      | Floating      | 5.42%                 | No            | 2                  | On Loan: No      |
| VMWARE LLC                                 | VMware LLC                                              | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    104000 | PA      | $99825.29     | 0.01%             | 2026-08-15      | Fixed         | 1.40%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-81175.99    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased AUD / Sold USD                                | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | AU        |         1 | NC      | $18329.04     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ENI SPA                                    | Eni SpA                                                 | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    600000 | PA      | $611925.52    | 0.06%             | 2030-01-23      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| GRP BRUXELLES LAMBERT SA                   | Groupe Bruxelles Lambert NV                             | CUSIP: 000000000<br>LEI: 549300KV0ZEHT2KVU152 | Long             | DBT              | CORP              | BE        |    500000 | PA      | $565747.81    | 0.06%             | 2025-06-19      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Canadian Natural Resources Ltd             | Canadian Natural Resources Ltd.                         | CUSIP: 13638WSD5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | STIV             | CORP              | CA        |   4000000 | PA      | $3993160.40   | 0.41%             | 2025-05-13      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group PLC                   | Lloyds Banking Group PLC                                | CUSIP: 53944YAF0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1455000 | PA      | $1454952.44   | 0.15%             | 2025-05-08      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| BAT International Finance PLC              | BAT International Finance PLC                           | CUSIP: 05531MS74<br>LEI: 21380041YBGOQDFAC823 | Long             | STIV             | CORP              | US        |   4000000 | PA      | $3996430.00   | 0.41%             | 2025-05-07      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                        | American Tower Corp.                                    | CUSIP: 03027XBB5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    260000 | PA      | $256651.16    | 0.03%             | 2025-09-15      | Fixed         | 1.30%                 | No            | 2                  | On Loan: No      |
| NATIONAL BANK OF CANADA                    | National Bank of Canada                                 | CUSIP: 63306AHK5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   5500000 | PA      | $4036352.10   | 0.41%             | 2025-11-03      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                        | Charles Schwab Corp.                                    | CUSIP: 808513BZ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4019240.00   | 0.41%             | 2027-03-03      | Floating      | 5.42%                 | No            | 2                  | On Loan: No      |
| Norfolk Southern Corp                      | Norfolk Southern Corp.                                  | CUSIP: 655844AW8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300132.20    | 0.03%             | 2025-05-17      | Fixed         | 5.59%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO BANK NA                        | Wells Fargo Bank NA                                     | CUSIP: 94988J6G7<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1609120.03   | 0.16%             | 2026-12-11      | Floating      | 5.44%                 | No            | 2                  | On Loan: No      |
| ARES CAPITAL CORP                          | ARES Capital Corp.                                      | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1518427.10   | 0.15%             | 2029-07-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| SWEDISH EXPORT CREDIT                      | Svensk Exportkredit AB                                  | CUSIP: 87031CAF0<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   3550000 | PA      | $3581197.40   | 0.37%             | 2026-08-03      | Floating      | 5.36%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                        | Bank of Nova Scotia                                     | CUSIP: 06418GAG2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2904000 | PA      | $2900506.87   | 0.30%             | 2027-06-04      | Floating      | 5.15%                 | No            | 2                  | On Loan: No      |
| NATIONAL RURAL UTIL COOP                   | National Rural Utilities Cooperative Finance Corp.      | CUSIP: 63743HFU1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998934.70    | 0.10%             | 2027-09-16      | Floating      | 5.19%                 | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                            | Nordea Bank Abp                                         | CUSIP: 65558RAA7<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    460000 | PA      | $459402.57    | 0.05%             | 2025-06-06      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK NA                    | JPMorgan Chase Bank NA                                  | CUSIP: 48125LRV6<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |    950000 | PA      | $954983.76    | 0.10%             | 2026-12-08      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                   | Svenska Handelsbanken AB                                | CUSIP: 86959NAK5<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   3233000 | PA      | $3234791.11   | 0.33%             | 2025-06-10      | Floating      | 5.28%                 | No            | 2                  | On Loan: No      |
| FRESENIUS SE & CO KGAA                     | Fresenius SE & Co. KGaA                                 | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $731959.64    | 0.07%             | 2029-11-28      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                   | Sumitomo Mitsui Trust Bank Ltd.                         | CUSIP: 86563VBW8<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   1600000 | PA      | $1602514.93   | 0.16%             | 2027-09-10      | Floating      | 5.35%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.              | CUSIP: 05252ADK4<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   2841000 | PA      | $2842760.43   | 0.29%             | 2026-03-18      | Floating      | 4.93%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development     | CUSIP: 459058KH5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    230000 | PA      | $229373.72    | 0.02%             | 2029-01-24      | Floating      | 4.68%                 | No            | 2                  | On Loan: No      |
| MARATHON PETROLEUM CORP                    | Marathon Petroleum Corp.                                | CUSIP: 56585ABH4<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   3790000 | PA      | $3790000.00   | 0.39%             | 2025-05-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Conagra Brands Inc                         | Conagra Brands, Inc.                                    | CUSIP: 20600GSV9<br>LEI: 54930035UDEIH090K650 | Long             | STIV             | CORP              | US        |   1500000 | PA      | $1494130.05   | 0.15%             | 2025-05-29      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| ARES CAPITAL CORP                          | ARES Capital Corp.                                      | CUSIP: 04010LAY9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    700000 | PA      | $697737.60    | 0.07%             | 2025-07-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| American Tower Corp                        | American Tower Corp.                                    | CUSIP: 03027XAG5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   2120000 | PA      | $2117804.36   | 0.22%             | 2025-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ROCHE HOLDINGS INC                         | Roche Holdings, Inc.                                    | CUSIP: 771196CD2<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1802517.08   | 0.18%             | 2026-11-13      | Floating      | 5.10%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $4892.18      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                | CUSIP: 21688AAZ5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $301473.00    | 0.03%             | 2026-10-05      | Floating      | 5.28%                 | No            | 2                  | On Loan: No      |
| Telstra Group Ltd                          | Telstra Group Ltd.                                      | CUSIP: 8796VQU35<br>LEI: 894500WRW54CVN62K416 | Long             | STIV             | CORP              | AU        |   3000000 | PA      | $2975722.80   | 0.30%             | 2025-07-03      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Purchased CAD / Sold USD                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CA        |         1 | NC      | $221710.36    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                       | Royal Bank of Canada                                    | CUSIP: 78016EZR1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1200000 | PA      | $1201701.60   | 0.12%             | 2026-04-27      | Floating      | 4.95%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased CAD / Sold USD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |         1 | NC      | $6151.07      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RYDER SYSTEM INC                           | Ryder System, Inc.                                      | CUSIP: 78355HKQ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   1146000 | PA      | $1144917.52   | 0.12%             | 2025-06-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| NatWest Markets PLC                        | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-38642.65    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Waste Management Inc                       | Waste Management, Inc.                                  | CUSIP: 94107MSM9<br>LEI: 549300YX8JIID70NFS41 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1994595.20   | 0.20%             | 2025-05-21      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                        | American Express Co.                                    | CUSIP: 025816CY3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   4915000 | PA      | $4905080.69   | 0.50%             | 2025-08-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold CAD                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-67883.38    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| SUNCOR ENERGY INC                          | Suncor Energy, Inc.                                     | CUSIP: 86721ZAW9<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |   1200000 | PA      | $881563.91    | 0.09%             | 2025-11-17      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| MOTABILITY OPERATIONS GR                   | Motability Operations Group PLC                         | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1164910.18   | 0.12%             | 2029-07-24      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                            | Nordea Bank Abp                                         | CUSIP: 65558RAF6<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   2896000 | PA      | $2900742.55   | 0.30%             | 2027-03-19      | Floating      | 5.11%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                   | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   2700000 | PA      | $1731266.79   | 0.18%             | 2027-01-25      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| Stora Enso OYJ                             | Stora Enso OYJ                                          | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | DBT              | CORP              | FI        |    180000 | PA      | $211498.66    | 0.02%             | 2029-09-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| CATERPILLAR FINL SERVICE                   | Caterpillar Financial Services Corp.                    | CUSIP: 14913R2Z9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119667.48    | 0.01%             | 2025-08-12      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| JPN BANK FOR INT'L COOP                    | Japan Bank for International Cooperation                | CUSIP: 471048CJ5<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   2000000 | PA      | $1984175.06   | 0.20%             | 2025-07-15      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                   | AerCap Ireland Capital DAC/AerCap Global Aviation Trust | CUSIP: 00774MAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    300000 | PA      | $300447.86    | 0.03%             | 2025-07-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Tyco Electronics Group SA                  | Tyco Electronics Group SA                               | CUSIP: 90212HSF5<br>LEI: C33G1C5SYE2YM95EE712 | Long             | STIV             | CORP              | LU        |   3000000 | PA      | $2994227.70   | 0.31%             | 2025-05-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE        | LVMH Moet Hennessy Louis Vuitton SE                     | CUSIP: 50244LTJ3<br>LEI: IOG4E947OATN0KJYSD45 | Long             | STIV             | CORP              | FR        |   1500000 | PA      | $1491139.20   | 0.15%             | 2025-06-18      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                            | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   1600000 | PA      | $1030424.85   | 0.11%             | 2028-05-12      | Floating      | 5.20%                 | No            | 2                  | On Loan: No      |
| NETFLIX INC                                | Netflix, Inc.                                           | CUSIP: 64110LAY2<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59878.47     | 0.01%             | 2025-06-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| ORIGIN ENERGY FINANCE                      | Origin Energy Finance Ltd.                              | CUSIP: 000000000<br>LEI: 5493002W5C9Z753C7Q57 | Long             | DBT              | CORP              | AU        |    400000 | PA      | $410772.96    | 0.04%             | 2029-09-17      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| NYKREDIT REALKREDIT AS                     | Nykredit Realkredit AS                                  | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |    300000 | PA      | $341483.06    | 0.03%             | 2030-01-10      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| CRITERIA CAIXA SA                          | Criteria Caixa SA                                       | CUSIP: 000000000<br>LEI: 959800DQQUAMV0K08004 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $456527.88    | 0.05%             | 2029-10-02      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| SANTANDER HOLDINGS USA                     | Santander Holdings USA, Inc.                            | CUSIP: 80282KBB1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2096255.60   | 0.21%             | 2025-06-02      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| NORFINA LTD                                | Norfina Ltd.                                            | CUSIP: 000000000<br>LEI: JEBU6C6ITPD2YZ9N7F22 | Long             | DBT              | CORP              | AU        |   3500000 | PA      | $2241073.61   | 0.23%             | 2027-01-25      | Floating      | 4.68%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                   | CUSIP: 89115A2Y7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $132631.60    | 0.01%             | 2029-04-05      | Fixed         | 4.99%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-2493.82     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ABN AMRO BANK NV                           | ABN AMRO Bank NV                                        | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   3900000 | PA      | $4628976.05   | 0.47%             | 2030-02-21      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Telstra Group Ltd                          | Telstra Group Ltd.                                      | CUSIP: 8796VQTS2<br>LEI: 894500WRW54CVN62K416 | Long             | STIV             | CORP              | AU        |   3000000 | PA      | $2978553.90   | 0.30%             | 2025-06-26      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TELUS Corp                                 | TELUS Corp.                                             | CUSIP: 87974PT94<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | STIV             | CORP              | CA        |    250000 | PA      | $248702.78    | 0.03%             | 2025-06-09      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORP                    | John Deere Capital Corp.                                | CUSIP: 24422EWU9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300522.00    | 0.03%             | 2026-03-03      | Floating      | 4.94%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                            | CVS Health Corp.                                        | CUSIP: 126650CL2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1196852.17   | 0.12%             | 2025-07-20      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN INC                          | Kinder Morgan, Inc.                                     | CUSIP: 49456BAF8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   3080000 | PA      | $3077788.65   | 0.31%             | 2025-06-01      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                   | Medtronic Global Holdings SCA                           | CUSIP: 000000000<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |   1474000 | PA      | $1651487.01   | 0.17%             | 2025-10-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                            | CUSIP: 632525BM2<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   2160000 | PA      | $2163331.61   | 0.22%             | 2025-12-10      | Floating      | 5.02%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-79801.36    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| General Dynamics Corp                      | General Dynamics Corp.                                  | CUSIP: 369550BG2<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2798531.93   | 0.29%             | 2025-05-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                         | CUSIP: 4581X0ED6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    127000 | PA      | $127006.35    | 0.01%             | 2027-04-12      | Floating      | 4.66%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                   | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   2500000 | PA      | $1607236.42   | 0.16%             | 2028-09-19      | Floating      | 5.05%                 | No            | 2                  | On Loan: No      |
| Crown Castle Inc                           | Crown Castle, Inc.                                      | CUSIP: 22823PT45<br>LEI: 54930012H97VSM0I2R19 | Long             | STIV             |  | US        |   2000000 | PA      | $1990294.00   | 0.20%             | 2025-06-04      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| Boston Properties LP                       | Boston Properties LP                                    | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    600000 | PA      | $591213.72    | 0.06%             | 2028-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| TIKEHAU CAPITAL SCA                        | Tikehau Capital SCA                                     | CUSIP: 000000000<br>LEI: 969500BY8TEU16U3SJ94 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $757641.13    | 0.08%             | 2030-03-14      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| STATE STREET CORP                          | State Street Corp.                                      | CUSIP: 857477CQ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    950000 | PA      | $946485.00    | 0.10%             | 2027-10-22      | Floating      | 5.02%                 | No            | 2                  | On Loan: No      |
| BMW US CAPITAL LLC                         | BMW U.S. Capital LLC                                    | CUSIP: 05565ECD5<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350116.36    | 0.04%             | 2025-08-11      | Floating      | 4.98%                 | No            | 2                  | On Loan: No      |
| Japan Government Two Year Bonds            | Japan Government Two Year Bonds                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 245000000 | PA      | $1709893.69   | 0.17%             | 2026-07-01      | Fixed         | 0.40%                 | No            | 2                  | On Loan: No      |
| Eni SpA                                    | Eni SpA                                                 | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    350000 | PA      | $398263.68    | 0.04%             | 2025-09-12      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| CONTINENTAL AG                             | Continental AG                                          | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | DBT              | CORP              | DE        |    472000 | PA      | $545199.04    | 0.06%             | 2029-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| KOMMUNALBANKEN AS                          | Kommunalbanken AS                                       | CUSIP: 50048MDE7<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |   6000000 | PA      | $6044671.80   | 0.62%             | 2026-06-17      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                   | Toyota Motor Credit Corp.                               | CUSIP: 89236TMA0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1100010.18   | 0.11%             | 2027-03-19      | Floating      | 5.02%                 | No            | 2                  | On Loan: No      |
| SNAM SPA                                   | Snam SpA                                                | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    170000 | PA      | $201334.86    | 0.02%             | 2029-11-27      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                            | CUSIP: 02665WEX5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   3167000 | PA      | $3168969.46   | 0.32%             | 2026-01-09      | Floating      | 5.09%                 | No            | 2                  | On Loan: No      |
| BELFIUS BANK SA/NV                         | Belfius Bank SA                                         | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |   1400000 | PA      | $1625282.05   | 0.17%             | 2029-01-22      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| CATERPILLAR FINL SERVICE                   | Caterpillar Financial Services Corp.                    | CUSIP: 14913UAZ3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1496810.70   | 0.15%             | 2028-03-03      | Floating      | 4.89%                 | No            | 2                  | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                     | CNH Industrial Capital LLC                              | CUSIP: 12592BAN4<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   4070000 | PA      | $4067970.21   | 0.42%             | 2025-05-23      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                   | Export Development Canada                               | CUSIP: 30216BKG6<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   2160000 | PA      | $2160982.82   | 0.22%             | 2028-08-01      | Floating      | 4.71%                 | No            | 2                  | On Loan: No      |
| ABN AMRO Bank NV                           | ABN AMRO Bank NV                                        | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $304970.38    | 0.03%             | 2029-09-23      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| TELUS Corp                                 | TELUS Corp.                                             | CUSIP: 87974PUB7<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | STIV             | CORP              | CA        |   1000000 | PA      | $990672.00    | 0.10%             | 2025-07-11      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| SELP FINANCE SARL                          | SELP Finance SARL                                       | CUSIP: 000000000<br>LEI: 549300Y4VYEJE1MH6D45 | Long             | DBT              |  | LU        |   3320000 | PA      | $3436860.01   | 0.35%             | 2029-05-27      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| RTX Corp                                   | RTX Corp.                                               | CUSIP: 78109FSM5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2991588.00   | 0.31%             | 2025-05-21      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Skandinaviska Enskilda Banken AB           | Skandinaviska Enskilda Banken AB                        | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    750000 | PA      | $895096.06    | 0.09%             | 2028-11-06      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| INTL FINANCE CORP                          | International Finance Corp.                             | CUSIP: 45950KDJ6<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |   4580000 | PA      | $4580641.20   | 0.47%             | 2028-08-28      | Floating      | 4.67%                 | No            | 2                  | On Loan: No      |
| NETFLIX INC                                | Netflix, Inc.                                           | CUSIP: 000000000<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    450000 | PA      | $509899.98    | 0.05%             | 2025-06-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Whirlpool Corp                             | Whirlpool Corp.                                         | CUSIP: 963320AW6<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    130000 | PA      | $123220.02    | 0.01%             | 2029-02-26      | Fixed         | 4.75%                 | No            | 2                  | On Loan: —       |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                          | CUSIP: 2027A0KR9<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   3400000 | PA      | $3403497.72   | 0.35%             | 2025-09-12      | Floating      | 5.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased CAD / Sold USD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |         1 | NC      | $36835.27     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TRUIST FINANCIAL CORP                      | Truist Financial Corp.                                  | CUSIP: 89788MAA0<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69365.86     | 0.01%             | 2025-08-05      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                            | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   3000000 | PA      | $1922570.71   | 0.20%             | 2025-05-30      | Floating      | 5.02%                 | No            | 2                  | On Loan: No      |
| PACCAR FINANCIAL CORP                      | PACCAR Financial Corp.                                  | CUSIP: 69371RT48<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247545.50    | 0.03%             | 2029-09-26      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                                | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   3800000 | PA      | $2437400.95   | 0.25%             | 2027-02-26      | Floating      | 4.99%                 | No            | 2                  | On Loan: No      |
| THOMSON REUTERS CORP                       | Thomson Reuters Corp.                                   | CUSIP: 884903BW4<br>LEI: 549300561UZND4C7B569 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $652705.64    | 0.07%             | 2025-05-14      | Fixed         | 2.24%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-114908.64   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Marriott International Inc/MD              | Marriott International, Inc.                            | CUSIP: 57163TSM2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | STIV             | CORP              | US        |   5000000 | PA      | $4986179.00   | 0.51%             | 2025-05-21      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co.                                       | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    171000 | PA      | $225926.49    | 0.02%             | 2025-07-28      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                         | Credit Agricole SA                                      | CUSIP: 22534PAJ2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $2001457.14   | 0.20%             | 2027-03-11      | Floating      | 5.24%                 | No            | 2                  | On Loan: No      |
| ENGIE SA                                   | Engie SA                                                | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $349600.84    | 0.04%             | 2030-01-11      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-172625.49   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Caisse des Depots et Consignations         | Caisse des Depots et Consignations                      | CUSIP: 12800ATC8<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | STIV             | NUSS              | US        |   5000000 | PA      | $4974003.00   | 0.51%             | 2025-06-12      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                          | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1400000 | PA      | $898133.31    | 0.09%             | 2027-01-14      | Floating      | 4.75%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group, Inc.                               | CUSIP: 38148LAE6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5600000 | PA      | $5596506.38   | 0.57%             | 2025-05-22      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Simon Property Group LP                    | Simon Property Group LP                                 | CUSIP: 828807CV7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    600000 | PA      | $597603.15    | 0.06%             | 2025-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold GBP                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-14063.86    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LSEGA Financing PLC                        | LSEGA Financing PLC                                     | CUSIP: 50221FSK1<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | STIV             | CORP              | GB        |   5000000 | PA      | $4987935.00   | 0.51%             | 2025-05-19      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                       | Royal Bank of Canada                                    | CUSIP: 78016EYZ4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2121000 | PA      | $2123862.86   | 0.22%             | 2027-01-21      | Floating      | 5.09%                 | No            | 2                  | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                   | Healthcare Realty Holdings LP                           | CUSIP: 42225UAL8<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    800000 | PA      | $703820.90    | 0.07%             | 2030-03-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                         | Royalty Pharma PLC                                      | CUSIP: 78081BAH6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   7500000 | PA      | $7405634.85   | 0.76%             | 2025-09-02      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.              | CUSIP: 05252BDL0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   2331000 | PA      | $2336667.78   | 0.24%             | 2027-07-16      | Floating      | 5.06%                 | No            | 2                  | On Loan: No      |
| Intel Corp                                 | Intel Corp.                                             | CUSIP: 458140AS9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   5804000 | PA      | $5788900.84   | 0.59%             | 2025-07-29      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings, Inc.                   | CUSIP: 65339KBS8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2407492.78   | 0.25%             | 2025-09-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| EIDP INC                                   | EIDP, Inc.                                              | CUSIP: 263534CN7<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496792.91    | 0.05%             | 2025-07-15      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| WISCONSIN POWER & LIGHT                    | Wisconsin Power & Light Co.                             | CUSIP: 976826BM8<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    600000 | PA      | $565023.77    | 0.06%             | 2029-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| HYATT HOTELS CORP                          | Hyatt Hotels Corp.                                      | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3210047.55   | 0.33%             | 2029-06-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                   | Svenska Handelsbanken AB                                | CUSIP: 86959LAN3<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    500000 | PA      | $503042.45    | 0.05%             | 2026-06-15      | Floating      | 5.62%                 | No            | 2                  | On Loan: No      |
| APA INFRASTRUCTURE LTD                     | APA Infrastructure Ltd.                                 | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $521145.79    | 0.05%             | 2029-03-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Broadcom Inc                               | Broadcom, Inc.                                          | CUSIP: 11135MTQ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | STIV             | CORP              | US        |   1500000 | PA      | $1489290.30   | 0.15%             | 2025-06-24      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold CAD                                | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-491040.25   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| ORIX CORP                                  | ORIX Corp.                                              | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $580902.52    | 0.06%             | 2029-05-29      | Fixed         | 3.78%                 | No            | 2                  | On Loan: No      |
| FLEX LTD                                   | Flex Ltd.                                               | CUSIP: 33938XAC9<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   7297000 | PA      | $7231502.35   | 0.74%             | 2026-02-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| MOTABILITY OPERATIONS GR                   | Motability Operations Group PLC                         | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $353704.59    | 0.04%             | 2030-01-17      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                                | CUSIP: 298785KD7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1700000 | PA      | $1701321.53   | 0.17%             | 2029-08-14      | Floating      | 4.68%                 | No            | 2                  | On Loan: No      |
| Intesa Sanpaolo Funding LLC                | Intesa Sanpaolo Funding LLC                             | CUSIP: 4611K0UE5<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1500000 | PA      | $1485078.15   | 0.15%             | 2025-07-14      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                            | CUSIP: 02665WFB2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    610000 | PA      | $610141.14    | 0.06%             | 2025-08-14      | Floating      | 4.96%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Purchased EUR / Sold USD                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |         1 | NC      | $176572.41    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| HONEYWELL INTERNATIONAL                    | Honeywell International, Inc.                           | CUSIP: 438516CB0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     47000 | PA      | $46852.44     | 0.00%             | 2025-06-01      | Fixed         | 1.35%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                        | Elevance Health, Inc.                                   | CUSIP: 036752AV5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3006976.95   | 0.31%             | 2025-10-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| HIGHWOODS REALTY LP                        | Highwoods Realty LP                                     | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |    120000 | PA      | $107035.25    | 0.01%             | 2030-02-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| KUNTARAHOITUS OYJ                          | Kuntarahoitus OYJ                                       | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |   4000000 | PA      | $4029280.00   | 0.41%             | 2026-07-15      | Floating      | 5.38%                 | No            | 2                  | On Loan: No      |
| Lennar Corp                                | Lennar Corp.                                            | CUSIP: 526057BV5<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3699452.25   | 0.38%             | 2025-05-30      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                           | Bank of Montreal                                        | CUSIP: 06368FAD1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    310000 | PA      | $309628.87    | 0.03%             | 2026-09-15      | Floating      | 4.99%                 | No            | 2                  | On Loan: No      |
| CATERPILLAR FINL SERVICE                   | Caterpillar Financial Services Corp.                    | CUSIP: 14913R2V8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    810000 | PA      | $809673.71    | 0.08%             | 2025-05-13      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| FED CAISSES DESJARDINS                     | Federation des Caisses Desjardins du Quebec             | CUSIP: 31430WTH7<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1463948.93   | 0.15%             | 2025-10-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| McDonald's Corp                            | McDonald's Corp.                                        | CUSIP: 58013MEU4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69927.65     | 0.01%             | 2025-05-26      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Exelon Corp                                | Exelon Corp.                                            | CUSIP: 30161NAN1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1468000 | PA      | $1466067.25   | 0.15%             | 2025-06-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                            | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   1500000 | PA      | $963659.67    | 0.10%             | 2025-11-25      | Floating      | 5.04%                 | No            | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                   | Penske Truck Leasing Co. LP/PTL Finance Corp.           | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3870638.40   | 0.39%             | 2026-06-15      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE        | LVMH Moet Hennessy Louis Vuitton SE                     | CUSIP: 50244LTG9<br>LEI: IOG4E947OATN0KJYSD45 | Long             | STIV             | CORP              | FR        |   2000000 | PA      | $1988667.80   | 0.20%             | 2025-06-16      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Appalachian Power Co                       | Appalachian Power Co.                                   | CUSIP: 037735CU9<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129754.13    | 0.01%             | 2025-06-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| ARES CAPITAL CORP                          | ARES Capital Corp.                                      | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201357.59    | 0.02%             | 2029-03-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased EUR / Sold USD                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $95493.32     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| E.ON SE                                    | E.ON SE                                                 | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |    460000 | PA      | $530882.07    | 0.05%             | 2030-03-05      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| STRYKER CORP                               | Stryker Corp.                                           | CUSIP: 863667BA8<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    948000 | PA      | $943739.38    | 0.10%             | 2025-06-15      | Fixed         | 1.15%                 | No            | 2                  | On Loan: No      |
| ICCREA BANCA SPA                           | Iccrea Banca SpA                                        | CUSIP: 000000000<br>LEI: NNVPP80YIZGEY2314M97 | Long             | DBT              | CORP              | IT        |    150000 | PA      | $170252.48    | 0.02%             | 2030-01-30      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| HUNTINGTON BANCSHARES                      | Huntington Bancshares, Inc.                             | CUSIP: 446150AM6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    480000 | PA      | $479734.16    | 0.05%             | 2025-05-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| HCA INC                                    | HCA, Inc.                                               | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1016950.81   | 0.10%             | 2030-03-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                   | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   5600000 | PA      | $3596945.34   | 0.37%             | 2026-08-10      | Floating      | 4.95%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold AUD                                | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-356951.25   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Highwoods Realty LP                        | Highwoods Realty LP                                     | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |   4081000 | PA      | $3891578.71   | 0.40%             | 2029-04-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-234731.95   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                                | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   2500000 | PA      | $1609045.98   | 0.16%             | 2028-11-21      | Floating      | 5.29%                 | No            | 2                  | On Loan: No      |
| L-BANK BW FOERDERBANK                      | Landeskreditbank Baden-Wuerttemberg Foerderbank         | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |   5000000 | PA      | $3202576.84   | 0.33%             | 2025-08-07      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| WESTLAKE CORP                              | Westlake Corp.                                          | CUSIP: 960413AV4<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    800000 | PA      | $850326.66    | 0.09%             | 2029-07-17      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| MACQUARIE BANK LTD                         | Macquarie Bank Ltd.                                     | CUSIP: 000000000<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $320246.25    | 0.03%             | 2025-12-09      | Floating      | 4.59%                 | No            | 2                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                    | Bristol-Myers Squibb Co.                                | CUSIP: 110122EM6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3499716.26   | 0.36%             | 2026-02-20      | Floating      | 4.85%                 | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $154163.58    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| EQUINIX INC                                | Equinix, Inc.                                           | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    270000 | PA      | $254018.80    | 0.03%             | 2029-11-18      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Floating Rate Notes                       | CUSIP: 91282CJU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28200000 | PA      | $28232892.48  | 2.88%             | 2026-01-31      | Floating      | 4.49%                 | No            | 2                  | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                   | Healthcare Realty Holdings LP                           | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |   1000000 | PA      | $918071.81    | 0.09%             | 2030-02-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: —       |
| Parker-Hannifin Corp                       | Parker-Hannifin Corp.                                   | CUSIP: 70109LT63<br>LEI: 5493002CONDB4N2HKI23 | Long             | STIV             | CORP              | US        |   2500000 | PA      | $2488026.50   | 0.25%             | 2025-06-06      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings, Inc.                   | CUSIP: 65339KCR9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2240000 | PA      | $2241109.92   | 0.23%             | 2026-01-29      | Floating      | 5.14%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development     | CUSIP: 459058LH4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   4000000 | PA      | $4001320.00   | 0.41%             | 2027-06-15      | Floating      | 4.64%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                   | CUSIP: 89114QCH9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $746899.76    | 0.08%             | 2025-06-12      | Fixed         | 1.15%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group, Inc.                                | CUSIP: 91324PFE7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    776000 | PA      | $775147.85    | 0.08%             | 2026-07-15      | Floating      | 4.88%                 | No            | 2                  | On Loan: No      |
| RECKITT BENCKISER TSY                      | Reckitt Benckiser Treasury Services PLC                 | CUSIP: 000000000<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1170581.23   | 0.12%             | 2029-06-20      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORP                         | Realty Income Corp.                                     | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    300000 | PA      | $379777.33    | 0.04%             | 2027-01-14      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                          | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   3500000 | PA      | $2248090.84   | 0.23%             | 2026-08-17      | Floating      | 4.92%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                | CUSIP: 21688ABE1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   3500000 | PA      | $3505596.50   | 0.36%             | 2027-03-05      | Floating      | 5.08%                 | No            | 2                  | On Loan: No      |
| BAYER AG                                   | Bayer AG                                                | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |    170000 | PA      | $201696.92    | 0.02%             | 2029-08-26      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| AUTOLIV INC                                | Autoliv, Inc.                                           | CUSIP: 000000000<br>LEI: A23RUXWKASG834LTMK28 | Long             | DBT              | CORP              | US        |    210000 | PA      | $242584.50    | 0.02%             | 2029-08-07      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Japan Government Five Year Bonds           | Japan Government Five Year Bonds                        | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 200000000 | PA      | $1389844.73   | 0.14%             | 2026-06-20      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| NATIONAL RURAL UTIL COOP                   | National Rural Utilities Cooperative Finance Corp.      | CUSIP: 63743HFE7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1088077.57   | 0.11%             | 2025-06-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| NatWest Markets PLC                        | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $4605.12      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Parker-Hannifin Corp                       | Parker-Hannifin Corp.                                   | CUSIP: 70109LS15<br>LEI: 5493002CONDB4N2HKI23 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1999746.00   | 0.20%             | 2025-05-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                    | Nationwide Building Society                             | CUSIP: 63859UBF9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $493420.00    | 0.05%             | 2025-08-28      | Fixed         | 1.00%                 | No            | 2                  | On Loan: —       |
| CANADIAN NATL RESOURCES                    | Canadian Natural Resources Ltd.                         | CUSIP: 136385AZ4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $994057.07    | 0.10%             | 2025-07-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| PFIZER INVESTMENT ENTER                    | Pfizer Investment Enterprises Pte. Ltd.                 | CUSIP: 716973AA0<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   2120000 | PA      | $2120009.65   | 0.22%             | 2025-05-19      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| NOMURA HOLDINGS INC                        | Nomura Holdings, Inc.                                   | CUSIP: 65535HBQ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   2700000 | PA      | $2704506.33   | 0.28%             | 2027-07-02      | Floating      | 5.63%                 | No            | 2                  | On Loan: No      |
| JCDECAUX SE                                | JCDecaux SE                                             | CUSIP: 000000000<br>LEI: 9695009KV7AFPDEI5S30 | Long             | DBT              | CORP              | FR        |    900000 | PA      | $945330.90    | 0.10%             | 2030-02-07      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                        | American Tower Corp.                                    | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    170000 | PA      | $165141.36    | 0.02%             | 2026-04-15      | Fixed         | 1.60%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA PIPELINES                      | TransCanada PipeLines Ltd.                              | CUSIP: 89353ZBY3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   2300000 | PA      | $1668425.94   | 0.17%             | 2025-07-17      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| PPG INDUSTRIES INC                         | PPG Industries, Inc.                                    | CUSIP: 000000000<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5661375.12   | 0.58%             | 2025-06-01      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Eversource Energy                          | Eversource Energy                                       | CUSIP: 30040XSV9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | STIV             | CORP              | US        |   3250000 | PA      | $3237396.50   | 0.33%             | 2025-05-29      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                      | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130943.18    | 0.01%             | 2029-07-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| STEEL DYNAMICS INC                         | Steel Dynamics, Inc.                                    | CUSIP: 858119BL3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99676.63     | 0.01%             | 2025-06-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Bank USA                     | Purchased USD / Sold JPY                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $-125350.47   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| HOLDING D'INFRASTRUCTURE                   | Holding d'Infrastructures de Transport SASU             | CUSIP: 000000000<br>LEI: 9695004S3RCE0Q5V8G28 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $459659.99    | 0.05%             | 2029-04-21      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| KEY BANK NA                                | KeyBank NA                                              | CUSIP: 49327M3E2<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    930000 | PA      | $928187.90    | 0.09%             | 2025-08-08      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                                | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1100000 | PA      | $706239.86    | 0.07%             | 2029-02-26      | Floating      | 5.15%                 | No            | 2                  | On Loan: No      |
| DNB Bank ASA                               | DNB Bank ASA                                            | CUSIP: 2332K0UJ9<br>LEI: 549300GKFG0RYRRQ1414 | Long             | STIV             | CORP              | NO        |   2000000 | PA      | $1980992.80   | 0.20%             | 2025-07-18      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| HCA Inc                                    | HCA, Inc.                                               | CUSIP: 197677AG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300703.01    | 0.03%             | 2025-06-15      | Fixed         | 7.69%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                     | CUSIP: 68323ACX0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   5800000 | PA      | $4206661.83   | 0.43%             | 2025-06-02      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-15228.10    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                | CUSIP: 21688ABG6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1001171.05   | 0.10%             | 2026-08-28      | Floating      | 4.98%                 | No            | 2                  | On Loan: No      |
| NUCOR CORP                                 | Nucor Corp.                                             | CUSIP: 670346AR6<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |   4570000 | PA      | $4556000.22   | 0.46%             | 2025-06-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| QUEBEC T-BILL                              | Quebec Treasury Bills                                   | CUSIP: 0985ZUE29<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   2000000 | PA      | $1450529.52   | 0.15%             | 2025-05-02      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                        | American Express Co.                                    | CUSIP: 025816DD8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2035000 | PA      | $2039171.75   | 0.21%             | 2026-02-13      | Floating      | 5.12%                 | No            | 2                  | On Loan: No      |
| BELFIUS BANK SA/NV                         | Belfius Bank SA                                         | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |    700000 | PA      | $785101.88    | 0.08%             | 2025-10-15      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| MANITOBA (PROVINCE OF)                     | Province of Manitoba                                    | CUSIP: 563469UE3<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    400000 | PA      | $290085.59    | 0.03%             | 2025-06-02      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| EIDP Inc                                   | EIDP, Inc.                                              | CUSIP: 28249KTP2<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1986194.00   | 0.20%             | 2025-06-23      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| American Electric Power Co Inc             | American Electric Power Co., Inc.                       | CUSIP: 0255E2S50<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | STIV             | CORP              | US        |   3600000 | PA      | $3597709.32   | 0.37%             | 2025-05-05      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| SKY LTD                                    | Sky Ltd.                                                | CUSIP: 000000000<br>LEI: 2138003TS48MQKF4BZ29 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $339391.25    | 0.03%             | 2025-11-17      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                                  | CUSIP: 04517PBZ4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   4600000 | PA      | $4594623.93   | 0.47%             | 2028-06-20      | Floating      | 4.67%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                                  | ONEOK, Inc.                                             | CUSIP: 682680BA0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1927000 | PA      | $1906786.08   | 0.19%             | 2025-09-15      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| Aon Corp                                   | Aon Corp.                                               | CUSIP: 03739NU90<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | STIV             | CORP              | US        |   3500000 | PA      | $3468671.85   | 0.35%             | 2025-07-09      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| MONDELEZ INTERNATIONAL                     | Mondelez International, Inc.                            | CUSIP: 609207AU9<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     74000 | PA      | $73975.07     | 0.01%             | 2025-05-04      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| WEA Finance LLC                            | WEA Finance LLC                                         | CUSIP: 92928QAE8<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              |  | US        |    500000 | PA      | $489498.06    | 0.05%             | 2028-09-20      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| MCDONALD'S CORP                            | McDonald's Corp.                                        | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    400000 | PA      | $473907.62    | 0.05%             | 2030-03-07      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                   | Anheuser-Busch InBev SA                                 | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |    165000 | PA      | $219113.23    | 0.02%             | 2025-09-24      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                        | Charles Schwab Corp.                                    | CUSIP: 808513AX3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1113000 | PA      | $1112137.96   | 0.11%             | 2025-05-21      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| MACQUARIE BANK LTD                         | Macquarie Bank Ltd.                                     | CUSIP: 55608PBU7<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   3240000 | PA      | $3253798.80   | 0.33%             | 2027-07-02      | Floating      | 5.30%                 | No            | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                        | Charles Schwab Corp.                                    | CUSIP: 808513BQ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   4376000 | PA      | $4372175.38   | 0.45%             | 2026-05-13      | Floating      | 4.88%                 | No            | 2                  | On Loan: No      |
| UTAH ACQUISITION SUB                       | Utah Acquisition Sub, Inc.                              | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | NL        |   1206000 | PA      | $1188873.05   | 0.12%             | 2026-06-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Lazard Group LLC                           | Lazard Group LLC                                        | CUSIP: 52107QAH8<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3904233.60   | 0.40%             | 2027-03-01      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                   | International Flavors & Fragrances, Inc.                | CUSIP: 000000000<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2234117.15   | 0.23%             | 2026-09-25      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| QUEBEC T-BILL                              | Quebec Treasury Bills                                   | CUSIP: 0985ZUE94<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   1100000 | PA      | $797376.32    | 0.08%             | 2025-05-09      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Oracle Corp                                | Oracle Corp.                                            | CUSIP: 68389XBC8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    999000 | PA      | $998289.27    | 0.10%             | 2025-05-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                      | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    370000 | PA      | $363845.09    | 0.04%             | 2029-10-06      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development     | CUSIP: 459058JF1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   9414000 | PA      | $9444972.06   | 0.96%             | 2027-08-19      | Floating      | 4.79%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK NY                           | Deutsche Bank AG                                        | CUSIP: 251526CQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $299934.39    | 0.03%             | 2025-05-13      | Fixed         | 4.16%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                               | UBS Group AG                                            | CUSIP: 90351DAB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2000000 | PA      | $1994634.26   | 0.20%             | 2025-09-24      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Bank USA                     | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $-57773.15    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |

### Signature

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

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

**Signature:** Randy Olson

**Name of Signer:** Randy Olson

**Title:** Vice President