# EDGAR Filing Document

**Accession Number:** 0000355437
**File Stem:** 0001752724-25-158713
**Filing Date:** 2025-6
**Character Count:** 281013
**Document Hash:** 667f2cb822824742b1e7f41937fd5a12
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-158713.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-158713

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03258
- **FILM NUMBER:** 251078142

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

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

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

## Series and Classes Contracts Data

### DFA Global Core Plus Fixed Income Portfolio (Series ID: S000060107)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000196746 | Institutional Class |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** AUSTIN

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 78746

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

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

- **a. Name of Series:** DFA Global Core Plus Fixed Income Portfolio

- **b. EDGAR series identifier (if any):** S000060107

- **c. LEI of Series:** 549300T4D7ZSYZ7PYY81

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3019968160.25

**Total Liabilities:** $397309033.52

**Net Assets:** $2622659126.73

**Cash Not Reported:** $41652656.43

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2180.81000000 | **1-Year:** -48571.47000000 | **5-Year:** -477704.15000000 | **10-Year:** -731872.20000000 | **30-Year:** -100745.31000000

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

- **3-Month:** -303.31000000 | **1-Year:** -11343.07000000 | **5-Year:** -52188.24000000 | **10-Year:** -26838.67000000 | **30-Year:** -2708.60000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000196746 | 1.54%                | -0.54%               | 0.44%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3474126.06              | $37887523.17                               |
| Month 2  | $-9423934.25             | $3169713.94                                |
| Month 3  | $-39813101.28            | $61198096.27                               |

**Designated Index Information**

- **Index Name:** Bloomberg Barclays Global Aggregate Bond Index

- **Index Identifier:** LEGATRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| NOMURA HOLDINGS INC                        | Nomura Holdings, Inc.                                   | CUSIP: 65535HAQ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   10168000 | PA      | $9399378.21   | 0.36%             | 2030-01-16      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| FIVE CORNERS FND TR II                     | Five Corners Funding Trust II                           | CUSIP: 33834DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1377205.32   | 0.05%             | 2030-05-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                           | Paramount Global                                        | CUSIP: 925524AV2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     400000 | PA      | $376494.08    | 0.01%             | 2033-05-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Dimensional Holdings Inc.                  | DFA Short Term Investment Fund                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   48849238 | NS      | $48849238.00  | 1.86%             |  |  |  | No            | N/A                | On Loan: No      |
| TELEDYNE FLIR LLC                          | Teledyne FLIR LLC                                       | CUSIP: 302445AE1<br>LEI: 5493000HDPX16EHNN346 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1781881.86   | 0.07%             | 2030-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co LLC                   | Ford Motor Credit Co. LLC                               | CUSIP: 345397XL2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     500000 | PA      | $497740.09    | 0.02%             | 2025-08-04      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Dominion Energy Inc                        | Dominion Energy, Inc.                                   | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1318244.57   | 0.05%             | 2041-08-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| French Republic Government Bonds OAT       | French Republic Government Bonds OAT                    | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   47250000 | PA      | $41322024.65  | 1.58%             | 2038-05-25      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| OMERS FINANCE TRUST                        | OMERS Finance Trust                                     | CUSIP: 000000000<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |   10000000 | PA      | $11403386.54  | 0.43%             | 2035-01-28      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Purchased USD / Sold CAD                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-25917.05    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                   | Fortune Brands Innovations, Inc.                        | CUSIP: 34964CAF3<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     500000 | PA      | $462258.73    | 0.02%             | 2032-03-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| New Zealand Government Bonds               | New Zealand Government Bonds                            | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    3200000 | PA      | $1886315.55   | 0.07%             | 2034-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| VORNADO REALTY LP                          | Vornado Realty LP                                       | CUSIP: 929043AL1<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |    3100000 | PA      | $2639418.18   | 0.10%             | 2031-06-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| AMERIPRISE FINANCIAL INC                   | Ameriprise Financial, Inc.                              | CUSIP: 03076CAL0<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     700000 | PA      | $685269.66    | 0.03%             | 2032-05-13      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                       | Royal Bank of Canada                                    | CUSIP: 78016FZQ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    8000000 | PA      | $7539892.32   | 0.29%             | 2032-05-04      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| HOWOGE WOHNUNGS                            | HOWOGE Wohnungsbaugesellschaft GmbH                     | CUSIP: 000000000<br>LEI: 894500BIY1Z9MG9QB745 | Long             | DBT              | CORP              | DE        |     200000 | PA      | $180849.62    | 0.01%             | 2033-11-01      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                      | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 4630000000 | PA      | $28987530.42  | 1.11%             | 2036-03-20      | Fixed         | 0.40%                 | No            | 2                  | On Loan: No      |
| BASF SE                                    | BASF SE                                                 | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | DBT              | CORP              | DE        |    8400000 | PA      | $9855301.91   | 0.38%             | 2032-06-29      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold JPY                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-4320100.37  | -0.16%            |  |  |  | No            | 2                  | On Loan: No      |
| NUCOR CORP                                 | Nucor Corp.                                             | CUSIP: 670346AV7<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2063466.53   | 0.08%             | 2032-04-01      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| New Zealand Government Bonds               | New Zealand Government Bonds                            | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |   27300000 | PA      | $13387605.72  | 0.51%             | 2037-04-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                               | Comcast Corp.                                           | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    3780000 | PA      | $2925296.45   | 0.11%             | 2039-11-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| SEMPRA                                     | Sempra                                                  | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1985963.60   | 0.08%             | 2039-10-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| US CELLULAR CORP                           | U.S. Cellular Corp.                                     | CUSIP: 911684AD0<br>LEI: 549300B164AZXESI6E03 | Long             | DBT              | CORP              | US        |     800000 | PA      | $866010.75    | 0.03%             | 2033-12-15      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| OWENS CORNING                              | Owens Corning                                           | CUSIP: 690742AM3<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   10200000 | PA      | $9631574.60   | 0.37%             | 2030-02-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| GATX CORP                                  | GATX Corp.                                              | CUSIP: 361448BJ1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    3065000 | PA      | $2744022.26   | 0.10%             | 2032-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| E.ON SE                                    | E.ON SE                                                 | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |    3000000 | PA      | $3383091.53   | 0.13%             | 2040-01-16      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                  | Uniform Mortgage-Backed Security, TBA                   | CUSIP: 01F060659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   44486000 | PA      | $45127095.75  | 1.72%             | 2054-05-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                      | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1755000 | PA      | $1658248.38   | 0.06%             | 2030-05-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro          | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    4000000 | PA      | $5113823.16   | 0.19%             | 2034-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CITY OF MONTREAL                           | City of Montreal                                        | CUSIP: 614852PJ4<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |   10000000 | PA      | $6583998.26   | 0.25%             | 2036-12-01      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| DPL INC                                    | DPL, Inc.                                               | CUSIP: 233293AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     940000 | PA      | $932241.24    | 0.04%             | 2025-07-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| AT&T, Inc.                                 | AT&T, Inc.                                              | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1710159.63   | 0.07%             | 2032-12-17      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| RTX CORP                                   | RTX Corp.                                               | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2605829.46   | 0.10%             | 2042-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CNH Industrial Finance Europe SA           | CNH Industrial Finance Europe SA                        | CUSIP: 000000000<br>LEI: 5493007GVB1I2FDSS786 | Long             | DBT              | CORP              | LU        |    2550000 | PA      | $2730464.28   | 0.10%             | 2029-07-03      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| VF CORP                                    | VF Corp.                                                | CUSIP: 918204BC1<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    2166000 | PA      | $1782557.53   | 0.07%             | 2030-04-23      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group, Inc.                   | CUSIP: 86562MCJ7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    6000000 | PA      | $5152551.36   | 0.20%             | 2031-09-17      | Fixed         | 2.22%                 | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                        | Intesa Sanpaolo SpA                                     | CUSIP: 46115HBL0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    2000000 | PA      | $1928661.94   | 0.07%             | 2029-09-23      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                           | Paramount Global                                        | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     500000 | PA      | $483721.30    | 0.02%             | 2031-01-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| HEINEKEN NV                                | Heineken NV                                             | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |    1500000 | PA      | $1768228.98   | 0.07%             | 2035-03-23      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                   | Province of Saskatchewan                                | CUSIP: 000000000<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |    5000000 | PA      | $5759921.79   | 0.22%             | 2034-05-08      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| NEW S WALES TREASURY CRP                   | New South Wales Treasury Corp.                          | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |   13000000 | PA      | $6528820.27   | 0.25%             | 2034-03-20      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Equifax Inc                                | Equifax, Inc.                                           | CUSIP: 294429AL9<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     900000 | PA      | $885398.23    | 0.03%             | 2026-06-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                   | Caisse d'Amortissement de la Dette Sociale              | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |    5000000 | PA      | $5614814.40   | 0.21%             | 2032-11-25      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| GLP CAPITAL LP / FIN II                    | GLP Capital LP/GLP Financing II, Inc.                   | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              |  | US        |     500000 | PA      | $430814.35    | 0.02%             | 2032-01-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Weyerhaeuser Co                            | Weyerhaeuser Co.                                        | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |     254000 | PA      | $284982.58    | 0.01%             | 2032-03-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| FMG RESOURCES AUG 2006                     | FMG Resources August 2006 Pty. Ltd.                     | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     700000 | PA      | $692061.94    | 0.03%             | 2030-04-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| NATIONAL RURAL UTIL COOP                   | National Rural Utilities Cooperative Finance Corp.      | CUSIP: 637432CT0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    1232000 | PA      | $1441012.96   | 0.05%             | 2032-03-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| 7-ELEVEN INC                               | 7-Eleven, Inc.                                          | CUSIP: 817826AF7<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    5400000 | PA      | $3507109.06   | 0.13%             | 2041-02-10      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Baxter International, Inc.                 | Baxter International, Inc.                              | CUSIP: 000000000<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1383483.27   | 0.05%             | 2029-05-15      | Fixed         | 1.30%                 | No            | 2                  | On Loan: No      |
| STATE STREET BANK & TR                     | State Street Bank & Trust Co.                           | CUSIP: 857449AD4<br>LEI: 571474TGEMMWANRLN572 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3995777.40   | 0.15%             | 2026-11-25      | Floating      | 4.83%                 | No            | 2                  | On Loan: No      |
| SEMPRA                                     | Sempra                                                  | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    1253000 | PA      | $1012950.21   | 0.04%             | 2038-02-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Emerson Electric Co                        | Emerson Electric Co.                                    | CUSIP: 291011BG8<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |      62000 | PA      | $61885.46     | 0.00%             | 2025-06-01      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FIN GROUP INC                    | Jefferies Financial Group, Inc.                         | CUSIP: 47233JAG3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |      57000 | PA      | $57302.37     | 0.00%             | 2027-01-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: —       |
| UMBS, TBA                                  | Uniform Mortgage-Backed Security, TBA                   | CUSIP: 01F020653<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   79201000 | PA      | $62803165.56  | 2.39%             | 2055-05-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| TREASURY CORP VICTORIA                     | Treasury Corp. of Victoria                              | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |   10800000 | PA      | $6783733.61   | 0.26%             | 2032-12-20      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| General Motors Co                          | General Motors Co.                                      | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $899742.27    | 0.03%             | 2038-04-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENER PART                    | Kinder Morgan Energy Partners LP                        | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    6900000 | PA      | $5956187.78   | 0.23%             | 2043-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| MOLINA HEALTHCARE INC                      | Molina Healthcare, Inc.                                 | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    7850000 | PA      | $6917551.88   | 0.26%             | 2032-05-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                   | National Australia Bank Ltd.                            | CUSIP: 6325C1DB2<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    5835000 | PA      | $5837423.16   | 0.22%             | 2025-06-09      | Floating      | 5.23%                 | No            | 2                  | On Loan: No      |
| ENTERGY CORP                               | Entergy Corp.                                           | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1456164.06   | 0.06%             | 2030-06-15      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| LINCOLN NATIONAL CORP                      | Lincoln National Corp.                                  | CUSIP: 534187BK4<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     127000 | PA      | $116980.31    | 0.00%             | 2031-01-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                               | Broadcom, Inc.                                          | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     205000 | PA      | $169854.12    | 0.01%             | 2035-11-15      | Fixed         | 3.14%                 | No            | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                   | Celanese U.S. Holdings LLC                              | CUSIP: 000000000<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1965495.64   | 0.07%             | 2028-09-10      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| VOLKSWAGEN LEASING GMBH                    | Volkswagen Leasing GmbH                                 | CUSIP: 000000000<br>LEI: 5299004GLEUX88BSNB74 | Long             | DBT              | CORP              | DE        |    5000000 | PA      | $5074798.61   | 0.19%             | 2029-07-19      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| MARKEL GROUP INC                           | Markel Group, Inc.                                      | CUSIP: 570535AU8<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $4103661.53   | 0.16%             | 2029-09-17      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                       | Bank of America Corp.                                   | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3299209.31   | 0.13%             | 2042-02-07      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY INC                     | Berkshire Hathaway, Inc.                                | CUSIP: 000000000<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        | 2020000000 | PA      | $13471429.87  | 0.51%             | 2029-09-13      | Fixed         | 0.44%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Purchased GBP / Sold USD                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | GB        |          1 | NC      | $256992.32    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| WEA FINANCE LLC                            | WEA Finance LLC                                         | CUSIP: 92928QAF5<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              |  | US        |    4550000 | PA      | $4317811.95   | 0.16%             | 2029-06-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                          | HSBC Holdings PLC                                       | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2000000 | PA      | $2021441.78   | 0.08%             | 2030-03-31      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    2000000 | PA      | $2214088.36   | 0.08%             | 2032-08-03      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                             | Morgan Stanley                                          | CUSIP: 617446HD4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     300000 | PA      | $342333.28    | 0.01%             | 2032-04-01      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Whirlpool Corp                             | Whirlpool Corp.                                         | CUSIP: 963320AT3<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     145000 | PA      | $145000.00    | 0.01%             | 2025-05-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| FRESENIUS MEDICAL CARE A                   | Fresenius Medical Care AG                               | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | DBT              | CORP              | DE        |    3000000 | PA      | $3141824.95   | 0.12%             | 2030-05-29      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                               | Broadcom, Inc.                                          | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   14600000 | PA      | $11326014.97  | 0.43%             | 2041-02-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Bank USA                     | Purchased GBP / Sold USD                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | GB        |          1 | NC      | $52961.23     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TAYLOR MORRISON COMM                       | Taylor Morrison Communities, Inc.                       | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5002257.75   | 0.19%             | 2028-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| CHEVRON USA INC                            | Chevron USA, Inc.                                       | CUSIP: 166756AU0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   10300000 | PA      | $9895947.79   | 0.38%             | 2043-11-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| SOCIETE NATIONALE SNCF S                   | Societe Nationale SNCF SACA                             | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |    2000000 | PA      | $2242572.75   | 0.09%             | 2034-05-25      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| BLACKROCK INC                              | Blackrock, Inc.                                         | CUSIP: 09247XAM3<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    7800000 | PA      | $8835880.55   | 0.34%             | 2025-05-06      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENER PART                    | Kinder Morgan Energy Partners LP                        | CUSIP: 494550BN5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $865018.11    | 0.03%             | 2042-08-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Hasbro Inc                                 | Hasbro, Inc.                                            | CUSIP: 418056AS6<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1351012.05   | 0.05%             | 2040-03-15      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased EUR / Sold USD                                | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $-39161.67    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MANITOBA (PROVINCE OF)                     | Province of Manitoba                                    | CUSIP: 563469VA0<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |   12200000 | PA      | $9127610.62   | 0.35%             | 2032-12-02      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro          | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    6000000 | PA      | $7039759.65   | 0.27%             | 2037-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased NZD / Sold USD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NZ        |          1 | NC      | $2171.23      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| WISCONSIN ELECTRIC POWER                   | Wisconsin Electric Power Co.                            | CUSIP: 976656CH9<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |      37000 | PA      | $36940.88     | 0.00%             | 2025-06-01      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| TREASURY CORP VICTORIA                     | Treasury Corp. of Victoria                              | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |    3000000 | PA      | $1593740.03   | 0.06%             | 2033-09-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Unum Group                                 | Unum Group                                              | CUSIP: 91529YAL0<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |      23000 | PA      | $22871.91     | 0.00%             | 2025-11-05      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                   | Rockies Express Pipeline LLC                            | CUSIP: 77340RAD9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $981222.60    | 0.04%             | 2038-07-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| DICK'S SPORTING GOODS                      | Dick's Sporting Goods, Inc.                             | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |   12700000 | PA      | $11121968.36  | 0.42%             | 2032-01-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: —       |
| GRAPHIC PACKAGING INTERN                   | Graphic Packaging International LLC                     | CUSIP: 38869AAB3<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     879000 | PA      | $829467.38    | 0.03%             | 2028-03-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Sealed Air Corp                            | Sealed Air Corp.                                        | CUSIP: 81211KAK6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    8692000 | PA      | $9023165.20   | 0.34%             | 2033-07-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Snam SpA                                   | Snam SpA                                                | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    7000000 | PA      | $6821266.78   | 0.26%             | 2031-06-30      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| RIO TINTO FIN USA LTD                      | Rio Tinto Finance USA Ltd.                              | CUSIP: 767201AL0<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    3000000 | PA      | $2921501.31   | 0.11%             | 2040-11-02      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| TREASURY CORP VICTORIA                     | Treasury Corp. of Victoria                              | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |   21100000 | PA      | $10203473.32  | 0.39%             | 2035-09-17      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| BorgWarner, Inc.                           | BorgWarner, Inc.                                        | CUSIP: 000000000<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1554825.55   | 0.06%             | 2031-05-19      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| ONEOK Inc                                  | ONEOK, Inc.                                             | CUSIP: 682680AW3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1273000 | PA      | $1252419.96   | 0.05%             | 2029-03-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENER PART                    | Kinder Morgan Energy Partners LP                        | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4863438.72   | 0.19%             | 2038-01-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Purchased GBP / Sold USD                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | GB        |          1 | NC      | $33489.37     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                     | Berkshire Hathaway Finance Corp.                        | CUSIP: 084664CW9<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     100000 | PA      | $87410.31     | 0.00%             | 2030-10-15      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| Steelcase Inc                              | Steelcase, Inc.                                         | CUSIP: 858155AE4<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | DBT              | CORP              | US        |     542000 | PA      | $515008.40    | 0.02%             | 2029-01-18      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| BLOCK FINANCIAL LLC                        | Block Financial LLC                                     | CUSIP: 093662AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1393636.82   | 0.05%             | 2028-07-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: —       |
| EPR PROPERTIES                             | EPR Properties                                          | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    7600000 | PA      | $7111774.94   | 0.27%             | 2029-08-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| HP INC                                     | HP, Inc.                                                | CUSIP: 40434LAN5<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1990581.76   | 0.08%             | 2033-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BRITISH COLUMBIA PROV OF                   | Province of British Columbia                            | CUSIP: 110709GL0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   20000000 | PA      | $14370665.89  | 0.55%             | 2032-06-18      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Amgen Inc                                  | Amgen, Inc.                                             | CUSIP: 031162BY5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      37000 | PA      | $37000.00     | 0.00%             | 2025-05-01      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| APA INFRASTRUCTURE LTD                     | APA Infrastructure Ltd.                                 | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    1400000 | PA      | $1725922.10   | 0.07%             | 2030-03-22      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Liberty Mutual Group, Inc.                 | Liberty Mutual Group, Inc.                              | CUSIP: 000000000<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2415008.46   | 0.09%             | 2030-12-02      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                  | Boeing Co.                                              | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     500000 | PA      | $458768.62    | 0.02%             | 2030-02-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-2446388.79  | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| DISCOVERY COMMUNICATIONS                   | Discovery Communications LLC                            | CUSIP: 000000000<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    5700000 | PA      | $6314413.60   | 0.24%             | 2027-03-19      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| APPLE INC                                  | Apple, Inc.                                             | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $4848338.67   | 0.18%             | 2041-02-08      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| U.K. Gilts                                 | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |          2 | PA      | $1.71         | 0.00%             | 2039-01-31      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| Digital Dutch Finco BV                     | Digital Dutch Finco BV                                  | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |    1050000 | PA      | $1052124.43   | 0.04%             | 2031-02-01      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| MANITOBA (PROVINCE OF)                     | Province of Manitoba                                    | CUSIP: 563469VB8<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |   14100000 | PA      | $10409821.56  | 0.40%             | 2033-06-02      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                    | BPCE SA                                                 | CUSIP: 05578AAN8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    6626000 | PA      | $6103231.99   | 0.23%             | 2029-10-01      | Fixed         | 2.70%                 | No            | 2                  | On Loan: —       |
| JAB Holdings BV                            | JAB Holdings BV                                         | CUSIP: 000000000<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |     800000 | PA      | $783570.04    | 0.03%             | 2031-07-14      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| CME Group Inc                              | CME Group, Inc.                                         | CUSIP: 12572QAF2<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    6448000 | PA      | $6414204.81   | 0.24%             | 2043-09-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| APA CORP                                   | APA Corp.                                               | CUSIP: 03743QAG3<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     500000 | PA      | $476224.37    | 0.02%             | 2037-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Hess Corp                                  | Hess Corp.                                              | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5422203.33   | 0.21%             | 2041-02-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-3261284.34  | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| JACOBS ENGINEERING GROUP                   | Jacobs Engineering Group, Inc.                          | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |     750000 | PA      | $762756.05    | 0.03%             | 2033-03-01      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| AKER BP ASA                                | Aker BP ASA                                             | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    2966000 | PA      | $2770873.12   | 0.11%             | 2034-10-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                    | Nissan Motor Acceptance Co. LLC                         | CUSIP: 65480CAD7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     800000 | PA      | $706929.97    | 0.03%             | 2028-09-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Mizuho Financial Group, Inc.               | Mizuho Financial Group, Inc.                            | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    1620000 | PA      | $1608700.56   | 0.06%             | 2030-10-07      | Fixed         | 0.69%                 | No            | 2                  | On Loan: No      |
| Altria Group Inc                           | Altria Group, Inc.                                      | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2973466.44   | 0.11%             | 2039-02-14      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Unum Group                                 | Unum Group                                              | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     125000 | PA      | $119536.89    | 0.00%             | 2042-08-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| BHP BILLITON FINANCE LTD                   | BHP Billiton Finance Ltd.                               | CUSIP: 000000000<br>LEI: 549300KZMIS43NMT0A66 | Long             | DBT              | CORP              | AU        |    3000000 | PA      | $3323382.37   | 0.13%             | 2033-04-29      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Floating Rate Notes                       | CUSIP: 91282CJD4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   39000000 | PA      | $39013554.06  | 1.49%             | 2025-10-31      | Floating      | 4.42%                 | No            | 2                  | On Loan: No      |
| TAYLOR MORRISON COMM                       | Taylor Morrison Communities, Inc.                       | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100488.30    | 0.00%             | 2027-06-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                           | T-Mobile USA, Inc.                                      | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    6700000 | PA      | $5849962.69   | 0.22%             | 2040-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc                              | Citigroup, Inc.                                         | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $4205591.51   | 0.16%             | 2039-07-15      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                               | UBS Group AG                                            | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     200000 | PA      | $182713.41    | 0.01%             | 2033-02-24      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                   | Huntsman International LLC                              | CUSIP: 44701QBG6<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4509870.85   | 0.17%             | 2034-10-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC                           | Crown Castle, Inc.                                      | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    1600000 | PA      | $1123688.21   | 0.04%             | 2041-04-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| MERCEDES-BENZ FIN NA                       | Mercedes-Benz Finance North America LLC                 | CUSIP: 233851EA8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     170000 | PA      | $153812.74    | 0.01%             | 2030-03-10      | Fixed         | 2.63%                 | No            | 2                  | On Loan: —       |
| INTEL CORP                                 | Intel Corp.                                             | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1019337.38   | 0.04%             | 2040-03-25      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| CANADIAN NATL RESOURCES                    | Canadian Natural Resources Ltd.                         | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    7295000 | PA      | $7348782.53   | 0.28%             | 2038-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| KB HOME                                    | KB Home                                                 | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    2315000 | PA      | $2086337.73   | 0.08%             | 2031-06-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: —       |
| FAIRFAX FINL HLDGS LTD                     | Fairfax Financial Holdings Ltd.                         | CUSIP: 303901BF8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $196128.23    | 0.01%             | 2030-04-29      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Purchased USD / Sold JPY                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $212802.63    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Oracle Corp                                | Oracle Corp.                                            | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1443555.34   | 0.06%             | 2039-07-08      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| NISSAN MOTOR CO                            | Nissan Motor Co. Ltd.                                   | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    6300000 | PA      | $5821674.39   | 0.22%             | 2030-09-17      | Fixed         | 4.81%                 | No            | 2                  | On Loan: —       |
| RAYONIER LP                                | Rayonier LP                                             | CUSIP: 75508XAA4<br>LEI: 5493004X96PV3VY6KB95 | Long             | DBT              |  | US        |    3185000 | PA      | $2768328.52   | 0.11%             | 2031-05-17      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| FMC CORP                                   | FMC Corp.                                               | CUSIP: 302491AX3<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1445175.21   | 0.06%             | 2033-05-18      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM INC                             | Amazon.com, Inc.                                        | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    5100000 | PA      | $3775051.47   | 0.14%             | 2041-05-12      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP LP                    | Simon Property Group LP                                 | CUSIP: 828807DQ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |     500000 | PA      | $426684.02    | 0.02%             | 2032-01-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Walmart Inc                                | Walmart, Inc.                                           | CUSIP: 931142CV3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    7844000 | PA      | $7693636.32   | 0.29%             | 2040-07-08      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| OP CORPORATE BANK PLC                      | OP Corporate Bank PLC                                   | CUSIP: 000000000<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |    2750000 | PA      | $2805020.00   | 0.11%             | 2029-11-12      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                               | Barclays PLC                                            | CUSIP: 06738EAZ8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    7500000 | PA      | $8443372.21   | 0.32%             | 2033-01-17      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| AMERICAN NATIONAL GROUP                    | American National Group, Inc.                           | CUSIP: 02772AAA7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5050759.50   | 0.19%             | 2032-06-13      | Fixed         | 6.14%                 | No            | 2                  | On Loan: No      |
| BP Capital Markets PLC                     | BP Capital Markets PLC                                  | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    4750000 | PA      | $4799726.19   | 0.18%             | 2031-05-08      | Fixed         | 1.23%                 | No            | 2                  | On Loan: No      |
| GLP CAPITAL LP / FIN II                    | GLP Capital LP/GLP Financing II, Inc.                   | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              |  | US        |     500000 | PA      | $499513.55    | 0.02%             | 2029-01-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group, Inc.                               | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    6379000 | PA      | $6048136.83   | 0.23%             | 2032-03-23      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| VISA INC                                   | Visa, Inc.                                              | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2261748.60   | 0.09%             | 2040-04-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| KEMPER CORP                                | Kemper Corp.                                            | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3116138.87   | 0.12%             | 2032-02-23      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Buckeye Partners LP                        | Buckeye Partners LP                                     | CUSIP: 118230AQ4<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      87000 | PA      | $84814.31     | 0.00%             | 2026-12-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| TWDC Enterprises 18 Corp                   | TWDC Enterprises 18 Corp.                               | CUSIP: 25468PCR5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    7011000 | PA      | $5872798.57   | 0.22%             | 2041-12-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $304593.45    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                      | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1500000000 | PA      | $10765211.92  | 0.41%             | 2034-03-20      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                | BNP Paribas SA                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1500000 | PA      | $1542184.52   | 0.06%             | 2032-04-07      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| INTERCONTINENTALEXCHANGE                   | Intercontinental Exchange, Inc.                         | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    2611000 | PA      | $1871199.26   | 0.07%             | 2040-09-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| JABIL INC                                  | Jabil, Inc.                                             | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    1483000 | PA      | $1399888.60   | 0.05%             | 2030-01-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                     | Berkshire Hathaway Finance Corp.                        | CUSIP: 084664CS8<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13734640.62  | 0.52%             | 2039-06-19      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                         | CUSIP: 4581X0EQ7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    3432000 | PA      | $3434858.99   | 0.13%             | 2029-08-01      | Floating      | 4.75%                 | No            | 2                  | On Loan: No      |
| KROGER CO                                  | Kroger Co.                                              | CUSIP: 501044CK5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1662905.81   | 0.06%             | 2038-04-15      | Fixed         | 6.90%                 | No            | 2                  | On Loan: No      |
| TRAVELERS COS INC                          | Travelers Cos., Inc.                                    | CUSIP: 89417EAD1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     600000 | PA      | $656466.68    | 0.03%             | 2037-06-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-3299178.14  | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| Electricite de France SA                   | Electricite de France SA                                | CUSIP: 268317AS3<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      40000 | PA      | $39779.60     | 0.00%             | 2025-10-13      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| UNEDIC                                     | UNEDIC ASSEO                                            | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |    1300000 | PA      | $1093460.39   | 0.04%             | 2036-05-25      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS INC                         | Meta Platforms, Inc.                                    | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    4259000 | PA      | $4241834.95   | 0.16%             | 2034-08-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co                        | JPMorgan Chase & Co.                                    | CUSIP: 48126BAA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1782649.35   | 0.07%             | 2042-01-06      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| WP CAREY INC                               | WP Carey, Inc.                                          | CUSIP: 92936UAJ8<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    1900000 | PA      | $1591573.68   | 0.06%             | 2032-02-01      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| WRKCo Inc                                  | WRKCo, Inc.                                             | CUSIP: 92940PAF1<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2019288.19   | 0.08%             | 2032-06-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| UNITED PARCEL SERVICE                      | United Parcel Service, Inc.                             | CUSIP: 911312AN6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     255000 | PA      | $238865.89    | 0.01%             | 2040-11-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Western Digital Corp                       | Western Digital Corp.                                   | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     212000 | PA      | $210602.84    | 0.01%             | 2026-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                            | CVS Health Corp.                                        | CUSIP: 126650BR0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    8249000 | PA      | $8346845.02   | 0.32%             | 2039-09-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Avnet Inc                                  | Avnet, Inc.                                             | CUSIP: 053807AS2<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |      65000 | PA      | $64873.48     | 0.00%             | 2026-04-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY INC                     | Berkshire Hathaway, Inc.                                | CUSIP: 084670DE5<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        | 1100000000 | PA      | $7076034.89   | 0.27%             | 2032-01-23      | Fixed         | 0.47%                 | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                        | Intesa Sanpaolo SpA                                     | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    1400000 | PA      | $1411122.55   | 0.05%             | 2031-02-24      | Fixed         | 1.35%                 | No            | 2                  | On Loan: No      |
| FLOWSERVE CORPORATION                      | Flowserve Corp.                                         | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |   13730000 | PA      | $11703675.52  | 0.45%             | 2032-01-15      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased GBP / Sold USD                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |          1 | NC      | $276375.67    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ONEOK INC                                  | ONEOK, Inc.                                             | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1691409.55   | 0.06%             | 2031-01-15      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                        | Intesa Sanpaolo SpA                                     | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     500000 | PA      | $633903.50    | 0.02%             | 2033-03-08      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                  | Uniform Mortgage-Backed Security, TBA                   | CUSIP: 01F062655<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   42220000 | PA      | $43476870.82  | 1.66%             | 2054-05-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| HP Inc                                     | HP, Inc.                                                | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   10400000 | PA      | $10173885.38  | 0.39%             | 2041-09-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: —       |
| BANQUE FED CRED MUTUEL                     | Banque Federative du Credit Mutuel SA                   | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    1200000 | PA      | $1213758.70   | 0.05%             | 2030-01-17      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                       | Royal Bank of Canada                                    | CUSIP: 78016EYH4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     300000 | PA      | $260457.28    | 0.01%             | 2031-11-03      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                 | Intel Corp.                                             | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1657000 | PA      | $1072208.78   | 0.04%             | 2041-08-12      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| FRESENIUS MED CARE III                     | Fresenius Medical Care U.S. Finance III, Inc.           | CUSIP: 35805BAA6<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3803593.40   | 0.15%             | 2029-06-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| PULTEGROUP INC                             | PulteGroup, Inc.                                        | CUSIP: 745867AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     800000 | PA      | $822553.18    | 0.03%             | 2035-02-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| EXPEDIA GROUP INC                          | Expedia Group, Inc.                                     | CUSIP: 30212PAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $934688.85    | 0.04%             | 2030-02-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| INVITATION HOMES OP                        | Invitation Homes Operating Partnership LP               | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    1000000 | PA      | $838196.15    | 0.03%             | 2031-08-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Telefonica Europe BV                       | Telefonica Europe BV                                    | CUSIP: 879385AD4<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |     500000 | PA      | $574832.18    | 0.02%             | 2030-09-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| ILE DE FRANCE MOBILITES                    | Ile-de-France Mobilites                                 | CUSIP: 000000000<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | NUSS              | FR        |    6000000 | PA      | $6820852.15   | 0.26%             | 2038-06-14      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                   | AT&T, Inc.                                              | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1578115.25   | 0.06%             | 2039-03-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| ONTARIO TEACHERS' FINANC                   | Ontario Teachers' Finance Trust                         | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |    3252000 | PA      | $3451177.08   | 0.13%             | 2032-05-03      | Fixed         | 1.85%                 | No            | 2                  | On Loan: No      |
| MOLSON COORS BEVERAGE                      | Molson Coors Beverage Co.                               | CUSIP: 60871RAD2<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4180654.57   | 0.16%             | 2042-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ADVANCE AUTO PARTS                         | Advance Auto Parts, Inc.                                | CUSIP: 00751YAE6<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     700000 | PA      | $629692.76    | 0.02%             | 2030-04-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: —       |
| Citibank NA                                | Purchased CAD / Sold USD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |          1 | NC      | $202259.61    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                   | Province of Saskatchewan                                | CUSIP: 803854JJ8<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |    3850000 | PA      | $3055480.20   | 0.12%             | 2037-03-05      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Apple Inc                                  | Apple, Inc.                                             | CUSIP: 037833CX6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      64000 | PA      | $62876.23     | 0.00%             | 2027-06-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Unibail-Rodamco-Westfield SE               | Unibail-Rodamco-Westfield SE                            | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |     500000 | PA      | $521558.71    | 0.02%             | 2031-01-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp.                                        | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    2425000 | PA      | $1973189.81   | 0.08%             | 2040-04-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDI                           | Ford Motor Credit Co. LLC                               | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $854705.54    | 0.03%             | 2031-06-17      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-14749.03    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Nokia OYJ                                  | Nokia OYJ                                               | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |     682000 | PA      | $684966.02    | 0.03%             | 2039-05-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| EPR PROPERTIES                             | EPR Properties                                          | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    6000000 | PA      | $5304440.70   | 0.20%             | 2031-11-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FIN GROUP INC                    | Jefferies Financial Group, Inc.                         | CUSIP: 47233JDX3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $2620205.60   | 0.10%             | 2032-10-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                   | Rogers Communications, Inc.                             | CUSIP: 775109AL5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    4000000 | PA      | $4576878.52   | 0.17%             | 2038-08-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| The DFA Investment Trust Company           | DFA Investment Trust Co.                                | CUSIP: 23320U405<br>LEI: 549300FSKWEXKF6YBM56 | Long             | EC               | RF                | US        |    4229593 | NS      | $48915245.92  | 1.87%             |  |  |  | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                        | American Tower Corp.                                    | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    3247000 | PA      | $3143137.67   | 0.12%             | 2032-01-15      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| CISCO SYSTEMS INC                          | Cisco Systems, Inc.                                     | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7469112.98   | 0.28%             | 2039-02-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| EUROPEAN BK RECON & DEV                    | European Bank for Reconstruction & Development          | CUSIP: 29875BAK2<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    1200000 | PA      | $1200960.00   | 0.05%             | 2028-02-20      | Floating      | 4.69%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Floating Rate Notes                       | CUSIP: 91282CKM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   56000000 | PA      | $56010167.36  | 2.14%             | 2026-04-30      | Floating      | 4.40%                 | No            | 2                  | On Loan: No      |
| SENSATA TECH INC                           | Sensata Technologies, Inc.                              | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4610602.00   | 0.18%             | 2030-02-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-140851.67   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| SUTTER HEALTH                              | Sutter Health                                           | CUSIP: 86944BAG8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1060549.78   | 0.04%             | 2030-08-15      | Fixed         | 2.29%                 | No            | 2                  | On Loan: No      |
| CK HUTCHISON GROUP                         | CK Hutchison Group Telecom Finance SA                   | CUSIP: 000000000<br>LEI: 254900OM17Q9YNDIUG82 | Long             | DBT              | CORP              | LU        |    2000000 | PA      | $1995905.88   | 0.08%             | 2031-10-17      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| BANQUE FED CRED MUTUEL                     | Banque Federative du Credit Mutuel SA                   | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    2700000 | PA      | $2617020.63   | 0.10%             | 2032-01-19      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| SABRA HEALTH CARE LP                       | Sabra Health Care LP                                    | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |    7230000 | PA      | $6786959.41   | 0.26%             | 2029-10-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Electricite de France SA                   | Electricite de France SA                                | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    3200000 | PA      | $4398701.42   | 0.17%             | 2031-07-18      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| HOWMET AEROSPACE INC                       | Howmet Aerospace, Inc.                                  | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     500000 | PA      | $520408.00    | 0.02%             | 2037-02-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: —       |
| Lazard Group LLC                           | Lazard Group LLC                                        | CUSIP: 52107QAJ4<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1779031.57   | 0.07%             | 2028-09-19      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                     | Berkshire Hathaway Finance Corp.                        | CUSIP: 000000000<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6633419.77   | 0.25%             | 2034-03-18      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| NORDSTROM INC                              | Nordstrom, Inc.                                         | CUSIP: 655664AY6<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $2807656.27   | 0.11%             | 2031-08-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: —       |
| CANADA HOUSING TRUST                       | Canada Housing Trust No. 1                              | CUSIP: 13509PHN6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |    1830000 | PA      | $1324513.27   | 0.05%             | 2025-06-15      | Fixed         | 0.95%                 | No            | 2                  | On Loan: No      |
| LAS VEGAS SANDS CORP                       | Las Vegas Sands Corp.                                   | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4409469.99   | 0.17%             | 2034-08-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold JPY                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-4630020.53  | -0.18%            |  |  |  | No            | 2                  | On Loan: No      |
| PRIMERICA INC                              | Primerica, Inc.                                         | CUSIP: 74164MAB4<br>LEI: 254900621R686KJR7022 | Long             | DBT              | CORP              | US        |    4350000 | PA      | $3787205.83   | 0.14%             | 2031-11-19      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| NuStar Logistics LP                        | NuStar Logistics LP                                     | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     432000 | PA      | $430573.19    | 0.02%             | 2027-04-28      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Bayer US Finance II LLC                    | Bayer U.S. Finance II LLC                               | CUSIP: 07274NAY9<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |      26000 | PA      | $26001.70     | 0.00%             | 2025-08-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| JOHNSON & JOHNSON                          | Johnson & Johnson                                       | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $5467854.56   | 0.21%             | 2040-09-01      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| TOLL BROS FINANCE CORP                     | Toll Brothers Finance Corp.                             | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3639763.73   | 0.14%             | 2029-11-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| NVIDIA CORP                                | NVIDIA Corp.                                            | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $829429.01    | 0.03%             | 2040-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                           | Paramount Global                                        | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    2013000 | PA      | $2205855.59   | 0.08%             | 2030-07-30      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| EAGLE MATERIALS                            | Eagle Materials, Inc.                                   | CUSIP: 26969PAB4<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |     500000 | PA      | $436406.07    | 0.02%             | 2031-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: —       |
| PRINCIPAL FINANCIAL GRP                    | Principal Financial Group, Inc.                         | CUSIP: 74251VAF9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $882157.22    | 0.03%             | 2042-09-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| WALT DISNEY COMPANY/THE                    | Walt Disney Co.                                         | CUSIP: 254687EB8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     300000 | PA      | $333313.22    | 0.01%             | 2035-12-15      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| SELECTIVE INSURANCE GROU                   | Selective Insurance Group, Inc.                         | CUSIP: 816300AJ6<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2511227.40   | 0.10%             | 2035-04-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| ARIZONA PUBLIC SERVICE                     | Arizona Public Service Co.                              | CUSIP: 040555CM4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     700000 | PA      | $639924.45    | 0.02%             | 2041-09-01      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Credit Agricole SA                         | Credit Agricole SA                                      | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    7500000 | PA      | $8859089.26   | 0.34%             | 2033-01-18      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ENERSYS                                    | EnerSys                                                 | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3588379.51   | 0.14%             | 2027-12-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| CONSTELLATION EN GEN LLC                   | Constellation Energy Generation LLC                     | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1559360.30   | 0.06%             | 2039-10-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| MARRIOTT INTERNATIONAL                     | Marriott International, Inc.                            | CUSIP: 571903BH5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     250000 | PA      | $206661.03    | 0.01%             | 2033-10-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: —       |
| CMS Energy Corp                            | CMS Energy Corp.                                        | CUSIP: 125896BQ2<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      58000 | PA      | $56996.31     | 0.00%             | 2026-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                      | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 3550000000 | PA      | $24394642.61  | 0.93%             | 2035-09-20      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold NZD                                | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |          1 | NC      | $-1410.39     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CNO Financial Group Inc                    | CNO Financial Group, Inc.                               | CUSIP: 12621EAK9<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    2220000 | PA      | $2219869.06   | 0.08%             | 2025-05-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                   | Healthcare Realty Holdings LP                           | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    1600000 | PA      | $1348979.31   | 0.05%             | 2031-03-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group, Inc.                   | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    4750000 | PA      | $4467784.78   | 0.17%             | 2029-07-16      | Fixed         | 3.04%                 | No            | 2                  | On Loan: No      |
| FMG RESOURCES AUG 2006                     | FMG Resources August 2006 Pty. Ltd.                     | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    1600000 | PA      | $1576789.28   | 0.06%             | 2032-04-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Johnson & Johnson                          | Johnson & Johnson                                       | CUSIP: 478160BY9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      38000 | PA      | $37447.92     | 0.00%             | 2026-03-01      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| ROCHE HOLDINGS INC                         | Roche Holdings, Inc.                                    | CUSIP: 771196CH3<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4210223.00   | 0.16%             | 2033-11-13      | Fixed         | 5.59%                 | No            | 2                  | On Loan: No      |
| INTL FINANCE CORP                          | International Finance Corp.                             | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |   10100000 | PA      | $4793941.42   | 0.18%             | 2035-04-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| BRUNSWICK CORP                             | Brunswick Corp.                                         | CUSIP: 117043AT6<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2201373.07   | 0.08%             | 2031-08-18      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| BLUE OWL FINANCE LLC                       | Blue Owl Finance LLC                                    | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3228586.69   | 0.12%             | 2034-04-18      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Bayer Capital Corp BV                      | Bayer Capital Corp. BV                                  | CUSIP: 000000000<br>LEI: 529900KEOKKPYZLTAU90 | Long             | DBT              | CORP              | NL        |     900000 | PA      | $971717.25    | 0.04%             | 2029-12-15      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| PROLOGIS EURO FINANCE                      | Prologis Euro Finance LLC                               | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |   11500000 | PA      | $10862589.76  | 0.41%             | 2032-02-16      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| TREASURY CORP VICTORIA                     | Treasury Corp. of Victoria                              | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |    5000000 | PA      | $2702064.75   | 0.10%             | 2031-09-10      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| NATURGY FIN IBERIA SA                      | Naturgy Finance Iberia SA                               | CUSIP: 000000000<br>LEI: 2138005FTXOJUBQ5J563 | Long             | DBT              | CORP              | ES        |    4600000 | PA      | $5187552.92   | 0.20%             | 2034-10-02      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| WILLIS NORTH AMERICA INC                   | Willis North America, Inc.                              | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     400000 | PA      | $372278.54    | 0.01%             | 2029-09-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: —       |
| MICRON TECHNOLOGY INC                      | Micron Technology, Inc.                                 | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     500000 | PA      | $423429.27    | 0.02%             | 2032-04-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| CNO Financial Group Inc                    | CNO Financial Group, Inc.                               | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1601198.37   | 0.06%             | 2029-05-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| APA INFRASTRUCTURE LTD                     | APA Infrastructure Ltd.                                 | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    1367000 | PA      | $1456995.73   | 0.06%             | 2030-07-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                       | Glencore Funding LLC                                    | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2667573.21   | 0.10%             | 2031-04-27      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| SHELL INTERNATIONAL FIN                    | Shell International Finance BV                          | CUSIP: 822582AT9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   12200000 | PA      | $9369476.41   | 0.36%             | 2042-08-21      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| EQUIFAX INC                                | Equifax, Inc.                                           | CUSIP: 294429AS4<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     800000 | PA      | $738837.77    | 0.03%             | 2030-05-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| MARSH & MCLENNAN COS INC                   | Marsh & McLennan Cos., Inc.                             | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     400000 | PA      | $345958.98    | 0.01%             | 2031-12-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| AIRCASTLE LTD                              | Aircastle Ltd.                                          | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     500000 | PA      | $495141.31    | 0.02%             | 2026-06-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Comcast Corp                               | Comcast Corp.                                           | CUSIP: 20030NBP5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     500000 | PA      | $471071.69    | 0.02%             | 2035-08-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| DISCOVERY COMMUNICATIONS                   | Discovery Communications LLC                            | CUSIP: 25470DBJ7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2660481.06   | 0.10%             | 2030-05-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| ADVANCE AUTO PARTS                         | Advance Auto Parts, Inc.                                | CUSIP: 00751YAG1<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2172843.06   | 0.08%             | 2032-03-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: —       |
| LYB INTERNATIONAL FINANC                   | LYB International Finance II BV                         | CUSIP: 000000000<br>LEI: 549300ZSNDBYN4Z4VZ93 | Long             | DBT              | CORP              | NL        |    6500000 | PA      | $6510021.76   | 0.25%             | 2031-09-17      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-104695.46   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CMS Energy Corp                            | CMS Energy Corp.                                        | CUSIP: 125896BP4<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      37000 | PA      | $36752.52     | 0.00%             | 2025-11-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                      | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $856942.07    | 0.03%             | 2032-01-12      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Deutsche Boerse AG                         | Deutsche Boerse AG                                      | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | DBT              | CORP              | DE        |    4800000 | PA      | $5708750.93   | 0.22%             | 2033-09-28      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $47617.45     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                        | Elevance Health, Inc.                                   | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1741281.12   | 0.07%             | 2043-01-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| PUBLIC STORAGE OP CO                       | Public Storage Operating Co.                            | CUSIP: 000000000<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    9400000 | PA      | $8958149.56   | 0.34%             | 2032-01-24      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| NEWMARKET CORP                             | NewMarket Corp.                                         | CUSIP: 651587AG2<br>LEI: 54930082CG88ERDREQ47 | Long             | DBT              | CORP              | US        |    3255000 | PA      | $2865004.58   | 0.11%             | 2031-03-18      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| CIGNA GROUP/THE                            | Cigna Group                                             | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    7336000 | PA      | $6813740.48   | 0.26%             | 2038-08-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| INVESTOR AB                                | Investor AB                                             | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | DBT              | CORP              | SE        |    1000000 | PA      | $823134.85    | 0.03%             | 2035-10-29      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| E.ON INTL FINANCE BV                       | E.ON International Finance BV                           | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |    2150000 | PA      | $3070749.08   | 0.12%             | 2032-06-07      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                   | Public Service Enterprise Group, Inc.                   | CUSIP: 744573AS5<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     575000 | PA      | $678236.09    | 0.03%             | 2031-04-15      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| BLACKROCK FUNDING INC                      | BlackRock Funding, Inc.                                 | CUSIP: 09290DAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7900000 | PA      | $7914897.11   | 0.30%             | 2035-01-08      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| FRESENIUS MED CARE III                     | Fresenius Medical Care U.S. Finance III, Inc.           | CUSIP: 35805BAB4<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |    8100000 | PA      | $6844546.17   | 0.26%             | 2031-02-16      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased EUR / Sold USD                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |          1 | NC      | $-68910.36    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| FLEX LTD                                   | Flex Ltd.                                               | CUSIP: 33938XAB1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   10200000 | PA      | $10041498.12  | 0.38%             | 2030-05-12      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                      | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 2700000000 | PA      | $19123583.72  | 0.73%             | 2034-09-20      | Fixed         | 1.40%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES CORP                       | Targa Resources Corp.                                   | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1369810.34   | 0.05%             | 2033-02-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| NORDSTROM INC                              | Nordstrom, Inc.                                         | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2037158.16   | 0.08%             | 2030-04-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: —       |
| CPPIB CAPITAL INC                          | CPPIB Capital, Inc.                                     | CUSIP: 12593CAW1<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |   17400000 | PA      | $13729162.92  | 0.52%             | 2033-06-02      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| PROCTER & GAMBLE CO/THE                    | Procter & Gamble Co.                                    | CUSIP: 742718GG8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     800000 | PA      | $798172.26    | 0.03%             | 2034-01-29      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Brown & Brown Inc                          | Brown & Brown, Inc.                                     | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     800000 | PA      | $797090.42    | 0.03%             | 2029-03-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| AKER BP ASA                                | Aker BP ASA                                             | CUSIP: 00973RAM5<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    1000000 | PA      | $1004157.80   | 0.04%             | 2033-06-13      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                   | Ford Motor Credit Co. LLC                               | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     613000 | PA      | $545592.17    | 0.02%             | 2030-11-13      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| PRUDENTIAL FUNDING ASIA                    | Prudential Funding Asia PLC                             | CUSIP: 744330AB7<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |   19800000 | PA      | $18235904.15  | 0.70%             | 2032-03-24      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                   | Walgreens Boots Alliance, Inc.                          | CUSIP: 931427AJ7<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2961729.59   | 0.11%             | 2026-11-20      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                            | CUSIP: 92343VBX1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1899302.46   | 0.07%             | 2034-02-17      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Electricite de France SA                   | Electricite de France SA                                | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    1500000 | PA      | $2050484.70   | 0.08%             | 2034-06-02      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Floating Rate Notes                       | CUSIP: 91282CMJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   18000000 | PA      | $17990167.86  | 0.69%             | 2027-01-31      | Floating      | 4.34%                 | No            | 2                  | On Loan: No      |
| Lincoln National Corp                      | Lincoln National Corp.                                  | CUSIP: 534187AW9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    3550000 | PA      | $3643405.22   | 0.14%             | 2037-10-09      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| Rio Tinto Alcan Inc                        | Rio Tinto Alcan, Inc.                                   | CUSIP: 013716AW5<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |    1000000 | PA      | $1063127.99   | 0.04%             | 2035-06-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                    | Exxon Mobil Corp.                                       | CUSIP: 000000000<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5774818.77   | 0.22%             | 2032-06-26      | Fixed         | 0.84%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased JPY / Sold USD                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |          1 | NC      | $-22793.36    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SANTANDER HOLDINGS USA                     | Santander Holdings USA, Inc.                            | CUSIP: 80282KAE6<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     206000 | PA      | $205670.04    | 0.01%             | 2025-07-17      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| YUM! BRANDS INC                            | Yum! Brands, Inc.                                       | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    2470000 | PA      | $2227762.90   | 0.08%             | 2031-03-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| DPL INC                                    | DPL, Inc.                                               | CUSIP: 233293AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5029000 | PA      | $4795382.33   | 0.18%             | 2029-04-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| BOARDWALK PIPELINES LP                     | Boardwalk Pipelines LP                                  | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1496728.69   | 0.06%             | 2032-09-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| MOLINA HEALTHCARE INC                      | Molina Healthcare, Inc.                                 | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     500000 | PA      | $450729.80    | 0.02%             | 2030-11-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                    | Bristol-Myers Squibb Co.                                | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    8200000 | PA      | $7193795.38   | 0.27%             | 2039-06-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| BRITISH COLUMBIA PROV OF                   | Province of British Columbia                            | CUSIP: 11070TAF5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    3400000 | PA      | $2466714.06   | 0.09%             | 2025-06-18      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold AUD                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-332011.99   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Nordstrom Inc                              | Nordstrom, Inc.                                         | CUSIP: 655664AS9<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |     500000 | PA      | $477528.59    | 0.02%             | 2027-03-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SMITH & NEPHEW PLC                         | Smith & Nephew PLC                                      | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $173456.41    | 0.01%             | 2030-10-14      | Fixed         | 2.03%                 | No            | 2                  | On Loan: No      |
| Under Armour Inc                           | Under Armour, Inc.                                      | CUSIP: 904311AA5<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |    6250000 | PA      | $6048755.63   | 0.23%             | 2026-06-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| NEW S WALES TREASURY CRP                   | New South Wales Treasury Corp.                          | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |    9200000 | PA      | $4620395.89   | 0.18%             | 2034-03-20      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| SEALED AIR CORP                            | Sealed Air Corp.                                        | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1543669.76   | 0.06%             | 2027-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| EUROPEAN BK RECON & DEV                    | European Bank for Reconstruction & Development          | CUSIP: 29874QEU4<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    2100000 | PA      | $2097561.94   | 0.08%             | 2029-02-16      | Floating      | 4.66%                 | No            | 2                  | On Loan: No      |
| Bath & Body Works Inc                      | Bath & Body Works, Inc.                                 | CUSIP: 501797AN4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1988283.00   | 0.08%             | 2028-02-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences Inc                        | Gilead Sciences, Inc.                                   | CUSIP: 375558AS2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   10700000 | PA      | $10693416.93  | 0.41%             | 2041-12-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| CHEVRON USA INC                            | Chevron USA, Inc.                                       | CUSIP: 166756AT3<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8517522.32   | 0.32%             | 2041-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   13200000 | PA      | $14108896.39  | 0.54%             | 2030-04-08      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| AMERICAN ASSETS TRUST LP                   | American Assets Trust LP                                | CUSIP: 02401LAB0<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |    5000000 | PA      | $4903589.20   | 0.19%             | 2034-10-01      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| AMGEN INC                                  | Amgen, Inc.                                             | CUSIP: 031162DE7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     655000 | PA      | $598271.52    | 0.02%             | 2032-02-22      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                         | Royalty Pharma PLC                                      | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    2900000 | PA      | $2130040.60   | 0.08%             | 2040-09-02      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| FLOWSERVE CORPORATION                      | Flowserve Corp.                                         | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |     300000 | PA      | $276584.26    | 0.01%             | 2030-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CONTINENTAL RESOURCES                      | Continental Resources, Inc.                             | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2402667.63   | 0.09%             | 2032-04-01      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMER PIPELINE                   | Plains All American Pipeline LP/PAA Finance Corp.       | CUSIP: 72650RAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1787474.18   | 0.07%             | 2037-01-15      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                     | Berkshire Hathaway Finance Corp.                        | CUSIP: 084664BV2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $2900464.31   | 0.11%             | 2043-05-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association   | Government National Mortgage Association, TBA           | CUSIP: 21H060655<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   38702000 | PA      | $39141932.99  | 1.49%             | 2054-05-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| TREASURY CORP VICTORIA                     | Treasury Corp. of Victoria                              | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |   35700000 | PA      | $18210188.21  | 0.69%             | 2034-11-20      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| LSEGA FINANCING PLC                        | LSEGA Financing PLC                                     | CUSIP: 50220PAE3<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |    1736000 | PA      | $1308805.48   | 0.05%             | 2041-04-06      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                            | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      53000 | PA      | $45238.88     | 0.00%             | 2032-03-15      | Fixed         | 2.36%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATL FINANCIAL                    | Fidelity National Financial, Inc.                       | CUSIP: 31620RAK1<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    2350000 | PA      | $2007887.19   | 0.08%             | 2031-03-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.              | CUSIP: 05252ADN8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    3000000 | PA      | $3021201.00   | 0.12%             | 2029-12-16      | Floating      | 5.22%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                           | Paramount Global                                        | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2008171.34   | 0.08%             | 2036-04-30      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| NIKE INC                                   | NIKE, Inc.                                              | CUSIP: 654106AL7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    6277000 | PA      | $4856885.93   | 0.19%             | 2040-03-27      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                       | Bank of America Corp.                                   | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     200000 | PA      | $264631.72    | 0.01%             | 2025-07-25      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATL INFO SERV                    | Fidelity National Information Services, Inc.            | CUSIP: 31620MBF2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $994620.09    | 0.04%             | 2039-05-21      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| ALTRIA GROUP INC                           | Altria Group, Inc.                                      | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     612000 | PA      | $518883.43    | 0.02%             | 2032-02-04      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Amgen Inc                                  | Amgen, Inc.                                             | CUSIP: 031162BE9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1362873.96   | 0.05%             | 2041-10-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold GBP                                | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-18537.82    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK                     | Canadian Imperial Bank of Commerce                      | CUSIP: 13596Z3Y9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    2000000 | PA      | $1451167.85   | 0.06%             | 2025-05-26      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group, Inc.                               | CUSIP: 38141GCU6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     684000 | PA      | $736051.74    | 0.03%             | 2033-02-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold AUD                                | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |          1 | NC      | $-133204.46   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Hyatt Hotels Corp                          | Hyatt Hotels Corp.                                      | CUSIP: 448579AG7<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $5219140.44   | 0.20%             | 2028-09-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                   | Agence Francaise de Developpement EPIC                  | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |    9000000 | PA      | $8768579.03   | 0.33%             | 2034-10-31      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $30643.12     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| QUEENSLAND TREASURY CORP                   | Queensland Treasury Corp.                               | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |    9700000 | PA      | $5073499.93   | 0.19%             | 2032-08-20      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS CO                          | General Motors Co.                                      | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1254678.06   | 0.05%             | 2025-10-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                   | Brighthouse Financial, Inc.                             | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |     749000 | PA      | $768433.37    | 0.03%             | 2030-05-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: —       |
| GRAPHIC PACKAGING INTERN                   | Graphic Packaging International LLC                     | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    4540000 | PA      | $4172517.87   | 0.16%             | 2030-02-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                             | Home Depot, Inc.                                        | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1579479.58   | 0.06%             | 2040-04-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                   | AT&T, Inc.                                              | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    4355000 | PA      | $3343835.63   | 0.13%             | 2041-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CORP                           | Duke Energy Corp.                                       | CUSIP: 000000000<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5602738.78   | 0.21%             | 2034-06-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| DXC TECHNOLOGY CO                          | DXC Technology Co.                                      | CUSIP: 23355LAH9<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |    2350000 | PA      | $2643914.72   | 0.10%             | 2026-01-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                       | American Tower Corp.                                    | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    1000000 | PA      | $1041622.06   | 0.04%             | 2029-05-21      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| Oracle Corp                                | Oracle Corp.                                            | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2338310.61   | 0.09%             | 2040-04-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Purchased USD / Sold NZD                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-4394.43     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TRANSCANADA PIPELINES                      | TransCanada PipeLines Ltd.                              | CUSIP: 893526DF7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    1000000 | PA      | $989875.41    | 0.04%             | 2034-03-31      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Progress Energy Inc                        | Progress Energy, Inc.                                   | CUSIP: 743263AG0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |     630000 | PA      | $696535.26    | 0.03%             | 2031-10-30      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                   | AT&T, Inc.                                              | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $2919384.62   | 0.11%             | 2042-12-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| FEDERAL FARM CREDIT BANK                   | Federal Farm Credit Banks Funding Corp.                 | CUSIP: 3133EAG44<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |      67000 | PA      | $65955.28     | 0.00%             | 2026-08-03      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| ASHTEAD CAPITAL INC                        | Ashtead Capital, Inc.                                   | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5057811.55   | 0.19%             | 2033-10-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATL INFO SERV                    | Fidelity National Information Services, Inc.            | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      39000 | PA      | $27752.27     | 0.00%             | 2041-03-01      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold GBP                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $3914.20      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| PVH CORP                                   | PVH Corp.                                               | CUSIP: 693656AC4<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1400589.90   | 0.05%             | 2025-07-10      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co                        | JPMorgan Chase & Co.                                    | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2720475.34   | 0.10%             | 2040-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                     | HAT Holdings I LLC/HAT Holdings II LLC                  | CUSIP: 418751AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9400000 | PA      | $8259673.78   | 0.31%             | 2030-09-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: —       |
| ASSURANT INC                               | Assurant, Inc.                                          | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    4450000 | PA      | $3744293.23   | 0.14%             | 2032-01-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased GBP / Sold USD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |          1 | NC      | $70351.36     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AECOM                                      | AECOM                                                   | CUSIP: 00774CAB3<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |    5660000 | PA      | $5647141.61   | 0.22%             | 2027-03-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                           | Societe Generale SA                                     | CUSIP: 83368RAW2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    1400000 | PA      | $1288273.92   | 0.05%             | 2030-01-22      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| NEW S WALES TREASURY CRP                   | New South Wales Treasury Corp.                          | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |    8000000 | PA      | $4270317.29   | 0.16%             | 2033-03-08      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LP                       | Boston Properties LP                                    | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     200000 | PA      | $187471.87    | 0.01%             | 2029-06-21      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| METLIFE INC                                | MetLife, Inc.                                           | CUSIP: 59156RCE6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     200000 | PA      | $206158.97    | 0.01%             | 2033-07-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| ALLSTATE CORP                              | Allstate Corp.                                          | CUSIP: 020002AT8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     600000 | PA      | $634985.78    | 0.02%             | 2036-04-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                               | Comcast Corp.                                           | CUSIP: 20030NDC2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     700000 | PA      | $673221.34    | 0.03%             | 2032-02-20      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| BAT INTL FINANCE PLC                       | BAT International Finance PLC                           | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    6500000 | PA      | $7073258.04   | 0.27%             | 2030-01-16      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| FEDEX CORP                                 | FedEx Corp.                                             | CUSIP: 000000000<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $3637577.10   | 0.14%             | 2033-05-04      | Fixed         | 0.95%                 | No            | 2                  | On Loan: No      |
| AUTONATION INC                             | AutoNation, Inc.                                        | CUSIP: 05329WAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7300000 | PA      | $6130313.34   | 0.23%             | 2031-08-01      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                     | Fairfax Financial Holdings Ltd.                         | CUSIP: 000000000<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     461000 | PA      | $514870.00    | 0.02%             | 2028-03-29      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased EUR / Sold USD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |          1 | NC      | $-17175.48    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-494633.94   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| XPLR INFRAST OPERATING                     | XPLR Infrastructure Operating Partners LP               | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $4443552.49   | 0.17%             | 2027-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Japan Government Ten Year Bonds            | Japan Government Ten Year Bonds                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 2340000000 | PA      | $15483801.93  | 0.59%             | 2033-06-20      | Fixed         | 0.40%                 | No            | 2                  | On Loan: No      |
| Oracle Corp                                | Oracle Corp.                                            | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1670026.00   | 0.06%             | 2037-11-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Liberty Mutual Group Inc                   | Liberty Mutual Group, Inc.                              | CUSIP: 53079EBG8<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |      78000 | PA      | $77627.40     | 0.00%             | 2029-02-01      | Fixed         | 4.57%                 | No            | 2                  | On Loan: No      |
| EQT CORP                                   | EQT Corp.                                               | CUSIP: 26884LBC2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3380141.91   | 0.13%             | 2031-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Japan Government Ten Year Bonds            | Japan Government Ten Year Bonds                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 3780000000 | PA      | $24891741.50  | 0.95%             | 2032-09-20      | Fixed         | 0.20%                 | No            | 2                  | On Loan: No      |
| CI FINANCIAL CORP                          | CI Financial Corp.                                      | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    7053000 | PA      | $6154716.17   | 0.23%             | 2030-12-17      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORP                    | John Deere Capital Corp.                                | CUSIP: 24422EWY1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5019000.00   | 0.19%             | 2026-06-08      | Floating      | 5.16%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                   | AT&T, Inc.                                              | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     181000 | PA      | $149367.47    | 0.01%             | 2033-12-01      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| SEAGATE HDD CAYMAN                         | Seagate HDD Cayman                                      | CUSIP: 81180WBD2<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    9500000 | PA      | $8676317.42   | 0.33%             | 2031-01-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| FOX CORP                                   | Fox Corp.                                               | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   10014000 | PA      | $9615554.56   | 0.37%             | 2039-01-25      | Fixed         | 5.48%                 | No            | 2                  | On Loan: No      |
| AUTONATION INC                             | AutoNation, Inc.                                        | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7190915.04   | 0.27%             | 2032-03-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| SOUTHERN GAS NETWORK PLC                   | Southern Gas Networks PLC                               | CUSIP: 000000000<br>LEI: 549300SPX8573VZ2SK79 | Long             | DBT              | CORP              | GB        |    4200000 | PA      | $4378801.53   | 0.17%             | 2031-12-02      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| NESTLE FINANCE INTL LTD                    | Nestle Finance International Ltd.                       | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |     631000 | PA      | $823131.59    | 0.03%             | 2038-12-07      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| TEXTRON INC                                | Textron, Inc.                                           | CUSIP: 883203CC3<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     750000 | PA      | $653864.30    | 0.02%             | 2031-03-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                      | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 2200000000 | PA      | $13636830.33  | 0.52%             | 2037-09-20      | Fixed         | 0.60%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                   | CUSIP: 89114TZV7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    1000000 | PA      | $895401.08    | 0.03%             | 2032-03-10      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| PSP CAPITAL INC                            | PSP Capital, Inc.                                       | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |    5000000 | PA      | $5737664.79   | 0.22%             | 2034-07-02      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co LLC                   | Ford Motor Credit Co. LLC                               | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     301000 | PA      | $288677.48    | 0.01%             | 2029-05-03      | Fixed         | 5.11%                 | No            | 2                  | On Loan: No      |
| NATIONAL GRID PLC                          | National Grid PLC                                       | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    5000000 | PA      | $4541784.62   | 0.17%             | 2033-09-01      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| BLACKROCK INC                              | Blackrock, Inc.                                         | CUSIP: 09247XAT8<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5000950.45   | 0.19%             | 2033-05-25      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                    | Exxon Mobil Corp.                                       | CUSIP: 000000000<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $6551453.96   | 0.25%             | 2039-06-26      | Fixed         | 1.41%                 | No            | 2                  | On Loan: No      |
| SEAGATE HDD CAYMAN                         | Seagate HDD Cayman                                      | CUSIP: 81180WBC4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     900000 | PA      | $854286.66    | 0.03%             | 2029-06-01      | Fixed         | 4.09%                 | No            | 2                  | On Loan: No      |
| Cooperatieve Rabobank UA                   | Cooperatieve Rabobank UA                                | CUSIP: 21685WCJ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     255000 | PA      | $247592.76    | 0.01%             | 2041-05-24      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LP                       | Boston Properties LP                                    | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    3000000 | PA      | $2347736.70   | 0.09%             | 2033-10-01      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| BOOKING HOLDINGS INC                       | Booking Holdings, Inc.                                  | CUSIP: 09857LAX6<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $6119839.72   | 0.23%             | 2034-11-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| LAS VEGAS SANDS CORP                       | Las Vegas Sands Corp.                                   | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    2221000 | PA      | $2062204.56   | 0.08%             | 2029-08-08      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| SABRA HEALTH CARE LP                       | Sabra Health Care LP                                    | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |    3658000 | PA      | $3234363.22   | 0.12%             | 2031-12-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| JACKSON FINANCIAL INC                      | Jackson Financial, Inc.                                 | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    1671000 | PA      | $1438272.58   | 0.05%             | 2031-11-23      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Purchased AUD / Sold USD                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | AU        |          1 | NC      | $10664.99     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO BANK NA                        | Wells Fargo Bank NA                                     | CUSIP: 94988J6G7<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4022800.08   | 0.15%             | 2026-12-11      | Floating      | 5.44%                 | No            | 2                  | On Loan: No      |
| BNG BANK NV                                | BNG Bank NV                                             | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |    3000000 | PA      | $1669049.51   | 0.06%             | 2030-11-27      | Fixed         | 1.60%                 | No            | 2                  | On Loan: No      |
| BLOCK INC                                  | Block, Inc.                                             | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    9932000 | PA      | $8864940.58   | 0.34%             | 2031-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| AGENCE FRANCE LOCALE                       | Agence France Locale                                    | CUSIP: 000000000<br>LEI: 969500NMI4UP00IO8G47 | Long             | DBT              | NUSS              | FR        |    2300000 | PA      | $2603284.13   | 0.10%             | 2034-03-20      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR COMPANY                         | Ford Motor Co.                                          | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $817126.86    | 0.03%             | 2032-02-12      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| GATX Corp                                  | GATX Corp.                                              | CUSIP: 361448BA0<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     500000 | PA      | $486299.17    | 0.02%             | 2028-03-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| TRAVELERS COS INC                          | Travelers Cos., Inc.                                    | CUSIP: 89417EAH2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     500000 | PA      | $498656.87    | 0.02%             | 2040-11-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Progress Energy Inc                        | Progress Energy, Inc.                                   | CUSIP: 743263AE5<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |     730000 | PA      | $836015.79    | 0.03%             | 2031-03-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Conagra Brands Inc                         | Conagra Brands, Inc.                                    | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7573070.96   | 0.29%             | 2038-11-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold GBP                                | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-527166.88   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold GBP                                | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-2995005.86  | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| NATIONAL GRID PLC                          | National Grid PLC                                       | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |     500000 | PA      | $590602.55    | 0.02%             | 2035-01-16      | Fixed         | 4.28%                 | No            | 2                  | On Loan: No      |
| INTL FINANCE CORP                          | International Finance Corp.                             | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    3000000 | PA      | $1636439.10   | 0.06%             | 2031-02-06      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| MGM RESORTS INTL                           | MGM Resorts International                               | CUSIP: 552953CD1<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    2693000 | PA      | $2670539.03   | 0.10%             | 2026-09-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold GBP                                | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-627887.63   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Rolls-Royce PLC                            | Rolls-Royce PLC                                         | CUSIP: 77578JAB4<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |    3000000 | PA      | $2975439.60   | 0.11%             | 2025-10-14      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                               | Broadcom, Inc.                                          | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $891803.51    | 0.03%             | 2033-04-15      | Fixed         | 3.42%                 | No            | 2                  | On Loan: No      |
| Voya Financial Inc                         | Voya Financial, Inc.                                    | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     500000 | PA      | $475609.34    | 0.02%             | 2043-07-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Belo Corp                                  | Belo Corp.                                              | CUSIP: 080555AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1026753.55   | 0.04%             | 2027-09-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| MIZUHO FINANCIAL GROUP                     | Mizuho Financial Group, Inc.                            | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    2850000 | PA      | $2948521.46   | 0.11%             | 2032-04-08      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Black Hills Corp                           | Black Hills Corp.                                       | CUSIP: 092113AQ2<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2114836.27   | 0.08%             | 2033-05-01      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                       | CUSIP: 718172CL1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3104604.92   | 0.12%             | 2031-08-01      | Fixed         | 0.80%                 | No            | 2                  | On Loan: No      |
| GOODYEAR TIRE & RUBBER                     | Goodyear Tire & Rubber Co.                              | CUSIP: 382550BG5<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    2739000 | PA      | $2698985.68   | 0.10%             | 2027-03-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                   | Huntsman International LLC                              | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    4750000 | PA      | $4477324.02   | 0.17%             | 2029-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| KYNDRYL HOLDINGS INC                       | Kyndryl Holdings, Inc.                                  | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   15500000 | PA      | $11684348.57  | 0.45%             | 2041-10-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| BP CAPITAL MARKETS PLC                     | BP Capital Markets PLC                                  | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    4000000 | PA      | $4385422.93   | 0.17%             | 2032-04-07      | Fixed         | 2.82%                 | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                   | Western Midstream Operating LP                          | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1692189.20   | 0.06%             | 2044-04-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Province of Quebec                         | Province of Quebec                                      | CUSIP: 748148RL9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    6000000 | PA      | $5068968.52   | 0.19%             | 2036-12-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased GBP / Sold USD                                | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |          1 | NC      | $-7775.77     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PROLOGIS INTL FUND II                      | Prologis International Funding II SA                    | CUSIP: 000000000<br>LEI: 213800JNRWW2C9DWI388 | Long             | DBT              | CORP              | LU        |    1000000 | PA      | $1005425.22   | 0.04%             | 2032-06-17      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |          1 | NC      | $-730139.86   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Purchased GBP / Sold USD                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | GB        |          1 | NC      | $38088.25     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                | CUSIP: 21688AAZ5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    1340000 | PA      | $1346579.40   | 0.05%             | 2026-10-05      | Floating      | 5.28%                 | No            | 2                  | On Loan: No      |
| Vodafone Group PLC                         | Vodafone Group PLC                                      | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    1772000 | PA      | $1873665.88   | 0.07%             | 2037-02-27      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| STEEL DYNAMICS INC                         | Steel Dynamics, Inc.                                    | CUSIP: 858119BM1<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     300000 | PA      | $275660.25    | 0.01%             | 2031-01-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| BAT INTL FINANCE PLC                       | BAT International Finance PLC                           | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    1400000 | PA      | $1598520.04   | 0.06%             | 2029-03-06      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased CAD / Sold USD                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CA        |          1 | NC      | $30210.63     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| REALTY INCOME CORP                         | Realty Income Corp.                                     | CUSIP: 756109AG9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     156000 | PA      | $159985.05    | 0.01%             | 2035-03-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                           | Paramount Global                                        | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2543085.42   | 0.10%             | 2043-09-01      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                        | Intesa Sanpaolo SpA                                     | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    3850000 | PA      | $4570434.50   | 0.17%             | 2030-01-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| HCA Inc                                    | HCA, Inc.                                               | CUSIP: 404119AJ8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     273000 | PA      | $307810.69    | 0.01%             | 2033-11-06      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                   | AerCap Ireland Capital DAC/AerCap Global Aviation Trust | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    1000000 | PA      | $773101.51    | 0.03%             | 2041-10-29      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Flex Ltd                                   | Flex Ltd.                                               | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     549000 | PA      | $545089.37    | 0.02%             | 2029-06-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Altria Group Inc                           | Altria Group, Inc.                                      | CUSIP: 02209SAZ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    4118000 | PA      | $4544747.38   | 0.17%             | 2031-06-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-281606.82   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                | CUSIP: 21688ABJ0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    5100000 | PA      | $5088718.80   | 0.19%             | 2029-10-17      | Floating      | 5.27%                 | No            | 2                  | On Loan: No      |
| UNUM GROUP                                 | Unum Group                                              | CUSIP: 91529YAN6<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1076602.05   | 0.04%             | 2029-06-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                      | CUSIP: 74814ZFN8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   19550000 | PA      | $14073986.29  | 0.54%             | 2032-09-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| RTX CORP                                   | RTX Corp.                                               | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $906914.28    | 0.03%             | 2038-11-16      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                       | American Tower Corp.                                    | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    2000000 | PA      | $2004284.44   | 0.08%             | 2030-10-05      | Fixed         | 0.95%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FIN GROUP INC                    | Jefferies Financial Group, Inc.                         | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1011600.76   | 0.04%             | 2031-10-15      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| QUEENSLAND TREASURY CORP                   | Queensland Treasury Corp.                               | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |   34000000 | PA      | $16795519.74  | 0.64%             | 2034-07-20      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| STELLANTIS FIN US INC                      | Stellantis Finance U.S., Inc.                           | CUSIP: 85855CAB6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |     800000 | PA      | $659700.16    | 0.03%             | 2031-09-15      | Fixed         | 2.69%                 | No            | 2                  | On Loan: No      |
| CON EDISON CO OF NY INC                    | Consolidated Edison Co. of New York, Inc.               | CUSIP: 209111EY5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    1905000 | PA      | $1901898.09   | 0.07%             | 2039-12-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                   | Capital One Financial Corp.                             | CUSIP: 14040HCC7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    8515000 | PA      | $9057802.56   | 0.35%             | 2029-06-12      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| CBRE SERVICES INC                          | CBRE Services, Inc.                                     | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    1713000 | PA      | $1769481.21   | 0.07%             | 2034-08-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Societe Generale SA                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $1203508.66   | 0.05%             | 2032-11-16      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| TANGER PROPERTIES LP                       | Tanger Properties LP                                    | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              |  | US        |    1000000 | PA      | $860917.36    | 0.03%             | 2031-09-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| GLOBAL PAYMENTS INC                        | Global Payments, Inc.                                   | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2611780.98   | 0.10%             | 2030-05-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| WESTLAKE CORP                              | Westlake Corp.                                          | CUSIP: 960413AW2<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     500000 | PA      | $467729.70    | 0.02%             | 2030-06-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| INTERSTATE POWER & LIGHT                   | Interstate Power & Light Co.                            | CUSIP: 461070AU8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     500000 | PA      | $514876.45    | 0.02%             | 2033-10-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| MARRIOTT INTERNATIONAL                     | Marriott International, Inc.                            | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1948558.26   | 0.07%             | 2037-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                   | Ford Motor Credit Co. LLC                               | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6774751.83   | 0.26%             | 2035-02-07      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                            | CUSIP: 632525BQ3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    5000000 | PA      | $5002020.00   | 0.19%             | 2027-06-11      | Floating      | 4.99%                 | No            | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP LP                    | Simon Property Group LP                                 | CUSIP: 828807DK0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    7264000 | PA      | $6632568.45   | 0.25%             | 2030-07-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: —       |
| WESTERN AUST TREAS CORP                    | Western Australian Treasury Corp.                       | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |   15500000 | PA      | $7900923.55   | 0.30%             | 2034-10-24      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| UNEDIC                                     | UNEDIC ASSEO                                            | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |          0 | PA      | $0.00         | 0.00%             | 2035-07-16      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| Suncor Energy Inc                          | Suncor Energy, Inc.                                     | CUSIP: 867229AD8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    1700000 | PA      | $1726019.89   | 0.07%             | 2034-12-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Novartis Capital Corp                      | Novartis Capital Corp.                                  | CUSIP: 66989HAF5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     200000 | PA      | $161522.07    | 0.01%             | 2042-09-21      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| SHELL INTERNATIONAL FIN                    | Shell International Finance BV                          | CUSIP: 822582AN2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    5800000 | PA      | $5785685.60   | 0.22%             | 2040-03-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| SHELL INTERNATIONAL FIN                    | Shell International Finance BV                          | CUSIP: 822582AD4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     400000 | PA      | $439087.65    | 0.02%             | 2038-12-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| MIZUHO FINANCIAL GROUP                     | Mizuho Financial Group, Inc.                            | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     923000 | PA      | $936144.50    | 0.04%             | 2030-04-15      | Fixed         | 0.80%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                          | CUSIP: 2027A0KG3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    1000000 | PA      | $1000219.50   | 0.04%             | 2025-07-07      | Floating      | 4.78%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Floating Rate Notes                       | CUSIP: 91282CLA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   31000000 | PA      | $31023130.96  | 1.18%             | 2026-07-31      | Floating      | 4.43%                 | No            | 2                  | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp.                   | CUSIP: 459200KK6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1078520.46   | 0.04%             | 2040-05-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| COPT DEFENSE PROP LP                       | COPT Defense Properties LP                              | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    2000000 | PA      | $1732767.32   | 0.07%             | 2031-04-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |          1 | NC      | $-3553671.04  | -0.14%            |  |  |  | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                            | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3813825.75   | 0.15%             | 2041-03-22      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| ZF NA CAPITAL                              | ZF North America Capital, Inc.                          | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    3908000 | PA      | $3595383.33   | 0.14%             | 2030-04-14      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| PRUDENTIAL FUNDING ASIA                    | Prudential Funding Asia PLC                             | CUSIP: 744330AA9<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $94056.43     | 0.00%             | 2030-04-14      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                   | AerCap Ireland Capital DAC/AerCap Global Aviation Trust | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    4000000 | PA      | $3438526.12   | 0.13%             | 2033-10-29      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| FISERV INC                                 | Fiserv, Inc.                                            | CUSIP: 337738BA5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2356353.52   | 0.09%             | 2031-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                      | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2139637.18   | 0.08%             | 2031-06-10      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                   | Air Products & Chemicals, Inc.                          | CUSIP: 009158BG0<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    7250000 | PA      | $8496684.71   | 0.32%             | 2035-03-03      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| TAYLOR MORRISON COMM                       | Taylor Morrison Communities, Inc.                       | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     650000 | PA      | $629777.53    | 0.02%             | 2030-08-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                     | CUSIP: 68333ZAU1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   15000000 | PA      | $11173944.58  | 0.43%             | 2032-06-02      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| EQUINIX INC                                | Equinix, Inc.                                           | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     545000 | PA      | $477202.23    | 0.02%             | 2031-05-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR COMPANY                         | Ford Motor Co.                                          | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $747770.73    | 0.03%             | 2043-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp.                                        | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     300000 | PA      | $282668.84    | 0.01%             | 2029-08-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co                        | JPMorgan Chase & Co.                                    | CUSIP: 46625HJB7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   11700000 | PA      | $11811685.86  | 0.45%             | 2041-07-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Loews Corp                                 | Loews Corp.                                             | CUSIP: 540424AR9<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2515018.14   | 0.10%             | 2043-05-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: —       |
| Telefonica Emisiones SAU                   | Telefonica Emisiones SA                                 | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    4530000 | PA      | $5017487.98   | 0.19%             | 2036-06-20      | Fixed         | 7.05%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                | Oracle Corp.                                            | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $6878513.88   | 0.26%             | 2041-03-25      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| CONTINENTAL RESOURCES                      | Continental Resources, Inc.                             | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2953741.20   | 0.11%             | 2031-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| ARES CAPITAL CORP                          | ARES Capital Corp.                                      | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $976927.63    | 0.04%             | 2032-03-08      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| NEW S WALES TREASURY CRP                   | New South Wales Treasury Corp.                          | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |   14820000 | PA      | $7914939.68   | 0.30%             | 2032-02-20      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Cox Communications Inc                     | Cox Communications, Inc.                                | CUSIP: 224044CF2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7478425.28   | 0.29%             | 2035-02-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-247527.07   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| YUM! BRANDS INC                            | Yum! Brands, Inc.                                       | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    3875000 | PA      | $3760889.97   | 0.14%             | 2030-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ASHTEAD CAPITAL INC                        | Ashtead Capital, Inc.                                   | CUSIP: 045054AP8<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     300000 | PA      | $255002.71    | 0.01%             | 2031-08-12      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CORP                           | Duke Energy Corp.                                       | CUSIP: 26441CBM6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $909296.25    | 0.03%             | 2041-06-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co.                                       | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    3461000 | PA      | $3415498.78   | 0.13%             | 2030-08-14      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| Dell Inc                                   | Dell, Inc.                                              | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3632748.00   | 0.14%             | 2038-04-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS INC                         | Meta Platforms, Inc.                                    | CUSIP: 30303M8N5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    7770000 | PA      | $7915633.19   | 0.30%             | 2033-05-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold CAD                                | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |          1 | NC      | $-138228.42   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| DOW CHEMICAL CO/THE                        | Dow Chemical Co.                                        | CUSIP: 260543DA8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    1932000 | PA      | $1858314.14   | 0.07%             | 2032-03-15      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| MetLife Inc                                | MetLife, Inc.                                           | CUSIP: 59156RAM0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    1215000 | PA      | $1273997.33   | 0.05%             | 2035-06-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc                              | Citigroup, Inc.                                         | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4053577.24   | 0.15%             | 2042-01-30      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| BHP BILLITON FINANCE LTD                   | BHP Billiton Finance Ltd.                               | CUSIP: 000000000<br>LEI: 549300KZMIS43NMT0A66 | Long             | DBT              | CORP              | AU        |    1000000 | PA      | $1054636.25   | 0.04%             | 2030-04-29      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                         | Royalty Pharma PLC                                      | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    1600000 | PA      | $1347093.58   | 0.05%             | 2031-09-02      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| BRITISH COLUMBIA PROV OF                   | Province of British Columbia                            | CUSIP: 110709FL1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    8000000 | PA      | $6181227.33   | 0.24%             | 2037-06-18      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| KEMPER CORP                                | Kemper Corp.                                            | CUSIP: 488401AC4<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $4527577.03   | 0.17%             | 2030-09-30      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                      | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 2268000000 | PA      | $12430061.27  | 0.47%             | 2041-12-20      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| SHELL INTERNATIONAL FIN                    | Shell International Finance BV                          | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    2000000 | PA      | $1977753.08   | 0.08%             | 2032-11-11      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMER PIPELINE                   | Plains All American Pipeline LP/PAA Finance Corp.       | CUSIP: 72650RBC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     534000 | PA      | $407886.22    | 0.02%             | 2043-01-31      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| VONTIER CORP                               | Vontier Corp.                                           | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |   12875000 | PA      | $11099601.88  | 0.42%             | 2031-04-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased CAD / Sold USD                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CA        |          1 | NC      | $40713.81     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                      | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $920032.80    | 0.04%             | 2030-06-21      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| EPR Properties                             | EPR Properties                                          | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    1500000 | PA      | $1482510.02   | 0.06%             | 2028-04-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group, Inc.                                | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $4247916.45   | 0.16%             | 2039-08-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased NZD / Sold USD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NZ        |          1 | NC      | $12152.51     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CHOICE HOTELS INTL INC                     | Choice Hotels International, Inc.                       | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |     700000 | PA      | $656347.20    | 0.03%             | 2029-12-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Cox Communications Inc                     | Cox Communications, Inc.                                | CUSIP: 224044BV8<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    2225000 | PA      | $2685786.00   | 0.10%             | 2039-03-01      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| BRITISH COLUMBIA PROV OF                   | Province of British Columbia                            | CUSIP: 110709DL3<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      93000 | PA      | $94334.49     | 0.00%             | 2026-01-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| NOV INC                                    | NOV, Inc.                                               | CUSIP: 637071AM3<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1885762.26   | 0.07%             | 2029-12-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: —       |
| BRIXMOR OPERATING PART                     | Brixmor Operating Partnership LP                        | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    2550000 | PA      | $2200226.80   | 0.08%             | 2031-08-16      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Dow Chemical Co/The                        | Dow Chemical Co.                                        | CUSIP: 260543CK7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    1055000 | PA      | $942464.82    | 0.04%             | 2034-10-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Altria Group Inc                           | Altria Group, Inc.                                      | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $807632.66    | 0.03%             | 2043-05-02      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| FMG RESOURCES AUG 2006                     | FMG Resources August 2006 Pty. Ltd.                     | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    1800000 | PA      | $1755852.84   | 0.07%             | 2027-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                     | CUSIP: 68333ZAY3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   26000000 | PA      | $19065660.82  | 0.73%             | 2033-06-02      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATL INFO SERV                    | Fidelity National Information Services, Inc.            | CUSIP: 000000000<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3187423.32   | 0.12%             | 2030-05-21      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| DEVON ENERGY CORPORATION                   | Devon Energy Corp.                                      | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $790437.57    | 0.03%             | 2042-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| HALLIBURTON CO                             | Halliburton Co.                                         | CUSIP: 406216BL4<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     300000 | PA      | $276005.24    | 0.01%             | 2030-03-01      | Fixed         | 2.92%                 | No            | 2                  | On Loan: No      |
| ASHLAND INC                                | Ashland, Inc.                                           | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |   12070000 | PA      | $10472656.20  | 0.40%             | 2031-09-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                   | Agence Francaise de Developpement EPIC                  | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |    1000000 | PA      | $867961.74    | 0.03%             | 2035-05-31      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Vinci SA                                   | Vinci SA                                                | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | DBT              | CORP              | FR        |    5000000 | PA      | $5742419.25   | 0.22%             | 2032-10-17      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| COPT DEFENSE PROP LP                       | COPT Defense Properties LP                              | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    2875000 | PA      | $2310646.96   | 0.09%             | 2033-12-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| DENTSPLY SIRONA INC                        | Dentsply Sirona, Inc.                                   | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4461219.65   | 0.17%             | 2030-06-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Lincoln National Corp                      | Lincoln National Corp.                                  | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     800000 | PA      | $884026.80    | 0.03%             | 2040-06-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold CAD                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-2045237.67  | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| Oracle Corp                                | Oracle Corp.                                            | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1043622.10   | 0.04%             | 2040-07-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| NESTLE CAPITAL CORP                        | Nestle Capital Corp.                                    | CUSIP: 000000000<br>LEI: 549300VIRTXBZ81J0S95 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $6411556.65   | 0.24%             | 2036-03-22      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| AFFILIATED MANAGERS GROU                   | Affiliated Managers Group, Inc.                         | CUSIP: 008252AP3<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $2890647.79   | 0.11%             | 2030-06-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| BRITISH COLUMBIA PROV OF                   | Province of British Columbia                            | CUSIP: 110709AK8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   29700000 | PA      | $22338338.17  | 0.85%             | 2034-06-18      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC                          | CPPIB Capital, Inc.                                     | CUSIP: 12593CAY7<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |    9500000 | PA      | $7240356.16   | 0.28%             | 2034-06-02      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| PIEDMONT OPERATING PARTN                   | Piedmont Operating Partnership LP                       | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |    4600000 | PA      | $3584452.25   | 0.14%             | 2032-04-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                        | Bank of Nova Scotia                                     | CUSIP: 0641594B9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     500000 | PA      | $430200.15    | 0.02%             | 2031-08-01      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| CARRIER GLOBAL CORP                        | Carrier Global Corp.                                    | CUSIP: 000000000<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3257443.68   | 0.12%             | 2037-01-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Suncor Energy Inc                          | Suncor Energy, Inc.                                     | CUSIP: 71644EAJ1<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    2028000 | PA      | $2132623.49   | 0.08%             | 2038-05-15      | Fixed         | 6.80%                 | No            | 2                  | On Loan: No      |
| CHEMOURS CO                                | Chemours Co.                                            | CUSIP: 163851AE8<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1558134.08   | 0.06%             | 2027-05-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| METHANEX CORP                              | Methanex Corp.                                          | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    3260000 | PA      | $3096375.03   | 0.12%             | 2029-12-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold CAD                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-1722485.36  | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| GILEAD SCIENCES INC                        | Gilead Sciences, Inc.                                   | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     960000 | PA      | $678938.44    | 0.03%             | 2040-10-01      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                      | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5945554.74   | 0.23%             | 2042-02-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased JPY / Sold USD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |          1 | NC      | $-31881.08    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JUNIPER NETWORKS INC                       | Juniper Networks, Inc.                                  | CUSIP: 48203RAP9<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |     750000 | PA      | $644042.58    | 0.02%             | 2030-12-10      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATL FINANCIAL                    | Fidelity National Financial, Inc.                       | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    2907000 | PA      | $2672440.25   | 0.10%             | 2030-06-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $505388.35    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                   | Prudential Financial, Inc.                              | CUSIP: 74432QCJ2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     400000 | PA      | $299100.64    | 0.01%             | 2040-03-10      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group, Inc.                   | CUSIP: 86562MBW9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     790000 | PA      | $726696.50    | 0.03%             | 2030-01-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| KILROY REALTY LP                           | Kilroy Realty LP                                        | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |   10500000 | PA      | $8125022.33   | 0.31%             | 2032-11-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BRUNSWICK CORP                             | Brunswick Corp.                                         | CUSIP: 117043AU3<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8974985.50   | 0.34%             | 2032-09-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| WEC Energy Group Inc                       | WEC Energy Group, Inc.                                  | CUSIP: 976657AL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |      12000 | PA      | $11970.82     | 0.00%             | 2025-06-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Amazon.com Inc                             | Amazon.com, Inc.                                        | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    5400000 | PA      | $4865858.68   | 0.19%             | 2037-08-22      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BPIFRANCE SACA                             | Bpifrance SACA                                          | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |    2500000 | PA      | $2870275.02   | 0.11%             | 2034-05-25      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| SHELL FINANCE US INC                       | Shell Finance U.S., Inc.                                | CUSIP: 822905AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1299981.51   | 0.05%             | 2043-08-12      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Pfizer Inc                                 | Pfizer, Inc.                                            | CUSIP: 717081EU3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     400000 | PA      | $342198.50    | 0.01%             | 2039-03-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-400.28      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Nokia OYJ                                  | Nokia OYJ                                               | CUSIP: 654902AE5<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |     350000 | PA      | $345527.53    | 0.01%             | 2027-06-12      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| BRITISH COLUMBIA PROV OF                   | Province of British Columbia                            | CUSIP: 110709GN6<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    3900000 | PA      | $2835180.62   | 0.11%             | 2033-06-18      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Banque Federative du Credit Mutuel SA      | Banque Federative du Credit Mutuel SA                   | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    9900000 | PA      | $9555231.80   | 0.36%             | 2031-02-21      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                   | International Flavors & Fragrances, Inc.                | CUSIP: 459506AR2<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $2513083.55   | 0.10%             | 2040-11-15      | Fixed         | 3.27%                 | No            | 2                  | On Loan: No      |
| SNCF RESEAU                                | SNCF Reseau                                             | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |    5400000 | PA      | $5448975.85   | 0.21%             | 2034-03-30      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Purchased USD / Sold NZD                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-336499.91   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| FLEMISH COMMUNITY                          | Ministeries Van de Vlaamse Gemeenschap                  | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |    7800000 | PA      | $8860454.11   | 0.34%             | 2034-06-22      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                       | Glencore Funding LLC                                    | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     910000 | PA      | $806151.14    | 0.03%             | 2030-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| NEW S WALES TREASURY CRP                   | New South Wales Treasury Corp.                          | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |    4900000 | PA      | $2953041.91   | 0.11%             | 2036-02-20      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| OMNICOM GROUP INC                          | Omnicom Group, Inc.                                     | CUSIP: 681919BC9<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     300000 | PA      | $293361.89    | 0.01%             | 2030-06-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co.                                       | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1016000 | PA      | $1013204.28   | 0.04%             | 2030-03-25      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                        | American Tower Corp.                                    | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    2725000 | PA      | $2584145.57   | 0.10%             | 2032-03-15      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| BROADSTONE NET LEASE LLC                   | Broadstone Net Lease LLC                                | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              |  | US        |    7685000 | PA      | $6474076.16   | 0.25%             | 2031-09-15      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold AUD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-213939.64   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| PLAINS ALL AMER PIPELINE                   | Plains All American Pipeline LP/PAA Finance Corp.       | CUSIP: 72650RBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4335614.22   | 0.17%             | 2030-09-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                      | CUSIP: 74814ZDK6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    6000000 | PA      | $4736805.45   | 0.18%             | 2038-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| TREASURY CORP VICTORIA                     | Treasury Corp. of Victoria                              | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |   12000000 | PA      | $5355101.79   | 0.20%             | 2037-11-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| BRITISH TELECOMMUNICATIO                   | British Telecommunications PLC                          | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    1500000 | PA      | $1781922.18   | 0.07%             | 2031-11-21      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| INVITATION HOMES OP                        | Invitation Homes Operating Partnership LP               | CUSIP: 46188BAC6<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    2100000 | PA      | $1706853.16   | 0.07%             | 2034-01-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY INC                     | Berkshire Hathaway, Inc.                                | CUSIP: 084670CW6<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        | 2050000000 | PA      | $13275373.74  | 0.51%             | 2031-04-15      | Fixed         | 0.44%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Purchased JPY / Sold USD                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | JP        |          1 | NC      | $87423.40     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DEVON ENERGY CORPORATION                   | Devon Energy Corp.                                      | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    1197000 | PA      | $1051777.34   | 0.04%             | 2041-07-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| FMG RESOURCES AUG 2006                     | FMG Resources August 2006 Pty. Ltd.                     | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    2100000 | PA      | $1900566.36   | 0.07%             | 2031-04-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                    | Exxon Mobil Corp.                                       | CUSIP: 30231GAY8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     200000 | PA      | $153153.69    | 0.01%             | 2039-08-16      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Nasdaq, Inc.                               | Nasdaq, Inc.                                            | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $921381.31    | 0.04%             | 2033-07-30      | Fixed         | 0.90%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.              | CUSIP: 05252BDK2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    6900000 | PA      | $6904275.59   | 0.26%             | 2026-03-18      | Floating      | 4.93%                 | No            | 2                  | On Loan: No      |
| 7-ELEVEN INC                               | 7-Eleven, Inc.                                          | CUSIP: 817826AE0<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |     209000 | PA      | $173808.53    | 0.01%             | 2031-02-10      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp.                   | CUSIP: 459200KF7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4760152.89   | 0.18%             | 2032-02-11      | Fixed         | 0.65%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                           | Paramount Global                                        | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2684183.10   | 0.10%             | 2032-05-19      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Exelon Corp                                | Exelon Corp.                                            | CUSIP: 30161NAN1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      27000 | PA      | $26964.45     | 0.00%             | 2025-06-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Japan Government Thirty Year Bonds         | Japan Government Thirty Year Bonds                      | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1440000000 | PA      | $11092471.67  | 0.42%             | 2034-03-20      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                   | Siemens Financieringsmaatschappij NV                    | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    1800000 | PA      | $1998637.74   | 0.08%             | 2037-02-22      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                   | AT&T, Inc.                                              | CUSIP: 04650NAE4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1463000 | PA      | $1634031.29   | 0.06%             | 2029-12-17      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group, Inc.                                | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2136505.59   | 0.08%             | 2040-05-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                             | Home Depot, Inc.                                        | CUSIP: 437076BA9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     600000 | PA      | $504811.50    | 0.02%             | 2043-04-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                      | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 2915000000 | PA      | $17968901.59  | 0.69%             | 2037-12-20      | Fixed         | 0.60%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                      | CUSIP: 74814ZFT5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   30000000 | PA      | $23036196.14  | 0.88%             | 2034-09-01      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                   | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    8400000 | PA      | $5382719.75   | 0.21%             | 2029-05-14      | Floating      | 5.06%                 | No            | 2                  | On Loan: No      |
| TC PipeLines LP                            | TC PipeLines LP                                         | CUSIP: 87233QAC2<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1973421.22   | 0.08%             | 2027-05-25      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| MAGNA INTERNATIONAL INC                    | Magna International, Inc.                               | CUSIP: 000000000<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    1720000 | PA      | $2029541.12   | 0.08%             | 2032-03-17      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| VOLKSWAGEN FIN SERV NV                     | Volkswagen Financial Services NV                        | CUSIP: 000000000<br>LEI: 529900ZTQC8D1TW6BL41 | Long             | DBT              | CORP              | NL        |     600000 | PA      | $794742.76    | 0.03%             | 2025-10-09      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                     | Mitsubishi UFJ Financial Group, Inc.                    | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    4069000 | PA      | $4683501.61   | 0.18%             | 2032-06-15      | Fixed         | 3.56%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                   | CUSIP: 961214FB4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     500000 | PA      | $501268.70    | 0.02%             | 2025-08-26      | Floating      | 5.36%                 | No            | 2                  | On Loan: No      |
| Lear Corp                                  | Lear Corp.                                              | CUSIP: 521865BA2<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     500000 | PA      | $486537.87    | 0.02%             | 2029-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Apple Inc                                  | Apple, Inc.                                             | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $6632560.80   | 0.25%             | 2043-05-04      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                        | Elevance Health, Inc.                                   | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $866996.50    | 0.03%             | 2042-05-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                | Equinor ASA                                             | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    4500000 | PA      | $4206971.79   | 0.16%             | 2036-11-09      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| TIMKEN CO                                  | Timken Co.                                              | CUSIP: 887389AL8<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |     600000 | PA      | $546079.81    | 0.02%             | 2032-04-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| VIATRIS INC                                | Viatris, Inc.                                           | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $8766148.25   | 0.33%             | 2040-06-22      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| FISERV INC                                 | Fiserv, Inc.                                            | CUSIP: 337738AY4<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   10300000 | PA      | $10768636.35  | 0.41%             | 2030-07-01      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                       | CUSIP: 718172CL1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1455283.56   | 0.06%             | 2031-08-01      | Fixed         | 0.80%                 | No            | 2                  | On Loan: No      |
| ASHTEAD CAPITAL INC                        | Ashtead Capital, Inc.                                   | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $991599.45    | 0.04%             | 2032-08-11      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| HCA INC                                    | HCA, Inc.                                               | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     725000 | PA      | $677468.72    | 0.03%             | 2030-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC                          | CPPIB Capital, Inc.                                     | CUSIP: 12593ZAA8<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |   25600000 | PA      | $19301761.21  | 0.74%             | 2032-06-02      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                               | UBS Group AG                                            | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   17900000 | PA      | $17412577.13  | 0.66%             | 2031-11-03      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                        | Bank of Nova Scotia                                     | CUSIP: 06417XAE1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   14891000 | PA      | $12776734.13  | 0.49%             | 2032-02-02      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| DAIMLER TRUCK FINAN NA                     | Daimler Truck Finance North America LLC                 | CUSIP: 233853AU4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     600000 | PA      | $596993.04    | 0.02%             | 2033-09-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Japan Government Ten Year Bonds            | Japan Government Ten Year Bonds                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 2410000000 | PA      | $15989468.46  | 0.61%             | 2032-03-20      | Fixed         | 0.20%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Floating Rate Notes                       | CUSIP: 91282CJU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   56000000 | PA      | $56065318.40  | 2.14%             | 2026-01-31      | Floating      | 4.49%                 | No            | 2                  | On Loan: No      |
| AMGEN INC                                  | Amgen, Inc.                                             | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1513833.56   | 0.06%             | 2040-02-21      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| BAYER US FINANCE II LLC                    | Bayer U.S. Finance II LLC                               | CUSIP: 07274NBA0<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     877000 | PA      | $843442.47    | 0.03%             | 2035-07-30      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| TREASURY CORP VICTORIA                     | Treasury Corp. of Victoria                              | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |    3000000 | PA      | $1593740.03   | 0.06%             | 2033-09-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| BLACKROCK FUNDING INC                      | BlackRock Funding, Inc.                                 | CUSIP: 09290DAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     972000 | PA      | $985503.85    | 0.04%             | 2034-03-14      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| LINCOLN NATIONAL CORP                      | Lincoln National Corp.                                  | CUSIP: 534187BJ7<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    7900000 | PA      | $7334518.16   | 0.28%             | 2030-01-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: —       |
| ONEMAIN FINANCE CORP                       | OneMain Finance Corp.                                   | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5043725.00   | 0.19%             | 2026-03-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                      | CUSIP: 74814ZFS7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   12000000 | PA      | $8740432.32   | 0.33%             | 2033-09-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                               | Broadcom, Inc.                                          | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     750000 | PA      | $716811.11    | 0.03%             | 2032-11-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| BALL CORP                                  | Ball Corp.                                              | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    5865000 | PA      | $5192859.45   | 0.20%             | 2030-08-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Prologis Euro Finance LLC                  | Prologis Euro Finance LLC                               | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |    1493000 | PA      | $1431277.72   | 0.05%             | 2031-09-10      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| Merlin Properties Socimi SA                | Merlin Properties Socimi SA                             | CUSIP: 000000000<br>LEI: 959800L8KD863DP30X04 | Long             | DBT              |  | ES        |     300000 | PA      | $328207.98    | 0.01%             | 2029-09-18      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                      | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     369000 | PA      | $359226.92    | 0.01%             | 2038-06-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Abbott Laboratories                        | Abbott Laboratories                                     | CUSIP: 002824AY6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    3955000 | PA      | $4015623.11   | 0.15%             | 2040-05-27      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| STORE CAPITAL LLC                          | Store Capital LLC                                       | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |     200000 | PA      | $194935.51    | 0.01%             | 2029-03-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Comcast Corp                               | Comcast Corp.                                           | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4213993.94   | 0.16%             | 2038-10-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| NOVARTIS CAPITAL CORP                      | Novartis Capital Corp.                                  | CUSIP: 66989HAV0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3631878.16   | 0.14%             | 2034-09-18      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| PROLOGIS INTL FUND II                      | Prologis International Funding II SA                    | CUSIP: 000000000<br>LEI: 213800JNRWW2C9DWI388 | Long             | DBT              | CORP              | LU        |    4550000 | PA      | $5021484.51   | 0.19%             | 2030-11-14      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| FEDEX CORP                                 | FedEx Corp.                                             | CUSIP: 31428XCL8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     600000 | PA      | $578364.50    | 0.02%             | 2034-01-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                    | BPCE SA                                                 | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    1400000 | PA      | $1499871.42   | 0.06%             | 2032-04-26      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Japan Government Ten Year Bonds            | Japan Government Ten Year Bonds                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 3000000000 | PA      | $20140159.46  | 0.77%             | 2032-12-20      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                    | Principal Financial Group, Inc.                         | CUSIP: 74251VAA0<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     500000 | PA      | $535004.29    | 0.02%             | 2036-10-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| BANQUE FED CRED MUTUEL                     | Banque Federative du Credit Mutuel SA                   | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    4500000 | PA      | $4995870.76   | 0.19%             | 2029-11-06      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| Bayer US Finance II LLC                    | Bayer U.S. Finance II LLC                               | CUSIP: 07274NAN3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4284445.90   | 0.16%             | 2038-06-25      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Seagate HDD Cayman                         | Seagate HDD Cayman                                      | CUSIP: 81180WAN1<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    2800000 | PA      | $2701658.43   | 0.10%             | 2034-12-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMER PIPELINE                   | Plains All American Pipeline LP/PAA Finance Corp.       | CUSIP: 72650RAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     800000 | PA      | $837906.08    | 0.03%             | 2036-05-15      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                     | CUSIP: 68333ZBC0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   26200000 | PA      | $19743123.46  | 0.75%             | 2034-06-02      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| MICRON TECHNOLOGY INC                      | Micron Technology, Inc.                                 | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1065191.19   | 0.04%             | 2041-11-01      | Fixed         | 3.37%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                             | Morgan Stanley                                          | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3527000 | PA      | $3786910.10   | 0.14%             | 2042-07-24      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                     | CUSIP: 68323ACX0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    5800000 | PA      | $4206661.83   | 0.16%             | 2025-06-02      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| MARRIOTT INTERNATIONAL                     | Marriott International, Inc.                            | CUSIP: 571903AY9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    5901000 | PA      | $5832182.95   | 0.22%             | 2028-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Aetna Inc                                  | Aetna, Inc.                                             | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     700000 | PA      | $747190.01    | 0.03%             | 2037-12-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-6195181.73  | -0.24%            |  |  |  | No            | 2                  | On Loan: No      |
| JUNIPER NETWORKS INC                       | Juniper Networks, Inc.                                  | CUSIP: 48203RAM6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3292364.84   | 0.13%             | 2029-08-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| MetLife Inc                                | MetLife, Inc.                                           | CUSIP: 59156RAE8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     281000 | PA      | $311155.61    | 0.01%             | 2032-12-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: —       |
| AVNET INC                                  | Avnet, Inc.                                             | CUSIP: 053807AU7<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |     555000 | PA      | $483006.93    | 0.02%             | 2031-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| MANITOBA (PROVINCE OF)                     | Province of Manitoba                                    | CUSIP: 563469VE2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    5000000 | PA      | $3779558.97   | 0.14%             | 2034-06-02      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased NZD / Sold USD                                | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | NZ        |          1 | NC      | $15363.22     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ARIZONA PUBLIC SERVICE                     | Arizona Public Service Co.                              | CUSIP: 040555DD3<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     500000 | PA      | $422970.53    | 0.02%             | 2031-12-15      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                   | CUSIP: 961214FU2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    3000000 | PA      | $3009038.10   | 0.11%             | 2029-04-16      | Floating      | 5.19%                 | No            | 2                  | On Loan: No      |
| BAT CAPITAL CORP                           | BAT Capital Corp.                                       | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3557997.16   | 0.14%             | 2031-03-25      | Fixed         | 2.73%                 | No            | 2                  | On Loan: —       |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.              | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    6300000 | PA      | $7135159.71   | 0.27%             | 2027-05-21      | Floating      | 2.93%                 | No            | 2                  | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                     | Mitsubishi UFJ Financial Group, Inc.                    | CUSIP: 606822BR4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    5000000 | PA      | $4545784.60   | 0.17%             | 2030-02-25      | Fixed         | 2.56%                 | No            | 2                  | On Loan: No      |
| SKANDINAVISKA ENSKILDA                     | Skandinaviska Enskilda Banken AB                        | CUSIP: 830505AY9<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    5000000 | PA      | $5003345.35   | 0.19%             | 2025-06-09      | Floating      | 5.33%                 | No            | 2                  | On Loan: No      |
| WESTERN DIGITAL CORP                       | Western Digital Corp.                                   | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4379934.58   | 0.17%             | 2029-02-01      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased JPY / Sold USD                                | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |          1 | NC      | $153071.09    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ARES CAPITAL CORP                          | ARES Capital Corp.                                      | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3152716.42   | 0.12%             | 2031-11-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| BANQUE FED CRED MUTUEL                     | Banque Federative du Credit Mutuel SA                   | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    1700000 | PA      | $1737064.83   | 0.07%             | 2030-06-03      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                    | Exxon Mobil Corp.                                       | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    6231000 | PA      | $5513133.28   | 0.21%             | 2040-03-19      | Fixed         | 4.23%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-217506.93   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| KILROY REALTY LP                           | Kilroy Realty LP                                        | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    2000000 | PA      | $1511081.20   | 0.06%             | 2033-11-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Johnson & Johnson                          | Johnson & Johnson                                       | CUSIP: 478160CE2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98547.12     | 0.00%             | 2027-03-03      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Ally Financial Inc                         | Ally Financial, Inc.                                    | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    7775000 | PA      | $8610040.60   | 0.33%             | 2031-11-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| TAPESTRY INC                               | Tapestry, Inc.                                          | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1557333.31   | 0.06%             | 2032-03-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: —       |
| UNICREDIT SPA                              | UniCredit SpA                                           | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    7400000 | PA      | $7477719.66   | 0.29%             | 2032-01-18      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| F&G ANNUITIES & LIFE INC                   | F&G Annuities & Life, Inc.                              | CUSIP: 30190AAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4435919.10   | 0.17%             | 2034-10-04      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                 | Intel Corp.                                             | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   11900000 | PA      | $10977765.47  | 0.42%             | 2043-02-10      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased CAD / Sold USD                                | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |          1 | NC      | $15253.31     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UMBS, TBA                                  | Uniform Mortgage-Backed Security, TBA                   | CUSIP: 01F022659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   75715000 | PA      | $62932094.85  | 2.40%             | 2054-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| SOUTH AUST GOVT FIN AUTH                   | South Australian Government Financing Authority         | CUSIP: 000000000<br>LEI: 254900TDPILDN6AUAD69 | Long             | DBT              | NUSS              | AU        |   29500000 | PA      | $15877367.95  | 0.61%             | 2032-05-24      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                            | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    1000000 | PA      | $1000167.00   | 0.04%             | 2025-05-13      | Floating      | 5.12%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                    | MPLX LP                                                 | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3007744.74   | 0.11%             | 2038-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Westlake Corp.                             | Westlake Corp.                                          | CUSIP: 960413AV4<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6377449.93   | 0.24%             | 2029-07-17      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                             | Home Depot, Inc.                                        | CUSIP: 437076AU6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2505499.08   | 0.10%             | 2040-09-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| PIEDMONT OPERATING PARTN                   | Piedmont Operating Partnership LP                       | CUSIP: 720198AE0<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |    5300000 | PA      | $4530100.96   | 0.17%             | 2030-08-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |

### Signature

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

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

**Signature:** Randy Olson

**Name of Signer:** Randy Olson

**Title:** Vice President