# EDGAR Filing Document

**Accession Number:** 0000355437
**File Stem:** 0001752724-25-158697
**Filing Date:** 2025-6
**Character Count:** 276963
**Document Hash:** a00bda92497d84986122d4cbbcf3fc43
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-158697.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-158697

**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:** 251078127

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

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

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

## Series and Classes Contracts Data

### DFA Short-Duration Real Return Portfolio (Series ID: S000042173)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000130944 | 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 Short-Duration Real Return Portfolio

- **b. EDGAR series identifier (if any):** S000042173

- **c. LEI of Series:** 549300YP93RBL7KJZJ97

**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:** $2010748427.68

**Total Liabilities:** $48153015.64

**Net Assets:** $1962595412.04

**Cash Not Reported:** $52368272.52

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -10957.40000000 | **1-Year:** -107056.54000000 | **5-Year:** -140658.22000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** -260.97000000 | **1-Year:** -1138.09000000 | **5-Year:** -36.82000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000130944 | 0.76%                | 0.66%                | 0.37%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-62135.92               | $4432954.29                                |
| Month 2  | $-1219712.01             | $3597022.14                                |
| Month 3  | $-6132737.35             | $12489132.10                               |

**Designated Index Information**

- **Index Name:** Bloomberg Barclays U.S. Treasury TIPS 1-5 Year Index

- **Index Identifier:** LTR1TRUU

### 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        |    800000 | PA      | $739526.22    | 0.04%             | 2030-01-16      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Micron Technology Inc                      | Micron Technology, Inc.                                                        | CUSIP: 595112BN2<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405397.10    | 0.02%             | 2029-02-06      | Fixed         | 5.33%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp.                                                               | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    800000 | PA      | $809817.34    | 0.04%             | 2030-02-21      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                 | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   2500000 | PA      | $1612825.22   | 0.08%             | 2027-08-18      | Floating      | 5.19%                 | No            | 2                  | On Loan: No      |
| Dimensional Holdings Inc.                  | DFA Short Term Investment Fund                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  19950743 | NS      | $19950743.00  | 1.02%             |  |  |  | No            | N/A                | On Loan: No      |
| REALTY INCOME CORP                         | Realty Income Corp.                                                            | CUSIP: 756109BZ6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |  10000000 | PA      | $9781970.80   | 0.50%             | 2027-01-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| KEYCORP                                    | KeyCorp                                                                        | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   6100000 | PA      | $5533375.09   | 0.28%             | 2029-10-01      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| NOMURA HOLDINGS INC                        | Nomura Holdings, Inc.                                                          | CUSIP: 65535HAW9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   5528000 | PA      | $5335220.67   | 0.27%             | 2026-07-14      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FIN GROUP INC                    | Jefferies Financial Group, Inc.                                                | CUSIP: 472319AE2<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5169240.65   | 0.26%             | 2027-06-08      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| KOMMUNALBANKEN AS                          | Kommunalbanken AS                                                              | CUSIP: 50047JAP3<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |   9500000 | PA      | $9506711.56   | 0.48%             | 2028-03-03      | Floating      | 4.77%                 | No            | 2                  | On Loan: No      |
| Canada Government Bonds                    | Canada Government Bonds                                                        | CUSIP: 135087Q64<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   9000000 | PA      | $6542332.80   | 0.33%             | 2025-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-153473.30   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| ROCHE HOLDINGS INC                         | Roche Holdings, Inc.                                                           | CUSIP: 771196CF7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1660681.14   | 0.08%             | 2028-11-13      | Fixed         | 5.34%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                                                   | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    800000 | PA      | $785515.26    | 0.04%             | 2029-12-03      | Fixed         | 4.02%                 | No            | 2                  | On Loan: No      |
| CIGNA GROUP/THE                            | Cigna Group                                                                    | CUSIP: 125523CT5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   6900000 | PA      | $7037133.71   | 0.36%             | 2029-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Equinor ASA                                | Equinor ASA                                                                    | CUSIP: 29446MAB8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    400000 | PA      | $395164.56    | 0.02%             | 2028-09-10      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  45000000 | OU      | $286555.05    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                   | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                        | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  12800000 | PA      | $12513767.68  | 0.64%             | 2026-01-30      | Fixed         | 1.75%                 | No            | 2                  | On Loan: —       |
| GLENCORE FUNDING LLC                       | Glencore Funding LLC                                                           | CUSIP: 378272BW7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5022467.60   | 0.26%             | 2027-04-04      | Floating      | 5.44%                 | No            | 2                  | On Loan: No      |
| BAT International Finance PLC              | BAT International Finance PLC                                                  | CUSIP: 05531MS58<br>LEI: 21380041YBGOQDFAC823 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2998091.10   | 0.15%             | 2025-05-05      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                               | UBS Group AG                                                                   | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    580000 | PA      | $645999.69    | 0.03%             | 2026-09-01      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                                                       | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   4300000 | PA      | $2784911.58   | 0.14%             | 2028-01-19      | Floating      | 5.13%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                                                | CUSIP: 4581X0DY1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |  11600000 | PA      | $11586080.00  | 0.59%             | 2026-09-16      | Floating      | 4.54%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                                          | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  14300000 | PA      | $9213086.06   | 0.47%             | 2028-02-16      | Floating      | 5.15%                 | No            | 2                  | On Loan: No      |
| MUFG Bank Ltd/New York NY                  | MUFG Bank Ltd.                                                                 | CUSIP: 62479LS63<br>LEI: C3GTMMZIHMY46P4OIX74 | Long             | STIV             | CORP              | US        |   2250000 | PA      | $2248376.85   | 0.11%             | 2025-05-06      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TELUS Corp                                 | TELUS Corp.                                                                    | CUSIP: 87974PTJ2<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | STIV             | CORP              | CA        |   1000000 | PA      | $993647.20    | 0.05%             | 2025-06-18      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                       | Glencore Funding LLC                                                           | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1748000 | PA      | $1695937.48   | 0.09%             | 2026-04-27      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| DARDEN RESTAURANTS INC                     | Darden Restaurants, Inc.                                                       | CUSIP: 237194AQ8<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1986798.08   | 0.10%             | 2029-10-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| REVVITY INC                                | Revvity, Inc.                                                                  | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    400000 | PA      | $377022.40    | 0.02%             | 2029-09-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| CANADIAN NATL RESOURCES                    | Canadian Natural Resources Ltd.                                                | CUSIP: 136385BB6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   7400000 | PA      | $7375804.81   | 0.38%             | 2029-12-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| SWEDISH EXPORT CREDIT                      | Svensk Exportkredit AB                                                         | CUSIP: 01021NAC6<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   9750000 | PA      | $9871360.79   | 0.50%             | 2027-05-05      | Floating      | 5.36%                 | No            | 2                  | On Loan: No      |
| CATERPILLAR FINL SERVICE                   | Caterpillar Financial Services Corp.                                           | CUSIP: 14913UAK6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4700377.55   | 0.24%             | 2026-02-27      | Floating      | 4.82%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                       | Royal Bank of Canada                                                           | CUSIP: 78016HZR4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2013947.04   | 0.10%             | 2026-07-20      | Floating      | 5.46%                 | No            | 2                  | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                    | Autostrade per l'Italia SpA                                                    | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |    770000 | PA      | $833725.50    | 0.04%             | 2029-09-26      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE        | LVMH Moet Hennessy Louis Vuitton SE                                            | CUSIP: 50244LSD7<br>LEI: IOG4E947OATN0KJYSD45 | Long             | STIV             | CORP              | FR        |   4000000 | PA      | $3993756.40   | 0.20%             | 2025-05-13      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings Inc        | NextEra Energy Capital Holdings, Inc.                                          | CUSIP: 65339MTA4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | STIV             | CORP              | US        |   7750000 | PA      | $7708780.85   | 0.39%             | 2025-06-10      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  75000000 | OU      | $50845.50     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RTX Corp                                   | RTX Corp.                                                                      | CUSIP: 78109FSU7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2989071.00   | 0.15%             | 2025-05-28      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Boardwalk Pipelines LP                     | Boardwalk Pipelines LP                                                         | CUSIP: 096630AE8<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   1033000 | PA      | $1046377.50   | 0.05%             | 2026-06-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| ARCELORMITTAL SA                           | ArcelorMittal SA                                                               | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   1760000 | PA      | $1991643.64   | 0.10%             | 2028-12-13      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| SSE PLC                                    | SSE PLC                                                                        | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1127684.71   | 0.06%             | 2025-09-06      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| BANQUE FED CRED MUTUEL                     | Banque Federative du Credit Mutuel SA                                          | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   3800000 | PA      | $3842786.29   | 0.20%             | 2026-07-13      | Floating      | 5.78%                 | No            | 2                  | On Loan: No      |
| TELUS Corp                                 | TELUS Corp.                                                                    | CUSIP: 87974PU76<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | STIV             | CORP              | CA        |   7000000 | PA      | $6938348.90   | 0.35%             | 2025-07-07      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                           | T-Mobile USA, Inc.                                                             | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2495232.54   | 0.13%             | 2029-03-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| STOCKLAND TRUST                            | Stockland Trust                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | AU        |    750000 | PA      | $838132.94    | 0.04%             | 2026-04-27      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| WILLIAMS COMPANIES INC                     | Williams Cos., Inc.                                                            | CUSIP: 96949LAB1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1494945.24   | 0.08%             | 2025-09-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1800000 | PA      | $1156310.89   | 0.06%             | 2027-02-05      | Floating      | 5.02%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                               | Barclays PLC                                                                   | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  11400000 | PA      | $11372049.25  | 0.58%             | 2026-01-12      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| NOMURA HOLDINGS INC                        | Nomura Holdings, Inc.                                                          | CUSIP: 65535HAR0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   6215000 | PA      | $6178601.60   | 0.31%             | 2025-07-16      | Fixed         | 1.85%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-123702.79   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                        | Elevance Health, Inc.                                                          | CUSIP: 036752AY9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    400000 | PA      | $410043.37    | 0.02%             | 2029-06-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                        | Intesa Sanpaolo SpA                                                            | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   4760000 | PA      | $5919655.79   | 0.30%             | 2030-01-13      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| AKER BP ASA                                | Aker BP ASA                                                                    | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   2600000 | PA      | $2456492.66   | 0.13%             | 2030-01-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc                                 | AbbVie, Inc.                                                                   | CUSIP: 00287YAQ2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   5680000 | PA      | $5677727.55   | 0.29%             | 2025-05-14      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased CAD / Sold USD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |         1 | NC      | $25607.64     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group, Inc.                                          | CUSIP: 86562MCG3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    800000 | PA      | $737280.27    | 0.04%             | 2028-09-17      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| ECOLAB INC                                 | Ecolab, Inc.                                                                   | CUSIP: 278865AS9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    330000 | PA      | $373808.89    | 0.02%             | 2025-07-08      | Fixed         | 2.63%                 | 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      | $-498123.97   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                                             | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    310000 | PA      | $299471.57    | 0.02%             | 2029-04-06      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                   | National Australia Bank Ltd.                                                   | CUSIP: 6325C1DB2<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |   2500000 | PA      | $2501038.20   | 0.13%             | 2025-06-09      | Floating      | 5.23%                 | No            | 2                  | On Loan: No      |
| Stanley Black & Decker Inc                 | Stanley Black & Decker, Inc.                                                   | CUSIP: 85462CTR6<br>LEI: 549300DJ09SMTO561131 | Long             | STIV             | CORP              | US        |   2750000 | PA      | $2730151.05   | 0.14%             | 2025-06-25      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased CAD / Sold USD                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CA        |         1 | NC      | $50664.16     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                                            | CUSIP: 683234DQ8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   5000000 | PA      | $5056406.00   | 0.26%             | 2029-01-18      | Fixed         | 4.20%                 | No            | 2                  | On Loan: —       |
| AMERICAN NATIONAL GROUP                    | American National Group, Inc.                                                  | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406520.56    | 0.02%             | 2029-10-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                                          | CUSIP: 89115A2T8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   4963000 | PA      | $4988850.18   | 0.25%             | 2026-07-17      | Floating      | 5.46%                 | No            | 2                  | On Loan: No      |
| BP Capital Markets PLC                     | BP Capital Markets PLC                                                         | CUSIP: 05568TTS8<br>LEI: 549300CRVT18MXX0AG93 | Long             | STIV             | CORP              | GB        |   7000000 | PA      | $6950601.70   | 0.35%             | 2025-06-26      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| ING Groep NV                               | ING Groep NV                                                                   | CUSIP: 456837AM5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $799589.22    | 0.04%             | 2028-10-02      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| NISOURCE INC                               | NiSource, Inc.                                                                 | CUSIP: 65473PAK1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2671830.33   | 0.14%             | 2025-08-15      | Fixed         | 0.95%                 | No            | 2                  | On Loan: No      |
| Synchrony Financial                        | Synchrony Financial                                                            | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3955148.28   | 0.20%             | 2029-03-19      | Fixed         | 5.15%                 | 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      | $-479681.31   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                   | Fortune Brands Innovations, Inc.                                               | CUSIP: 34964CAA4<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998366.04    | 0.05%             | 2025-06-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ALTRIA GROUP INC                           | Altria Group, Inc.                                                             | CUSIP: 02209SBH5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   2360000 | PA      | $2359077.90   | 0.12%             | 2025-05-06      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| MARKEL GROUP INC                           | Markel Group, Inc.                                                             | CUSIP: 570535AU8<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1837104.29   | 0.09%             | 2029-09-17      | Fixed         | 3.35%                 | 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      | $-24458.86    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BAT International Finance PLC              | BAT International Finance PLC                                                  | CUSIP: 05531MVR6<br>LEI: 21380041YBGOQDFAC823 | Long             | STIV             | CORP              | US        |    500000 | PA      | $492477.05    | 0.03%             | 2025-08-25      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Legg Mason Inc                             | Legg Mason, Inc.                                                               | CUSIP: 524901AV7<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7021821.03   | 0.36%             | 2026-03-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CANADIAN NATL RESOURCES                    | Canadian Natural Resources Ltd.                                                | CUSIP: 000000000<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    530000 | PA      | $528267.10    | 0.03%             | 2029-12-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  30000000 | OU      | $272302.80    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CANADIAN GOVERNMENT                        | Canada Government Bonds                                                        | CUSIP: 135087Q31<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   9600000 | PA      | $6964561.15   | 0.35%             | 2025-05-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development                            | CUSIP: 459058KN2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1400000 | PA      | $1402744.95   | 0.07%             | 2027-01-12      | Floating      | 4.75%                 | No            | 2                  | On Loan: No      |
| GLOBAL PAYMENTS INC                        | Global Payments, Inc.                                                          | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201549.13    | 0.01%             | 2029-08-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| TELUS Corp                                 | TELUS Corp.                                                                    | CUSIP: 87974PTB9<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | STIV             | CORP              | CA        |   2500000 | PA      | $2486379.25   | 0.13%             | 2025-06-11      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  20000000 | OU      | $31725.40     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Eversource Energy                          | Eversource Energy                                                              | CUSIP: 30040WAF5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395172.55    | 0.02%             | 2029-04-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| TIMKEN CO                                  | Timken Co.                                                                     | CUSIP: 887389AK0<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397969.57    | 0.02%             | 2028-12-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| AMERICAN WATER CAPITAL C                   | American Water Capital Corp.                                                   | CUSIP: 03040WAU9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    326000 | PA      | $314312.38    | 0.02%             | 2029-06-01      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                                                | CUSIP: 4581X0EC8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |  20000000 | PA      | $19961600.00  | 1.02%             | 2029-02-15      | Floating      | 4.66%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  48000000 | OU      | $439454.40    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  70000000 | OU      | $601857.90    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| CARRIER GLOBAL CORP                        | Carrier Global Corp.                                                           | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    800000 | PA      | $738640.43    | 0.04%             | 2030-02-15      | Fixed         | 2.72%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                       | Glencore Funding LLC                                                           | CUSIP: 378272AX6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    521000 | PA      | $515234.63    | 0.03%             | 2025-09-01      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| HP INC                                     | HP, Inc.                                                                       | CUSIP: 40434LAA3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   7569000 | PA      | $7541492.66   | 0.38%             | 2025-06-17      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| MASTERCARD INC                             | Mastercard, Inc.                                                               | CUSIP: 57636QBE3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1546435.70   | 0.08%             | 2028-03-15      | Floating      | 4.81%                 | 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      | $112956.86    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| DAIMLER TRUCK FINAN NA                     | Daimler Truck Finance North America LLC                                        | CUSIP: 233853BB5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   4830000 | PA      | $4804511.27   | 0.24%             | 2028-01-13      | Floating      | 5.22%                 | No            | 2                  | On Loan: No      |
| ERP Operating LP                           | ERP Operating LP                                                               | CUSIP: 26884ABD4<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |  10000000 | PA      | $9987202.30   | 0.51%             | 2025-06-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| WALMART INC                                | Walmart, Inc.                                                                  | CUSIP: 931142FM0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2002980.00   | 0.10%             | 2027-04-28      | Floating      | 4.81%                 | No            | 2                  | On Loan: No      |
| Dow Chemical Co/The                        | Dow Chemical Co.                                                               | CUSIP: 26055AT63<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1990338.80   | 0.10%             | 2025-06-06      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 05252ADL2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   6000000 | PA      | $6014588.88   | 0.31%             | 2027-07-16      | Floating      | 5.06%                 | No            | 2                  | On Loan: No      |
| Canadian Natural Resources Ltd             | Canadian Natural Resources Ltd.                                                | CUSIP: 13638WS78<br>LEI: 549300T15RIMIKZC5Q38 | Long             | STIV             | CORP              | CA        |   3000000 | PA      | $2997240.90   | 0.15%             | 2025-05-07      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| HELMERICH & PAYNE INC                      | Helmerich & Payne, Inc.                                                        | CUSIP: 423452AJ0<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    130000 | PA      | $122823.59    | 0.01%             | 2029-12-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: —       |
| SYNCHRONY FINANCIAL                        | Synchrony Financial                                                            | CUSIP: 87165BAS2<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224829.09    | 0.01%             | 2025-06-13      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 05252ADM0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   8176000 | PA      | $8174225.81   | 0.42%             | 2027-09-30      | Floating      | 5.03%                 | No            | 2                  | On Loan: No      |
| DBS GROUP HOLDINGS LTD                     | DBS Group Holdings Ltd.                                                        | CUSIP: 24023KAM0<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |  20000000 | PA      | $19972665.60  | 1.02%             | 2028-03-21      | Floating      | 4.97%                 | No            | 2                  | On Loan: No      |
| NYKREDIT REALKREDIT AS                     | Nykredit Realkredit AS                                                         | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |    680000 | PA      | $792037.24    | 0.04%             | 2029-07-09      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| ROCHE HOLDINGS INC                         | Roche Holdings, Inc.                                                           | CUSIP: 000000000<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2783512.26   | 0.14%             | 2028-12-13      | Fixed         | 1.93%                 | No            | 2                  | On Loan: No      |
| EPR PROPERTIES                             | EPR Properties                                                                 | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   2400000 | PA      | $2245823.66   | 0.11%             | 2029-08-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORP                    | John Deere Capital Corp.                                                       | CUSIP: 24422EXL8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3699710.03   | 0.19%             | 2026-03-06      | Floating      | 4.81%                 | No            | 2                  | On Loan: No      |
| EQUINIX INC                                | Equinix, Inc.                                                                  | CUSIP: 29444UBF2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    100000 | PA      | $99262.80     | 0.01%             | 2025-07-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Amgen Inc                                  | Amgen, Inc.                                                                    | CUSIP: 031162BY5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    347000 | PA      | $347000.00    | 0.02%             | 2025-05-01      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                                             | CUSIP: 748148RX3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $145073.26    | 0.01%             | 2025-07-06      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| SHELL INTERNATIONAL FIN                    | Shell International Finance BV                                                 | CUSIP: 822582CB6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   6000000 | PA      | $5965109.58   | 0.30%             | 2028-11-13      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                  | Boeing Co.                                                                     | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183507.45    | 0.01%             | 2030-02-01      | Fixed         | 2.95%                 | 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      | $-82793.74    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Ventas Realty LP                           | Ventas Realty LP                                                               | CUSIP: 92277GAG2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |   2000000 | PA      | $1987897.28   | 0.10%             | 2026-01-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                   | Penske Truck Leasing Co. LP/PTL Finance Corp.                                  | CUSIP: 709599BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1572000 | PA      | $1566899.05   | 0.08%             | 2026-01-29      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Swap                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |  25000000 | OU      | $4499250.75   | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-165774.32   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1900000 | PA      | $1221231.93   | 0.06%             | 2026-03-31      | Floating      | 4.96%                 | No            | 2                  | On Loan: No      |
| Magna International Inc                    | Magna International, Inc.                                                      | CUSIP: 559222AR5<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |   1900000 | PA      | $1894119.01   | 0.10%             | 2025-10-01      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| SEMPRA                                     | Sempra                                                                         | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    239000 | PA      | $231145.53    | 0.01%             | 2029-04-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                   | Public Service Enterprise Group, Inc.                                          | CUSIP: 744573AP1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98871.11     | 0.01%             | 2025-08-15      | Fixed         | 0.80%                 | No            | 2                  | On Loan: No      |
| BANQUE FED CRED MUTUEL                     | Banque Federative du Credit Mutuel SA                                          | CUSIP: 06675DCH3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    900000 | PA      | $903024.00    | 0.05%             | 2027-01-23      | Floating      | 5.51%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-56357.08    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PSP Capital Inc                            | PSP Capital, Inc.                                                              | CUSIP: 69370AS54<br>LEI: 549300B456N0WEIC5249 | Long             | STIV             | NUSS              | CA        |   2500000 | PA      | $2498501.00   | 0.13%             | 2025-05-05      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| ALLY FINANCIAL INC                         | Ally Financial, Inc.                                                           | CUSIP: 02005NBJ8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1935000.00   | 0.10%             | 2025-05-01      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                  | Boeing Co.                                                                     | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $377573.39    | 0.02%             | 2029-03-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP                   | Citizens Financial Group, Inc.                                                 | CUSIP: 174610AS4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    400000 | PA      | $357524.98    | 0.02%             | 2030-02-06      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                   | Svenska Handelsbanken AB                                                       | CUSIP: 86959LAK9<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   2000000 | PA      | $2001108.02   | 0.10%             | 2025-06-10      | Floating      | 5.28%                 | No            | 2                  | On Loan: No      |
| AIRCASTLE LTD                              | Aircastle Ltd.                                                                 | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    400000 | PA      | $410395.67    | 0.02%             | 2029-02-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| CK HUTCHISON EUROPE                        | CK Hutchison Europe Finance 21 Ltd.                                            | CUSIP: 000000000<br>LEI: 254900UIPWFKU7480958 | Long             | DBT              | CORP              | KY        |    900000 | PA      | $912582.46    | 0.05%             | 2029-11-02      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Floating Rate Notes                                              | CUSIP: 91282CJD4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21500000 | PA      | $21507472.11  | 1.10%             | 2025-10-31      | Floating      | 4.42%                 | No            | 2                  | On Loan: No      |
| Erste Abwicklungsanstalt                   | Erste Abwicklungsanstalt                                                       | CUSIP: 29604CSN3<br>LEI: 7TG4VWERK338227TR435 | Long             | STIV             | CORP              | DE        |   4000000 | PA      | $3989410.80   | 0.20%             | 2025-05-22      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank Securities, Inc.             | Swap                                                                           | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DIR              |  | US        |  42000000 | OU      | $5394157.86   | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   3400000 | PA      | $2174669.06   | 0.11%             | 2026-08-24      | Floating      | 4.54%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY BANK NA                     | Morgan Stanley Bank NA                                                         | CUSIP: 61690U7X2<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301785.00    | 0.02%             | 2026-10-30      | Floating      | 5.55%                 | No            | 2                  | On Loan: No      |
| UDR INC                                    | UDR, Inc.                                                                      | CUSIP: 90265EAQ3<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    400000 | PA      | $375819.78    | 0.02%             | 2030-01-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| DBS Bank Ltd                               | DBS Bank Ltd.                                                                  | CUSIP: 23305DSF3<br>LEI: ATUEL7OJR5057F2PV266 | Long             | STIV             | CORP              | SG        |  10000000 | PA      | $9981971.00   | 0.51%             | 2025-05-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| JABIL INC                                  | Jabil, Inc.                                                                    | CUSIP: 466313AM5<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4979220.15   | 0.25%             | 2027-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  34000000 | OU      | $190851.86    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| DXC TECHNOLOGY CO                          | DXC Technology Co.                                                             | CUSIP: 23355LAL0<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |  15069000 | PA      | $14461472.47  | 0.74%             | 2026-09-15      | Fixed         | 1.80%                 | No            | 2                  | On Loan: —       |
| GLOBAL PAYMENTS INC                        | Global Payments, Inc.                                                          | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4791528.10   | 0.24%             | 2027-01-15      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| LPL HOLDINGS INC                           | LPL Holdings, Inc.                                                             | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212599.27    | 0.01%             | 2028-11-17      | Fixed         | 6.75%                 | No            | 2                  | On Loan: —       |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                                       | CUSIP: 21688ABB7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  10377000 | PA      | $10402834.89  | 0.53%             | 2026-01-09      | Floating      | 5.09%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  40000000 | OU      | $-23048.80    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PHILLIPS 66                                | Phillips 66 Co.                                                                | CUSIP: 718547AK8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    800000 | PA      | $748795.47    | 0.04%             | 2029-12-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-638070.40   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Conagra Brands Inc                         | Conagra Brands, Inc.                                                           | CUSIP: 205887CB6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    730000 | PA      | $729378.81    | 0.04%             | 2025-11-01      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| ALLSTATE CORP                              | Allstate Corp.                                                                 | CUSIP: 020002BL4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    600000 | PA      | $612729.95    | 0.03%             | 2029-06-24      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  50000000 | OU      | $539460.50    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| MERCEDES-BENZ FIN NA                       | Mercedes-Benz Finance North America LLC                                        | CUSIP: 233851DT8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197020.60    | 0.01%             | 2029-02-22      | Fixed         | 4.30%                 | No            | 2                  | On Loan: —       |
| INTL FINANCE CORP                          | International Finance Corp.                                                    | CUSIP: 45950KDL1<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |   2430000 | PA      | $2428547.64   | 0.12%             | 2029-08-28      | Floating      | 4.73%                 | No            | 2                  | On Loan: —       |
| AMERICAN TOWER CORP                        | American Tower Corp.                                                           | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    400000 | PA      | $370464.78    | 0.02%             | 2030-01-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| DAIMLER TRUCK FI CANADA                    | Daimler Truck Finance Canada, Inc.                                             | CUSIP: 233852AG7<br>LEI: 54930098P2A2K13NYP58 | Long             | DBT              | CORP              | CA        |   4500000 | PA      | $3287617.87   | 0.17%             | 2025-09-19      | Fixed         | 5.18%                 | No            | 2                  | On Loan: No      |
| HAMBURG COMMERCIAL BANK                    | Hamburg Commercial Bank AG                                                     | CUSIP: 000000000<br>LEI: TUKDD90GPC79G1KOE162 | Long             | DBT              | CORP              | DE        |   1503000 | PA      | $1707921.97   | 0.09%             | 2030-01-31      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                                          | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   6700000 | PA      | $4306578.19   | 0.22%             | 2026-12-15      | Floating      | 4.93%                 | No            | 2                  | On Loan: No      |
| OVINTIV INC                                | Ovintiv, Inc.                                                                  | CUSIP: 69047QAA0<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   9550000 | PA      | $9546430.69   | 0.49%             | 2025-05-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| OP CORPORATE BANK PLC                      | OP Corporate Bank PLC                                                          | CUSIP: 000000000<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |   1209000 | PA      | $1233188.79   | 0.06%             | 2029-11-12      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                    | Principal Financial Group, Inc.                                                | CUSIP: 74251VAK8<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |   6302000 | PA      | $6297997.98   | 0.32%             | 2025-05-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                   | Penske Truck Leasing Co. LP/PTL Finance Corp.                                  | CUSIP: 709599BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    341000 | PA      | $340298.36    | 0.02%             | 2025-07-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Vier Gas Transport GmbH                    | Vier Gas Transport GmbH                                                        | CUSIP: 000000000<br>LEI: 529900AGED6PJE9AVL37 | Long             | DBT              | CORP              | DE        |   1100000 | PA      | $1100836.16   | 0.06%             | 2029-09-10      | Fixed         | 0.13%                 | 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        |   2685000 | PA      | $2682387.76   | 0.14%             | 2029-01-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Host Hotels & Resorts LP                   | Host Hotels & Resorts LP                                                       | CUSIP: 44107TAV8<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |   5069000 | PA      | $5061614.77   | 0.26%             | 2025-06-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased CAD / Sold USD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |         1 | NC      | $64365.44     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased EUR / Sold USD                                                       | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $183248.43    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MERCEDES-BENZ FIN NA                       | Mercedes-Benz Finance North America LLC                                        | CUSIP: 58769JAJ6<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200207.52    | 0.01%             | 2025-08-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Parker-Hannifin Corp                       | Parker-Hannifin Corp.                                                          | CUSIP: 70109LS72<br>LEI: 5493002CONDB4N2HKI23 | Long             | STIV             | CORP              | US        |   3500000 | PA      | $3496876.25   | 0.18%             | 2025-05-07      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE        | LVMH Moet Hennessy Louis Vuitton SE                                            | CUSIP: 50244LUM4<br>LEI: IOG4E947OATN0KJYSD45 | Long             | STIV             | CORP              | FR        |   1500000 | PA      | $1485171.60   | 0.08%             | 2025-07-21      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TRUIST BANK                                | Truist Bank                                                                    | CUSIP: 86787EBB2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4982244.90   | 0.25%             | 2025-11-03      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                                          | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    600000 | PA      | $387054.99    | 0.02%             | 2027-05-20      | Floating      | 5.20%                 | No            | 2                  | On Loan: No      |
| TAPESTRY INC                               | Tapestry, Inc.                                                                 | CUSIP: 000000000<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003934.23   | 0.05%             | 2030-03-11      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                    | Nationwide Building Society                                                    | CUSIP: 63859VBH3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $960677.61    | 0.05%             | 2026-10-13      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| JABIL INC                                  | Jabil, Inc.                                                                    | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188791.45    | 0.01%             | 2030-01-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                                                | CUSIP: 4581X0EQ7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   2600000 | PA      | $2602165.90   | 0.13%             | 2029-08-01      | Floating      | 4.75%                 | No            | 2                  | On Loan: No      |
| Dow Chemical Co/The                        | Dow Chemical Co.                                                               | CUSIP: 26055AS72<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2997305.10   | 0.15%             | 2025-05-07      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| VIATRIS INC                                | Viatris, Inc.                                                                  | CUSIP: 92556VAB2<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    700000 | PA      | $695685.69    | 0.04%             | 2025-06-22      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                         | Credit Agricole SA                                                             | CUSIP: 22535EAC1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $256129.78    | 0.01%             | 2028-07-12      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                     | Zimmer Biomet Holdings, Inc.                                                   | CUSIP: 98956PBB7<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203220.57    | 0.01%             | 2030-02-19      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| COPT DEFENSE PROP LP                       | COPT Defense Properties LP                                                     | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |   3400000 | PA      | $3317219.89   | 0.17%             | 2026-03-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| NORFINA LTD                                | Norfina Ltd.                                                                   | CUSIP: 000000000<br>LEI: JEBU6C6ITPD2YZ9N7F22 | Long             | DBT              | CORP              | AU        |   1200000 | PA      | $769805.49    | 0.04%             | 2025-08-22      | Floating      | 5.06%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Inflation-Indexed Notes                                          | CUSIP: 91282CCA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4257855 | PA      | $4230700.87   | 0.22%             | 2026-04-15      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| Magna International Inc                    | Magna International, Inc.                                                      | CUSIP: 55922PU35<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | STIV             | CORP              | CA        |   1000000 | PA      | $991731.00    | 0.05%             | 2025-07-03      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| PEPSICO INC                                | PepsiCo, Inc.                                                                  | CUSIP: 713448FP8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1506000 | PA      | $1508276.76   | 0.08%             | 2026-02-13      | Floating      | 4.76%                 | No            | 2                  | On Loan: No      |
| VW Credit Inc                              | VW Credit, Inc.                                                                | CUSIP: 91842JST7<br>LEI: 549300UUPJ2NXDB68M19 | Long             | STIV             | CORP              | US        |   1500000 | PA      | $1494757.95   | 0.08%             | 2025-05-27      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Societe Generale SA                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1022097.38   | 0.05%             | 2029-09-24      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| Mastercard Inc                             | Mastercard, Inc.                                                               | CUSIP: 57636QAM6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4784906.25   | 0.24%             | 2029-06-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                 | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   2500000 | PA      | $1608085.15   | 0.08%             | 2028-08-17      | Floating      | 5.12%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                 | CUSIP: 2027A0KQ1<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1100000 | PA      | $1102938.89   | 0.06%             | 2026-03-13      | Floating      | 5.12%                 | No            | 2                  | On Loan: No      |
| TEXAS INSTRUMENTS INC                      | Texas Instruments, Inc.                                                        | CUSIP: 882508CG7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406275.89    | 0.02%             | 2029-02-08      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                        | Bank of Nova Scotia                                                            | CUSIP: 06418GAK3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $414422.90    | 0.02%             | 2029-08-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                                                | CUSIP: 4581X0EG9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   4000000 | PA      | $4001752.00   | 0.20%             | 2027-10-04      | Floating      | 4.73%                 | No            | 2                  | On Loan: No      |
| NRW.BANK                                   | NRW Bank                                                                       | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |    580000 | PA      | $361874.45    | 0.02%             | 2026-03-31      | Fixed         | 1.05%                 | No            | 2                  | On Loan: No      |
| HEINEKEN NV                                | Heineken NV                                                                    | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1133677.49   | 0.06%             | 2025-08-04      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                                             | CUSIP: 37045XES1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1585563.20   | 0.08%             | 2027-05-08      | Floating      | 5.71%                 | No            | 2                  | On Loan: No      |
| L3Harris Technologies Inc                  | L3Harris Technologies, Inc.                                                    | CUSIP: 50248BT36<br>LEI: 549300UTE50ZMDBG8A20 | Long             | STIV             | CORP              | US        |   6000000 | PA      | $5973593.40   | 0.30%             | 2025-06-03      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings, Inc.                                          | CUSIP: 65339KCT5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405160.34    | 0.02%             | 2029-03-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   7900000 | PA      | $5080840.63   | 0.26%             | 2026-11-16      | Floating      | 5.02%                 | No            | 2                  | On Loan: No      |
| DISCOVER BANK                              | Discover Bank                                                                  | CUSIP: 25466AAR2<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |   6700000 | PA      | $6029670.96   | 0.31%             | 2030-02-06      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Ventas Realty LP                           | Ventas Realty LP                                                               | CUSIP: 92277GAN7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |   2900000 | PA      | $2875806.49   | 0.15%             | 2029-01-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| CATERPILLAR FINL SERVICE                   | Caterpillar Financial Services Corp.                                           | CUSIP: 14913UAP5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2006887.84   | 0.10%             | 2026-10-16      | Floating      | 5.07%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank Securities, Inc.             | Swap                                                                           | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DIR              |  | US        |  20000000 | OU      | $1080478.80   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| MERCEDES-BENZ CA FIN INC                   | Mercedes-Benz Finance Canada, Inc.                                             | CUSIP: 23384NBS5<br>LEI: 549300G6QKWRPOX3M965 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $3607935.59   | 0.18%             | 2025-09-22      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| NOVARTIS CAPITAL CORP                      | Novartis Capital Corp.                                                         | CUSIP: 66989HAT5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    498000 | PA      | $492084.08    | 0.03%             | 2029-09-18      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased CAD / Sold USD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |         1 | NC      | $479739.91    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| MPLX LP                                    | MPLX LP                                                                        | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   2558000 | PA      | $2492188.47   | 0.13%             | 2026-03-01      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF ALBERTA                        | Province of Alberta                                                            | CUSIP: 013051DQ7<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |   4300000 | PA      | $3117765.12   | 0.16%             | 2025-06-01      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                                              | CUSIP: 718172CN7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   4075000 | PA      | $4075000.00   | 0.21%             | 2025-05-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                        | Bank of Nova Scotia                                                            | CUSIP: 06418GAB3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  11850000 | PA      | $11860730.53  | 0.60%             | 2025-06-12      | Floating      | 5.46%                 | No            | 2                  | On Loan: No      |
| PROLOGIS EURO FINANCE                      | Prologis Euro Finance LLC                                                      | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |    828000 | PA      | $884308.15    | 0.05%             | 2027-09-10      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| SECURITAS TREASURY IRELA                   | Securitas Treasury Ireland DAC                                                 | CUSIP: 000000000<br>LEI: 635400BJYMDVAXBPJ960 | Long             | DBT              | CORP              | IE        |    600000 | PA      | $704000.44    | 0.04%             | 2030-02-23      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BANCO BPM SPA                              | Banco BPM SpA                                                                  | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |   2160000 | PA      | $2466948.75   | 0.13%             | 2030-01-21      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| ONTARIO T-BILL                             | Ontario Treasury Bills                                                         | CUSIP: 6832Z5NK2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   4000000 | PA      | $2881996.23   | 0.15%             | 2025-07-30      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  55000000 | OU      | $161212.70    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| The DFA Investment Trust Company           | DFA Investment Trust Co.                                                       | CUSIP: 23320U405<br>LEI: 549300FSKWEXKF6YBM56 | Long             | EC               | RF                | US        |   1711309 | NS      | $19791290.19  | 1.01%             |  |  |  | No            | 2                  | On Loan: No      |
| EUROPEAN BK RECON & DEV                    | European Bank for Reconstruction & Development                                 | CUSIP: 29875BAK2<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |   7460000 | PA      | $7465968.00   | 0.38%             | 2028-02-20      | Floating      | 4.69%                 | No            | 2                  | On Loan: No      |
| Brookfield Finance Inc                     | Brookfield Finance, Inc.                                                       | CUSIP: 11271LAD4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100538.71    | 0.01%             | 2029-03-29      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN INVEST CO                   | Inter-American Investment Corp.                                                | CUSIP: 45828Q2D8<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | XX        |   4100000 | PA      | $4162712.21   | 0.21%             | 2029-02-14      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  50000000 | OU      | $535056.50    | 0.03%             |  |  |  | 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      | $-351630.38   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                   | Asian Infrastructure Investment Bank                                           | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   2000000 | PA      | $2013643.82   | 0.10%             | 2027-08-16      | Floating      | 4.98%                 | No            | 2                  | On Loan: No      |
| ESTEE LAUDER CO INC                        | Estee Lauder Cos., Inc.                                                        | CUSIP: 29736RAP5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3100457.21   | 0.16%             | 2029-12-01      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Northrop Grumman Corp                      | Northrop Grumman Corp.                                                         | CUSIP: 66681LTC4<br>LEI: RIMU48P07456QXSO0R61 | Long             | STIV             | CORP              | US        |   4500000 | PA      | $4475006.10   | 0.23%             | 2025-06-12      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                   | Capital One Financial Corp.                                                    | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4934833.25   | 0.25%             | 2027-03-09      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  64000000 | OU      | $-30259.84    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO BANK NA                        | Wells Fargo Bank NA                                                            | CUSIP: 94988J6E2<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501739.83    | 0.03%             | 2026-08-07      | Floating      | 5.42%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-1245753.87  | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                                              | CUSIP: 718172DN6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201726.30    | 0.01%             | 2029-11-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                                                   | CUSIP: 02665WFS5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   2190000 | PA      | $2176904.33   | 0.11%             | 2027-10-22      | Floating      | 5.10%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE INC                               | Enbridge, Inc.                                                                 | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    630000 | PA      | $589447.52    | 0.03%             | 2029-11-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| CANADA HOUSING TRUST                       | Canada Housing Trust No. 1                                                     | CUSIP: 13509PHN6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |   8500000 | PA      | $6152110.84   | 0.31%             | 2025-06-15      | Fixed         | 0.95%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                               | UBS Group AG                                                                   | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3000000 | PA      | $2991951.39   | 0.15%             | 2025-09-24      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| MICRON TECHNOLOGY INC                      | Micron Technology, Inc.                                                        | CUSIP: 595112BQ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2952984.30   | 0.15%             | 2030-02-15      | Fixed         | 4.66%                 | No            | 2                  | On Loan: No      |
| Constellation Brands Inc                   | Constellation Brands, Inc.                                                     | CUSIP: 21037CSD9<br>LEI: 5493005GKEG8QCVY7037 | Long             | STIV             | CORP              | US        |   6000000 | PA      | $5989549.80   | 0.31%             | 2025-05-13      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                                             | CUSIP: 37045XDQ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2968175.37   | 0.15%             | 2027-02-26      | Floating      | 5.40%                 | No            | 2                  | On Loan: No      |
| MERCEDES-BENZ FIN NA                       | Mercedes-Benz Finance North America LLC                                        | CUSIP: 58769JAH0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   7350000 | PA      | $7351528.87   | 0.37%             | 2025-08-01      | Floating      | 4.95%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                 | CUSIP: 2027A0KE8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1050000 | PA      | $1050534.16   | 0.05%             | 2026-06-15      | Floating      | 4.89%                 | No            | 2                  | On Loan: No      |
| INMOBILIARIA COLONIAL SO                   | Inmobiliaria Colonial Socimi SA                                                | CUSIP: 000000000<br>LEI: 95980020140005007414 | Long             | DBT              |  | ES        |    200000 | PA      | $227685.28    | 0.01%             | 2030-01-22      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| EUROPEAN BK RECON & DEV                    | European Bank for Reconstruction & Development                                 | CUSIP: 29874QEN0<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    378000 | PA      | $377769.42    | 0.02%             | 2026-04-14      | Floating      | 4.57%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                       | Bank of America Corp.                                                          | CUSIP: 06051GFS3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139755.66    | 0.01%             | 2025-08-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold JPY                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $19563.44     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank Securities, Inc.             | Swap                                                                           | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DIR              |  | US        |  32000000 | OU      | $2454738.24   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp.                                          | CUSIP: 459200KS9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2645663.88   | 0.13%             | 2025-07-27      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| OVINTIV INC                                | Ovintiv, Inc.                                                                  | CUSIP: 651290AR9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   3814000 | PA      | $3813614.56   | 0.19%             | 2026-01-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank Securities, Inc.             | Swap                                                                           | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DIR              |  | US        |  30000000 | OU      | $2233.20      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  56000000 | OU      | $433686.96    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| CNO Financial Group Inc                    | CNO Financial Group, Inc.                                                      | CUSIP: 12621EAK9<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2599846.65   | 0.13%             | 2025-05-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                                             | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    320000 | PA      | $326600.90    | 0.02%             | 2029-01-07      | Fixed         | 5.80%                 | 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      | $-203754.29   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  60000000 | OU      | $36769.20     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-280869.50   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| KINDER MORGAN INC                          | Kinder Morgan, Inc.                                                            | CUSIP: 49456BAZ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1421369.75   | 0.07%             | 2029-08-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased CAD / Sold USD                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CA        |         1 | NC      | $206145.27    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $115368.83    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                   | Volkswagen Group of America Finance LLC                                        | CUSIP: 928668CM2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2876904.66   | 0.15%             | 2029-08-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| HSBC USA INC                               | HSBC USA, Inc.                                                                 | CUSIP: 40428HA51<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   1844000 | PA      | $1851938.42   | 0.09%             | 2027-03-04      | Floating      | 5.33%                 | No            | 2                  | On Loan: No      |
| American Electric Power Co Inc             | American Electric Power Co., Inc.                                              | CUSIP: 0255E2S68<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | STIV             | CORP              | US        |   1500000 | PA      | $1498853.55   | 0.08%             | 2025-05-06      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| BANQUE FED CRED MUTUEL                     | Banque Federative du Credit Mutuel SA                                          | CUSIP: 06675DCG5<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    870000 | PA      | $879795.81    | 0.04%             | 2026-07-13      | Floating      | 5.78%                 | No            | 2                  | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                   | Volkswagen Group of America Finance LLC                                        | CUSIP: 928668BY7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $4305040.55   | 0.22%             | 2025-09-12      | Floating      | 5.30%                 | No            | 2                  | On Loan: No      |
| CDP FINANCIAL INC                          | CDP Financial, Inc.                                                            | CUSIP: 125094BD3<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |   7300000 | PA      | $7300693.50   | 0.37%             | 2025-05-19      | Floating      | 4.76%                 | No            | 2                  | On Loan: No      |
| NATIONAL GRID NA INC                       | National Grid North America, Inc.                                              | CUSIP: 000000000<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3901263.02   | 0.20%             | 2029-11-25      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| CNO Financial Group Inc                    | CNO Financial Group, Inc.                                                      | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |   3740000 | PA      | $3742801.19   | 0.19%             | 2029-05-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Dollar Tree Inc                            | Dollar Tree, Inc.                                                              | CUSIP: 256746AG3<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |   6543000 | PA      | $6539345.28   | 0.33%             | 2025-05-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  25000000 | OU      | $241791.25    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GLOBAL PAYMENTS INC                        | Global Payments, Inc.                                                          | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $1973849.24   | 0.10%             | 2029-08-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| RADIAN GROUP INC                           | Radian Group, Inc.                                                             | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |   1411000 | PA      | $1456571.35   | 0.07%             | 2029-05-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                   | National Australia Bank Ltd.                                                   | CUSIP: 63253QAL8<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |   8900000 | PA      | $9133952.52   | 0.47%             | 2030-01-14      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                                             | CUSIP: 37045XCX2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   6220000 | PA      | $6200731.00   | 0.32%             | 2025-06-20      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                   | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                        | CUSIP: 00774MAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $149323.40    | 0.01%             | 2026-04-03      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| AIRCASTLE LTD                              | Aircastle Ltd.                                                                 | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   1930000 | PA      | $1911245.44   | 0.10%             | 2026-06-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| AUTODESK INC                               | Autodesk, Inc.                                                                 | CUSIP: 052769AG1<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    400000 | PA      | $372906.55    | 0.02%             | 2030-01-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| ILLUMINA INC                               | Illumina, Inc.                                                                 | CUSIP: 452327AN9<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1107422.23   | 0.06%             | 2025-12-12      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group, Inc.                                          | CUSIP: 86562MDL1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   6200000 | PA      | $6240318.60   | 0.32%             | 2029-07-09      | Floating      | 5.55%                 | No            | 2                  | On Loan: No      |
| Crown Castle Inc                           | Crown Castle, Inc.                                                             | CUSIP: 22823PS12<br>LEI: 54930012H97VSM0I2R19 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2999598.00   | 0.15%             | 2025-05-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NATIONAL RURAL UTIL COOP                   | National Rural Utilities Cooperative Finance Corp.                             | CUSIP: 63743HFS6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     71000 | PA      | $72931.35     | 0.00%             | 2029-06-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Autodesk Inc                               | Autodesk, Inc.                                                                 | CUSIP: 052769AD8<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4996059.35   | 0.25%             | 2025-06-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Honeywell International Inc                | Honeywell International, Inc.                                                  | CUSIP: 43851TVK9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | STIV             | CORP              | US        |   2750000 | PA      | $2713552.33   | 0.14%             | 2025-08-19      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                                          | CUSIP: 89115A2X9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $4978363.70   | 0.25%             | 2027-04-05      | Floating      | 5.11%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings, Inc.                                          | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    450000 | PA      | $416754.55    | 0.02%             | 2029-11-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| 3M COMPANY                                 | 3M Co.                                                                         | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1289070.96   | 0.07%             | 2029-08-26      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                              | RCI Banque SA                                                                  | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $341804.56    | 0.02%             | 2029-07-26      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  64000000 | OU      | $776257.92    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| PUBLIC STORAGE OP CO                       | Public Storage Operating Co.                                                   | CUSIP: 74464AAA9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |  10100000 | PA      | $10042567.46  | 0.51%             | 2027-04-16      | Floating      | 5.08%                 | No            | 2                  | On Loan: No      |
| CONSTELLATION EN GEN LLC                   | Constellation Energy Generation LLC                                            | CUSIP: 30161MAS2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |  11272000 | PA      | $11249944.64  | 0.57%             | 2025-06-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                   | Volkswagen Group of America Finance LLC                                        | CUSIP: 928668CG5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501942.25    | 0.03%             | 2029-03-22      | Fixed         | 5.25%                 | No            | 2                  | On Loan: —       |
| AMERICAN EXPRESS CO                        | American Express Co.                                                           | CUSIP: 025816CL1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   9290000 | PA      | $9270333.81   | 0.47%             | 2026-11-04      | Floating      | 5.01%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                               | Comcast Corp.                                                                  | CUSIP: 20030NED9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4144168.93   | 0.21%             | 2029-01-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Co Inc            | General Motors Financial Co., Inc.                                             | CUSIP: 37046TS13<br>LEI: 5493008B6JBRUJ90QL97 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $999872.10    | 0.05%             | 2025-05-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Inflation-Indexed Bonds                                          | CUSIP: 912810FS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16074100 | PA      | $16214203.78  | 0.83%             | 2026-01-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS INC                         | Meta Platforms, Inc.                                                           | CUSIP: 30303M8S4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201840.99    | 0.01%             | 2029-08-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                                                   | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    400000 | PA      | $393478.92    | 0.02%             | 2029-02-08      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| MAS BILL                                   | Monetary Authority of Singapore Bills                                          | CUSIP: 000000000<br>LEI: 54930035WQZLGC45RZ35 | Long             | DBT              | NUSS              | SG        |  13600000 | PA      | $10407753.77  | 0.53%             | 2025-05-08      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                    | Nationwide Building Society                                                    | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1691394.53   | 0.09%             | 2025-07-22      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| SHELL FINANCE US INC                       | Shell Finance U.S., Inc.                                                       | CUSIP: 822905AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7400000 | PA      | $6847990.19   | 0.35%             | 2029-11-07      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development                            | CUSIP: 459058LD3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   9600000 | PA      | $9606912.00   | 0.49%             | 2027-02-23      | Floating      | 4.79%                 | No            | 2                  | On Loan: No      |
| AYVENS SA                                  | Ayvens SA                                                                      | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | DBT              | CORP              | FR        |   3800000 | PA      | $4436172.37   | 0.23%             | 2029-07-16      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                                                   | CUSIP: 02665WES6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4005809.72   | 0.20%             | 2025-10-03      | Floating      | 5.17%                 | No            | 2                  | On Loan: No      |
| WESTERN UNION CO/THE                       | Western Union Co.                                                              | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |  11347000 | PA      | $10995950.60  | 0.56%             | 2026-03-15      | Fixed         | 1.35%                 | No            | 2                  | On Loan: —       |
| Stanley Black & Decker Inc                 | Stanley Black & Decker, Inc.                                                   | CUSIP: 85462CTQ8<br>LEI: 549300DJ09SMTO561131 | Long             | STIV             | CORP              | US        |   2500000 | PA      | $2482277.75   | 0.13%             | 2025-06-24      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Jabil Inc                                  | Jabil, Inc.                                                                    | CUSIP: 46652LS24<br>LEI: 5493000CGCQY2OQU7669 | Long             | STIV             | CORP              | US        |   5000000 | PA      | $4998572.00   | 0.25%             | 2025-05-02      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Canada Government Bonds                    | Canada Government Bonds                                                        | CUSIP: 135087D50<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |  14300000 | PA      | $10368381.69  | 0.53%             | 2025-06-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| SANTANDER HOLDINGS USA                     | Santander Holdings USA, Inc.                                                   | CUSIP: 80282KAE6<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998398.24    | 0.05%             | 2025-07-17      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| HOST HOTELS & RESORTS LP                   | Host Hotels & Resorts LP                                                       | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |   1000000 | PA      | $922064.82    | 0.05%             | 2029-12-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| NATWEST MARKETS PLC                        | NatWest Markets PLC                                                            | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $2991210.00   | 0.15%             | 2029-05-17      | Floating      | 5.50%                 | No            | 2                  | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                    | Nationwide Building Society                                                    | CUSIP: 63861VAK3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $407069.37    | 0.02%             | 2029-07-29      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased CAD / Sold USD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |         1 | NC      | $109858.74    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings, Inc.                                          | CUSIP: 65339KCG3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119885.11    | 0.01%             | 2025-06-20      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| BRITISH COLUMBIA PROV OF                   | Province of British Columbia                                                   | CUSIP: 11070TAF5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $362752.07    | 0.02%             | 2025-06-18      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| ONTARIO T-BILL                             | Ontario Treasury Bills                                                         | CUSIP: 6832Z5M80<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   7000000 | PA      | $5072385.03   | 0.26%             | 2025-05-14      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  25000000 | OU      | $30537.50     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ONTARIO T-BILL                             | Ontario Treasury Bills                                                         | CUSIP: 6832Z5M72<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   2500000 | PA      | $1812490.93   | 0.09%             | 2025-05-07      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| VENTAS REALTY LP                           | Ventas Realty LP                                                               | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    400000 | PA      | $371287.30    | 0.02%             | 2030-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| EUROPEAN BK RECON & DEV                    | European Bank for Reconstruction & Development                                 | CUSIP: 29874QEU4<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |  17200000 | PA      | $17180031.14  | 0.88%             | 2029-02-16      | Floating      | 4.66%                 | No            | 2                  | On Loan: No      |
| MAS BILL                                   | Monetary Authority of Singapore Bills                                          | CUSIP: 000000000<br>LEI: 54930035WQZLGC45RZ35 | Long             | DBT              | NUSS              | SG        |  27000000 | PA      | $20651312.07  | 1.05%             | 2025-05-16      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| AVALONBAY COMMUNITIES                      | AvalonBay Communities, Inc.                                                    | CUSIP: 05348EAV1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |   1532000 | PA      | $1529382.15   | 0.08%             | 2025-06-01      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| QUEBEC T-BILL                              | Quebec Treasury Bills                                                          | CUSIP: 0985ZUEH6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   9000000 | PA      | $6520593.36   | 0.33%             | 2025-05-16      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORP                    | John Deere Capital Corp.                                                       | CUSIP: 24422EXW4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2079357.50   | 0.11%             | 2027-07-15      | Floating      | 5.06%                 | No            | 2                  | On Loan: No      |
| DISCOVER FINANCIAL SVS                     | Discover Financial Services                                                    | CUSIP: 254709AP3<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    578000 | PA      | $576088.87    | 0.03%             | 2026-01-30      | Fixed         | 4.50%                 | No            | 2                  | On Loan: —       |
| INTERCONTINENTALEXCHANGE                   | Intercontinental Exchange, Inc.                                                | CUSIP: 45866FAD6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995940.00    | 0.05%             | 2025-12-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| CATERPILLAR FINL SERVICE                   | Caterpillar Financial Services Corp.                                           | CUSIP: 14913UAD2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |  10750000 | PA      | $10753742.83  | 0.55%             | 2025-08-11      | Floating      | 4.82%                 | No            | 2                  | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                   | Asian Infrastructure Investment Bank                                           | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |  12500000 | PA      | $7786607.76   | 0.40%             | 2026-05-06      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                                          | CUSIP: 961214EW9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    235000 | PA      | $218107.44    | 0.01%             | 2028-11-20      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-56909.03    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                             | Home Depot, Inc.                                                               | CUSIP: 437076CY6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3997600.00   | 0.20%             | 2025-12-24      | Floating      | 4.70%                 | No            | 2                  | On Loan: No      |
| BLACKROCK FUNDING INC                      | BlackRock Funding, Inc.                                                        | CUSIP: 09290DAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $408742.26    | 0.02%             | 2029-03-14      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 05252ADN8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $503533.50    | 0.03%             | 2029-12-16      | Floating      | 5.22%                 | No            | 2                  | On Loan: No      |
| MERCEDES-BENZ FIN NA                       | Mercedes-Benz Finance North America LLC                                        | CUSIP: 58769JBA4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404569.97    | 0.02%             | 2029-11-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased CAD / Sold USD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |         1 | NC      | $124014.38    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| COUNCIL OF EUROPE                          | Council of Europe Development Bank                                             | CUSIP: 222213BA7<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |    400000 | PA      | $399229.32    | 0.02%             | 2025-06-16      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Eversource Energy                          | Eversource Energy                                                              | CUSIP: 30040XSN7<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2991487.80   | 0.15%             | 2025-05-22      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold AUD                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-266409.08   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| ARES CAPITAL CORP                          | ARES Capital Corp.                                                             | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    210000 | PA      | $194963.48    | 0.01%             | 2028-06-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                                                | CUSIP: 45828RAA3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   3000000 | PA      | $3001380.00   | 0.15%             | 2028-10-05      | Floating      | 4.73%                 | No            | 2                  | On Loan: No      |
| Enbridge US Inc                            | Enbridge U.S., Inc.                                                            | CUSIP: 29251USL3<br>LEI: 5493003FRODSVHJWFS32 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2992274.70   | 0.15%             | 2025-05-20      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| BRUNSWICK CORP                             | Brunswick Corp.                                                                | CUSIP: 117043AW9<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $4660229.73   | 0.24%             | 2029-03-18      | Fixed         | 5.85%                 | No            | 2                  | On Loan: —       |
| VAR ENERGI ASA                             | Var Energi ASA                                                                 | CUSIP: 000000000<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    210000 | PA      | $254935.95    | 0.01%             | 2029-05-04      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS CO                          | General Motors Co.                                                             | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1376000 | PA      | $1381149.61   | 0.07%             | 2025-10-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank Securities, Inc.             | Swap                                                                           | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DIR              |  | US        |  20000000 | OU      | $3455894.80   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| CIE GENERALE DES ESTABLI                   | Cie Generale des Etablissements Michelin SCA                                   | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $450930.69    | 0.02%             | 2025-09-03      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| SIXT SE                                    | Sixt SE                                                                        | CUSIP: 000000000<br>LEI: 5299004ZME6CSBR7WP07 | Long             | DBT              | CORP              | DE        |    700000 | PA      | $799195.00    | 0.04%             | 2030-01-22      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| GENERAL ELECTRIC CO                        | General Electric Co.                                                           | CUSIP: 36962GW75<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1397563.93   | 0.07%             | 2026-05-05      | Floating      | 4.94%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                                                   | CUSIP: 02665WFQ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398071.50    | 0.02%             | 2029-09-05      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| NASDAQ INC                                 | Nasdaq, Inc.                                                                   | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    900000 | PA      | $923894.54    | 0.05%             | 2030-02-13      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                       | American Tower Corp.                                                           | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    250000 | PA      | $260405.52    | 0.01%             | 2029-05-21      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $1365.77      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DOLLAR GENERAL CORP                        | Dollar General Corp.                                                           | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1220523.72   | 0.06%             | 2030-04-03      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FISERV INC                                 | Fiserv, Inc.                                                                   | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    800000 | PA      | $762466.24    | 0.04%             | 2029-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CRH America Finance Inc                    | CRH America Finance, Inc.                                                      | CUSIP: 12636CUQ1<br>LEI: 549300WEVUODRJ4CWK56 | Long             | STIV             | CORP              | US        |    250000 | PA      | $247244.40    | 0.01%             | 2025-07-24      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| WASTE MANAGEMENT INC                       | Waste Management, Inc.                                                         | CUSIP: 94106LBZ1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    445000 | PA      | $438023.22    | 0.02%             | 2029-01-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| PVH CORP                                   | PVH Corp.                                                                      | CUSIP: 693656AC4<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |   7789000 | PA      | $7792281.97   | 0.40%             | 2025-07-10      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                                             | CUSIP: 292480AM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194027.28    | 0.01%             | 2029-09-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Telefonica Emisiones SAU                   | Telefonica Emisiones SA                                                        | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   3339000 | PA      | $3322275.82   | 0.17%             | 2027-03-08      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| CADENT FINANCE PLC                         | Cadent Finance PLC                                                             | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $402794.52    | 0.02%             | 2030-03-19      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                    | Principal Financial Group, Inc.                                                | CUSIP: 74251VAR3<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    600000 | PA      | $581207.73    | 0.03%             | 2029-05-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| PAYPAL HOLDINGS INC                        | PayPal Holdings, Inc.                                                          | CUSIP: 70450YAG8<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   1507000 | PA      | $1502822.31   | 0.08%             | 2025-06-01      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| NATIONAL RURAL UTIL COOP                   | National Rural Utilities Cooperative Finance Corp.                             | CUSIP: 63743HFQ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299952.83    | 0.02%             | 2027-02-05      | Floating      | 5.16%                 | 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      | $280995.97    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  27000000 | OU      | $247252.77    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| DTE ENERGY CO                              | DTE Energy Co.                                                                 | CUSIP: 233331BG1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   6200000 | PA      | $6178353.88   | 0.31%             | 2025-06-01      | Fixed         | 1.05%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group, Inc.                                                       | CUSIP: 91324PDS8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3124231.64   | 0.16%             | 2029-08-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LP                       | Boston Properties LP                                                           | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |  10600000 | PA      | $9936009.11   | 0.51%             | 2029-06-21      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  44000000 | OU      | $475790.48    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| MACQUARIE BANK LTD                         | Macquarie Bank Ltd.                                                            | CUSIP: 55608PBS2<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |  12620000 | PA      | $12709600.74  | 0.65%             | 2026-12-07      | Floating      | 5.57%                 | No            | 2                  | On Loan: No      |
| SANDOZ FINANCE B.V.                        | Sandoz Finance BV                                                              | CUSIP: 000000000<br>LEI: 213800DFA3WXJ7KC9R74 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $916057.36    | 0.05%             | 2029-09-12      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp.                                                               | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2872369.30   | 0.15%             | 2029-06-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| STATE STREET CORP                          | State Street Corp.                                                             | CUSIP: 857477CE1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5499697.17   | 0.28%             | 2026-08-03      | Floating      | 5.21%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  30000000 | OU      | $278479.80    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MARATHON PETROLEUM CORP                    | Marathon Petroleum Corp.                                                       | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   2130000 | PA      | $2143529.57   | 0.11%             | 2030-03-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                                                         | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   5650000 | PA      | $3562577.91   | 0.18%             | 2025-11-06      | Fixed         | 0.80%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                                             | CUSIP: 29278NAP8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1822000 | PA      | $1820554.86   | 0.09%             | 2025-05-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| BAT INTL FINANCE PLC                       | BAT International Finance PLC                                                  | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   1800000 | PA      | $1958748.38   | 0.10%             | 2030-01-16      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| ORIX CORP                                  | ORIX Corp.                                                                     | CUSIP: 686330AS0<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    800000 | PA      | $802486.94    | 0.04%             | 2029-09-10      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| CONOCOPHILLIPS COMPANY                     | ConocoPhillips Co.                                                             | CUSIP: 20826FBJ4<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    600000 | PA      | $605295.44    | 0.03%             | 2030-01-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  44000000 | OU      | $523692.40    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                     | Mitsubishi UFJ Financial Group, Inc.                                           | CUSIP: 606822BM5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    800000 | PA      | $756490.35    | 0.04%             | 2029-07-18      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  40000000 | OU      | $412225.60    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   4151000 | PA      | $2666714.34   | 0.14%             | 2026-05-12      | Floating      | 4.98%                 | No            | 2                  | On Loan: No      |
| Japan Government Five Year Bonds           | Japan Government Five Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 360000000 | PA      | $2497138.06   | 0.13%             | 2026-09-20      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| GENERAL MILLS INC                          | General Mills, Inc.                                                            | CUSIP: 370334DA9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202229.33    | 0.01%             | 2030-01-30      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORP                    | John Deere Capital Corp.                                                       | CUSIP: 24422EWY1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   9784000 | PA      | $9821179.20   | 0.50%             | 2026-06-08      | Floating      | 5.16%                 | No            | 2                  | On Loan: No      |
| ALLY FINANCIAL INC                         | Ally Financial, Inc.                                                           | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    640000 | PA      | $579883.05    | 0.03%             | 2028-11-02      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| Conagra Brands Inc                         | Conagra Brands, Inc.                                                           | CUSIP: 20600GS98<br>LEI: 54930035UDEIH090K650 | Long             | STIV             | CORP              | US        |   8000000 | PA      | $7990581.60   | 0.41%             | 2025-05-09      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| Entergy Corp                               | Entergy Corp.                                                                  | CUSIP: 29366ETR7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $992747.00    | 0.05%             | 2025-06-25      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                   | Healthcare Realty Holdings LP                                                  | CUSIP: 42225UAJ3<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    400000 | PA      | $400000.00    | 0.02%             | 2025-05-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BMW US CAPITAL LLC                         | BMW U.S. Capital LLC                                                           | CUSIP: 05565ECL7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3993537.32   | 0.20%             | 2026-04-02      | Floating      | 4.93%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  45000000 | OU      | $260339.85    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                                          | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   2100000 | PA      | $1360960.90   | 0.07%             | 2027-11-11      | Floating      | 5.42%                 | No            | 2                  | On Loan: No      |
| VMWARE LLC                                 | VMware LLC                                                                     | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1689351.12   | 0.09%             | 2026-08-15      | Fixed         | 1.40%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORP                         | Realty Income Corp.                                                            | CUSIP: 756109BK9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |   3388000 | PA      | $3173075.04   | 0.16%             | 2029-12-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                                             | CUSIP: 748148M91<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   5000000 | PA      | $5113133.70   | 0.26%             | 2029-04-03      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| AMERICAN ELECTRIC POWER                    | American Electric Power Co., Inc.                                              | CUSIP: 025537AN1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179087.43    | 0.01%             | 2030-03-01      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| ENI SPA                                    | Eni SpA                                                                        | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    700000 | PA      | $713913.10    | 0.04%             | 2030-01-23      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| GRP BRUXELLES LAMBERT SA                   | Groupe Bruxelles Lambert NV                                                    | CUSIP: 000000000<br>LEI: 549300KV0ZEHT2KVU152 | Long             | DBT              | CORP              | BE        |   1500000 | PA      | $1697243.43   | 0.09%             | 2025-06-19      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Canadian Natural Resources Ltd             | Canadian Natural Resources Ltd.                                                | CUSIP: 13638WSD5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | STIV             | CORP              | CA        |   2000000 | PA      | $1996580.20   | 0.10%             | 2025-05-13      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group PLC                   | Lloyds Banking Group PLC                                                       | CUSIP: 53944YAF0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   5300000 | PA      | $5299826.74   | 0.27%             | 2025-05-08      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| BAT International Finance PLC              | BAT International Finance PLC                                                  | CUSIP: 05531MS74<br>LEI: 21380041YBGOQDFAC823 | Long             | STIV             | CORP              | US        |   6500000 | PA      | $6494198.75   | 0.33%             | 2025-05-07      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                        | American Tower Corp.                                                           | CUSIP: 03027XBB5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    580000 | PA      | $572529.51    | 0.03%             | 2025-09-15      | Fixed         | 1.30%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  55000000 | OU      | $573729.20    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                                             | CUSIP: 37045XFB7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    310000 | PA      | $310781.63    | 0.02%             | 2030-01-07      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| NATIONAL BANK OF CANADA                    | National Bank of Canada                                                        | CUSIP: 63306AHK5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |  13000000 | PA      | $9540468.59   | 0.49%             | 2025-11-03      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                        | Charles Schwab Corp.                                                           | CUSIP: 808513BZ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   4094000 | PA      | $4113692.14   | 0.21%             | 2027-03-03      | Floating      | 5.42%                 | No            | 2                  | On Loan: No      |
| Glencore Funding LLC                       | Glencore Funding LLC                                                           | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1977942.20   | 0.10%             | 2027-03-27      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co.                                                              | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169305.95    | 0.01%             | 2029-01-24      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Norfolk Southern Corp                      | Norfolk Southern Corp.                                                         | CUSIP: 655844AW8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500220.33    | 0.03%             | 2025-05-17      | Fixed         | 5.59%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO BANK NA                        | Wells Fargo Bank NA                                                            | CUSIP: 94988J6G7<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2614820.05   | 0.13%             | 2026-12-11      | Floating      | 5.44%                 | No            | 2                  | On Loan: No      |
| Mosaic Co/The                              | Mosaic Co.                                                                     | CUSIP: 61945NTQ2<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | STIV             | CORP              | US        |   3500000 | PA      | $3475010.70   | 0.18%             | 2025-06-24      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ARES CAPITAL CORP                          | ARES Capital Corp.                                                             | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3441768.08   | 0.18%             | 2029-07-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| SWEDISH EXPORT CREDIT                      | Svensk Exportkredit AB                                                         | CUSIP: 87031CAF0<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   6000000 | PA      | $6052728.00   | 0.31%             | 2026-08-03      | Floating      | 5.36%                 | No            | 2                  | On Loan: No      |
| Mosaic Co/The                              | Mosaic Co.                                                                     | CUSIP: 61945NSF7<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | STIV             | CORP              | US        |   4000000 | PA      | $3992276.00   | 0.20%             | 2025-05-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NATIONAL RURAL UTIL COOP                   | National Rural Utilities Cooperative Finance Corp.                             | CUSIP: 63743HFU1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1098828.17   | 0.06%             | 2027-09-16      | Floating      | 5.19%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORP                         | Realty Income Corp.                                                            | CUSIP: 756109CF9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    800000 | PA      | $807892.02    | 0.04%             | 2029-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BUNGE LTD FINANCE CORP                     | Bunge Ltd. Finance Corp.                                                       | CUSIP: 120568BB5<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    167000 | PA      | $165442.72    | 0.01%             | 2025-08-17      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| MERCEDES-BENZ FIN NA                       | Mercedes-Benz Finance North America LLC                                        | CUSIP: 233851EC4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    480000 | PA      | $467688.62    | 0.02%             | 2026-03-02      | Fixed         | 1.45%                 | No            | 2                  | On Loan: —       |
| JP MORGAN CHASE BANK NA                    | JPMorgan Chase Bank NA                                                         | CUSIP: 48125LRV6<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |  27240000 | PA      | $27382902.67  | 1.40%             | 2026-12-08      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC                           | Crown Castle, Inc.                                                             | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    800000 | PA      | $801934.54    | 0.04%             | 2029-09-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                   | Svenska Handelsbanken AB                                                       | CUSIP: 86959NAK5<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   4424000 | PA      | $4426450.94   | 0.23%             | 2025-06-10      | Floating      | 5.28%                 | No            | 2                  | On Loan: No      |
| FRESENIUS SE & CO KGAA                     | Fresenius SE & Co. KGaA                                                        | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | DBT              | CORP              | DE        |   1300000 | PA      | $1585912.55   | 0.08%             | 2029-11-28      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                   | Sumitomo Mitsui Trust Bank Ltd.                                                | CUSIP: 86563VBW8<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   3000000 | PA      | $3004715.49   | 0.15%             | 2027-09-10      | Floating      | 5.35%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 05252ADK4<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   4401000 | PA      | $4403727.08   | 0.22%             | 2026-03-18      | Floating      | 4.93%                 | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $5444.67      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MARATHON PETROLEUM CORP                    | Marathon Petroleum Corp.                                                       | CUSIP: 56585ABH4<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   4170000 | PA      | $4170000.00   | 0.21%             | 2025-05-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| PSP Capital Inc                            | PSP Capital, Inc.                                                              | CUSIP: 69370ASM7<br>LEI: 549300B456N0WEIC5249 | Long             | STIV             | NUSS              | CA        |   2500000 | PA      | $2493755.25   | 0.13%             | 2025-05-21      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group PLC                   | Lloyds Banking Group PLC                                                       | CUSIP: 53944YAD5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1070000 | PA      | $1057782.33   | 0.05%             | 2027-01-11      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                                                   | CUSIP: 02665WFC0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997972.87    | 0.05%             | 2027-03-12      | Floating      | 5.14%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  48000000 | OU      | $219478.08    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Conagra Brands Inc                         | Conagra Brands, Inc.                                                           | CUSIP: 20600GSV9<br>LEI: 54930035UDEIH090K650 | Long             | STIV             | CORP              | US        |   4500000 | PA      | $4482390.15   | 0.23%             | 2025-05-29      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| NOMURA HOLDINGS INC                        | Nomura Holdings, Inc.                                                          | CUSIP: 65535HBC2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $410648.96    | 0.02%             | 2029-07-06      | Fixed         | 5.61%                 | No            | 2                  | On Loan: No      |
| ARES CAPITAL CORP                          | ARES Capital Corp.                                                             | CUSIP: 04010LAY9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   7426000 | PA      | $7401999.17   | 0.38%             | 2025-07-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co.                                                              | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4527822.24   | 0.23%             | 2025-06-02      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| American Tower Corp                        | American Tower Corp.                                                           | CUSIP: 03027XAG5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    700000 | PA      | $699275.02    | 0.04%             | 2025-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ROCHE HOLDINGS INC                         | Roche Holdings, Inc.                                                           | CUSIP: 771196CD2<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3605034.17   | 0.18%             | 2026-11-13      | Floating      | 5.10%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                                                   | CUSIP: 02665WFE6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172497.59    | 0.01%             | 2029-03-13      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                               | UBS Group AG                                                                   | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   5000000 | PA      | $4984195.00   | 0.25%             | 2026-04-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                       | Royal Bank of Canada                                                           | CUSIP: 78016EZR1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   4583000 | PA      | $4589498.69   | 0.23%             | 2026-04-27      | Floating      | 4.95%                 | No            | 2                  | On Loan: No      |
| RYDER SYSTEM INC                           | Ryder System, Inc.                                                             | CUSIP: 78355HKQ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   1063000 | PA      | $1061995.92   | 0.05%             | 2025-06-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| PEPSICO INC                                | PepsiCo, Inc.                                                                  | CUSIP: 713448EL8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    910000 | PA      | $857638.74    | 0.04%             | 2029-07-29      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| ARROW ELECTRONICS INC                      | Arrow Electronics, Inc.                                                        | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $5444188.47   | 0.28%             | 2029-08-21      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| PUBLIC STORAGE OP CO                       | Public Storage Operating Co.                                                   | CUSIP: 74460WAJ6<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    800000 | PA      | $800488.00    | 0.04%             | 2025-07-25      | Floating      | 4.98%                 | No            | 2                  | On Loan: No      |
| WELLTOWER OP LLC                           | Welltower OP LLC                                                               | CUSIP: 42217KBF2<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |   1000000 | PA      | $999445.22    | 0.05%             | 2025-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold GBP                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-56540.17    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Flex Ltd                                   | Flex Ltd.                                                                      | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    375000 | PA      | $372328.81    | 0.02%             | 2029-06-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                                          | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   9600000 | PA      | $6155615.25   | 0.31%             | 2027-01-25      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| Stora Enso OYJ                             | Stora Enso OYJ                                                                 | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | DBT              | CORP              | FI        |    220000 | PA      | $258498.36    | 0.01%             | 2029-09-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| NATIONAL RURAL UTIL COOP                   | National Rural Utilities Cooperative Finance Corp.                             | CUSIP: 63743HFL1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |  14302000 | PA      | $14302690.21  | 0.73%             | 2025-05-07      | Floating      | 5.06%                 | No            | 2                  | On Loan: No      |
| JPN BANK FOR INT'L COOP                    | Japan Bank for International Cooperation                                       | CUSIP: 471048CJ5<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   1000000 | PA      | $992087.53    | 0.05%             | 2025-07-15      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| AES CORP/THE                               | AES Corp.                                                                      | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2925376.89   | 0.15%             | 2026-01-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE        | LVMH Moet Hennessy Louis Vuitton SE                                            | CUSIP: 50244LTJ3<br>LEI: IOG4E947OATN0KJYSD45 | Long             | STIV             | CORP              | FR        |   3000000 | PA      | $2982278.40   | 0.15%             | 2025-06-18      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                   | Rogers Communications, Inc.                                                    | CUSIP: 775109BJ9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1300000 | PA      | $926766.28    | 0.05%             | 2029-05-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| SANTANDER HOLDINGS USA                     | Santander Holdings USA, Inc.                                                   | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5871951.72   | 0.30%             | 2026-10-05      | Fixed         | 3.24%                 | No            | 2                  | On Loan: No      |
| NOMURA HOLDINGS INC                        | Nomura Holdings, Inc.                                                          | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   2000000 | PA      | $1923717.00   | 0.10%             | 2027-01-22      | Fixed         | 2.33%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   1800000 | PA      | $1159227.96   | 0.06%             | 2028-05-12      | Floating      | 5.20%                 | No            | 2                  | On Loan: No      |
| NETFLIX INC                                | Netflix, Inc.                                                                  | CUSIP: 64110LAY2<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219554.38    | 0.01%             | 2025-06-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                            | Nordea Bank Abp                                                                | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   3900000 | PA      | $3906386.72   | 0.20%             | 2027-03-19      | Floating      | 5.11%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  60000000 | OU      | $734985.00    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.            | Swap                                                                           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |  32000000 | OU      | $223346.88    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                        | American Tower Corp.                                                           | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    360000 | PA      | $348015.71    | 0.02%             | 2029-08-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| ORIGIN ENERGY FINANCE                      | Origin Energy Finance Ltd.                                                     | CUSIP: 000000000<br>LEI: 5493002W5C9Z753C7Q57 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $513466.19    | 0.03%             | 2029-09-17      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| NYKREDIT REALKREDIT AS                     | Nykredit Realkredit AS                                                         | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |   1620000 | PA      | $1844008.52   | 0.09%             | 2030-01-10      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| CRITERIA CAIXA SA                          | Criteria Caixa SA                                                              | CUSIP: 000000000<br>LEI: 959800DQQUAMV0K08004 | Long             | DBT              | CORP              | ES        |   1100000 | PA      | $1255451.67   | 0.06%             | 2029-10-02      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| SANTANDER HOLDINGS USA                     | Santander Holdings USA, Inc.                                                   | CUSIP: 80282KBB1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3493759.33   | 0.18%             | 2025-06-02      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Swap                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |  43000000 | OU      | $5133164.99   | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| PROLOGIS INTL FUND II                      | Prologis International Funding II SA                                           | CUSIP: 000000000<br>LEI: 213800JNRWW2C9DWI388 | Long             | DBT              | CORP              | LU        |    130000 | PA      | $150463.39    | 0.01%             | 2030-03-07      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                                          | CUSIP: 89115A2Y7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    930000 | PA      | $948826.03    | 0.05%             | 2029-04-05      | Fixed         | 4.99%                 | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC                          | CPPIB Capital, Inc.                                                            | CUSIP: 22411WAS5<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |    900000 | PA      | $907596.00    | 0.05%             | 2026-03-11      | Floating      | 5.62%                 | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK                     | Canadian Imperial Bank of Commerce                                             | CUSIP: 13607LWU3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2012089.08   | 0.10%             | 2026-10-02      | Floating      | 5.60%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-1113695.97  | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank Securities, Inc.             | Swap                                                                           | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DIR              |  | US        |  22000000 | OU      | $342072.94    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| ABN AMRO BANK NV                           | ABN AMRO Bank NV                                                               | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   7600000 | PA      | $9020568.71   | 0.46%             | 2030-02-21      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| GATX Corp                                  | GATX Corp.                                                                     | CUSIP: 361448AZ6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    850000 | PA      | $838100.21    | 0.04%             | 2027-03-30      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  22000000 | OU      | $171438.30    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| TELUS Corp                                 | TELUS Corp.                                                                    | CUSIP: 87974PT94<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | STIV             | CORP              | CA        |    250000 | PA      | $248702.78    | 0.01%             | 2025-06-09      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORP                    | John Deere Capital Corp.                                                       | CUSIP: 24422EWU9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    600000 | PA      | $601044.00    | 0.03%             | 2026-03-03      | Floating      | 4.94%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                            | CVS Health Corp.                                                               | CUSIP: 126650CL2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6482949.27   | 0.33%             | 2025-07-20      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN INC                          | Kinder Morgan, Inc.                                                            | CUSIP: 49456BAF8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999282.03    | 0.05%             | 2025-06-01      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                   | Medtronic Global Holdings SCA                                                  | CUSIP: 000000000<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |   2547000 | PA      | $2853688.89   | 0.15%             | 2025-10-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 632525BM2<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   2880000 | PA      | $2884442.14   | 0.15%             | 2025-12-10      | Floating      | 5.02%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                   | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                        | CUSIP: 00774MBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    350000 | PA      | $347367.50    | 0.02%             | 2029-09-10      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                   | Toyota Motor Credit Corp.                                                      | CUSIP: 000000000<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    400000 | PA      | $408330.57    | 0.02%             | 2030-01-09      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| VALERO ENERGY CORP                         | Valero Energy Corp.                                                            | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    600000 | PA      | $606351.83    | 0.03%             | 2030-02-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| CAMDEN PROPERTY TRUST                      | Camden Property Trust                                                          | CUSIP: 133131AX0<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |    800000 | PA      | $756627.09    | 0.04%             | 2029-07-01      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                                                | CUSIP: 4581X0ED6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |  16900000 | PA      | $16900845.00  | 0.86%             | 2027-04-12      | Floating      | 4.66%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                                          | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   4200000 | PA      | $2700157.19   | 0.14%             | 2028-09-19      | Floating      | 5.05%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  21000000 | OU      | $222699.33    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                        | American Tower Corp.                                                           | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   7000000 | PA      | $7158875.85   | 0.36%             | 2029-02-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Boston Properties LP                       | Boston Properties LP                                                           | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    400000 | PA      | $394142.48    | 0.02%             | 2028-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| TIKEHAU CAPITAL SCA                        | Tikehau Capital SCA                                                            | CUSIP: 000000000<br>LEI: 969500BY8TEU16U3SJ94 | Long             | DBT              | CORP              | FR        |    900000 | PA      | $1136461.70   | 0.06%             | 2030-03-14      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| STATE STREET CORP                          | State Street Corp.                                                             | CUSIP: 857477CQ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1803303.00   | 0.09%             | 2027-10-22      | Floating      | 5.02%                 | No            | 2                  | On Loan: No      |
| ERAC USA Finance LLC                       | ERAC USA Finance LLC                                                           | CUSIP: 26884TAP7<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3732767.96   | 0.19%             | 2025-11-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| BMW US CAPITAL LLC                         | BMW U.S. Capital LLC                                                           | CUSIP: 05565ECD5<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  12500000 | PA      | $12504155.75  | 0.64%             | 2025-08-11      | Floating      | 4.98%                 | No            | 2                  | On Loan: No      |
| Japan Government Two Year Bonds            | Japan Government Two Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 360000000 | PA      | $2512496.85   | 0.13%             | 2026-07-01      | Fixed         | 0.40%                 | No            | 2                  | On Loan: No      |
| Eni SpA                                    | Eni SpA                                                                        | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    350000 | PA      | $398263.68    | 0.02%             | 2025-09-12      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| CONTINENTAL AG                             | Continental AG                                                                 | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | DBT              | CORP              | DE        |    527000 | PA      | $608728.59    | 0.03%             | 2029-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                   | Volkswagen Group of America Finance LLC                                        | CUSIP: 000000000<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3968144.36   | 0.20%             | 2029-08-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: —       |
| KOMMUNALBANKEN AS                          | Kommunalbanken AS                                                              | CUSIP: 50048MDE7<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |   4000000 | PA      | $4029781.20   | 0.21%             | 2026-06-17      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                   | Toyota Motor Credit Corp.                                                      | CUSIP: 89236TMA0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2000018.50   | 0.10%             | 2027-03-19      | Floating      | 5.02%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                                                   | CUSIP: 02665WEX5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5203233.72   | 0.27%             | 2026-01-09      | Floating      | 5.09%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                                          | CUSIP: 89115A3C4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $807536.17    | 0.04%             | 2029-12-17      | Fixed         | 4.78%                 | No            | 2                  | On Loan: No      |
| BELFIUS BANK SA/NV                         | Belfius Bank SA                                                                | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |   1000000 | PA      | $1160915.75   | 0.06%             | 2029-01-22      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                     | CNH Industrial Capital LLC                                                     | CUSIP: 12592BAN4<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   2610000 | PA      | $2608698.34   | 0.13%             | 2025-05-23      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                   | Export Development Canada                                                      | CUSIP: 30216BKG6<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   5040000 | PA      | $5042293.25   | 0.26%             | 2028-08-01      | Floating      | 4.71%                 | No            | 2                  | On Loan: No      |
| ABN AMRO Bank NV                           | ABN AMRO Bank NV                                                               | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1016567.94   | 0.05%             | 2029-09-23      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| FED CAISSES DESJARDINS                     | Federation des Caisses Desjardins du Quebec                                    | CUSIP: 31429KAL7<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   1160000 | PA      | $1188574.71   | 0.06%             | 2029-04-26      | Fixed         | 5.25%                 | No            | 2                  | On Loan: —       |
| Deutsche Bank Securities, Inc.             | Swap                                                                           | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DIR              |  | US        |  45000000 | OU      | $5553432.90   | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| AVIATION CAPITAL GROUP                     | Aviation Capital Group LLC                                                     | CUSIP: 05369AAD3<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   7150000 | PA      | $7130507.38   | 0.36%             | 2025-08-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  35000000 | OU      | $53034.80     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TELUS Corp                                 | TELUS Corp.                                                                    | CUSIP: 87974PUB7<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | STIV             | CORP              | CA        |   2000000 | PA      | $1981344.00   | 0.10%             | 2025-07-11      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| SELP FINANCE SARL                          | SELP Finance SARL                                                              | CUSIP: 000000000<br>LEI: 549300Y4VYEJE1MH6D45 | Long             | DBT              |  | LU        |    560000 | PA      | $579711.33    | 0.03%             | 2029-05-27      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  24000000 | OU      | $119070.00    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| RTX Corp                                   | RTX Corp.                                                                      | CUSIP: 78109FSM5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2991588.00   | 0.15%             | 2025-05-21      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NETFLIX INC                                | Netflix, Inc.                                                                  | CUSIP: 000000000<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    650000 | PA      | $736522.19    | 0.04%             | 2025-06-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                 | CUSIP: 2027A0KR9<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   3100000 | PA      | $3103189.09   | 0.16%             | 2025-09-12      | Floating      | 5.00%                 | No            | 2                  | On Loan: —       |
| eBay Inc                                   | eBay, Inc.                                                                     | CUSIP: 27864ATP0<br>LEI: OML71K8X303XQONU6T67 | Long             | STIV             | CORP              | US        |   1250000 | PA      | $1241273.75   | 0.06%             | 2025-06-23      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CHOICE HOTELS INTL INC                     | Choice Hotels International, Inc.                                              | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    800000 | PA      | $750111.09    | 0.04%             | 2029-12-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| TRUIST FINANCIAL CORP                      | Truist Financial Corp.                                                         | CUSIP: 89788MAA0<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158550.55    | 0.01%             | 2025-08-05      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| Equinor ASA                                | Equinor ASA                                                                    | CUSIP: 24820RAG3<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   3300000 | PA      | $3544878.45   | 0.18%             | 2028-12-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                                                       | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   3300000 | PA      | $2116690.30   | 0.11%             | 2027-02-26      | Floating      | 4.99%                 | No            | 2                  | On Loan: No      |
| NOV INC                                    | NOV, Inc.                                                                      | CUSIP: 637071AM3<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188576.23    | 0.01%             | 2029-12-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: —       |
| State Street Bank & Trust Co.              | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-141338.78   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| THOMSON REUTERS CORP                       | Thomson Reuters Corp.                                                          | CUSIP: 884903BW4<br>LEI: 549300561UZND4C7B569 | Long             | DBT              | CORP              | CA        |   1300000 | PA      | $942797.04    | 0.05%             | 2025-05-14      | Fixed         | 2.24%                 | No            | 2                  | On Loan: No      |
| KIMCO REALTY OP LLC                        | Kimco Realty OP LLC                                                            | CUSIP: 948741AL7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |   2400000 | PA      | $2394856.18   | 0.12%             | 2025-06-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co.                                                              | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    342000 | PA      | $451852.97    | 0.02%             | 2025-07-28      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                         | Credit Agricole SA                                                             | CUSIP: 22534PAJ2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   6321000 | PA      | $6325605.29   | 0.32%             | 2027-03-11      | Floating      | 5.24%                 | No            | 2                  | On Loan: No      |
| ENGIE SA                                   | Engie SA                                                                       | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $349600.84    | 0.02%             | 2030-01-11      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| UBS AG LONDON                              | UBS AG                                                                         | CUSIP: 902674ZV5<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   3709000 | PA      | $3723232.92   | 0.19%             | 2025-09-11      | Fixed         | 5.80%                 | 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      | $-50289.03    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PLAINS ALL AMER PIPELINE                   | Plains All American Pipeline LP/PAA Finance Corp.                              | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8400000 | PA      | $7946834.70   | 0.40%             | 2029-12-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: —       |
| Citibank NA                                | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-119062.96   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Caisse des Depots et Consignations         | Caisse des Depots et Consignations                                             | CUSIP: 12800ATC8<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | STIV             | NUSS              | US        |   8000000 | PA      | $7958404.80   | 0.41%             | 2025-06-12      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                 | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   3200000 | PA      | $2052876.13   | 0.10%             | 2027-01-14      | Floating      | 4.75%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group, Inc.                                                      | CUSIP: 38148LAE6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   7300000 | PA      | $7295445.82   | 0.37%             | 2025-05-22      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                           | Bank of Montreal                                                               | CUSIP: 06368LWV4<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1483000 | PA      | $1485418.65   | 0.08%             | 2025-09-25      | Floating      | 5.33%                 | No            | 2                  | On Loan: No      |
| Simon Property Group LP                    | Simon Property Group LP                                                        | CUSIP: 828807CV7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |   1925000 | PA      | $1917310.11   | 0.10%             | 2025-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                       | Royal Bank of Canada                                                           | CUSIP: 78016EYZ4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $500674.89    | 0.03%             | 2027-01-21      | Floating      | 5.09%                 | No            | 2                  | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                   | Healthcare Realty Holdings LP                                                  | CUSIP: 42225UAL8<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |   1100000 | PA      | $967753.74    | 0.05%             | 2030-03-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| EUROFIMA                                   | Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial | CUSIP: 000000000<br>LEI: 4S66HJ5RNB5ZWG9YW219 | Long             | DBT              | NUSS              | XX        |   2500000 | PA      | $1561917.50   | 0.08%             | 2029-05-21      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                         | Royalty Pharma PLC                                                             | CUSIP: 78081BAH6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   5551000 | PA      | $5481157.21   | 0.28%             | 2025-09-02      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 05252BDL0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1700000 | PA      | $1704133.52   | 0.09%             | 2027-07-16      | Floating      | 5.06%                 | No            | 2                  | On Loan: No      |
| Intel Corp                                 | Intel Corp.                                                                    | CUSIP: 458140AS9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    228000 | PA      | $227406.86    | 0.01%             | 2025-07-29      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| MUFG Bank Ltd/New York NY                  | MUFG Bank Ltd.                                                                 | CUSIP: 62479LS55<br>LEI: C3GTMMZIHMY46P4OIX74 | Long             | STIV             | CORP              | US        |   6000000 | PA      | $5996391.60   | 0.31%             | 2025-05-05      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| BMW US CAPITAL LLC                         | BMW U.S. Capital LLC                                                           | CUSIP: 05565ECJ2<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403797.26    | 0.02%             | 2029-04-02      | Fixed         | 4.90%                 | 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      | $-4747.82     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WISCONSIN POWER & LIGHT                    | Wisconsin Power & Light Co.                                                    | CUSIP: 976826BM8<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1130047.55   | 0.06%             | 2029-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| HYATT HOTELS CORP                          | Hyatt Hotels Corp.                                                             | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   6400000 | PA      | $6420095.10   | 0.33%             | 2029-06-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                 | CUSIP: 2027A1KG1<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   2150000 | PA      | $2150471.93   | 0.11%             | 2025-07-07      | Floating      | 4.78%                 | No            | 2                  | On Loan: No      |
| AVIATION CAPITAL GROUP                     | Aviation Capital Group LLC                                                     | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    930000 | PA      | $938760.30    | 0.05%             | 2029-07-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                           | Bank of Montreal                                                               | CUSIP: 06368L3M6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   7000000 | PA      | $7001801.17   | 0.36%             | 2027-06-04      | Floating      | 5.13%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO BANK NA                        | Wells Fargo Bank NA                                                            | CUSIP: 94988J6B8<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   3128000 | PA      | $3133105.11   | 0.16%             | 2025-08-01      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                   | Svenska Handelsbanken AB                                                       | CUSIP: 86959LAN3<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   5585000 | PA      | $5618984.17   | 0.29%             | 2026-06-15      | Floating      | 5.62%                 | No            | 2                  | On Loan: No      |
| MERCEDES-BENZ FIN NA                       | Mercedes-Benz Finance North America LLC                                        | CUSIP: 58769JAV9<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3191458.40   | 0.16%             | 2026-07-31      | Floating      | 5.01%                 | No            | 2                  | On Loan: No      |
| Aon Corp                                   | Aon Corp.                                                                      | CUSIP: 03739NSK8<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | STIV             | CORP              | US        |  10000000 | PA      | $9975871.00   | 0.51%             | 2025-05-19      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| APA INFRASTRUCTURE LTD                     | APA Infrastructure Ltd.                                                        | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    600000 | PA      | $625374.95    | 0.03%             | 2029-03-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Broadcom Inc                               | Broadcom, Inc.                                                                 | CUSIP: 11135MTQ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1985720.40   | 0.10%             | 2025-06-24      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group, Inc.                                          | CUSIP: 86562MDM9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    800000 | PA      | $821509.42    | 0.04%             | 2029-07-09      | Fixed         | 5.32%                 | No            | 2                  | On Loan: No      |
| FLEX LTD                                   | Flex Ltd.                                                                      | CUSIP: 33938XAC9<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   7612000 | PA      | $7543674.92   | 0.38%             | 2026-02-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| MOTABILITY OPERATIONS GR                   | Motability Operations Group PLC                                                | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1179015.30   | 0.06%             | 2030-01-17      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                                                       | CUSIP: 298785KD7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   2600000 | PA      | $2602021.16   | 0.13%             | 2029-08-14      | Floating      | 4.68%                 | No            | 2                  | On Loan: No      |
| Intesa Sanpaolo Funding LLC                | Intesa Sanpaolo Funding LLC                                                    | CUSIP: 4611K0UE5<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   6000000 | PA      | $5940312.60   | 0.30%             | 2025-07-14      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                                                   | CUSIP: 02665WFB2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    510000 | PA      | $510118.00    | 0.03%             | 2025-08-14      | Floating      | 4.96%                 | No            | 2                  | On Loan: No      |
| RYDER SYSTEM INC                           | Ryder System, Inc.                                                             | CUSIP: 78355HKU2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   2140000 | PA      | $2128164.62   | 0.11%             | 2027-06-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                    | Imperial Brands Finance PLC                                                    | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   2755000 | PA      | $2831175.01   | 0.14%             | 2030-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| HIGHWOODS REALTY LP                        | Highwoods Realty LP                                                            | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |    400000 | PA      | $356784.17    | 0.02%             | 2030-02-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Floating Rate Notes                                              | CUSIP: 91282CHS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2000035.60   | 0.10%             | 2025-07-31      | Floating      | 4.37%                 | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-361953.75   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Lennar Corp                                | Lennar Corp.                                                                   | CUSIP: 526057BV5<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3899422.64   | 0.20%             | 2025-05-30      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| NORDIC INVESTMENT BANK                     | Nordic Investment Bank                                                         | CUSIP: 000000000<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $299919.00    | 0.02%             | 2027-10-04      | Floating      | 4.67%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                           | Bank of Montreal                                                               | CUSIP: 06368FAD1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    690000 | PA      | $689173.95    | 0.04%             | 2026-09-15      | Floating      | 4.99%                 | No            | 2                  | On Loan: No      |
| BNG BANK NV                                | BNG Bank NV                                                                    | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |   8200000 | PA      | $8269706.89   | 0.42%             | 2026-08-05      | Floating      | 5.36%                 | No            | 2                  | On Loan: No      |
| McDonald's Corp                            | McDonald's Corp.                                                               | CUSIP: 58013MEU4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    148000 | PA      | $147847.02    | 0.01%             | 2025-05-26      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  40000000 | OU      | $307928.40    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                   | Enterprise Products Operating LLC                                              | CUSIP: 29379VBV4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    800000 | PA      | $762253.57    | 0.04%             | 2029-07-31      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Exelon Corp                                | Exelon Corp.                                                                   | CUSIP: 30161NAN1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349539.19    | 0.02%             | 2025-06-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                     | Mitsubishi UFJ Financial Group, Inc.                                           | CUSIP: 606822BH6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1600000 | PA      | $1563007.90   | 0.08%             | 2029-03-07      | Fixed         | 3.74%                 | No            | 2                  | On Loan: —       |
| Marriott International Inc/MD              | Marriott International, Inc.                                                   | CUSIP: 57163TSM2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | STIV             | CORP              | US        |   5250000 | PA      | $5235487.95   | 0.27%             | 2025-05-21      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE        | LVMH Moet Hennessy Louis Vuitton SE                                            | CUSIP: 50244LTG9<br>LEI: IOG4E947OATN0KJYSD45 | Long             | STIV             | CORP              | FR        |   3500000 | PA      | $3480168.65   | 0.18%             | 2025-06-16      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Glencore Funding LLC                       | Glencore Funding LLC                                                           | CUSIP: 37790AUA9<br>LEI: 213800STG1QDNBY87K49 | Long             | STIV             | CORP              | US        |   2250000 | PA      | $2229744.38   | 0.11%             | 2025-07-10      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| Appalachian Power Co                       | Appalachian Power Co.                                                          | CUSIP: 037735CU9<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |   2835000 | PA      | $2829638.05   | 0.14%             | 2025-06-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| ARES CAPITAL CORP                          | ARES Capital Corp.                                                             | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2114254.74   | 0.11%             | 2029-03-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  50000000 | OU      | $498747.50    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| E.ON SE                                    | E.ON SE                                                                        | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |    520000 | PA      | $600127.56    | 0.03%             | 2030-03-05      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| STRYKER CORP                               | Stryker Corp.                                                                  | CUSIP: 863667BA8<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    651000 | PA      | $648074.20    | 0.03%             | 2025-06-15      | Fixed         | 1.15%                 | No            | 2                  | On Loan: No      |
| ICCREA BANCA SPA                           | Iccrea Banca SpA                                                               | CUSIP: 000000000<br>LEI: NNVPP80YIZGEY2314M97 | Long             | DBT              | CORP              | IT        |    800000 | PA      | $908013.22    | 0.05%             | 2030-01-30      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Lear Corp                                  | Lear Corp.                                                                     | CUSIP: 521865BA2<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    400000 | PA      | $389230.30    | 0.02%             | 2029-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| HUNTINGTON BANCSHARES                      | Huntington Bancshares, Inc.                                                    | CUSIP: 446150AM6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109939.08    | 0.01%             | 2025-05-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| HCA INC                                    | HCA, Inc.                                                                      | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1423731.13   | 0.07%             | 2030-03-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                                              | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    600000 | PA      | $609659.05    | 0.03%             | 2029-02-13      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC                           | Crown Castle, Inc.                                                             | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   8000000 | PA      | $7760495.60   | 0.40%             | 2027-03-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                                          | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   6400000 | PA      | $4110794.68   | 0.21%             | 2026-08-10      | Floating      | 4.95%                 | No            | 2                  | On Loan: No      |
| Highwoods Realty LP                        | Highwoods Realty LP                                                            | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |   5522000 | PA      | $5265694.11   | 0.27%             | 2029-04-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 632525BF7<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   2670000 | PA      | $2670445.89   | 0.14%             | 2025-05-13      | Floating      | 5.12%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                                                       | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   3950000 | PA      | $2542292.64   | 0.13%             | 2028-11-21      | Floating      | 5.29%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  50000000 | OU      | $443530.00    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                                                   | CUSIP: 02665WEE7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5014784.45   | 0.26%             | 2026-01-12      | Floating      | 5.30%                 | No            | 2                  | On Loan: No      |
| L-BANK BW FOERDERBANK                      | Landeskreditbank Baden-Wuerttemberg Foerderbank                                | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |   1700000 | PA      | $1088876.12   | 0.06%             | 2025-08-07      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| WESTLAKE CORP                              | Westlake Corp.                                                                 | CUSIP: 960413AV4<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    487000 | PA      | $517636.35    | 0.03%             | 2029-07-17      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| ACCENTURE CAPITAL INC                      | Accenture Capital, Inc.                                                        | CUSIP: 00440KAB9<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |  10525000 | PA      | $10457554.01  | 0.53%             | 2029-10-04      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                   | Toyota Motor Credit Corp.                                                      | CUSIP: 89236TKV6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   5030000 | PA      | $5045545.32   | 0.26%             | 2026-05-18      | Floating      | 5.25%                 | No            | 2                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                    | Bristol-Myers Squibb Co.                                                       | CUSIP: 110122EM6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6499473.05   | 0.33%             | 2026-02-20      | Floating      | 4.85%                 | No            | 2                  | On Loan: No      |
| ONTARIO T-BILL                             | Ontario Treasury Bills                                                         | CUSIP: 6832Z5NB2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   4845000 | PA      | $3505297.40   | 0.18%             | 2025-06-04      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Floating Rate Notes                                              | CUSIP: 91282CJU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32000000 | PA      | $32037324.80  | 1.63%             | 2026-01-31      | Floating      | 4.49%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  27000000 | OU      | $44904.51     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                   | Healthcare Realty Holdings LP                                                  | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    200000 | PA      | $183614.36    | 0.01%             | 2030-02-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Parker-Hannifin Corp                       | Parker-Hannifin Corp.                                                          | CUSIP: 70109LT63<br>LEI: 5493002CONDB4N2HKI23 | Long             | STIV             | CORP              | US        |   2500000 | PA      | $2488026.50   | 0.13%             | 2025-06-06      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings, Inc.                                          | CUSIP: 65339KCR9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2580000 | PA      | $2581278.39   | 0.13%             | 2026-01-29      | Floating      | 5.14%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                       | Glencore Funding LLC                                                           | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    800000 | PA      | $815616.01    | 0.04%             | 2029-04-04      | Fixed         | 5.37%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group, Inc.                                                       | CUSIP: 91324PFG2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406744.01    | 0.02%             | 2030-01-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group, Inc.                                                       | CUSIP: 91324PFE7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   4332000 | PA      | $4327242.90   | 0.22%             | 2026-07-15      | Floating      | 4.88%                 | No            | 2                  | On Loan: No      |
| FMC CORP                                   | FMC Corp.                                                                      | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1793548.79   | 0.09%             | 2029-10-01      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORP                         | Realty Income Corp.                                                            | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |   1700000 | PA      | $2152071.55   | 0.11%             | 2027-01-14      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                   | Toyota Motor Credit Corp.                                                      | CUSIP: 89236TKF1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2893785.04   | 0.15%             | 2025-08-18      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                                       | CUSIP: 21688ABE1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   3000000 | PA      | $3004797.00   | 0.15%             | 2027-03-05      | Floating      | 5.08%                 | No            | 2                  | On Loan: No      |
| BAYER AG                                   | Bayer AG                                                                       | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |    330000 | PA      | $391529.31    | 0.02%             | 2029-08-26      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| BORGWARNER INC                             | BorgWarner, Inc.                                                               | CUSIP: 099724AP1<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402026.86    | 0.02%             | 2029-08-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| AUTOLIV INC                                | Autoliv, Inc.                                                                  | CUSIP: 000000000<br>LEI: A23RUXWKASG834LTMK28 | Long             | DBT              | CORP              | US        |    530000 | PA      | $612237.06    | 0.03%             | 2029-08-07      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| NATIONAL RURAL UTIL COOP                   | National Rural Utilities Cooperative Finance Corp.                             | CUSIP: 63743HFE7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    480000 | PA      | $479153.42    | 0.02%             | 2025-06-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| INTL FINANCE CORP                          | International Finance Corp.                                                    | CUSIP: 45950KDB3<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |  23700000 | PA      | $23712561.00  | 1.21%             | 2026-03-16      | Floating      | 4.65%                 | No            | 2                  | On Loan: No      |
| STORE CAPITAL LLC                          | Store Capital LLC                                                              | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |    400000 | PA      | $389871.02    | 0.02%             | 2029-03-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| CANADIAN NATL RESOURCES                    | Canadian Natural Resources Ltd.                                                | CUSIP: 136385AZ4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    955000 | PA      | $949324.50    | 0.05%             | 2025-07-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings, Inc.                                          | CUSIP: 65339KBJ8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    800000 | PA      | $769293.00    | 0.04%             | 2029-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold GBP                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-49619.58    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold SGD                                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-487736.65   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| JCDECAUX SE                                | JCDecaux SE                                                                    | CUSIP: 000000000<br>LEI: 9695009KV7AFPDEI5S30 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $525183.83    | 0.03%             | 2030-02-07      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  25000000 | OU      | $246154.00    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Eversource Energy                          | Eversource Energy                                                              | CUSIP: 30040XSV9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2988366.00   | 0.15%             | 2025-05-29      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| STEEL DYNAMICS INC                         | Steel Dynamics, Inc.                                                           | CUSIP: 858119BL3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2392239.22   | 0.12%             | 2025-06-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| HOLDING D'INFRASTRUCTURE                   | Holding d'Infrastructures de Transport SASU                                    | CUSIP: 000000000<br>LEI: 9695004S3RCE0Q5V8G28 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $114915.00    | 0.01%             | 2029-04-21      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| BANQUE FED CRED MUTUEL                     | Banque Federative du Credit Mutuel SA                                          | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   2600000 | PA      | $2886503.11   | 0.15%             | 2029-11-06      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| NATWEST MARKETS PLC                        | NatWest Markets PLC                                                            | CUSIP: 63906YAL2<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $997070.00    | 0.05%             | 2029-05-17      | Floating      | 5.50%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                 | Intel Corp.                                                                    | CUSIP: 458140BZ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    730000 | PA      | $707350.53    | 0.04%             | 2029-08-05      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| KEY BANK NA                                | KeyBank NA                                                                     | CUSIP: 49327M3E2<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499025.75    | 0.03%             | 2025-08-08      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| DNB Bank ASA                               | DNB Bank ASA                                                                   | CUSIP: 2332K0UJ9<br>LEI: 549300GKFG0RYRRQ1414 | Long             | STIV             | CORP              | NO        |   4000000 | PA      | $3961985.60   | 0.20%             | 2025-07-18      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                                            | CUSIP: 68323ACX0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |  12200000 | PA      | $8848495.58   | 0.45%             | 2025-06-02      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| CZECH GAS NETWORKS INV                     | Czech Gas Networks Investments SARL                                            | CUSIP: 000000000<br>LEI: 549300K11JPENR1PEH43 | Long             | DBT              | CORP              | LU        |    160000 | PA      | $161332.41    | 0.01%             | 2029-09-08      | Fixed         | 0.45%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-330576.88   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased EUR / Sold USD                                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |         1 | NC      | $199624.70    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| NUCOR CORP                                 | Nucor Corp.                                                                    | CUSIP: 670346AR6<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |  12839000 | PA      | $12799668.88  | 0.65%             | 2025-06-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| QUEBEC T-BILL                              | Quebec Treasury Bills                                                          | CUSIP: 0985ZUE29<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   3000000 | PA      | $2175794.28   | 0.11%             | 2025-05-02      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                             | BNP Paribas SA                                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1158244.49   | 0.06%             | 2029-09-01      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                        | American Express Co.                                                           | CUSIP: 025816DD8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   7682000 | PA      | $7697748.10   | 0.39%             | 2026-02-13      | Floating      | 5.12%                 | No            | 2                  | On Loan: No      |
| MANITOBA (PROVINCE OF)                     | Province of Manitoba                                                           | CUSIP: 563469UE3<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $362606.99    | 0.02%             | 2025-06-02      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| BMW US CAPITAL LLC                         | BMW U.S. Capital LLC                                                           | CUSIP: 05565ECN3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1802246.49   | 0.09%             | 2026-08-13      | Floating      | 5.16%                 | No            | 2                  | On Loan: No      |
| American Electric Power Co Inc             | American Electric Power Co., Inc.                                              | CUSIP: 0255E2S50<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | STIV             | CORP              | US        |   7000000 | PA      | $6995545.90   | 0.36%             | 2025-05-05      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold AUD                                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-115694.41   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| SKY LTD                                    | Sky Ltd.                                                                       | CUSIP: 000000000<br>LEI: 2138003TS48MQKF4BZ29 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $678782.50    | 0.03%             | 2025-11-17      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                                                         | CUSIP: 04517PBZ4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   9200000 | PA      | $9189247.87   | 0.47%             | 2028-06-20      | Floating      | 4.67%                 | No            | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP LP                    | Simon Property Group LP                                                        | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |   6200000 | PA      | $5709749.69   | 0.29%             | 2029-09-13      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Aon Corp                                   | Aon Corp.                                                                      | CUSIP: 03739NU90<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | STIV             | CORP              | US        |   7500000 | PA      | $7432868.25   | 0.38%             | 2025-07-09      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| MONDELEZ INTERNATIONAL                     | Mondelez International, Inc.                                                   | CUSIP: 609207AU9<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     74000 | PA      | $73975.07     | 0.00%             | 2025-05-04      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  39000000 | OU      | $179696.40    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MCDONALD'S CORP                            | McDonald's Corp.                                                               | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    800000 | PA      | $947815.24    | 0.05%             | 2030-03-07      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                   | Anheuser-Busch InBev SA                                                        | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |    330000 | PA      | $438226.47    | 0.02%             | 2025-09-24      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| MACQUARIE BANK LTD                         | Macquarie Bank Ltd.                                                            | CUSIP: 55608PBU7<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   3440000 | PA      | $3454650.58   | 0.18%             | 2027-07-02      | Floating      | 5.30%                 | No            | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                        | Charles Schwab Corp.                                                           | CUSIP: 808513BQ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |  12867000 | PA      | $12855754.24  | 0.66%             | 2026-05-13      | Floating      | 4.88%                 | No            | 2                  | On Loan: No      |
| MERCEDES-BENZ FIN NA                       | Mercedes-Benz Finance North America LLC                                        | CUSIP: 58769JAR8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401033.62    | 0.02%             | 2029-01-11      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   3650000 | PA      | $2364825.02   | 0.12%             | 2027-11-25      | Floating      | 5.32%                 | No            | 2                  | On Loan: No      |
| UTAH ACQUISITION SUB                       | Utah Acquisition Sub, Inc.                                                     | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | NL        |  10789000 | PA      | $10635780.56  | 0.54%             | 2026-06-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Lazard Group LLC                           | Lazard Group LLC                                                               | CUSIP: 52107QAH8<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5856350.40   | 0.30%             | 2027-03-01      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                   | Penske Truck Leasing Co. LP/PTL Finance Corp.                                  | CUSIP: 709599BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3919125.96   | 0.20%             | 2025-11-15      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| Discover Bank                              | Discover Bank                                                                  | CUSIP: 25466AAJ0<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    910000 | PA      | $895815.48    | 0.05%             | 2026-07-27      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                                              | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1676898.40   | 0.09%             | 2029-11-17      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| QUEBEC T-BILL                              | Quebec Treasury Bills                                                          | CUSIP: 0985ZUE94<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   1700000 | PA      | $1232308.86   | 0.06%             | 2025-05-09      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Oracle Corp                                | Oracle Corp.                                                                   | CUSIP: 68389XBC8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4792000 | PA      | $4788590.78   | 0.24%             | 2025-05-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                                             | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    310000 | PA      | $304843.18    | 0.02%             | 2029-10-06      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  42000000 | OU      | $19395.60     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased AUD / Sold USD                                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | AU        |         1 | NC      | $17406.48     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Synchrony Financial                        | Synchrony Financial                                                            | CUSIP: 87165BAG8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4792547.33   | 0.24%             | 2025-07-23      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development                            | CUSIP: 459058JF1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  19525000 | PA      | $19589237.25  | 1.00%             | 2027-08-19      | Floating      | 4.79%                 | No            | 2                  | On Loan: No      |
| HUNTINGTON BANCSHARES                      | Huntington Bancshares, Inc.                                                    | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180478.12    | 0.01%             | 2030-02-04      | Fixed         | 2.55%                 | No            | 2                  | On Loan: —       |
| SCHLUMBERGER HLDGS CORP                    | Schlumberger Holdings Corp.                                                    | CUSIP: 806851AH4<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2378299.66   | 0.12%             | 2029-05-01      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank Securities, Inc.             | Swap                                                                           | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DIR              |  | US        |  25000000 | OU      | $1244860.00   | 0.06%             |  |  |  | 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