# EDGAR Filing Document

**Accession Number:** 0001816125
**File Stem:** 0001004726-25-000860
**Filing Date:** 2025-9
**Character Count:** 279904
**Document Hash:** c464c80fe539db42f96927df42286bfa
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-25-000860.hdr.sgml**: 20250925

**ACCESSION NUMBER**: 0001004726-25-000860

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250925

**DATE AS OF CHANGE**: 20250925

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23580
- **FILM NUMBER:** 251343606

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

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## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** 6300 Bee Cave Road

  - **City:** Austin

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 78746

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

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

- **a. Name of Series:** Dimensional Global Sustainability Fixed Income ETF

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

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

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

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

- **b. Date as of which information is reported:** 2025-07-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $550048224.23

**Total Liabilities:** $50505437.99

**Net Assets:** $499542786.24

**Cash Not Reported:** $7914241.21

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1288.01426793 | **1-Year:** -20284.23820700 | **5-Year:** -60627.71095109 | **10-Year:** -146088.85825971 | **30-Year:** -32134.66207033

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

- **3-Month:** -0.83538659 | **1-Year:** -16.83323666 | **5-Year:** -65.47627340 | **10-Year:** -458.89869192 | **30-Year:** -120.00114030

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000236635 | -0.05%               | 1.29%                | -0.01%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-360855.70              | $-1822121.17                               |
| Month 2  | $487931.52               | $7947148.58                                |
| Month 3  | $6947.24                 | $-9073599.77                               |

**Designated Index Information**

- **Index Name:** Securities Portfolio

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                                     | Title                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                                                  | CANADIAN IMPERIAL BANK OF COMMERCE               | CUSIP: 13607LWW9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     178000 | PA      | $190917.86    | 0.04%             | 2033-10-03      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS, INC.                                                              | DICK S SPORTING GOODS INC                        | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |     535000 | PA      | $480319.91    | 0.10%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                 | U S TREASURY NOTE                                | CUSIP: 91282CJD4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5501000 | PA      | $5503119.04   | 1.10%             | 2025-10-31      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                            | GOLDMAN SACHS GROUP INC THE                      | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |     140000 | PA      | $149569.81    | 0.03%             | 2029-05-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                  | BPCE SA                                          | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $312596.59    | 0.06%             | 2030-01-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 3528595128 | OU      | $860836.57    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PUBLIC LIMITED COMPANY                                                    | VODAFONE GROUP PLC                               | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     166000 | PA      | $177217.95    | 0.04%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                           | ING GROEP NV                                     | CUSIP: 456837AQ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      21000 | PA      | $20684.20     | 0.00%             | 2029-04-09      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CaixaBank, S.A.                                                                          | CAIXABANK SA                                     | CUSIP: BY7751344<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     600000 | PA      | $715111.86    | 0.14%             | 2029-09-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    1386655 | OU      | $12699.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                   | CVS HEALTH CORP                                  | CUSIP: 126650BR0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     183000 | PA      | $186192.48    | 0.04%             | 2039-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                                 | EUROPEAN INVESTMENT BANK                         | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              |  | LU        |    1000000 | PA      | $1197629.65   | 0.24%             | 2028-01-27      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                                                               | SIMON PROPERTY GROUP LP                          | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     193000 | PA      | $187921.58    | 0.04%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                          | UNITEDHEALTH GROUP INC                           | CUSIP: 91324PBN1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     237000 | PA      | $238125.70    | 0.05%             | 2040-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC.                                                               | ROGERS COMMUNICATIONS INC                        | CUSIP: 775109AL5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     506000 | PA      | $580509.65    | 0.12%             | 2038-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INCORPORATED                                                    | THERMO FISHER SCIENTIFIC INC                     | CUSIP: 883556CY6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     132000 | PA      | $130617.08    | 0.03%             | 2043-08-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| THE ALLSTATE CORPORATION                                                                 | ALLSTATE CORP THE                                | CUSIP: 020002AS0<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     835000 | PA      | $862206.09    | 0.17%             | 2035-05-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL, INC.                                                               | COREBRIDGE FINANCIAL INC                         | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    1286000 | PA      | $1076358.52   | 0.22%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                                                  | CANADIAN IMPERIAL BANK OF COMMERCE               | CUSIP: 13607L8D8<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $100755.74    | 0.02%             | 2027-06-28      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LIMITED.                                                                      | AON GLOBAL LTD                                   | CUSIP: 00185AAB0<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |      50000 | PA      | $40585.82     | 0.01%             | 2042-12-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fresenius Medical Care AG                                                                | FRESENIUS MEDICAL CARE AG CO KGAA                | CUSIP: BY9994553<br>LEI: 549300CP8NY40UP89Q40 | Long             | DBT              | CORP              | DE        |     187000 | PA      | $220013.44    | 0.04%             | 2027-09-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                         | BRIXMOR OPERATING PARTNERSHIP LP                 | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     126000 | PA      | $123757.93    | 0.02%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                              | VERIZON COMMUNICATIONS INC                       | CUSIP: 92343VBG8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     760000 | PA      | $604729.01    | 0.12%             | 2042-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Canada                                                                                   | CANADIAN TREASURY BILL                           | CUSIP: 1350Z7DB7<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     800000 | PA      | $576904.99    | 0.12%             | 2025-09-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                                  | BANK OF NOVA SCOTIA THE                          | CUSIP: 06418GAG2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $100424.04    | 0.02%             | 2027-06-04      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba                                                                     | PROVINCE OF MANITOBA CANADA                      | CUSIP: 563469TQ8<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              |  | CA        |    3600000 | PA      | $2542120.00   | 0.51%             | 2042-03-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility SA                                                 | EUROPEAN FINANCIAL STABILITY FACILITY            | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              |  | LU        |      50000 | PA      | $57554.84     | 0.01%             | 2030-05-07      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    7408083 | OU      | $48089.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                                                          | INTER AMERICAN DEVELOPMENT BANK                  | CUSIP: 45828RAA3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              |  | US        |     900000 | PA      | $900827.91    | 0.18%             | 2028-10-05      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                                    | ANTHEM INC                                       | CUSIP: 94973VAL1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     115000 | PA      | $119172.78    | 0.02%             | 2036-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                              | SWEDBANK AB                                      | CUSIP: 870195AD6<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |     382000 | PA      | $387806.91    | 0.08%             | 2029-11-20      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Highwoods Realty Limited Partnership                                                     | HIGHWOODS REALTY LP                              | CUSIP: 431282AU6<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     448000 | PA      | $505025.03    | 0.10%             | 2034-02-01      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                                   | CHUBB INA HOLDINGS INC                           | CUSIP: 171239AF3<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     231000 | PA      | $243239.84    | 0.05%             | 2029-12-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL CORPORATION                                                     | FIRST AMERICAN FINANCIAL CORP                    | CUSIP: 31847RAJ1<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |     102000 | PA      | $99958.45     | 0.02%             | 2034-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                                      | NATWEST MARKETS PLC                              | CUSIP: 63906YAK4<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $100604.40    | 0.02%             | 2027-05-17      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC.                                                  | INTERNATIONAL FLAVORS FRAGRANCES INC             | CUSIP: 459506AK7<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |      14500 | PA      | $14439.22     | 0.00%             | 2028-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JAB Holdings B.V.                                                                        | JAB HOLDINGS BV                                  | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |     400000 | PA      | $490816.61    | 0.10%             | 2033-06-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANQUE ROYALE DU CANADA                                                                  | ROYAL BANK OF CANADA                             | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |     100000 | PA      | $134167.97    | 0.03%             | 2028-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                 | U S TREASURY NOTE                                | CUSIP: 91282CMX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1900000 | PA      | $1901123.11   | 0.38%             | 2027-04-30      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction and Development                                         | EUROPEAN BANK FOR RECONSTRUCTION DEVELOPMENT     | CUSIP: 29874QEN0<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              |  | GB        |     369000 | PA      | $368896.68    | 0.07%             | 2026-04-14      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MEDICAL CARE US FINANCE III, INC.                                              | FRESENIUS MEDICAL CARE US FINANCE III INC        | CUSIP: 35805BAB4<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |     249000 | PA      | $214364.04    | 0.04%             | 2031-02-16      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED                                          | AUSTRALIA NEW ZEALAND BANKING GROUP LTD          | CUSIP: 05252ADL2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    1750000 | PA      | $1758938.53   | 0.35%             | 2027-07-16      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                                  | BANK OF NOVA SCOTIA THE                          | CUSIP: 0641593V6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      90000 | PA      | $90089.11     | 0.02%             | 2026-03-02      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Province of Alberta                                                                      | PROVINCE OF ALBERTA CANADA                       | CUSIP: 013051DK0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              |  | CA        |    4000000 | PA      | $2491483.13   | 0.50%             | 2043-12-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                          | SANTANDER UK GROUP HOLDINGS PLC                  | CUSIP: N/A<br>LEI: 549300F5XIFGNNW4CF72       | Long             | DBT              | CORP              | GB        |     208000 | PA      | $274241.47    | 0.05%             | 2026-01-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                   | GENERAL MOTORS FINANCIAL CO INC                  | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |     300000 | PA      | $321454.95    | 0.06%             | 2028-09-07      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORPORATION                                                             | NOVARTIS CAPITAL CORP                            | CUSIP: 66989HAH1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     875000 | PA      | $772720.91    | 0.15%             | 2044-05-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    8378265 | OU      | $314410.02    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank, S.A.                                                                          | CAIXABANK SA                                     | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     200000 | PA      | $243381.68    | 0.05%             | 2030-09-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Province de Quebec                                                                       | PROVINCE OF QUEBEC CANADA                        | CUSIP: 74814ZEV1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |    1000000 | PA      | $723142.02    | 0.14%             | 2025-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 1292337645 | OU      | $157463.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CAISSE DES DEPOTS ET CONSIGNATIONS                                                       | CAISSE DES DEPOTS ET CONSIGNATIONS               | CUSIP: N/A<br>LEI: 969500Q2PFTTP0Y5QL44       | Long             | DBT              |  | FR        |     400000 | PA      | $447258.42    | 0.09%             | 2035-05-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                                              | INTERNATIONAL BUSINESS MACHINES CORP             | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    1289000 | PA      | $1128836.65   | 0.23%             | 2039-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                                          | TOYOTA MOTOR CREDIT CORP                         | CUSIP: 89236TKV6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100440.51    | 0.02%             | 2026-05-18      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| DIMENSIONAL FUND ADVISORS LP                                                             | The DFA Short Term Investment Fund               | CUSIP: 23320U405<br>LEI: N/A                  | Long             | STIV             |  | US        |    3677931 | NS      | $3677931.00   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    1226525 | OU      | $-24635.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC.                                                                    | BOOKING HOLDINGS INC                             | CUSIP: 09857LAW8<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    1048000 | PA      | $1290235.68   | 0.26%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                    | INTERNATIONAL BANK FOR RECONSTRUCTION            | CUSIP: 459058JJ3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |     347000 | PA      | $346975.71    | 0.07%             | 2025-09-18      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    3270122 | OU      | $18946.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                                                    | JAPAN GOVERNMENT TEN YEAR BOND                   | CUSIP: AT4272809<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  327800000 | PA      | $2130073.78   | 0.43%             | 2028-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                 | U S TREASURY NOTE                                | CUSIP: 91282CMJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     132000 | PA      | $131974.24    | 0.03%             | 2027-01-31      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                             | MIZUHO FINANCIAL GROUP INC                       | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |     246000 | PA      | $261748.05    | 0.05%             | 2032-04-08      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                          | ONTARIO TEACHERS FINANCE TRUST                   | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | CORP              | CA        |     924000 | PA      | $983930.84    | 0.20%             | 2032-05-03      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC.                                                               | ROGERS COMMUNICATIONS INC                        | CUSIP: 775109BF7<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      40500 | PA      | $39585.06     | 0.01%             | 2026-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE, L.P.                                                       | PLAINS ALL AMERICAN PIPELINE LP PAA FINANCE CORP | CUSIP: 72650RBA9<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |     983000 | PA      | $873826.79    | 0.17%             | 2042-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND DOLLAR                                                                       | NEW ZEALAND DOLLAR                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |     -33848 | OU      | $-214.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP, INC.                                                          | PRINCIPAL FINANCIAL GROUP INC                    | CUSIP: 74251VAF9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     385000 | PA      | $340442.83    | 0.07%             | 2042-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Aktiengesellschaft                                                         | DEUTSCHE BAHN FINANCE GMBH                       | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $112919.00    | 0.02%             | 2038-01-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED                                          | AUSTRALIA NEW ZEALAND BANKING GROUP LTD          | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |    1300000 | PA      | $839715.16    | 0.17%             | 2027-06-18      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON COMPANY                                                                      | HALLIBURTON CO                                   | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     220000 | PA      | $189804.75    | 0.04%             | 2043-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC.                                                                   | JACKSON FINANCIAL INC                            | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    1063000 | PA      | $942086.84    | 0.19%             | 2031-11-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                                      | SOCIETE GENERALE SA                              | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $122478.53    | 0.02%             | 2032-11-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    3746410 | OU      | $34846.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SFIL SA                                                                                  | SFIL SA                                          | CUSIP: N/A<br>LEI: 549300HFEHJOXGE4ZE63       | Long             | DBT              |  | FR        |    1000000 | PA      | $1038478.40   | 0.21%             | 2029-06-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                             | HYDRO QUEBEC                                     | CUSIP: 44889ZCN4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              |  | CA        |    5000000 | PA      | $4225959.28   | 0.85%             | 2040-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                                | REALTY INCOME CORP                               | CUSIP: 756109BU7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     275000 | PA      | $339508.45    | 0.07%             | 2030-07-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                                    | SUMITOMO MITSUI FINANCIAL GROUP INC              | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | DBT              | CORP              | JP        |     327000 | PA      | $372537.94    | 0.07%             | 2026-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND DOLLAR                                                                       | NEW ZEALAND DOLLAR                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |     -40220 | OU      | $-238.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Volvo Treasury Aktiebolag                                                                | VOLVO TREASURY AB                                | CUSIP: N/A<br>LEI: 549300PD69T87IGZG395       | Long             | DBT              | CORP              | SE        |     150000 | PA      | $171920.08    | 0.03%             | 2026-02-20      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| American Medical Systems Europe B.V.                                                     | AMERICAN MEDICAL SYSTEMS EUROPE BV               | CUSIP: N/A<br>LEI: 549300AA2JE6ZQ5D2493       | Long             | DBT              | CORP              | NL        |     473000 | PA      | $503248.53    | 0.10%             | 2031-03-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                             | EUROPEAN STABILITY MECHANISM                     | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              |  | LU        |     100000 | PA      | $115987.67    | 0.02%             | 2033-08-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Vlaamse Gemeenschap                                                                      | MINISTERIES VAN DE VLAAMSE GEMEENSCHAP           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              |  | BE        |     100000 | PA      | $115759.65    | 0.02%             | 2042-09-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GREAT BRITISH POUND                                                                      | GREAT BRITISH POUND                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -12107 | OU      | $-453.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASSURANT, INC.                                                                           | ASSURANT INC                                     | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     150000 | PA      | $129056.77    | 0.03%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| EBAY INC.                                                                                | EBAY INC                                         | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    1162000 | PA      | $940065.02    | 0.19%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                                        | INTEL CORP                                       | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     374000 | PA      | $245877.99    | 0.05%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC.                                                               | ROGERS COMMUNICATIONS INC                        | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     125000 | PA      | $107094.07    | 0.02%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                   | CVS HEALTH CORP                                  | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     915000 | PA      | $836112.65    | 0.17%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                                                | DELL INTERNATIONAL LLC EMC CORP                  | CUSIP: 24703DBF7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     205000 | PA      | $153727.91    | 0.03%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| THE CIGNA GROUP                                                                          | CIGNA CORP                                       | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    1098000 | PA      | $1018958.52   | 0.20%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                 | U S TREASURY BOND                                | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     399000 | PA      | $352382.46    | 0.07%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co. KGaA                                                                  | FRESENIUS SE CO KGAA                             | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | DBT              | CORP              | DE        |     134000 | PA      | $154160.04    | 0.03%             | 2030-05-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    1435035 | OU      | $-4609.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republique Francaise                                                                     | FRENCH REPUBLIC GOVERNMENT BOND OAT              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     779000 | PA      | $716654.07    | 0.14%             | 2036-05-25      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS COMPANY                                                                   | GENERAL MOTORS CO                                | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     749000 | PA      | $696570.92    | 0.14%             | 2038-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                                               | AMGEN INC                                        | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98781.59     | 0.02%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Japan                                                                                    | JAPAN GOVERNMENT TEN YEAR BOND                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  250350000 | PA      | $1555116.08   | 0.31%             | 2032-03-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Company Limited                                                    | TAKEDA PHARMACEUTICAL CO LTD                     | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     414000 | PA      | $307814.46    | 0.06%             | 2040-07-09      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Volkswagen Bank Gesellschaft mit beschraenkter Haftung                                   | VOLKSWAGEN BANK GMBH                             | CUSIP: N/A<br>LEI: 529900GJD3OQLRZCKW37       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $121202.24    | 0.02%             | 2031-05-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                                     | MITSUBISHI UFJ FINANCIAL GROUP INC               | CUSIP: 606822BM5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     232000 | PA      | $221114.90    | 0.04%             | 2029-07-18      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                                    | NOMURA HOLDINGS INC                              | CUSIP: 65535HAS8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     666000 | PA      | $601859.13    | 0.12%             | 2030-07-16      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| LEAR CORPORATION                                                                         | LEAR CORP                                        | CUSIP: 521865BA2<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     303000 | PA      | $297350.32    | 0.06%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank N.V.                                                         | NEDERLANDSE WATERSCHAPSBANK NV                   | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              |  | NL        |     100000 | PA      | $114202.65    | 0.02%             | 2030-05-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                                          | CANADIAN DOLLAR                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |   -3407876 | OU      | $-28945.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                                                                    | BANCO SANTANDER SA                               | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $121439.30    | 0.02%             | 2030-06-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GATX CORPORATION                                                                         | GATX CORP                                        | CUSIP: 361448BN2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1106154.81   | 0.22%             | 2034-05-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION            | CUSIP: 01F020687<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14514000 | PA      | $11351186.92  | 2.27%             | 2053-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Province of Ontario, Canada                                                              | PROVINCE OF ONTARIO CANADA                       | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              |  | CA        |     459000 | PA      | $454959.93    | 0.09%             | 2030-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 1015520890 | OU      | $187390.74    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Repubblica Italiana                                                                      | ITALY BUONI POLIENNALI DEL TESORO                | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     100000 | PA      | $109113.26    | 0.02%             | 2038-03-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Province of Manitoba                                                                     | PROVINCE OF MANITOBA CANADA                      | CUSIP: 563469VA0<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              |  | CA        |    1800000 | PA      | $1322122.17   | 0.26%             | 2032-12-02      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                           | BNP PARIBAS SA                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $273607.48    | 0.05%             | 2032-06-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORPORATION                                                                | VALERO ENERGY CORP                               | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     319000 | PA      | $343853.04    | 0.07%             | 2037-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AFLAC INCORPORATED                                                                       | AFLAC INC                                        | CUSIP: 001055AD4<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |     335000 | PA      | $377091.07    | 0.08%             | 2039-12-17      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                            | GOLDMAN SACHS GROUP INC THE                      | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     780000 | PA      | $834133.61    | 0.17%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS, INC.                                                                  | ARROW ELECTRONICS INC                            | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     734000 | PA      | $754791.19    | 0.15%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE, L.P.                                                       | PLAINS ALL AMERICAN PIPELINE LP PAA FINANCE CORP | CUSIP: 72650RAR3<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |     603000 | PA      | $651035.73    | 0.13%             | 2037-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Vlaamse Gemeenschap                                                                      | MINISTERIES VAN DE VLAAMSE GEMEENSCHAP           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              |  | BE        |     100000 | PA      | $111024.68    | 0.02%             | 2037-06-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings, L.P.                                                         | HEALTHCARE TRUST OF AMERICA HOLDINGS LP          | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |      80000 | PA      | $74326.13     | 0.01%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                                                             | HASBRO INC                                       | CUSIP: 418056BA4<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     461000 | PA      | $476478.72    | 0.10%             | 2034-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| DEXIA SA                                                                                 | DEXIA SA                                         | CUSIP: N/A<br>LEI: F4G136OIPBYND1F41110       | Long             | DBT              | CORP              | FR        |    2000000 | PA      | $2657729.67   | 0.53%             | 2026-03-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| WESTPAC SECURITIES NZ LIMITED                                                            | WESTPAC SECURITIES NZ LTD LONDON                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |     711000 | PA      | $808199.27    | 0.16%             | 2026-03-24      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                                                  | SFIL                                             | CUSIP: N/A<br>LEI: 549300HFEHJOXGE4ZE63       | Long             | DBT              |  | FR        |    1000000 | PA      | $1164754.82   | 0.23%             | 2030-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FINANCE CORPORATION                                                        | INTERNATIONAL FINANCE CORP                       | CUSIP: 45950KDJ6<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              |  | US        |     855000 | PA      | $855124.23    | 0.17%             | 2028-08-28      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP, INC.                                                                         | PULTEGROUP INC                                   | CUSIP: 745867AM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $233676.76    | 0.05%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                      | COMCAST CORP                                     | CUSIP: 20030NAY7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     458000 | PA      | $502043.47    | 0.10%             | 2039-07-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                      | INTESA SANPAOLO SPA                              | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     538000 | PA      | $583870.41    | 0.12%             | 2033-06-20      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bahn Aktiengesellschaft                                                         | DEUTSCHE BAHN FINANCE GMBH                       | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $117728.80    | 0.02%             | 2043-11-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                    | INTERNATIONAL BANK                               | CUSIP: 459058LG6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |    4776000 | PA      | $4776589.12   | 0.96%             | 2028-05-15      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                                      | ABBOTT LABORATORIES                              | CUSIP: 002824AV2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     358000 | PA      | $387497.86    | 0.08%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                  | BPCE SA                                          | CUSIP: 05578AAN8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      50000 | PA      | $46390.88     | 0.01%             | 2029-10-01      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: —       |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                   | GENERAL MOTORS FINANCIAL CO INC                  | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     264000 | PA      | $260047.19    | 0.05%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Aktiebolaget Svensk Exportkredit                                                         | SVENSK EXPORTKREDIT AB                           | CUSIP: N/A<br>LEI: 1FOLRR5RWTWWI397R131       | Long             | DBT              |  | SE        |     100000 | PA      | $113916.97    | 0.02%             | 2031-09-05      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                                                     | NEW SOUTH WALES TREASURY CORP                    | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              |  | AU        |      93000 | PA      | $59633.62     | 0.01%             | 2035-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE SNCF SA                                                                | SOCIETE NATIONALE SNCF SA                        | CUSIP: N/A<br>LEI: 969500A4MXJ3ESPHK698       | Long             | DBT              |  | FR        |     100000 | PA      | $115456.31    | 0.02%             | 2033-05-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                                    | NOMURA HOLDINGS INC                              | CUSIP: 65535HBQ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     100000 | PA      | $100922.78    | 0.02%             | 2027-07-02      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| PFIZER INC.                                                                              | PFIZER INC                                       | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     445000 | PA      | $524173.21    | 0.10%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| ASB BANK LIMITED                                                                         | ASB FINANCE LTD                                  | CUSIP: N/A<br>LEI: 549300IBZWZL1KTPF918       | Long             | DBT              | CORP              | NZ        |     118000 | PA      | $125609.46    | 0.03%             | 2028-09-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                           | EPR PROPERTIES                                   | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |     230000 | PA      | $207726.99    | 0.04%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                       | AMERICAN HONDA FINANCE CORP                      | CUSIP: 02665WFN6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     159000 | PA      | $159298.64    | 0.03%             | 2026-10-05      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                                              | INTERNATIONAL BUSINESS MACHINES CORP             | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     333000 | PA      | $274247.96    | 0.05%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NIKE, INC.                                                                               | NIKE INC                                         | CUSIP: 654106AL7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    2355000 | PA      | $1858418.69   | 0.37%             | 2040-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED                                          | AUSTRALIA NEW ZEALAND BANKING GROUP LTD          | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |    1000000 | PA      | $644775.81    | 0.13%             | 2027-12-15      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU SA                                                                           | SNCF RESEAU                                      | CUSIP: EK0898594<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              |  | FR        |    1000000 | PA      | $1146387.25   | 0.23%             | 2025-12-29      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FISERV, INC.                                                                             | FISERV INC                                       | CUSIP: 337738AY4<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     150000 | PA      | $160534.19    | 0.03%             | 2030-07-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Japan                                                                                    | JAPAN GOVERNMENT TEN YEAR BOND                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  238500000 | PA      | $1491189.57   | 0.30%             | 2033-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                                                               | SIMON PROPERTY GROUP LP                          | CUSIP: 828807DM6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |      90000 | PA      | $79549.32     | 0.02%             | 2031-02-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Erste Abwicklungsanstalt                                                                 | ERSTE ABWICKLUNGSANSTALT                         | CUSIP: 29604CV58<br>LEI: 7TG4VWERK338227TR435 | Long             | STIV             |  | DE        |    4000000 | PA      | $3997597.60   | 0.80%             |  |  |  | Yes           |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                    | INTERNATIONAL BANK FOR RECONSTRUCTION            | CUSIP: 459058KN2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |     559000 | PA      | $559945.02    | 0.11%             | 2027-01-12      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY COMPANY                                                                   | DXC TECHNOLOGY CO                                | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |     100000 | PA      | $93003.47     | 0.02%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FINANCE CORPORATION                                                        | INTERNATIONAL FINANCE CORP                       | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              |  | US        |    2100000 | PA      | $1002095.73   | 0.20%             | 2035-04-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                | AT T INC                                         | CUSIP: 00206RAG7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      80000 | PA      | $85428.77     | 0.02%             | 2038-01-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       3241 | OU      | $-3.93        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                                 | U S TREASURY NOTE                                | CUSIP: 91282CJU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6322000 | PA      | $6328253.85   | 1.27%             | 2026-01-31      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Repubblica Italiana                                                                      | ITALY BUONI POLIENNALI DEL TESORO                | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     100000 | PA      | $86435.32     | 0.02%             | 2041-03-01      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| Japan                                                                                    | JAPAN GOVERNMENT TWENTY YEAR BOND                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  347100000 | PA      | $2290244.19   | 0.46%             | 2034-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN, INC.                                                                           | 7 ELEVEN INC                                     | CUSIP: 817826AF7<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    1330000 | PA      | $891692.02    | 0.18%             | 2041-02-10      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GROUP PLC                                                          | MOTABILITY OPERATIONS GROUP PLC                  | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |    1400000 | PA      | $1626824.00   | 0.33%             | 2034-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     215608 | OU      | $4671.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                      | INTESA SANPAOLO SPA                              | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |     365000 | PA      | $476452.19    | 0.10%             | 2033-03-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LIMITED                                                       | FAIRFAX FINL HLDGS LTD                           | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     691000 | PA      | $706523.61    | 0.14%             | 2032-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Province of Ontario, Canada                                                              | PROVINCE OF ONTARIO CANADA                       | CUSIP: 68333ZBD8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |    2000000 | PA      | $1487295.22   | 0.30%             | 2033-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                          | ONTARIO TEACHERS FINANCE TRUST                   | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | CORP              | CA        |     800000 | PA      | $939025.05    | 0.19%             | 2029-10-05      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                                  | DAIMLER TRUCK FINANCE NORTH AMERICA LLC          | CUSIP: 233853AU4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     335000 | PA      | $339801.98    | 0.07%             | 2033-09-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     360869 | OU      | $2839.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                                                    | ASHTEAD CAPITAL INC                              | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     290000 | PA      | $293779.88    | 0.06%             | 2032-08-11      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      34912 | OU      | $85.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                     | JPMORGAN CHASE CO                                | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     325000 | PA      | $361089.27    | 0.07%             | 2038-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| FEDEX CORPORATION                                                                        | FEDEX CORP                                       | CUSIP: 31428XCL8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      75000 | PA      | $72542.11     | 0.01%             | 2034-01-15      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| CME GROUP INC.                                                                           | CME GROUP INC                                    | CUSIP: 12572QAF2<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |     136000 | PA      | $135246.98    | 0.03%             | 2043-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INCORPORATED                                                           | TEXAS INSTRUMENTS INC                            | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     291000 | PA      | $253716.84    | 0.05%             | 2039-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                                                             | LINCOLN NATIONAL CORP                            | CUSIP: 534187AW9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     450000 | PA      | $468067.83    | 0.09%             | 2037-10-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                                 | EUROPEAN INVESTMENT BANK                         | CUSIP: 298785EB8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              |  | LU        |   70000000 | PA      | $474713.26    | 0.10%             | 2027-01-18      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORPORATION                                                                    | BRUNSWICK CORP DE                                | CUSIP: 117043AU3<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     616000 | PA      | $575286.22    | 0.12%             | 2032-09-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BANQUE DE MONTREAL                                                                       | BANK OF MONTREAL                                 | CUSIP: 06368L3M6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | RF                | CA        |      50000 | PA      | $50275.50     | 0.01%             | 2027-06-04      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                                   | ASIAN DEVELOPMENT BANK                           | CUSIP: 04517PBK7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              |  | PH        |    4500000 | PA      | $4555705.10   | 0.91%             | 2027-04-06      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                         | WELLTOWER INC                                    | CUSIP: 95040QAR5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |      80000 | PA      | $75949.25     | 0.02%             | 2032-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                       | AMERICAN HONDA FINANCE CORP                      | CUSIP: 02665WFJ5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     681000 | PA      | $680241.56    | 0.14%             | 2027-07-09      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| PVH CORP.                                                                                | PVH CORP                                         | CUSIP: 693656AD2<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |     100000 | PA      | $117392.78    | 0.02%             | 2029-07-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC.                                                               | ROGERS COMMUNICATIONS INC ONTARIO                | CUSIP: 775109AZ4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     313000 | PA      | $293914.18    | 0.06%             | 2043-10-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty Limited Partnership                                                     | HIGHWOODS REALTY LP                              | CUSIP: 431282AT9<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     229000 | PA      | $197698.21    | 0.04%             | 2031-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Acciona Energia Financiacion Filiales, S.A.U.                                            | ACCIONA ENERGIA FINANCIA                         | CUSIP: N/A<br>LEI: 254900CO48EPLIMJDK17       | Long             | DBT              | CORP              | ES        |     200000 | PA      | $248926.85    | 0.05%             | 2031-04-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                                                 | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC          | CUSIP: 928668CH3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     788000 | PA      | $790699.44    | 0.16%             | 2034-03-22      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION            | CUSIP: 01F022683<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13376000 | PA      | $10957965.50  | 2.19%             | 2053-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER, INC.                                                             | STANLEY BLACK DECKER INC                         | CUSIP: 854502AA9<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     545000 | PA      | $519838.33    | 0.10%             | 2040-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Province de Quebec                                                                       | PROVINCE OF QUEBEC CANADA                        | CUSIP: 74814ZFN8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |    3800000 | PA      | $2689065.86   | 0.54%             | 2032-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                | AT T INC                                         | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     372000 | PA      | $349273.81    | 0.07%             | 2039-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | MORGAN STANLEY                                   | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |     400000 | PA      | $454253.21    | 0.09%             | 2027-04-27      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Vlaamse Gemeenschap                                                                      | MINISTERIES VAN DE VLAAMSE GEMEENSCHAP           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              |  | BE        |    2000000 | PA      | $2300234.54   | 0.46%             | 2029-10-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| METLIFE, INC.                                                                            | METLIFE INC                                      | CUSIP: 59156RAJ7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     387000 | PA      | $426530.07    | 0.09%             | 2034-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                          | INTERCONTINENTAL EXCHANGE INC                    | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     886000 | PA      | $638551.06    | 0.13%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                              | VERIZON COMMUNICATIONS INC                       | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1337000 | PA      | $1247494.62   | 0.25%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| MERCK & CO., INC.                                                                        | MERCK CO INC                                     | CUSIP: 58933YBA2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     517000 | PA      | $360284.29    | 0.07%             | 2040-06-24      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   13295642 | OU      | $114718.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| THE WESTERN UNION COMPANY                                                                | WESTERN UNION CO THE                             | CUSIP: 959802AM1<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |     152000 | PA      | $148850.14    | 0.03%             | 2040-06-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                            | BROADCOM INC                                     | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     422000 | PA      | $375065.67    | 0.08%             | 2034-04-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| LA POSTE SA                                                                              | LA POSTE SA                                      | CUSIP: N/A<br>LEI: 9695000YG7TR7PAP0L59       | Long             | DBT              |  | FR        |     400000 | PA      | $338190.67    | 0.07%             | 2036-01-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                                              | FEDERAL HOME LOAN BANK                           | CUSIP: 3130B1XA0<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |     700000 | PA      | $700353.00    | 0.14%             | 2026-04-10      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     207900 | OU      | $8629.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                       | ORACLE CORP                                      | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     223000 | PA      | $240198.66    | 0.05%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                         | SKANDINAVISKA ENSKILDA BANKEN AB                 | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |     100000 | PA      | $114771.98    | 0.02%             | 2027-05-03      | Floating      | 2.54%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                                                   | UNEDIC ASSEO                                     | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $518307.83    | 0.10%             | 2029-11-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | BANK OF AMERICA CORP                             | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     576000 | PA      | $600791.78    | 0.12%             | 2042-02-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                                | REALTY INCOME CORP                               | CUSIP: 756109BV5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     414000 | PA      | $521515.17    | 0.10%             | 2034-07-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                                                           | JOHN DEERE CAPITAL CORP                          | CUSIP: 24422EXQ7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      34000 | PA      | $34106.74     | 0.01%             | 2027-04-19      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                                                    | BOSTON PROPERTIES LP                             | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     100000 | PA      | $80205.67     | 0.02%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                                                    | BOSTON PROPERTIES LP                             | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     444000 | PA      | $375927.95    | 0.08%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BEST BUY CO., INC.                                                                       | BEST BUY CO INC                                  | CUSIP: 08652BAB5<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |       1000 | PA      | $877.51       | 0.00%             | 2030-10-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC.                                                                        | CROWN CASTLE INTERNATIONAL CORP                  | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     500000 | PA      | $357381.84    | 0.07%             | 2041-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL, INC.                                                              | BRIGHTHOUSE FINANCIAL INC                        | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |     306000 | PA      | $306577.26    | 0.06%             | 2030-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| COMCAST CORPORATION                                                                      | COMCAST CORP                                     | CUSIP: 20030NBB6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      86000 | PA      | $91452.37     | 0.02%             | 2040-03-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    3179884 | OU      | $48237.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC.                                                                | LIBERTY MUTUAL GROUP INC                         | CUSIP: N/A<br>LEI: QUR0DG15Z6FFGYCHH861       | Long             | DBT              | CORP              | US        |     407000 | PA      | $492614.93    | 0.10%             | 2030-12-02      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CAISSE D'AMORTISSEMENT DE LA DETTE SOCIALE                                               | CAISSE D AMORTISSEMENT DE LA DETTE SOCIALE       | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              |  | FR        |    2900000 | PA      | $3379674.49   | 0.68%             | 2028-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                                                    | BANQUE FEDERATIVE DU CREDIT MUTUEL SA            | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $115080.90    | 0.02%             | 2027-03-05      | Floating      | 2.61%                 | No            |                  2 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                                           | CHARLES SCHWAB CORP THE                          | CUSIP: 808513BQ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      72000 | PA      | $72032.88     | 0.01%             | 2026-05-13      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                   | CVS HEALTH CORP                                  | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     564000 | PA      | $555501.04    | 0.11%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND DOLLAR                                                                       | NEW ZEALAND DOLLAR                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |     -56178 | OU      | $-52.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                                                     | NEW SOUTH WALES TREASURY CORP                    | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              |  | AU        |    2700000 | PA      | $1374511.32   | 0.28%             | 2034-03-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                                                  | SFIL SA                                          | CUSIP: N/A<br>LEI: 549300HFEHJOXGE4ZE63       | Long             | DBT              |  | FR        |    5000000 | PA      | $5780342.05   | 1.16%             | 2030-09-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction and Development                                         | EUROPEAN BANK FOR RECONSTRUCTION DEVELOPMENT     | CUSIP: 29874QEU4<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              |  | GB        |    2476000 | PA      | $2473529.79   | 0.50%             | 2029-02-16      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| European Union                                                                           | EUROPEAN UNION                                   | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              |  | BE        |    3803000 | PA      | $4349220.68   | 0.87%             | 2038-10-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                                 | EUROPEAN INVESTMENT BANK                         | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              |  | LU        |    4523000 | PA      | $5992946.39   | 1.20%             | 2026-03-12      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     784657 | OU      | $26071.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC.                                                                       | CPPIB CAPITAL INC                                | CUSIP: 28009AF20<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | CORP              | CA        |    3000000 | PA      | $2172095.04   | 0.43%             | 2025-09-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                                        | INTEL CORP                                       | CUSIP: 458140AK6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     490000 | PA      | $419202.37    | 0.08%             | 2041-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                                         | VOLKSWAGEN FINANCIAL SERVICES OVERSEAS AG        | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |     849000 | PA      | $996015.35    | 0.20%             | 2030-09-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation Of Victoria                                                         | TREASURY CORP OF VICTORIA                        | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              |  | AU        |     142000 | PA      | $90738.07     | 0.02%             | 2038-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Aktiengesellschaft                                                         | DEUTSCHE BAHN FINANCE GMBH                       | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |    1450000 | PA      | $1315939.57   | 0.26%             | 2035-07-16      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA (New York Branch)                                               | COOPERATIEVE RABOBANK UA NY                      | CUSIP: 21688ABJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     766000 | PA      | $769488.64    | 0.15%             | 2029-10-17      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                | AT T INC                                         | CUSIP: 00206RJE3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      50000 | PA      | $51021.53     | 0.01%             | 2040-07-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                                 | SVENSKA HANDELSBANKEN AB                         | CUSIP: 86959LAR4<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |     851000 | PA      | $853672.97    | 0.17%             | 2027-05-28      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                           | CITIGROUP INC                                    | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     231000 | PA      | $238830.12    | 0.05%             | 2042-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                    | INTERNATIONAL BANK FOR RECONSTRUCTION            | CUSIP: 459058KK8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |     568000 | PA      | $568523.72    | 0.11%             | 2026-09-23      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba                                                                     | PROVINCE OF MANITOBA CANADA                      | CUSIP: 563469VB8<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              |  | CA        |     800000 | PA      | $579954.43    | 0.12%             | 2033-06-02      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation Of Victoria                                                         | TREASURY CORP OF VICTORIA                        | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              |  | AU        |     410000 | PA      | $265443.03    | 0.05%             | 2039-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCE LOCALE SA                                                                  | AGENCE FRANCE LOCALE                             | CUSIP: N/A<br>LEI: 969500NMI4UP00IO8G47       | Long             | DBT              |  | FR        |     400000 | PA      | $450871.26    | 0.09%             | 2034-03-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     675170 | OU      | $8652.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bahn Aktiengesellschaft                                                         | DEUTSCHE BAHN FINANCE GMBH                       | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |     106000 | PA      | $123979.00    | 0.02%             | 2037-12-18      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES, INC.                                                                    | GILEAD SCIENCES INC                              | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     842000 | PA      | $765380.01    | 0.15%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE, L.P.                                                       | PLAINS ALL AMERICAN PIPELINE LP PAA FINANCE CORP | CUSIP: 72650RAM4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |     100000 | PA      | $107336.01    | 0.02%             | 2036-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     495209 | OU      | $5171.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TASMANIAN PUBLIC FINANCE CORPORATION                                                     | TASMANIAN PUBLIC FINANCE CORP                    | CUSIP: N/A<br>LEI: 254900YGZAI23JWAJW51       | Long             | DBT              |  | AU        |     625000 | PA      | $377866.74    | 0.08%             | 2034-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Landeskreditbank Baden-Wuerttemberg -Foerderbank-                                        | LANDESKREDITBANK BADEN WUERTTEMBERG FOERDERBANK  | CUSIP: N/A<br>LEI: 0SK1ILSPWNVBNQWU0W18       | Long             | DBT              |  | DE        |    3500000 | PA      | $4658321.86   | 0.93%             | 2026-02-23      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                                                          | NATIONAL AUSTRALIA BANK                          | CUSIP: 632525CC3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    1000000 | PA      | $1008551.43   | 0.20%             | 2030-01-14      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| METLIFE, INC.                                                                            | METLIFE INC                                      | CUSIP: 59156RAY4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     337000 | PA      | $347077.36    | 0.07%             | 2041-02-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                                  | BANK OF NOVA SCOTIA THE                          | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     134000 | PA      | $135916.29    | 0.03%             | 2030-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| THE WESTERN UNION COMPANY                                                                | WESTERN UNION CO THE                             | CUSIP: 959802AH2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    1420000 | PA      | $1431145.23   | 0.29%             | 2036-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| BAYER US FINANCE II LLC                                                                  | BAYER US FINANCE II LLC                          | CUSIP: 07274NAN3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     770000 | PA      | $681838.99    | 0.14%             | 2038-06-25      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                 | U S TREASURY BOND                                | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     174000 | PA      | $176555.63    | 0.04%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Japan                                                                                    | JAPAN GOVERNMENT TEN YEAR BOND                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  238550000 | PA      | $1496875.69   | 0.30%             | 2032-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan                                                                                    | JAPAN GOVERNMENT TWENTY YEAR BOND                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  216700000 | PA      | $1448972.01   | 0.29%             | 2034-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                                                          | INTER AMERICAN DEVELOPMENT BANK                  | CUSIP: 4581X0EC8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              |  | US        |    1327000 | PA      | $1324173.49   | 0.27%             | 2029-02-15      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                           | CITIGROUP INC                                    | CUSIP: 172967EP2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     166000 | PA      | $186668.77    | 0.04%             | 2038-03-05      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SA                                                                             | BPIFRANCE SACA                                   | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $572681.44    | 0.11%             | 2034-05-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                                                    | BOSTON PROPERTIES LP                             | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     282000 | PA      | $301838.65    | 0.06%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                                        | INTEL CORP                                       | CUSIP: 458140AP5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     912000 | PA      | $717541.97    | 0.14%             | 2042-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                                                     | GLOBAL PAYMENTS INC                              | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     299000 | PA      | $281120.63    | 0.06%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                       | AERCAP IRELAND CAPITAL DAC                       | CUSIP: 00774MAZ8<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    1000000 | PA      | $797471.82    | 0.16%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                                                                    | BANCO SANTANDER SA                               | CUSIP: 05964HAZ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     400000 | PA      | $450640.74    | 0.09%             | 2033-11-07      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| HUMANA INC.                                                                              | HUMANA INC                                       | CUSIP: 444859BB7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     100000 | PA      | $84392.14     | 0.02%             | 2042-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                                  | BAYER US FINANCE II LLC                          | CUSIP: 07274NAZ6<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     493000 | PA      | $445834.58    | 0.09%             | 2034-07-15      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| INTEL CORPORATION                                                                        | INTEL CORP                                       | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     141000 | PA      | $120861.18    | 0.02%             | 2040-03-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                      | COMCAST CORP                                     | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     425000 | PA      | $349558.78    | 0.07%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan                                                                                    | JAPAN GOVERNMENT TWENTY YEAR BOND                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  330000000 | PA      | $2113890.16   | 0.42%             | 2035-09-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                                               | APPLE INC                                        | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    2255000 | PA      | $1876377.72   | 0.38%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC.                                                                | LIBERTY MUTUAL GROUP INC                         | CUSIP: 53079EBG8<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     317000 | PA      | $316663.79    | 0.06%             | 2029-02-01      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| LA POSTE SA                                                                              | LA POSTE SA                                      | CUSIP: BY8453197<br>LEI: 9695000YG7TR7PAP0L59 | Long             | DBT              |  | FR        |     900000 | PA      | $1030796.72   | 0.21%             | 2028-09-14      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc.                                                                        | MARKEL CORP                                      | CUSIP: 570535AP9<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     335000 | PA      | $297133.96    | 0.06%             | 2043-03-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                                                             | LINCOLN NATIONAL CORP                            | CUSIP: 534187BT5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     198000 | PA      | $202710.48    | 0.04%             | 2034-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                | AT T INC                                         | CUSIP: 00206RDG4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     100000 | PA      | $106404.25    | 0.02%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                                                               | SIMON PROPERTY GROUP LP                          | CUSIP: 828807CL9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     191000 | PA      | $171349.73    | 0.03%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIONS, INC.                                                         | FORTUNE BRANDS HOME SECURITY INC                 | CUSIP: 34964CAF3<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     511000 | PA      | $477545.67    | 0.10%             | 2032-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                                   | ASIAN DEVELOPMENT BANK                           | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              |  | PH        |    2007000 | PA      | $2723705.61   | 0.55%             | 2029-05-23      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                           | ING GROEP NV                                     | CUSIP: AU5396935<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $225298.19    | 0.05%             | 2028-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                 | AMERICAN EXPRESS CO                              | CUSIP: 025816AZ2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     335000 | PA      | $423625.50    | 0.08%             | 2038-03-19      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                 | AMERICAN EXPRESS CO                              | CUSIP: 025816CL1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100249.16    | 0.02%             | 2026-11-04      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| JUNIPER NETWORKS, INC.                                                                   | JUNIPER NETWORKS INC                             | CUSIP: 48203RAM6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |     215000 | PA      | $208204.55    | 0.04%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan                                                                                    | JAPAN GOVERNMENT THIRTY YEAR BOND                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 1051950000 | PA      | $7353968.94   | 1.47%             | 2038-09-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HOLDINGS INC.                                                        | ASSURED GUARANTY US HOLDINGS INC                 | CUSIP: 04621WAD2<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |      88000 | PA      | $81132.14     | 0.02%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA, INCORPORATED                                               | REINSURANCE GROUP OF AMERICA INC                 | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     253000 | PA      | $259515.30    | 0.05%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Exportation et developpement Canada                                                      | EXPORT DEVELOPMENT CANADA                        | CUSIP: 30216BKG6<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              |  | CA        |    5380000 | PA      | $5381968.43   | 1.08%             | 2028-08-01      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS, INC.                                                                   | KYNDRYL HOLDINGS INC                             | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    1880000 | PA      | $1475007.03   | 0.30%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BANQUE ROYALE DU CANADA                                                                  | ROYAL BANK OF CANADA                             | CUSIP: 78016EYZ4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $100290.77    | 0.02%             | 2027-01-21      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS, INC.                                                                 | COX COMMUNICATIONS INC                           | CUSIP: 224044CF2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    1221000 | PA      | $1131181.27   | 0.23%             | 2035-02-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                                           | COMMONWEALTH BANK OF AUSTRALIA                   | CUSIP: 2027A0KR9<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     175000 | PA      | $175104.83    | 0.04%             | 2025-09-12      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| QUANTA SERVICES, INC.                                                                    | QUANTA SERVICES INC                              | CUSIP: 74762EAJ1<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     335000 | PA      | $239309.63    | 0.05%             | 2041-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Japan                                                                                    | JAPAN GOVERNMENT TWENTY YEAR BOND                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  401900000 | PA      | $2314353.28   | 0.46%             | 2037-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      24499 | OU      | $186.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC.                                                                      | ALLY FINANCIAL INC                               | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     458000 | PA      | $517414.93    | 0.10%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                                                          | INTER AMERICAN DEVELOPMENT BANK                  | CUSIP: 4581X0DY1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              |  | US        |     600000 | PA      | $600012.00    | 0.12%             | 2026-09-16      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                 | U S TREASURY NOTE                                | CUSIP: 91282CKM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1481000 | PA      | $1482142.86   | 0.30%             | 2026-04-30      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND DOLLAR                                                                       | NEW ZEALAND DOLLAR                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |     -41767 | OU      | $-681.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD.                                                                      | ATHENE HOLDING LTD                               | CUSIP: 04686JAG6<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     413000 | PA      | $425843.33    | 0.09%             | 2034-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| COMCAST CORPORATION                                                                      | COMCAST CORP                                     | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     622000 | PA      | $484295.59    | 0.10%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                         | AMAZON COM INC                                   | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     650000 | PA      | $584580.80    | 0.12%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY                                        | BRITISH TELECOMMUNICATIONS PLC                   | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |     200000 | PA      | $230210.34    | 0.05%             | 2032-08-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   17643482 | OU      | $-23349.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC.                                                                   | JACKSON FINANCIAL INC                            | CUSIP: 46817MAS6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     457000 | PA      | $465470.68    | 0.09%             | 2032-06-08      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                    | INTERNATIONAL BANK FOR RECONSTRUCTION DEVLOPMENT | CUSIP: 459058LH4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |    1722000 | PA      | $1722373.00   | 0.34%             | 2027-06-15      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                                  | BAYER US FINANCE II LLC                          | CUSIP: 07274NBA0<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    1030000 | PA      | $1019627.62   | 0.20%             | 2035-07-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                        | JOHNSON JOHNSON                                  | CUSIP: 478160AV6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     450000 | PA      | $425080.91    | 0.09%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                   | GENERAL MOTORS FINANCIAL CO INC                  | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     116000 | PA      | $119688.26    | 0.02%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                       | ORACLE CORP                                      | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     455000 | PA      | $473588.24    | 0.09%             | 2039-07-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                                                    | BANQUE FEDERATIVE DU CREDIT MUTUEL SA            | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $132712.29    | 0.03%             | 2026-01-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Japan                                                                                    | JAPAN GOVERNMENT TEN YEAR BOND                   | CUSIP: ZJ6043427<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  483850000 | PA      | $2989874.39   | 0.60%             | 2033-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| BMW International Investment B.V.                                                        | BMW INTERNATIONAL INVESTMENT BV                  | CUSIP: N/A<br>LEI: 724500J951RJJFEW5X49       | Long             | DBT              | CORP              | NL        |     227000 | PA      | $261952.78    | 0.05%             | 2033-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation Of Victoria                                                         | TREASURY CORP OF VICTORIA                        | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              |  | AU        |    6004000 | PA      | $2942159.47   | 0.59%             | 2035-09-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DELL INC.                                                                                | DELL INC                                         | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |     154000 | PA      | $164494.79    | 0.03%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AVNET, INC.                                                                              | AVNET INC                                        | CUSIP: 053807AU7<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |     351000 | PA      | $313990.96    | 0.06%             | 2031-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                                    | SUMITOMO MITSUI FINANCIAL GROUP INC              | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     277000 | PA      | $261922.41    | 0.05%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   12001021 | OU      | $445328.35    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                                                          | CSL FINANCE PLC                                  | CUSIP: 12661PAD1<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |     250000 | PA      | $222260.86    | 0.04%             | 2042-04-27      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                      | COMCAST CORP                                     | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     486000 | PA      | $418460.84    | 0.08%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GATX CORPORATION                                                                         | GATX CORP                                        | CUSIP: 361448BM4<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     545000 | PA      | $574889.38    | 0.12%             | 2034-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                    | INTERNATIONAL BANK FOR RECONSTRUCTION            | CUSIP: 459058KD4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |     500000 | PA      | $499230.00    | 0.10%             | 2028-11-22      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DE DEVELOPPEMENT EPIC                                                   | AGENCE FRANCAISE DE DEVELOPPEMENT EPIC           | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              |  | FR        |    1000000 | PA      | $1141771.49   | 0.23%             | 2038-09-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                                  | BANK OF NOVA SCOTIA THE                          | CUSIP: 0641598M1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     300000 | PA      | $300432.02    | 0.06%             | 2026-09-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                                          | CANADIAN DOLLAR                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |   -1157890 | OU      | $-10981.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TELUS Corporation                                                                        | TELUS CORP                                       | CUSIP: 87971MAW3<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    1500000 | PA      | $1035618.96   | 0.21%             | 2044-04-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                        | DISCOVER FINANCIAL SERVICES                      | CUSIP: 254709AM0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      39842 | PA      | $39634.61     | 0.01%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc.                                                                         | PSP CAPITAL INC                                  | CUSIP: 69370AW83<br>LEI: 549300B456N0WEIC5249 | Long             | STIV             | CORP              | CA        |    1500000 | PA      | $1492981.65   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                                                    | ASHTEAD CAPITAL INC                              | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     435000 | PA      | $439657.30    | 0.09%             | 2033-05-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij N.V.                                                   | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV             | CUSIP: 82620KBF9<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    3388000 | PA      | $2509987.64   | 0.50%             | 2041-03-11      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION.                                                                | ARES CAPITAL CORP                                | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     512000 | PA      | $511129.78    | 0.10%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                                          | TOYOTA MOTOR CREDIT CORP                         | CUSIP: 89236TMA0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100189.24    | 0.02%             | 2027-03-19      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                                 | EUROPEAN INVESTMENT BANK                         | CUSIP: 298785KD7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              |  | LU        |    2761000 | PA      | $2763044.58   | 0.55%             | 2029-08-14      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Sixt SE                                                                                  | SIXT SE                                          | CUSIP: N/A<br>LEI: 5299004ZME6CSBR7WP07       | Long             | DBT              | CORP              | DE        |     237000 | PA      | $273778.54    | 0.05%             | 2030-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                                                           | JEFFERIES GROUP LLC                              | CUSIP: 47233JDX3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     800000 | PA      | $679936.33    | 0.14%             | 2032-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ACTION LOGEMENT SERVICES SAS                                                             | ACTION LOGEMENT SERVICES                         | CUSIP: N/A<br>LEI: 969500O2QYH3YW92C551       | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $1073224.93   | 0.21%             | 2037-09-28      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORPORATION                                                              | PROTECTIVE LIFE CORP                             | CUSIP: 743674AY9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |     234000 | PA      | $285188.23    | 0.06%             | 2039-10-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FINANCE CORPORATION                                                        | INTERNATIONAL FINANCE CORP                       | CUSIP: 45950KDB3<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              |  | US        |     306000 | PA      | $306137.70    | 0.06%             | 2026-03-16      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                                                  | BROOKFIELD FINANCE INC                           | CUSIP: 11271LAE2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     195000 | PA      | $192706.92    | 0.04%             | 2030-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| BROADCOM INC.                                                                            | BROADCOM INC                                     | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     171000 | PA      | $135319.36    | 0.03%             | 2041-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Hasbro, Inc.                                                                             | HASBRO INC                                       | CUSIP: 418056AS6<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    1002000 | PA      | $1033041.79   | 0.21%             | 2040-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| European Union                                                                           | EUROPEAN UNION                                   | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              |  | BE        |    1273621 | PA      | $1071214.22   | 0.21%             | 2037-02-04      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                            | BROADCOM INC                                     | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1397000 | PA      | $1152858.94   | 0.23%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                                    | ELEVANCE HEALTH INC                              | CUSIP: 94973VBF3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     706000 | PA      | $641382.37    | 0.13%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                                                          | INTER AMERICAN DEVELOPMENT BANK                  | CUSIP: 4581X0ED6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              |  | US        |     843000 | PA      | $843310.91    | 0.17%             | 2027-04-12      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC.                                                                             | EQUIFAX INC                                      | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     354000 | PA      | $308264.42    | 0.06%             | 2031-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| EBAY INC.                                                                                | EBAY INC                                         | CUSIP: 278642BB8<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     416000 | PA      | $449987.00    | 0.09%             | 2032-11-22      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCE LOCALE SA                                                                  | AGENCE FRANCE LOCALE                             | CUSIP: N/A<br>LEI: 969500NMI4UP00IO8G47       | Long             | DBT              |  | FR        |    3000000 | PA      | $3310537.82   | 0.66%             | 2028-06-20      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                       | AERCAP IRELAND CAPITAL DAC                       | CUSIP: 00774MAB1<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |     214000 | PA      | $210378.19    | 0.04%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC.                                                                            | HSBC USA INC                                     | CUSIP: 40428HA51<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |     201000 | PA      | $202407.28    | 0.04%             | 2027-03-04      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                                                                    | FLOWSERVE CORP                                   | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |     402000 | PA      | $378344.23    | 0.08%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      41234 | OU      | $764.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                                                    | JAPAN GOVERNMENT THIRTY YEAR BOND                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  123800000 | PA      | $788562.28    | 0.16%             | 2042-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS, INC.                                                                  | ARROW ELECTRONICS INC                            | CUSIP: 042735BF6<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     497000 | PA      | $487028.04    | 0.10%             | 2028-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HUMANA INC.                                                                              | HUMANA INC                                       | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $865537.81    | 0.17%             | 2044-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC.                                                                             | VIATRIS INC                                      | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     243000 | PA      | $178274.70    | 0.04%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   12573044 | OU      | $347598.47    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC.                                                                       | CPPIB CAPITAL INC                                | CUSIP: 22411WAS5<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | CORP              | CA        |     900000 | PA      | $905304.04    | 0.18%             | 2026-03-11      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                       | CREDIT AGRICOLE SA                               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $541329.43    | 0.11%             | 2028-04-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Heineken N.V.                                                                            | HEINEKEN NV                                      | CUSIP: 423012AE3<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |     385000 | PA      | $314574.44    | 0.06%             | 2042-10-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Telefonica Emisiones, S.A.U.                                                             | TELEFONICA EMISIONES SA                          | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |     700000 | PA      | $798116.18    | 0.16%             | 2034-01-23      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| AFLAC INCORPORATED                                                                       | AFLAC INC                                        | CUSIP: 001055AF9<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |     100000 | PA      | $108604.77    | 0.02%             | 2040-08-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                                                             | HASBRO INC                                       | CUSIP: 418056AU1<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     532000 | PA      | $460897.86    | 0.09%             | 2044-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AUTONATION, INC.                                                                         | AUTONATION INC                                   | CUSIP: 05329WAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $85850.90     | 0.02%             | 2031-08-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    1424957 | OU      | $-7012.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY, INC.                                                                  | MICRON TECHNOLOGY INC                            | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |      50000 | PA      | $37056.70     | 0.01%             | 2041-11-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   10378817 | OU      | $-287626.90   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     427586 | OU      | $2474.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS, INC.                                                                 | COX COMMUNICATIONS INC                           | CUSIP: 224044BV8<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     213000 | PA      | $252128.56    | 0.05%             | 2039-03-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    2703033 | OU      | $68610.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                           | BNP PARIBAS SA                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $1188623.03   | 0.24%             | 2034-02-13      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                 | U S TREASURY BOND                                | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      36000 | PA      | $35386.88     | 0.01%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                           | ING GROEP NV                                     | CUSIP: 456837AM5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      17000 | PA      | $17033.15     | 0.00%             | 2028-10-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE (USA), INC.                                                                | AMCOR FINANCE USA INC                            | CUSIP: 02343UAH8<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49920.44     | 0.01%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THE ALLSTATE CORPORATION                                                                 | ALLSTATE CORP THE                                | CUSIP: 020002BA8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     100000 | PA      | $86437.59     | 0.02%             | 2043-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                                                               | SIMON PROPERTY GROUP LP                          | CUSIP: 828807CE5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     596000 | PA      | $671362.84    | 0.13%             | 2040-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    3261999 | OU      | $-19750.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                                                         | MARSH MCLENNAN COS INC                           | CUSIP: 571748BH4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     101000 | PA      | $95162.09     | 0.02%             | 2039-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                                              | INTERNATIONAL BUSINESS MACHINES CORP             | CUSIP: 459200KQ3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     350000 | PA      | $368277.15    | 0.07%             | 2030-02-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba                                                                     | MANITOBA PROVINCE OF                             | CUSIP: N/A<br>LEI: 5493003QILFOB3JRKE30       | Long             | DBT              |  | CA        |     198000 | PA      | $126346.17    | 0.03%             | 2034-08-28      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   15128059 | OU      | $-38376.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                              | WESTPAC BANKING CORP                             | CUSIP: 961214FS7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    1400000 | PA      | $1401310.12   | 0.28%             | 2026-04-16      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                            | GOLDMAN SACHS GROUP INC THE                      | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      54000 | PA      | $58755.78     | 0.01%             | 2029-02-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                                    | ELEVANCE HEALTH INC                              | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     105000 | PA      | $91107.70     | 0.02%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                                           | COMMONWEALTH BANK OF AUSTRALIA                   | CUSIP: 2027A0KQ1<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     300000 | PA      | $300930.83    | 0.06%             | 2026-03-13      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                 | U S TREASURY NOTE                                | CUSIP: 91282CLA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2827000 | PA      | $2829993.82   | 0.57%             | 2026-07-31      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                                      | SOCIETE GENERALE SA                              | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $220106.79    | 0.04%             | 2027-07-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION            | CUSIP: 01F060683<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9995000 | PA      | $10133149.19  | 2.03%             | 2054-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                       | AMERICAN HONDA FINANCE CORP                      | CUSIP: 02665WFS5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     375000 | PA      | $374388.20    | 0.07%             | 2027-10-22      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                           | BNP PARIBAS SA                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $589678.39    | 0.12%             | 2029-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Royaume de Belgique                                                                      | KINGDOM OF BELGIUM GOVERNMENT BOND               | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    2756000 | PA      | $2559700.51   | 0.51%             | 2037-06-22      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| BROWN & BROWN, INC.                                                                      | BROWN BROWN INC                                  | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     525000 | PA      | $460796.42    | 0.09%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BANQUE ROYALE DU CANADA                                                                  | ROYAL BANK OF CANADA                             | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |     700000 | PA      | $783501.75    | 0.16%             | 2029-04-26      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                                           | CHARLES SCHWAB CORP THE                          | CUSIP: 808513BZ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     300000 | PA      | $302659.19    | 0.06%             | 2027-03-03      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| THE WALT DISNEY COMPANY                                                                  | WALT DISNEY CO THE                               | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     563000 | PA      | $460181.51    | 0.09%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IBM INTERNATIONAL CAPITAL PTE. LTD.                                                      | IBM INTERNATIONAL CAPITAL PTE LTD                | CUSIP: 449276AF1<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |     495000 | PA      | $472551.67    | 0.09%             | 2044-02-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES, LP                                                                  | BOARDWALK PIPELINES LP                           | CUSIP: 096630AK4<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     150000 | PA      | $151895.82    | 0.03%             | 2034-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                       | T MOBILE USA INC                                 | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1124000 | PA      | $993018.16    | 0.20%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                                | KRAFT HEINZ FOODS CO                             | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     270000 | PA      | $240245.53    | 0.05%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                                               | APPLE INC                                        | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     100000 | PA      | $69709.99     | 0.01%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                              | WESTPAC BANKING CORP                             | CUSIP: 961214FM0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     280000 | PA      | $280425.75    | 0.06%             | 2025-11-17      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                                                          | INTER AMERICAN DEVELOPMENT BANK                  | CUSIP: 4581X0EG9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              |  | US        |    4677000 | PA      | $4685897.15   | 0.94%             | 2027-10-04      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                    | INTERNATIONAL BANK FOR RECONSTRUCTION            | CUSIP: 459058JF1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |     892000 | PA      | $894818.72    | 0.18%             | 2027-08-19      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      34204 | OU      | $537.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUYGUES SA                                                                              | BOUYGUES SA                                      | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $257894.37    | 0.05%             | 2042-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SOUTH AUSTRALIAN GOVERNMENT FINANCING AUTHORITY                                          | SOUTH AUSTRALIAN GOVERNMENT FINANCING AUTHORITY  | CUSIP: BN8412155<br>LEI: N/A                  | Long             | DBT              |  | AU        |     500000 | PA      | $252762.11    | 0.05%             | 2034-05-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                                                       | ABN AMRO BANK NV                                 | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |    1500000 | PA      | $1725016.31   | 0.35%             | 2027-01-15      | Floating      | 2.63%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance B.V.                                              | DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV        | CUSIP: 25156PBC6<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |     185000 | PA      | $174020.39    | 0.03%             | 2038-06-21      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                       | ROYALTY PHARMA PLC                               | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    1237000 | PA      | $927723.69    | 0.19%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| Province of Ontario, Canada                                                              | PROVINCE OF ONTARIO CANADA                       | CUSIP: 683234AW8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |    2000000 | PA      | $1970449.98   | 0.39%             | 2029-09-17      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                                           | COMMONWEALTH BANK OF AUSTRALIA                   | CUSIP: 2027A0KY4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     257000 | PA      | $258646.20    | 0.05%             | 2030-03-14      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| AGENCE FRANCAISE DE DEVELOPPEMENT EPIC                                                   | AGENCE FRANCAISE DE DEVELOPPEMENT EPIC           | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              |  | FR        |     100000 | PA      | $116678.04    | 0.02%             | 2033-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    2203834 | OU      | $45779.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                          | NORDEA BANK ABP                                  | CUSIP: 65558RAH2<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     668000 | PA      | $675231.75    | 0.14%             | 2029-09-10      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE DES GRANDS PROJETS EPN                                                           | SOCIETE DES GRANDS PROJETS EPIC                  | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              |  | FR        |     100000 | PA      | $95514.00     | 0.02%             | 2034-05-25      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| NBCUNIVERSAL MEDIA, LLC                                                                  | NBCUNIVERSAL MEDIA LLC                           | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |     488000 | PA      | $415947.18    | 0.08%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TAPESTRY, INC.                                                                           | TAPESTRY INC                                     | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     525000 | PA      | $527410.94    | 0.11%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY                                        | BRITISH TELECOMMUNICATIONS PLC                   | CUSIP: 111021AL5<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      45000 | PA      | $45772.37     | 0.01%             | 2028-12-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| ALLY FINANCIAL INC.                                                                      | ALLY FINANCIAL INC                               | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     835000 | PA      | $940724.80    | 0.19%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                        | DISCOVER FINANCIAL SERVICES                      | CUSIP: 254709AS7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     213000 | PA      | $232803.23    | 0.05%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL, LLC                                                                      | BMW US CAPITAL LLC                               | CUSIP: 05565ECN3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50127.07     | 0.01%             | 2026-08-13      | Floating      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| ACTION LOGEMENT SERVICES SAS                                                             | ACTION LOGEMENT SERVICES                         | CUSIP: N/A<br>LEI: 969500O2QYH3YW92C551       | Long             | DBT              | CORP              | FR        |    2800000 | PA      | $3267307.76   | 0.65%             | 2038-10-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO., L.P.                                                           | PENSKE TRUCK LEASING CO LP PTL FINANCE CORP      | CUSIP: 709599BH6<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     350000 | PA      | $331982.76    | 0.07%             | 2029-11-01      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Northern Territory Treasury Corporation                                                  | NORTHERN TERRITORY TREASURY CORP                 | CUSIP: N/A<br>LEI: 254900V4FQ2K6E3VJ628       | Long             | DBT              |  | AU        |     100000 | PA      | $65754.33     | 0.01%             | 2037-04-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                 | U S TREASURY NOTE                                | CUSIP: 91282CLT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     253000 | PA      | $253276.25    | 0.05%             | 2026-10-31      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                                                          | INTER AMERICAN DEVELOPMENT BANK                  | CUSIP: 4581X0DU9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              |  | US        |     200000 | PA      | $199876.85    | 0.04%             | 2028-03-20      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                                   | ASIAN DEVELOPMENT BANK                           | CUSIP: 04517PBG6<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              |  | PH        |     608000 | PA      | $613538.88    | 0.12%             | 2026-08-27      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS, INC.                                                                   | KYNDRYL HOLDINGS INC                             | CUSIP: 50155QAN0<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     976000 | PA      | $1030474.57   | 0.21%             | 2034-02-20      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation Of Victoria                                                         | TREASURY CORP OF VICTORIA                        | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              |  | AU        |    4800000 | PA      | $1992551.96   | 0.40%             | 2041-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Province of Ontario, Canada                                                              | PROVINCE OF ONTARIO CANADA                       | CUSIP: 68323AAY0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |    3000000 | PA      | $1894933.28   | 0.38%             | 2043-06-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND DOLLAR                                                                       | NEW ZEALAND DOLLAR                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |     -35260 | OU      | $-347.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                   | GENERAL MOTORS FINANCIAL CO INC                  | CUSIP: 37045XES1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      51000 | PA      | $51190.43     | 0.01%             | 2027-05-08      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                                                  | CANADIAN IMPERIAL BANK OF COMMERCE               | CUSIP: 13607HR53<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     173000 | PA      | $160800.73    | 0.03%             | 2032-04-07      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                                                           | JOHN DEERE CAPITAL CORP                          | CUSIP: 24422EXS3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     150000 | PA      | $150594.43    | 0.03%             | 2027-06-11      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                                | REALTY INCOME CORP                               | CUSIP: 756109CB8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     253000 | PA      | $248528.02    | 0.05%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                       | AERCAP IRELAND CAPITAL DAC                       | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |     752000 | PA      | $680329.62    | 0.14%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                     | JPMORGAN CHASE CO                                | CUSIP: 46625HJB7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     586000 | PA      | $599617.21    | 0.12%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                       | CREDIT AGRICOLE SA                               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $454913.90    | 0.09%             | 2029-08-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                                                    | ASHTEAD CAPITAL INC                              | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1089573.40   | 0.22%             | 2033-10-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Province of British Columbia                                                             | PROVINCE OF BRITISH COLUMBIA CANADA              | CUSIP: 110709AK8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              |  | CA        |    3600000 | PA      | $2655232.72   | 0.53%             | 2034-06-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan                                                                 | PROVINCE OF SASKATCHEWAN CANADA                  | CUSIP: 803854KM9<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              |  | CA        |    2000000 | PA      | $1444157.53   | 0.29%             | 2025-09-02      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                                                                    | FLOWSERVE CORP                                   | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |      90000 | PA      | $78627.03     | 0.02%             | 2032-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AETNA INC.                                                                               | AETNA INC                                        | CUSIP: 00817YAJ7<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     886000 | PA      | $730044.98    | 0.15%             | 2042-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL CORP.                                                             | AMERICAN WATER CAPITAL CORP                      | CUSIP: 03040WAD7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     264000 | PA      | $293748.43    | 0.06%             | 2037-10-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance B.V.                                                          | E ON INTERNATIONAL FINANCE BV                    | CUSIP: 268789AB0<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |     519000 | PA      | $568683.78    | 0.11%             | 2038-04-30      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: —       |
| Republique Francaise                                                                     | FRANCE GOVT OF                                   | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    6570000 | PA      | $5711908.26   | 1.14%             | 2038-05-25      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| HALLIBURTON COMPANY                                                                      | HALLIBURTON CO                                   | CUSIP: 406216BA8<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     306000 | PA      | $261974.46    | 0.05%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                         | AMAZON COM INC                                   | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    4035000 | PA      | $3003344.07   | 0.60%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    1363387 | OU      | $3292.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Land Berlin                                                                              | LAND BERLIN                                      | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              |  | DE        |      50000 | PA      | $51475.20     | 0.01%             | 2030-01-18      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                                | KRAFT HEINZ FOODS CO                             | CUSIP: 42307TAH1<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     974000 | PA      | $1071054.74   | 0.21%             | 2039-08-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE, L.P.                                                       | PLAINS ALL AMERICAN PIPELINE LP PAA FINANCE CORP | CUSIP: 72650RBE1<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |     219000 | PA      | $181037.78    | 0.04%             | 2044-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Repubblica Italiana                                                                      | ITALY BUONI POLIENNALI DEL TESORO                | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    1710000 | PA      | $2297271.53   | 0.46%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Province de Quebec                                                                       | PROVINCE OF QUEBEC CANADA                        | CUSIP: 74814ZDK6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |    1500000 | PA      | $1155690.57   | 0.23%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Province of Ontario, Canada                                                              | PROVINCE OF ONTARIO CANADA                       | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              |  | CA        |     100000 | PA      | $66384.66     | 0.01%             | 2034-05-08      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Japan                                                                                    | JAPAN GOVERNMENT THIRTY YEAR BOND                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  242500000 | PA      | $1608706.60   | 0.32%             | 2041-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    5960944 | OU      | $52708.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                     | JPMORGAN CHASE CO                                | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1247000 | PA      | $1261681.39   | 0.25%             | 2040-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                         | BRIXMOR OPERATING PARTNERSHIP LP                 | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |      84000 | PA      | $81373.78     | 0.02%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     388623 | OU      | $-8342.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                           | CITIGROUP INC                                    | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2630000 | PA      | $3288886.88   | 0.66%             | 2039-07-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                 | LLOYDS BANKING GROUP PLC                         | CUSIP: 539439AT6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     356000 | PA      | $356426.11    | 0.07%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                                           | COMMONWEALTH BANK OF AUSTRALIA                   | CUSIP: 2027A0KL2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     100000 | PA      | $100757.95    | 0.02%             | 2027-03-14      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: —       |
| Treasury Corporation Of Victoria                                                         | TREASURY CORP OF VICTORIA                        | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              |  | AU        |    6850000 | PA      | $3100882.39   | 0.62%             | 2037-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JANUS HENDERSON US (HOLDINGS) INC.                                                       | JANUS HEND US HLDGS INC                          | CUSIP: 47103MAB4<br>LEI: 8T2ZO87FU1KVPZIG9I59 | Long             | DBT              | CORP              | US        |     200000 | PA      | $196911.31    | 0.04%             | 2034-09-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Japan                                                                                    | JAPAN GOVERNMENT TEN YEAR BOND                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  483500000 | PA      | $3104879.93   | 0.62%             | 2029-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     515011 | OU      | $10052.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                                      | ABBOTT LABORATORIES                              | CUSIP: 002824AY6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50549.60     | 0.01%             | 2040-05-27      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Region Ile de France                                                                     | REGION OF ILE DE FRANCE                          | CUSIP: N/A<br>LEI: 969500X7E3U7ZNH95E23       | Long             | DBT              |  | FR        |    1300000 | PA      | $1490257.35   | 0.30%             | 2026-04-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LIMITED                                                       | FAIRFAX FINANCIAL HOLDINGS LTD                   | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $92413.50     | 0.02%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                                                     | BLUE OWL FINANCE LLC                             | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |     334000 | PA      | $344058.99    | 0.07%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Japan                                                                                    | JAPAN GOVERNMENT TEN YEAR BOND                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  154800000 | PA      | $964564.62    | 0.19%             | 2033-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                                                          | INTER AMERICAN DEVELOPMENT BANK                  | CUSIP: 4581X0EQ7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              |  | US        |    4684000 | PA      | $4687738.58   | 0.94%             | 2029-08-01      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS, INC.                                                                      | CISCO SYSTEMS INC DELAWARE                       | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    4712000 | PA      | $4825163.39   | 0.97%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba                                                                     | PROVINCE OF MANITOBA CANADA                      | CUSIP: 563469TM7<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              |  | CA        |    3000000 | PA      | $2059151.57   | 0.41%             | 2041-03-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                                                 | HCA INC                                          | CUSIP: 404119AJ8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     405000 | PA      | $459286.63    | 0.09%             | 2033-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TEMASEK FINANCIAL (I) LIMITED                                                            | TEMASEK FINANCIAL I LTD                          | CUSIP: N/A<br>LEI: 549300XMGMDF3VRJMF12       | Long             | DBT              | CORP              | SG        |     402000 | PA      | $521023.70    | 0.10%             | 2040-07-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| South Australian Government Financing Authority                                          | SOUTH AUSTRALIAN GOVERNMENT FINANCING AUTHORITY  | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              |  | AU        |     800000 | PA      | $386329.81    | 0.08%             | 2036-05-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                | AT T INC                                         | CUSIP: 00206RJF0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     335000 | PA      | $347899.15    | 0.07%             | 2041-03-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                               | UNUM GROUP                                       | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     926000 | PA      | $898848.75    | 0.18%             | 2042-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KfW                                                                                      | KREDITANSTALT FUER WIEDERAUFBAU                  | CUSIP: 500769CG7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              |  | DE        |   62000000 | PA      | $457171.24    | 0.09%             | 2037-06-20      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                                      | OMERS FINANCE TRUST                              | CUSIP: N/A<br>LEI: 529900M039WCPES03P17       | Long             | DBT              | CORP              | CA        |     442000 | PA      | $502024.48    | 0.10%             | 2035-01-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                              | VERIZON COMMUNICATIONS INC                       | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1511000 | PA      | $1164988.96   | 0.23%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                                               | TORONTO DOMINION BANK THE                        | CUSIP: 89115A2X9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     150000 | PA      | $150780.96    | 0.03%             | 2027-04-05      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Japan                                                                                    | JAPAN GOVERNMENT TWENTY YEAR BOND                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  259300000 | PA      | $1676736.02   | 0.34%             | 2034-12-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Province de Quebec                                                                       | PROVINCE OF QUEBEC CANADA                        | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              |  | CA        |     446000 | PA      | $508487.30    | 0.10%             | 2035-05-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                                                           | JEFFERIES FINANCIAL GROUP INC                    | CUSIP: 472319AM4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     320000 | PA      | $333016.42    | 0.07%             | 2043-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                                          | FOX CORP                                         | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    3303000 | PA      | $3215881.89   | 0.64%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                    | INTERNATIONAL BANK FOR RECONSTRUCTION            | CUSIP: 459058LD3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |     447000 | PA      | $447411.24    | 0.09%             | 2027-02-23      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| GREAT BRITISH POUND                                                                      | GREAT BRITISH POUND                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -42500 | OU      | $-2133.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                                                    | JAPAN GOVERNMENT FIVE YEAR BOND                  | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  254600000 | PA      | $1666323.55   | 0.33%             | 2027-12-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  883477025 | OU      | $331829.21    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     692516 | OU      | $2284.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    3712344 | OU      | $-50413.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| THE CIGNA GROUP                                                                          | CIGNA CORP                                       | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     720000 | PA      | $544849.83    | 0.11%             | 2040-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                                                             | LINCOLN NATIONAL CORP                            | CUSIP: 534187AR0<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |      50000 | PA      | $51661.95     | 0.01%             | 2036-04-07      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED                                          | AUSTRALIA NEW ZEALAND BANKING GROUP LTD          | CUSIP: 05252BDL0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    1100000 | PA      | $1105618.50   | 0.22%             | 2027-07-16      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| HP INC.                                                                                  | HP INC                                           | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    1421000 | PA      | $1431885.76   | 0.29%             | 2041-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS COMPANY                                                                   | GENERAL MOTORS CO                                | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     862541 | PA      | $910772.56    | 0.18%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                                    | ANTHEM INC                                       | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     450000 | PA      | $392201.48    | 0.08%             | 2042-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips N.V.                                                                 | KONINKLIJKE PHILIPS NV                           | CUSIP: 500472AE5<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |     120000 | PA      | $108369.46    | 0.02%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                   | GENERAL MOTORS FINANCIAL CO INC                  | CUSIP: 37045XEW2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      34000 | PA      | $33936.21     | 0.01%             | 2027-07-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia                                                             | PROVINCE OF BRITISH COLUMBIA CANADA              | CUSIP: N/A<br>LEI: 54930058TO7MEKUHWL16       | Long             | DBT              |  | CA        |     200000 | PA      | $131343.84    | 0.03%             | 2032-07-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| New Zealand                                                                              | NEW ZEALAND GOVERNMENT BOND                      | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |    5121000 | PA      | $1955697.11   | 0.39%             | 2041-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                                | REALTY INCOME CORP                               | CUSIP: 756109AG9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     177000 | PA      | $184090.66    | 0.04%             | 2035-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC.                                                                    | BOOKING HOLDINGS INC                             | CUSIP: 09857LBC1<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     172000 | PA      | $197356.03    | 0.04%             | 2036-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                       | ORACLE CORP                                      | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     230000 | PA      | $221352.60    | 0.04%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Japan                                                                                    | JAPAN GOVERNMENT TEN YEAR BOND                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  154800000 | PA      | $977103.32    | 0.20%             | 2034-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| NBCUNIVERSAL MEDIA, LLC                                                                  | NBCUNIVERSAL MEDIA LLC                           | CUSIP: 63946BAG5<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102623.73    | 0.02%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORP                                                            | NEW SOUTH WALES TREASURY CORP                    | CUSIP: BJ1619839<br>LEI: N/A                  | Long             | DBT              |  | AU        |    6600000 | PA      | $2849903.42   | 0.57%             | 2041-05-07      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                   | CVS HEALTH CORP                                  | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     237000 | PA      | $197115.55    | 0.04%             | 2040-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    1177107 | OU      | $-27766.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNG BANK N.V.                                                                            | BNG BANK NV                                      | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              |  | NL        |     556000 | PA      | $312219.29    | 0.06%             | 2032-07-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS, L.P.                                                              | HOST HOTELS RESORTS LP                           | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    1273000 | PA      | $1278401.52   | 0.26%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                               | UNUM GROUP                                       | CUSIP: 91529YAS5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    1725000 | PA      | $1364045.30   | 0.27%             | 2041-08-15      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| Province of Alberta                                                                      | PROVINCE OF ALBERTA CANADA                       | CUSIP: N/A<br>LEI: LQPXMHHNJKIPJYE53543       | Long             | DBT              |  | CA        |     438000 | PA      | $504917.91    | 0.10%             | 2035-04-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS, INC.                                                                      | CISCO SYSTEMS INC                                | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    1985000 | PA      | $2122743.22   | 0.42%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Aktiebolaget Svensk Exportkredit                                                         | SVENSK EXPORTKREDIT AB                           | CUSIP: N/A<br>LEI: 1FOLRR5RWTWWI397R131       | Long             | DBT              |  | SE        |    1000000 | PA      | $1179313.50   | 0.24%             | 2030-08-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                                      | ABBOTT LABORATORIES                              | CUSIP: 002824BN9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    1133000 | PA      | $1058177.21   | 0.21%             | 2043-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL CORPORATION                                                     | FIRST AMERICAN FINANCIAL CORP                    | CUSIP: 31847RAG7<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |     262000 | PA      | $249224.60    | 0.05%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS COMPANY                                                                   | GENERAL MOTORS CO                                | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     835000 | PA      | $827261.13    | 0.17%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORPORATION                                                                       | NVIDIA CORP                                      | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    2027000 | PA      | $1702759.76   | 0.34%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                              | WESTPAC BANKING CORP                             | CUSIP: 961214FB4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     100000 | PA      | $100061.12    | 0.02%             | 2025-08-26      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    8548993 | OU      | $323953.21    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Royaume de Belgique                                                                      | KINGDOM OF BELGIUM GOVERNMENT BOND               | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    7952000 | PA      | $7610652.86   | 1.52%             | 2038-06-22      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                                                             | LINCOLN NATIONAL CORP                            | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     514000 | PA      | $565018.63    | 0.11%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                             | MIZUHO FINANCIAL GROUP INC                       | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |     300000 | PA      | $349092.79    | 0.07%             | 2034-08-27      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                                   | CHUBB CORP THE                                   | CUSIP: 171232AS0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1115201.00   | 0.22%             | 2038-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| THE WALT DISNEY COMPANY                                                                  | WALT DISNEY CO THE                               | CUSIP: 254687EP7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     445000 | PA      | $512873.50    | 0.10%             | 2039-08-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP, INC.                                                                | CNO FINANCIAL GROUP INC                          | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |     250000 | PA      | $252153.42    | 0.05%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Japan                                                                                    | JAPAN GOVERNMENT TWENTY YEAR BOND                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  287950000 | PA      | $1681913.47   | 0.34%             | 2036-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL, INC.                                                                     | VOYA FINANCIAL INC                               | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     335000 | PA      | $325668.15    | 0.07%             | 2043-07-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                                                         | LAZARD GROUP LLC                                 | CUSIP: 52107QAJ4<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |     238000 | PA      | $236969.73    | 0.05%             | 2028-09-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AETNA INC.                                                                               | AETNA INC                                        | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     373000 | PA      | $402395.78    | 0.08%             | 2037-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                          | NORDEA BANK ABP                                  | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |     821000 | PA      | $880057.15    | 0.18%             | 2028-11-02      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Nordiska Investeringsbanken, Pohjoismaiden Investointipankki NIB, Nordic Investment Bank | NORDIC INVESTMENT BANK                           | CUSIP: 65562QBR5<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              |  | FI        |     258000 | PA      | $259614.02    | 0.05%             | 2026-05-12      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      33875 | OU      | $356.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                                   | ASIAN DEVELOPMENT BANK                           | CUSIP: 04517PBE1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              |  | PH        |     210000 | PA      | $211367.10    | 0.04%             | 2026-06-16      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| NOV INC.                                                                                 | NOV INC                                          | CUSIP: 637071AK7<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    1369000 | PA      | $1027652.10   | 0.21%             | 2042-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS, INC.                                                                     | CONAGRA BRANDS INC                               | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     500000 | PA      | $470732.97    | 0.09%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON COMPANY                                                                      | HALLIBURTON CO                                   | CUSIP: 406216AY7<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     269000 | PA      | $311366.98    | 0.06%             | 2039-09-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE COMPANY                                                            | MOLSON COORS BEVERAGE CO                         | CUSIP: 60871RAD2<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |     326000 | PA      | $296404.87    | 0.06%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                                                               | SIMON PROPERTY GROUP LP                          | CUSIP: 828807DQ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     232000 | PA      | $200055.70    | 0.04%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     443383 | OU      | $-928.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                              | NATIONWIDE BUILDING SOCIETY                      | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |     315000 | PA      | $366985.41    | 0.07%             | 2029-09-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                       | ORACLE CORP                                      | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2903000 | PA      | $2291249.71   | 0.46%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROUP, INC.                                                          | AFFILIATED MANAGERS GROUP INC                    | CUSIP: 008252AP3<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |     648000 | PA      | $605738.77    | 0.12%             | 2030-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                        | AUSTRALIAN DOLLAR                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |    -512319 | OU      | $-5785.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                                                      | ANHEUSER BUSCH INBEV WORLDWIDE INC               | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     197000 | PA      | $199487.01    | 0.04%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                       | AMERICAN HONDA FINANCE CORP                      | CUSIP: 02665WFB2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      81000 | PA      | $81009.15     | 0.02%             | 2025-08-14      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| VISA INC.                                                                                | VISA INC                                         | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    1214000 | PA      | $907294.66    | 0.18%             | 2040-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                           | BNP PARIBAS SA                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     148000 | PA      | $194818.97    | 0.04%             | 2026-01-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                                                           | JEFFERIES FIN GROUP INC                          | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     277000 | PA      | $289375.84    | 0.06%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE, L.P.                                                       | PLAINS ALL AMERICAN PIPELINE LP PAA FINANCE CORP | CUSIP: 72650RBC5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    1047000 | PA      | $829143.42    | 0.17%             | 2043-01-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                                 | EUROPEAN INVESTMENT BANK                         | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              |  | LU        |    1800000 | PA      | $2384143.66   | 0.48%             | 2025-09-08      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                              | VERIZON COMMUNICATIONS INC                       | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     550000 | PA      | $385628.22    | 0.08%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    1933731 | OU      | $50410.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                            | SUTTER HEALTH                                    | CUSIP: 86944BAH6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     406000 | PA      | $311041.47    | 0.06%             | 2040-08-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                                        | INTEL CORP                                       | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1162000 | PA      | $1083396.48   | 0.22%             | 2043-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ NV                                                     | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV             | CUSIP: BO3633027<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     500000 | PA      | $370423.21    | 0.07%             | 2041-03-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                                  | BANK OF NOVA SCOTIA THE                          | CUSIP: 06418GAJ6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     150000 | PA      | $150705.95    | 0.03%             | 2029-08-01      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| W.P. CAREY INC.                                                                          | WP CAREY INC                                     | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |      80000 | PA      | $77758.07     | 0.02%             | 2029-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                                                 | HCA INC                                          | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     970000 | PA      | $808226.85    | 0.16%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                                 | SVENSKA HANDELSBANKEN AB                         | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |     600000 | PA      | $636957.13    | 0.13%             | 2028-09-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                  | BPCE SA                                          | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     800000 | PA      | $872362.21    | 0.17%             | 2032-04-26      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                                                    | BOSTON PROPERTIES LP                             | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     539000 | PA      | $542176.13    | 0.11%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                                                    | BANQUE FEDERATIVE DU CREDIT MUTUEL SA            | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $246695.06    | 0.05%             | 2031-11-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones, S.A.U.                                                             | TELEFONICA EMISIONES SA                          | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    1094000 | PA      | $1212038.22   | 0.24%             | 2036-06-20      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC.                                                                       | CPPIB CAPITAL INC                                | CUSIP: 12593CAW1<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | CORP              | CA        |    3000000 | PA      | $2319908.86   | 0.46%             | 2033-06-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LIMITED                                                                   | MACQUARIE BANK LTD                               | CUSIP: 55608PBU7<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |      50000 | PA      | $50435.50     | 0.01%             | 2027-07-02      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                       | CREDIT AGRICOLE SA                               | CUSIP: 22534PAG8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     312000 | PA      | $324811.69    | 0.07%             | 2033-07-05      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Reino de Espana                                                                          | SPAIN GOVERNMENT BOND                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    1150000 | PA      | $1360018.91   | 0.27%             | 2039-07-30      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Treasury Corporation Of Victoria                                                         | TREASURY CORP OF VICTORIA                        | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              |  | AU        |    2738000 | PA      | $1713709.19   | 0.34%             | 2036-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Japan                                                                                    | JAPAN GOVERNMENT TWENTY YEAR BOND                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  538800000 | PA      | $3099867.72   | 0.62%             | 2043-09-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL, INC.                                                               | PRUDENTIAL FINANCIAL INC                         | CUSIP: 74432QBD6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     618000 | PA      | $687118.19    | 0.14%             | 2037-12-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION         | CUSIP: 21H060689<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8924000 | PA      | $9043563.57   | 1.81%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                                                          | NATIONAL AUSTRALIA BANK LTD                      | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |     720000 | PA      | $464757.78    | 0.09%             | 2027-05-10      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| THE TIMKEN COMPANY                                                                       | TIMKEN CO THE                                    | CUSIP: 887389AP9<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |    1168000 | PA      | $1345874.60   | 0.27%             | 2034-05-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP, INC.                                                                | CNO FINANCIAL GROUP INC                          | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    2043000 | PA      | $2128441.53   | 0.43%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Province de Quebec                                                                       | QUEBEC T BILL                                    | CUSIP: 0985ZUKB2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |    1750000 | PA      | $1259245.60   | 0.25%             | 2025-10-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                                   | ASIAN DEVELOPMENT BANK                           | CUSIP: 04517PBZ4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              |  | PH        |    1600000 | PA      | $1598282.30   | 0.32%             | 2028-06-20      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| FLEX LTD.                                                                                | FLEX LTD                                         | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     317000 | PA      | $318528.01    | 0.06%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER, INC.                                                             | STANLEY BLACK DECKER INC                         | CUSIP: 854502AL5<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     444000 | PA      | $396513.13    | 0.08%             | 2030-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| LEGG MASON, INC.                                                                         | LEGG MASON INC                                   | CUSIP: 524901AR6<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |     107000 | PA      | $105241.00    | 0.02%             | 2044-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY, INC.                                                                  | MICRON TECHNOLOGY INC                            | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |      50000 | PA      | $52145.54     | 0.01%             | 2033-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                                                     | BAYER US FINANCE LLC                             | CUSIP: 07274EAL7<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |     743000 | PA      | $793633.57    | 0.16%             | 2033-11-21      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Takeda Pharmaceutical Company Limited                                                    | TAKEDA PHARMACEUTICAL CO LTD                     | CUSIP: 874060BB1<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     223000 | PA      | $237383.72    | 0.05%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| THE WESTERN UNION COMPANY                                                                | WESTERN UNION CO THE                             | CUSIP: 959802BA6<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |     939000 | PA      | $820843.73    | 0.16%             | 2031-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      38719 | OU      | $500.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    1356955 | OU      | $39061.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GREAT BRITISH POUND                                                                      | GREAT BRITISH POUND                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -480917 | OU      | $-6744.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES, INC.                                                                  | MOHAWK INDUSTRIES INC                            | CUSIP: 608190AL8<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |      63000 | PA      | $60217.05     | 0.01%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    1190410 | OU      | $-28275.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| WALMART INC.                                                                             | WALMART INC                                      | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     925000 | PA      | $649493.95    | 0.13%             | 2041-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP INC.                                                             | AMERICAN NATIONAL GROUP INC                      | CUSIP: 02772AAA7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |     254000 | PA      | $260128.66    | 0.05%             | 2032-06-13      | Fixed         | 6.14%                 | Yes           |                  2 | On Loan: No      |
| FIDELITY NATIONAL FINANCIAL, INC                                                         | FIDELITY NATIONAL FINANCIAL INC                  | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |     664000 | PA      | $620032.60    | 0.12%             | 2030-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                        | AUSTRALIAN DOLLAR                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |    -410566 | OU      | $193.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL CORPORATION                                                     | FIRST AMERICAN FINANCIAL CORP                    | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |     291000 | PA      | $249207.64    | 0.05%             | 2031-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORPORATION                                                             | NOVARTIS CAPITAL CORP                            | CUSIP: 66989HAF5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     295000 | PA      | $238532.67    | 0.05%             | 2042-09-21      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Nordiska Investeringsbanken, Pohjoismaiden Investointipankki NIB, Nordic Investment Bank | NORDIC INVESTMENT BANK                           | CUSIP: 65562YAL2<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              |  | FI        |    1800000 | PA      | $1799475.73   | 0.36%             | 2027-10-04      | Floating      | 4.64%                 | Yes           |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      35811 | OU      | $572.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                                                           | EUROPEAN UNION                                   | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              |  | BE        |     242000 | PA      | $268828.30    | 0.05%             | 2042-11-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                                                 | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC          | CUSIP: 928668BX9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     200000 | PA      | $204709.67    | 0.04%             | 2033-09-12      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    9144540 | OU      | $304048.97    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                | AT T INC                                         | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     341000 | PA      | $266672.18    | 0.05%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                       | ORACLE CORP                                      | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     200000 | PA      | $156363.49    | 0.03%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ORIX CORPORATION                                                                         | ORIX CORP                                        | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | DBT              | CORP              | JP        |     693000 | PA      | $790454.27    | 0.16%             | 2031-10-22      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Japan                                                                                    | JAPAN GOVERNMENT TWENTY YEAR BOND                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  483600000 | PA      | $2435143.47   | 0.49%             | 2041-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                    | INTERNATIONAL BANK FOR RECONSTRUCTION DEV        | CUSIP: 459058KH5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |     150000 | PA      | $149621.05    | 0.03%             | 2029-01-24      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| NewMarket Corporation                                                                    | NEWMARKET CORP                                   | CUSIP: 651587AG2<br>LEI: 54930082CG88ERDREQ47 | Long             | DBT              | CORP              | US        |     264000 | PA      | $235557.24    | 0.05%             | 2031-03-18      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                     | UNITED KINGDOM GILT                              | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    1199000 | PA      | $922523.98    | 0.18%             | 2041-10-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION            | CUSIP: 01F062689<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4334000 | PA      | $4470140.82   | 0.89%             | 2054-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND LOCAL GOVERNMENT FUNDING AGENCY LIMITED                                      | NEW ZEALAND LOCAL GOVERNMENT FUNDING AGENCY BOND | CUSIP: N/A<br>LEI: 254900ZJG39H1CAH6K02       | Long             | DBT              |  | NZ        |     150000 | PA      | $97514.10     | 0.02%             | 2034-03-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                                   | ASIAN DEVELOPMENT BANK                           | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              |  | PH        |   50000000 | PA      | $342224.22    | 0.07%             | 2027-06-21      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Province de Quebec                                                                       | PROVINCE OF QUEBEC CANADA                        | CUSIP: 74814ZEF6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |    3000000 | PA      | $2291331.24   | 0.46%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                                        | KUNTARAHOITUS OYJ                                | CUSIP: 62628PAH9<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              |  | FI        |    1000000 | PA      | $1018349.30   | 0.20%             | 2029-02-02      | Floating      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                                                          | INTER AMERICAN DEVELOPMENT BANK                  | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              |  | US        |     500000 | PA      | $654731.47    | 0.13%             | 2025-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                                    | ANTHEM INC                                       | CUSIP: 94973VAN7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     736000 | PA      | $788395.18    | 0.16%             | 2037-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| The Travelers Companies, Inc.                                                            | TRAVELERS COS INC THE                            | CUSIP: 89417EAD1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     125000 | PA      | $137079.11    | 0.03%             | 2037-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                              | WESTPAC BANKING CORP                             | CUSIP: ZM9903877<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     500000 | PA      | $324580.21    | 0.06%             | 2028-02-16      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES, INC.                                             | FIDELITY NATIONAL INFORMATION SERVICES INC       | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     535000 | PA      | $391190.42    | 0.08%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   18232365 | OU      | $2725.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                                                     | NEW SOUTH WALES TREASURY CORP                    | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              |  | AU        |     276000 | PA      | $176111.80    | 0.04%             | 2035-09-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction and Development                                         | EUROPEAN BANK FOR RECONSTRUCTION                 | CUSIP: 29875BAK2<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              |  | GB        |    5900000 | PA      | $5906236.06   | 1.18%             | 2028-02-20      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| BANQUE ROYALE DU CANADA                                                                  | ROYAL BANK OF CANADA                             | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |     318000 | PA      | $415650.77    | 0.08%             | 2027-06-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK U.A.                                                               | COOPERATIEVE RABOBANK UA                         | CUSIP: 21685WCJ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    1033000 | PA      | $1012348.67   | 0.20%             | 2041-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AVNET, INC.                                                                              | AVNET INC                                        | CUSIP: 053807AV5<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |     623000 | PA      | $627266.50    | 0.13%             | 2032-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    1565741 | OU      | $51707.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    1277969 | OU      | $8083.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                           | ING GROEP NV                                     | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |     300000 | PA      | $393997.59    | 0.08%             | 2026-02-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LA POSTE SA                                                                              | LA POSTE SA                                      | CUSIP: N/A<br>LEI: 9695000YG7TR7PAP0L59       | Long             | DBT              |  | FR        |     200000 | PA      | $237093.36    | 0.05%             | 2035-06-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EnBW International Finance B.V.                                                          | ENBW INTERNATIONAL FINANCE BV                    | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |    1500000 | PA      | $1813711.21   | 0.36%             | 2034-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   12381769 | OU      | $479234.41    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    3764171 | OU      | $-110345.24   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIONS, INC.                                                         | FORTUNE BRANDS HOME SECURITY INC                 | CUSIP: 34964CAE6<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     287000 | PA      | $271406.78    | 0.05%             | 2029-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DELL INC.                                                                                | DELL INC                                         | CUSIP: 24702RAM3<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |     212000 | PA      | $203172.98    | 0.04%             | 2040-09-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Repubblica Italiana                                                                      | ITALY BUONI POLIENNALI DEL TESORO                | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    1339000 | PA      | $1149836.72   | 0.23%             | 2037-03-01      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS, INC.                                                                 | MOTOROLA SOLUTIONS INC                           | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     756000 | PA      | $678807.88    | 0.14%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                                                           | JEFFERIES GROUP LLC                              | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     125000 | PA      | $129570.59    | 0.03%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   14664031 | OU      | $179230.07    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK U.A.                                                               | COOPERATIEVE RABOBANK UA AUSTRALIA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |     500000 | PA      | $322101.39    | 0.06%             | 2028-05-26      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                       | AMERICAN HONDA FINANCE CORP                      | CUSIP: 02665WEX5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100177.71    | 0.02%             | 2026-01-09      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                                                       | ABN AMRO BANK NV                                 | CUSIP: ZN3731462<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     500000 | PA      | $603245.47    | 0.12%             | 2030-02-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORP                                                            | NEW SOUTH WALES TREASURY CORP                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              |  | AU        |    5893000 | PA      | $3579638.19   | 0.72%             | 2036-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OP Yrityspankki Oyj                                                                      | OP CORPORATE BANK PLC                            | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |     521000 | PA      | $597178.81    | 0.12%             | 2027-03-28      | Floating      | 2.38%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   17918266 | OU      | $41726.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Province of Ontario, Canada                                                              | PROVINCE OF ONTARIO CANADA                       | CUSIP: 68333ZBC0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |    5000000 | PA      | $3688835.85   | 0.74%             | 2034-06-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                                 | EUROPEAN INVESTMENT BANK                         | CUSIP: BP4728518<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     900000 | PA      | $917361.19    | 0.18%             | 2028-05-21      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DE DEVELOPPEMENT EPIC                                                   | AGENCE FRANCAISE DE DEVELOPPEMENT EPIC           | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              |  | FR        |    1100000 | PA      | $1264763.94   | 0.25%             | 2030-01-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                     | UNITED KINGDOM GILT                              | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |   16284000 | PA      | $13655744.17  | 2.73%             | 2039-01-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| THE INTERPUBLIC GROUP OF COMPANIES, INC.                                                 | INTERPUBLIC GROUP OF COS INC THE                 | CUSIP: 460690BS8<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    1328000 | PA      | $986833.92    | 0.20%             | 2041-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | MORGAN STANLEY                                   | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     813000 | PA      | $891597.84    | 0.18%             | 2042-07-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KEMPER CORPORATION                                                                       | KEMPER CORP                                      | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |     294000 | PA      | $267298.68    | 0.05%             | 2032-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                                                     | GLOBAL PAYMENTS INC                              | CUSIP: 37940XAS1<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     693000 | PA      | $831257.35    | 0.17%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-02

**Name of Applicant:** Dimensional ETF Trust

**Signature:** Randy Olson

**Name of Signer:** Randy Olson

**Title:** Chief Compliance Officer