# EDGAR Filing Document

**Accession Number:** 0000355437
**File Stem:** 0001410368-25-040507
**Filing Date:** 2025-12
**Character Count:** 274230
**Document Hash:** 3f7339af48b202457f481bbcdc1cabf2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-040507.hdr.sgml**: 20251222

**ACCESSION NUMBER**: 0001410368-25-040507

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251222

**DATE AS OF CHANGE**: 20251222

**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:** 251590416

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** AUSTIN

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 78746

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-10-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3146593073.12

**Total Liabilities:** $327033130.62

**Net Assets:** $2819559942.50

**Delayed Delivery Securities:** $35356420.31

**Cash Not Reported:** $30264935.14

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2237.89000000 | **1-Year:** -56981.23000000 | **5-Year:** -611628.49000000 | **10-Year:** -761141.85000000 | **30-Year:** -73169.68000000

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

- **3-Month:** -506.65000000 | **1-Year:** -9477.76000000 | **5-Year:** -46045.95000000 | **10-Year:** -24923.00000000 | **30-Year:** -3016.29000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000196746 | 0.76%                | 1.05%                | 0.75%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2065108.60             | $40814253.89                               |
| Month 2  | $-3181307.89             | $16471261.23                               |
| Month 3  | $25044958.58             | $-22961875.02                              |

**Designated Index Information**

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

- **Index Identifier:** LEGATRUU

### Schedule of Portfolio Investments

| Name                                       | Title                                                                          | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| AT&T INC                                   | AT&T, Inc.                                                                     | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $2994347.58   | 0.11%             | 2042-12-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                   | AT&T, Inc.                                                                     | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1627180.48   | 0.06%             | 2039-03-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                   | AT&T, Inc.                                                                     | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     181000 | PA      | $153727.80    | 0.01%             | 2033-12-01      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| ADVANCE AUTO PARTS                         | Advance Auto Parts, Inc.                                                       | CUSIP: 00751YAE6<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     700000 | PA      | $641847.01    | 0.02%             | 2030-04-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: —       |
| ADVANCE AUTO PARTS                         | Advance Auto Parts, Inc.                                                       | CUSIP: 00751YAG1<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2252273.66   | 0.08%             | 2032-03-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                   | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                        | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    4000000 | PA      | $3608918.68   | 0.13%             | 2033-10-29      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                   | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                        | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    1000000 | PA      | $826374.27    | 0.03%             | 2041-10-29      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| AETNA INC                                  | Aetna, Inc.                                                                    | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     700000 | PA      | $775780.38    | 0.03%             | 2037-12-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                   | Air Products & Chemicals, Inc.                                                 | CUSIP: 009158BG0<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    7250000 | PA      | $8655848.73   | 0.31%             | 2035-03-03      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| AIRCASTLE LTD                              | Aircastle Ltd.                                                                 | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     500000 | PA      | $499677.44    | 0.02%             | 2026-06-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| AKER BP ASA                                | Aker BP ASA                                                                    | CUSIP: 00973RAM5<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    1000000 | PA      | $1047970.53   | 0.04%             | 2033-06-13      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| AKER BP ASA                                | Aker BP ASA                                                                    | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    2966000 | PA      | $2914671.32   | 0.10%             | 2034-10-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF ALBERTA                        | Province of Alberta                                                            | CUSIP: 013051EW3<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |   21800000 | PA      | $15964025.52  | 0.57%             | 2035-06-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| HOWMET AEROSPACE INC                       | Howmet Aerospace, Inc.                                                         | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     500000 | PA      | $542790.46    | 0.02%             | 2037-02-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                  | Uniform Mortgage-Backed Security, TBA                                          | CUSIP: 01F0206B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   78222000 | PA      | $63418288.60  | 2.25%             | 2055-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                  | Uniform Mortgage-Backed Security, TBA                                          | CUSIP: 01F0226B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   73382000 | PA      | $62291518.57  | 2.21%             | 2055-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                  | Uniform Mortgage-Backed Security, TBA                                          | CUSIP: 01F0306B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8847000 | PA      | $7837889.06   | 0.28%             | 2055-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                  | Uniform Mortgage-Backed Security, TBA                                          | CUSIP: 01F0606B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   57240000 | PA      | $58531160.96  | 2.08%             | 2054-11-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                  | Uniform Mortgage-Backed Security, TBA                                          | CUSIP: 01F0626B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   37901000 | PA      | $39245907.13  | 1.39%             | 2054-11-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ALTRIA GROUP INC                           | Altria Group, Inc.                                                             | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $857703.26    | 0.03%             | 2043-05-02      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ALTRIA GROUP INC                           | Altria Group, Inc.                                                             | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3089602.35   | 0.11%             | 2039-02-14      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| ALTRIA GROUP INC                           | Altria Group, Inc.                                                             | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1541631.72   | 0.05%             | 2041-02-04      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM INC                             | Amazon.com, Inc.                                                               | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3826150.95   | 0.14%             | 2041-05-12      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| AMERICAN ASSETS TRUST LP                   | American Assets Trust LP                                                       | CUSIP: 02401LAB0<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |    5000000 | PA      | $5088431.45   | 0.18%             | 2034-10-01      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| AMERICAN NATIONAL GROUP                    | American National Group, Inc.                                                  | CUSIP: 02772AAA7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5229687.30   | 0.19%             | 2032-06-13      | Fixed         | 6.14%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                        | American Tower Corp.                                                           | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    2325000 | PA      | $2253593.95   | 0.08%             | 2032-03-15      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| AMGEN INC                                  | Amgen, Inc.                                                                    | CUSIP: 031162BE9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1421261.69   | 0.05%             | 2041-10-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| AMGEN INC                                  | Amgen, Inc.                                                                    | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1579849.10   | 0.06%             | 2040-02-21      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| APA CORP                                   | APA Corp.                                                                      | CUSIP: 03743QBA5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     500000 | PA      | $496130.03    | 0.02%             | 2037-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: —       |
| APA CORP                                   | APA Corp.                                                                      | CUSIP: 03743QBD9<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    4828000 | PA      | $3778819.50   | 0.13%             | 2043-04-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| APPLE INC                                  | Apple, Inc.                                                                    | CUSIP: 037833CX6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      64000 | PA      | $63236.27     | 0.00%             | 2027-06-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| APPLE INC                                  | Apple, Inc.                                                                    | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $2874722.64   | 0.10%             | 2041-02-08      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| ARES CAPITAL CORP                          | ARES Capital Corp.                                                             | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3274346.71   | 0.12%             | 2031-11-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| ARES CAPITAL CORP                          | ARES Capital Corp.                                                             | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1011342.57   | 0.04%             | 2032-03-08      | Fixed         | 5.80%                 | No            | 2                  | On Loan: —       |
| ARIZONA PUBLIC SERVICE                     | Arizona Public Service Co.                                                     | CUSIP: 040555CM4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     700000 | PA      | $667844.94    | 0.02%             | 2041-09-01      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| ARIZONA PUBLIC SERVICE                     | Arizona Public Service Co.                                                     | CUSIP: 040555DD3<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     500000 | PA      | $438875.90    | 0.02%             | 2031-12-15      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| ASHLAND INC                                | Ashland, Inc.                                                                  | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |   12070000 | PA      | $10759035.06  | 0.38%             | 2031-09-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| ASHTEAD CAPITAL INC                        | Ashtead Capital, Inc.                                                          | CUSIP: 045054AP8<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     300000 | PA      | $266117.69    | 0.01%             | 2031-08-12      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| ASHTEAD CAPITAL INC                        | Ashtead Capital, Inc.                                                          | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5281431.35   | 0.19%             | 2033-10-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| ASHTEAD CAPITAL INC                        | Ashtead Capital, Inc.                                                          | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1031094.75   | 0.04%             | 2032-08-11      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ASSURANT INC                               | Assurant, Inc.                                                                 | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    4450000 | PA      | $3913109.68   | 0.14%             | 2032-01-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                   | AT&T, Inc.                                                                     | CUSIP: 04650NAE4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1463000 | PA      | $1673629.91   | 0.06%             | 2029-12-17      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 05252ADN8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    3000000 | PA      | $3033899.58   | 0.11%             | 2029-12-16      | Floating      | 5.11%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 05252ADS7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    4800000 | PA      | $4820827.20   | 0.17%             | 2028-06-18      | Floating      | 4.88%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 05252BDK2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    6900000 | PA      | $6909283.05   | 0.25%             | 2026-03-18      | Floating      | 4.82%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 05252BDN6<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    1850000 | PA      | $1870904.74   | 0.07%             | 2029-12-16      | Floating      | 5.11%                 | No            | 2                  | On Loan: No      |
| AUTONATION INC                             | AutoNation, Inc.                                                               | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7467259.60   | 0.26%             | 2032-03-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| AUTONATION INC                             | AutoNation, Inc.                                                               | CUSIP: 05329WAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7300000 | PA      | $6379453.87   | 0.23%             | 2031-08-01      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| AVNET INC                                  | Avnet, Inc.                                                                    | CUSIP: 053807AS2<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |      65000 | PA      | $64982.07     | 0.00%             | 2026-04-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| AVNET INC                                  | Avnet, Inc.                                                                    | CUSIP: 053807AU7<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |     555000 | PA      | $501949.01    | 0.02%             | 2031-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BAT CAPITAL CORP                           | BAT Capital Corp.                                                              | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2380518.27   | 0.08%             | 2031-03-25      | Fixed         | 2.73%                 | No            | 2                  | On Loan: No      |
| BALL CORP                                  | Ball Corp.                                                                     | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    5865000 | PA      | $5362345.69   | 0.19%             | 2030-08-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                        | Bank of Nova Scotia                                                            | CUSIP: 06417XAE1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   10891000 | PA      | $9713493.51   | 0.34%             | 2032-02-02      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| BAYER US FINANCE II LLC                    | Bayer U.S. Finance II LLC                                                      | CUSIP: 07274NAN3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4524861.35   | 0.16%             | 2038-06-25      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| BAYER US FINANCE II LLC                    | Bayer U.S. Finance II LLC                                                      | CUSIP: 07274NBA0<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     877000 | PA      | $886558.05    | 0.03%             | 2035-07-30      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BAYER US FINANCE II LLC                    | Bayer U.S. Finance II LLC                                                      | CUSIP: 07274NBD4<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2170165.71   | 0.08%             | 2042-07-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| BELO CORP                                  | Belo Corp.                                                                     | CUSIP: 080555AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1041385.00   | 0.04%             | 2027-09-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                     | Berkshire Hathaway Finance Corp.                                               | CUSIP: 084664BV2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $2969251.82   | 0.11%             | 2043-05-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                     | Berkshire Hathaway Finance Corp.                                               | CUSIP: 084664CW9<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     100000 | PA      | $88535.01     | 0.00%             | 2030-10-15      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| BLACK HILLS CORP                           | Black Hills Corp.                                                              | CUSIP: 092113AQ2<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2175625.71   | 0.08%             | 2033-05-01      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| BLACKROCK INC                              | Blackrock, Inc.                                                                | CUSIP: 09247XAT8<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5106207.10   | 0.18%             | 2033-05-25      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BLUE OWL FINANCE LLC                       | Blue Owl Finance LLC                                                           | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3320643.94   | 0.12%             | 2034-04-18      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| BOARDWALK PIPELINES LP                     | Boardwalk Pipelines LP                                                         | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1570154.02   | 0.06%             | 2032-09-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LP                       | Boston Properties LP                                                           | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    3000000 | PA      | $2464003.68   | 0.09%             | 2033-10-01      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                   | Brighthouse Financial, Inc.                                                    | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |     749000 | PA      | $764948.85    | 0.03%             | 2030-05-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: —       |
| BRITISH COLUMBIA PROV OF                   | Province of British Columbia                                                   | CUSIP: 110709AK8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   34700000 | PA      | $25928697.02  | 0.92%             | 2034-06-18      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| BRITISH COLUMBIA PROV OF                   | Province of British Columbia                                                   | CUSIP: 110709AP7<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   35300000 | PA      | $25839685.57  | 0.92%             | 2035-06-18      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BRITISH COLUMBIA PROV OF                   | Province of British Columbia                                                   | CUSIP: 110709DL3<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      93000 | PA      | $93382.68     | 0.00%             | 2026-01-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| BRITISH COLUMBIA PROV OF                   | Province of British Columbia                                                   | CUSIP: 110709FL1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    8000000 | PA      | $6129920.50   | 0.22%             | 2037-06-18      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| BRITISH COLUMBIA PROV OF                   | Province of British Columbia                                                   | CUSIP: 110709GL0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   10000000 | PA      | $7144843.32   | 0.25%             | 2032-06-18      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| BROADSTONE NET LEASE LLC                   | Broadstone Net Lease LLC                                                       | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              |  | US        |    7685000 | PA      | $6759892.53   | 0.24%             | 2031-09-15      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                               | Broadcom, Inc.                                                                 | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     205000 | PA      | $177675.66    | 0.01%             | 2035-11-15      | Fixed         | 3.14%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                               | Broadcom, Inc.                                                                 | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $932476.72    | 0.03%             | 2033-04-15      | Fixed         | 3.42%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                               | Broadcom, Inc.                                                                 | CUSIP: 11135FCV1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   14600000 | PA      | $12071378.84  | 0.43%             | 2041-02-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BRUNSWICK CORP                             | Brunswick Corp.                                                                | CUSIP: 117043AT6<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2346968.93   | 0.08%             | 2031-08-18      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| BRUNSWICK CORP                             | Brunswick Corp.                                                                | CUSIP: 117043AU3<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9501411.30   | 0.34%             | 2032-09-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| BUCKEYE PARTNERS LP                        | Buckeye Partners LP                                                            | CUSIP: 118230AQ4<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      87000 | PA      | $86243.13     | 0.00%             | 2026-12-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| CBRE SERVICES INC                          | CBRE Services, Inc.                                                            | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    1713000 | PA      | $1831753.95   | 0.06%             | 2034-08-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| CF INDUSTRIES INC                          | CF Industries, Inc.                                                            | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2290229.80   | 0.08%             | 2043-06-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| CF INDUSTRIES INC                          | CF Industries, Inc.                                                            | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1923279.16   | 0.07%             | 2044-03-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| CIGNA GROUP/THE                            | Cigna Group                                                                    | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    1636000 | PA      | $1557037.95   | 0.06%             | 2038-08-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| CMS ENERGY CORP                            | CMS Energy Corp.                                                               | CUSIP: 125896BP4<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      37000 | PA      | $36964.66     | 0.00%             | 2025-11-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| CMS ENERGY CORP                            | CMS Energy Corp.                                                               | CUSIP: 125896BQ2<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      58000 | PA      | $57617.41     | 0.00%             | 2026-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC                          | CPPIB Capital, Inc.                                                            | CUSIP: 12593CAW1<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |   17400000 | PA      | $13585286.80  | 0.48%             | 2033-06-02      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC                          | CPPIB Capital, Inc.                                                            | CUSIP: 12593CAY7<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |    9500000 | PA      | $7177409.01   | 0.25%             | 2034-06-02      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| CNO FINANCIAL GROUP INC                    | CNO Financial Group, Inc.                                                      | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    1460000 | PA      | $1483431.29   | 0.05%             | 2029-05-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp.                                                               | CUSIP: 126650BR0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    8249000 | PA      | $8623963.41   | 0.31%             | 2039-09-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp.                                                               | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    2425000 | PA      | $2075325.21   | 0.07%             | 2040-04-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp.                                                               | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1012868.80   | 0.04%             | 2044-06-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CANADA HOUSING TRUST                       | Canada Housing Trust No. 1                                                     | CUSIP: 13509PFA6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |    6000000 | PA      | $4276040.07   | 0.15%             | 2025-12-15      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| CANADIAN NATL RESOURCES                    | Canadian Natural Resources Ltd.                                                | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    7295000 | PA      | $7784492.31   | 0.28%             | 2038-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| CHEMOURS CO                                | Chemours Co.                                                                   | CUSIP: 163851AE8<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1593718.24   | 0.06%             | 2027-05-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| CHEVRON USA INC                            | Chevron USA, Inc.                                                              | CUSIP: 166756AU0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $5366145.01   | 0.19%             | 2043-11-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CHEVRON USA INC                            | Chevron USA, Inc.                                                              | CUSIP: 166756BC9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1905409.30   | 0.07%             | 2028-02-26      | Floating      | 4.70%                 | No            | 2                  | On Loan: No      |
| CHEVRON USA INC                            | Chevron USA, Inc.                                                              | CUSIP: 166756BM7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    7224000 | PA      | $7251201.32   | 0.26%             | 2028-08-13      | Floating      | 4.84%                 | No            | 2                  | On Loan: No      |
| CHOICE HOTELS INTL INC                     | Choice Hotels International, Inc.                                              | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |     700000 | PA      | $672009.64    | 0.02%             | 2029-12-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                 | CUSIP: 2027A0KZ1<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    7200000 | PA      | $7246634.40   | 0.26%             | 2030-10-01      | Floating      | 5.05%                 | No            | 2                  | On Loan: —       |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                 | CUSIP: 2027A1KW6<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    3136000 | PA      | $3150889.85   | 0.11%             | 2028-03-14      | Floating      | 4.90%                 | No            | 2                  | On Loan: —       |
| CONAGRA BRANDS INC                         | Conagra Brands, Inc.                                                           | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7697824.24   | 0.27%             | 2038-11-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| CONTINENTAL RESOURCES                      | Continental Resources, Inc.                                                    | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3089129.46   | 0.11%             | 2031-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| CONTINENTAL RESOURCES                      | Continental Resources, Inc.                                                    | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2619643.68   | 0.09%             | 2032-04-01      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| COOPERATIEVE RABOBANK UA                   | Cooperatieve Rabobank UA                                                       | CUSIP: 21685WCJ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     255000 | PA      | $257576.08    | 0.01%             | 2041-05-24      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                                       | CUSIP: 21688AAZ5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    1340000 | PA      | $1346983.36   | 0.05%             | 2026-10-05      | Floating      | 5.01%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                                       | CUSIP: 21688ABJ0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    5100000 | PA      | $5133653.42   | 0.18%             | 2029-10-17      | Floating      | 4.98%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                                       | CUSIP: 21688ABL5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     500000 | PA      | $500642.35    | 0.02%             | 2028-01-21      | Floating      | 4.69%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association   | Government National Mortgage Association, TBA                                  | CUSIP: 21H0606B2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   34759000 | PA      | $35374292.35  | 1.25%             | 2054-11-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| COPT DEFENSE PROP LP                       | COPT Defense Properties LP                                                     | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    2000000 | PA      | $1814095.22   | 0.06%             | 2031-04-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| COPT DEFENSE PROP LP                       | COPT Defense Properties LP                                                     | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    2875000 | PA      | $2453516.84   | 0.09%             | 2033-12-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| COX COMMUNICATIONS INC                     | Cox Communications, Inc.                                                       | CUSIP: 224044BV8<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    2225000 | PA      | $2657082.05   | 0.09%             | 2039-03-01      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| COX COMMUNICATIONS INC                     | Cox Communications, Inc.                                                       | CUSIP: 224044CF2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7532154.48   | 0.27%             | 2035-02-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC                           | Crown Castle, Inc.                                                             | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    1600000 | PA      | $1172603.74   | 0.04%             | 2041-04-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| The DFA Investment Trust Company           | DFA Investment Trust Co.                                                       | CUSIP: 23320U405<br>LEI: 549300FSKWEXKF6YBM56 | Long             | EC               | RF                | US        |    2194597 | NS      | $25384899.94  | 0.90%             |  |  |  | No            | 2                  | On Loan: No      |
| Dimensional Holdings Inc.                  | DFA Short Term Investment Fund                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   33474495 | NS      | $33474495.00  | 1.19%             |  |  |  | No            | N/A                | On Loan: No      |
| DPL INC/OHIO                               | DPL LLC                                                                        | CUSIP: 233293AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5029000 | PA      | $4939285.66   | 0.18%             | 2029-04-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| MERCEDES-BENZ FIN NA                       | Mercedes-Benz Finance North America LLC                                        | CUSIP: 233851EA8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     170000 | PA      | $159021.59    | 0.01%             | 2030-03-10      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| DAIMLER TRUCK FINAN NA                     | Daimler Truck Finance North America LLC                                        | CUSIP: 233853AU4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     600000 | PA      | $618891.99    | 0.02%             | 2033-09-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORP                    | John Deere Capital Corp.                                                       | CUSIP: 24422EWY1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5016040.85   | 0.18%             | 2026-06-08      | Floating      | 4.99%                 | No            | 2                  | On Loan: No      |
| DELL INC                                   | Dell, Inc.                                                                     | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3821321.14   | 0.14%             | 2038-04-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| DENTSPLY SIRONA INC                        | Dentsply Sirona, Inc.                                                          | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4636525.65   | 0.16%             | 2030-06-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: —       |
| DEVON ENERGY CORPORATION                   | Devon Energy Corp.                                                             | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    1197000 | PA      | $1152938.57   | 0.04%             | 2041-07-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| DEVON ENERGY CORPORATION                   | Devon Energy Corp.                                                             | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $867540.78    | 0.03%             | 2042-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| DICK'S SPORTING GOODS                      | Dick's Sporting Goods, Inc.                                                    | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    9700000 | PA      | $8905169.58   | 0.32%             | 2032-01-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: —       |
| DOMINION ENERGY INC                        | Dominion Energy, Inc.                                                          | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1397375.36   | 0.05%             | 2041-08-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $2915589.76   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $4355.61      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $310878.49    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |          1 | NC      | $591899.55    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $31688.71     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $12603.61     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold GBP                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $351525.23    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold GBP                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $215519.70    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold GBP                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $36214.92     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |          1 | NC      | $434706.49    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $1351548.99   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |          1 | NC      | $509718.08    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold JPY                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $613604.94    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $1177777.06   | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold AUD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $48171.42     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased GBP / Sold USD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |          1 | NC      | $-9968.65     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold GBP                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $65267.76     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold AUD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $363645.28    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $681594.94    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold GBP                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $180987.50    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs Bank USA                     | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $7754.74      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold AUD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $11398.21     | 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      | $16428.84     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold GBP                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $209477.89    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold GBP                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $16044.43     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased EUR / Sold USD                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | XX        |          1 | NC      | $-28519.35    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $1043289.32   | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |          1 | NC      | $13141.35     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold JPY                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |          1 | NC      | $1196900.59   | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold AUD                                                       | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |          1 | NC      | $-147267.35   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold AUD                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-8574.44     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold GBP                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $185458.88    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $144821.15    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased EUR / Sold USD                                                       | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | XX        |          1 | NC      | $-174512.65   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $776.59       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $39372.31     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $10768.88     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $77601.64     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |          1 | NC      | $595323.49    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold AUD                                                       | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |          1 | NC      | $-397681.75   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased EUR / Sold USD                                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $-28088.84    | -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      | $596668.82    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold JPY                                                       | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $575113.19    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold GBP                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $290526.59    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased EUR / Sold USD                                                       | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | XX        |          1 | NC      | $-7021.36     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold GBP                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $108849.60    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $11585.73     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $779368.45    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |          1 | NC      | $56995.46     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased CAD / Sold USD                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | CA        |          1 | NC      | $-25223.26    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $64543.51     | 0.00%             |  |  |  | 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      | $1240203.00   | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $4635.30      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $290324.54    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased CAD / Sold USD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |          1 | NC      | $-289063.99   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| DOW CHEMICAL CO/THE                        | Dow Chemical Co.                                                               | CUSIP: 260543CK7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    1055000 | PA      | $970576.91    | 0.03%             | 2034-10-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CORP                           | Duke Energy Corp.                                                              | CUSIP: 26441CBM6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $969169.46    | 0.03%             | 2041-06-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| EQT CORP                                   | EQT Corp.                                                                      | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3503213.39   | 0.12%             | 2031-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| EPR PROPERTIES                             | EPR Properties                                                                 | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    1500000 | PA      | $1513999.25   | 0.05%             | 2028-04-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| EPR PROPERTIES                             | EPR Properties                                                                 | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    6000000 | PA      | $5536462.50   | 0.20%             | 2031-11-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| EASTMAN CHEMICAL CO                        | Eastman Chemical Co.                                                           | CUSIP: 277432AP5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4291833.95   | 0.15%             | 2044-10-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                   | Enbridge Energy Partners LP                                                    | CUSIP: 29250RAT3<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |     234000 | PA      | $234487.92    | 0.01%             | 2040-09-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ENEL FINANCE INTL NV                       | Enel Finance International NV                                                  | CUSIP: 29268BAF8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    2800000 | PA      | $2959961.00   | 0.10%             | 2039-10-07      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                                             | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8427278.96   | 0.30%             | 2042-02-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                                             | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     369000 | PA      | $376582.23    | 0.01%             | 2038-06-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| EQUIFAX INC                                | Equifax, Inc.                                                                  | CUSIP: 294429AL9<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     900000 | PA      | $894442.70    | 0.03%             | 2026-06-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| EUROPEAN BK RECON & DEV                    | European Bank for Reconstruction & Development                                 | CUSIP: 29874QEU4<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    2100000 | PA      | $2098044.38   | 0.07%             | 2029-02-16      | Floating      | 4.56%                 | No            | 2                  | On Loan: No      |
| EUROPEAN BK RECON & DEV                    | European Bank for Reconstruction & Development                                 | CUSIP: 29875BAK2<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    1200000 | PA      | $1201150.37   | 0.04%             | 2028-02-20      | Floating      | 4.59%                 | No            | 2                  | On Loan: No      |
| CONSTELLATION EN GEN LLC                   | Constellation Energy Generation LLC                                            | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1639553.22   | 0.06%             | 2039-10-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| F&G ANNUITIES & LIFE INC                   | F&G Annuities & Life, Inc.                                                     | CUSIP: 30190AAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4675709.24   | 0.17%             | 2034-10-04      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                    | Exxon Mobil Corp.                                                              | CUSIP: 30231GAY8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     200000 | PA      | $160532.14    | 0.01%             | 2039-08-16      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| FMC CORP                                   | FMC Corp.                                                                      | CUSIP: 302491AX3<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1433507.18   | 0.05%             | 2033-05-18      | Fixed         | 5.65%                 | No            | 2                  | On Loan: —       |
| FORTESCUE TREASURY PTY L                   | Fortescue Treasury Pty. Ltd.                                                   | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     800000 | PA      | $796805.60    | 0.03%             | 2027-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| FORTESCUE TREASURY PTY L                   | Fortescue Treasury Pty. Ltd.                                                   | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    1176000 | PA      | $1138217.47   | 0.04%             | 2031-04-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| FORTESCUE TREASURY PTY L                   | Fortescue Treasury Pty. Ltd.                                                   | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     350000 | PA      | $361111.10    | 0.01%             | 2030-04-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| FORTESCUE TREASURY PTY L                   | Fortescue Treasury Pty. Ltd.                                                   | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    1600000 | PA      | $1669566.40   | 0.06%             | 2032-04-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS INC                         | Meta Platforms, Inc.                                                           | CUSIP: 30303M8N5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    7770000 | PA      | $7977909.58   | 0.28%             | 2033-05-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS INC                         | Meta Platforms, Inc.                                                           | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     259000 | PA      | $260201.66    | 0.01%             | 2034-08-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| FEDERAL FARM CREDIT BANK                   | Federal Farm Credit Banks Funding Corp.                                        | CUSIP: 3133EAG44<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |      67000 | PA      | $66397.95     | 0.00%             | 2026-08-03      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| FEDEX CORP                                 | FedEx Corp.                                                                    | CUSIP: 31428XDJ2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     600000 | PA      | $597598.63    | 0.02%             | 2034-01-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| FEDEX CORP                                 | FedEx Corp.                                                                    | CUSIP: 31428XDN3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2419649.88   | 0.09%             | 2043-04-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATL INFO SERV                    | Fidelity National Information Services, Inc.                                   | CUSIP: 31620MBF2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1027695.54   | 0.04%             | 2039-05-21      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATL INFO SERV                    | Fidelity National Information Services, Inc.                                   | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      39000 | PA      | $29128.89     | 0.00%             | 2041-03-01      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATL FINANCIAL                    | Fidelity National Financial, Inc.                                              | CUSIP: 31620RAK1<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    2350000 | PA      | $2080833.89   | 0.07%             | 2031-03-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| FISERV INC                                 | Fiserv, Inc.                                                                   | CUSIP: 337738AY4<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   10300000 | PA      | $11017983.13  | 0.39%             | 2030-07-01      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| FIVE CORNERS FND TR II                     | Five Corners Funding Trust II                                                  | CUSIP: 33834DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1033209.49   | 0.04%             | 2030-05-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| FLEX LTD                                   | Flex Ltd.                                                                      | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     549000 | PA      | $555873.34    | 0.02%             | 2029-06-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| FLEX LTD                                   | Flex Ltd.                                                                      | CUSIP: 33938XAB1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    9950000 | PA      | $10073958.79  | 0.36%             | 2030-05-12      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| FLOWSERVE CORPORATION                      | Flowserve Corp.                                                                | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |     300000 | PA      | $285718.99    | 0.01%             | 2030-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FLOWSERVE CORPORATION                      | Flowserve Corp.                                                                | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |   13636000 | PA      | $12130012.34  | 0.43%             | 2032-01-15      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR COMPANY                         | Ford Motor Co.                                                                 | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $804740.19    | 0.03%             | 2043-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR COMPANY                         | Ford Motor Co.                                                                 | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $872060.07    | 0.03%             | 2032-02-12      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                   | Ford Motor Credit Co. LLC                                                      | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     613000 | PA      | $575112.84    | 0.02%             | 2030-11-13      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDI                           | Ford Motor Credit Co. LLC                                                      | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $907210.46    | 0.03%             | 2031-06-17      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                   | Ford Motor Credit Co. LLC                                                      | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7244655.60   | 0.26%             | 2035-02-07      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                   | Ford Motor Credit Co. LLC                                                      | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     301000 | PA      | $299754.12    | 0.01%             | 2029-05-03      | Fixed         | 5.11%                 | No            | 2                  | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                   | Fortune Brands Innovations, Inc.                                               | CUSIP: 34964CAF3<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     500000 | PA      | $477250.24    | 0.02%             | 2032-03-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| FOX CORP                                   | Fox Corp.                                                                      | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   10014000 | PA      | $10068626.57  | 0.36%             | 2039-01-25      | Fixed         | 5.48%                 | No            | 2                  | On Loan: No      |
| FREEPORT-MCMORAN INC                       | Freeport-McMoRan, Inc.                                                         | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4850545.40   | 0.17%             | 2043-03-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| FRESENIUS MED CARE III                     | Fresenius Medical Care U.S. Finance III, Inc.                                  | CUSIP: 35805BAB4<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |    8100000 | PA      | $7176803.80   | 0.25%             | 2031-02-16      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| GATX CORP                                  | GATX Corp.                                                                     | CUSIP: 361448BJ1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     316000 | PA      | $293102.64    | 0.01%             | 2032-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| GLP CAPITAL LP / FIN II                    | GLP Capital LP/GLP Financing II, Inc.                                          | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              |  | US        |     500000 | PA      | $448791.25    | 0.02%             | 2032-01-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| ALLY FINANCIAL INC                         | Ally Financial, Inc.                                                           | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    7775000 | PA      | $8851503.10   | 0.31%             | 2031-11-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS CO                          | General Motors Co.                                                             | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $965621.61    | 0.03%             | 2038-04-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                                             | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $959177.79    | 0.03%             | 2030-06-21      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                                             | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2250631.15   | 0.08%             | 2031-06-10      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                                             | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $905971.44    | 0.03%             | 2032-01-12      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                       | Glencore Funding LLC                                                           | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     510000 | PA      | $466482.17    | 0.02%             | 2030-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                       | Glencore Funding LLC                                                           | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    1880000 | PA      | $1726129.78   | 0.06%             | 2031-04-27      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| GLOBAL PAYMENTS INC                        | Global Payments, Inc.                                                          | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2214606.62   | 0.08%             | 2030-05-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| GOODYEAR TIRE & RUBBER                     | Goodyear Tire & Rubber Co.                                                     | CUSIP: 382550BG5<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    2739000 | PA      | $2718657.45   | 0.10%             | 2027-03-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: —       |
| GRAPHIC PACKAGING INTERN                   | Graphic Packaging International LLC                                            | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    4540000 | PA      | $4264637.65   | 0.15%             | 2030-02-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| HCA INC                                    | HCA, Inc.                                                                      | CUSIP: 404119AJ8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     273000 | PA      | $315935.58    | 0.01%             | 2033-11-06      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| HCA INC                                    | HCA, Inc.                                                                      | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2242888.91   | 0.08%             | 2042-03-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                          | HSBC Holdings PLC                                                              | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1600000 | PA      | $1640003.28   | 0.06%             | 2030-03-31      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| HP INC                                     | HP, Inc.                                                                       | CUSIP: 40434LAN5<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2062159.38   | 0.07%             | 2033-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| HASBRO INC                                 | Hasbro, Inc.                                                                   | CUSIP: 418056AS6<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1423328.80   | 0.05%             | 2040-03-15      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| HASBRO INC                                 | Hasbro, Inc.                                                                   | CUSIP: 418056AU1<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $891526.46    | 0.03%             | 2044-05-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                     | HAT Holdings I LLC/HAT Holdings II LLC                                         | CUSIP: 418751AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9400000 | PA      | $8668134.99   | 0.31%             | 2030-09-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                   | Healthcare Realty Holdings LP                                                  | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    1600000 | PA      | $1393407.73   | 0.05%             | 2031-03-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| HELMERICH & PAYNE INC                      | Helmerich & Payne, Inc.                                                        | CUSIP: 423452AN1<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4924788.75   | 0.17%             | 2034-12-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: —       |
| HESS CORP                                  | Hess Corp.                                                                     | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2615488.83   | 0.09%             | 2041-02-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| HP INC                                     | HP, Inc.                                                                       | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   10400000 | PA      | $10656669.40  | 0.38%             | 2041-09-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: —       |
| HUNTSMAN INTERNATIONAL L                   | Huntsman International LLC                                                     | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    4750000 | PA      | $4391324.27   | 0.16%             | 2029-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                   | Huntsman International LLC                                                     | CUSIP: 44701QBG6<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4363096.05   | 0.15%             | 2034-10-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: —       |
| VOYA FINANCIAL INC                         | Voya Financial, Inc.                                                           | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     500000 | PA      | $503306.70    | 0.02%             | 2043-07-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                 | Intel Corp.                                                                    | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1085866.56   | 0.04%             | 2040-03-25      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                 | Intel Corp.                                                                    | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1657000 | PA      | $1166267.01   | 0.04%             | 2041-08-12      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                 | Intel Corp.                                                                    | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   11900000 | PA      | $11742741.02  | 0.42%             | 2043-02-10      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                                                | CUSIP: 4581X0EQ7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    3432000 | PA      | $3432733.14   | 0.12%             | 2029-08-01      | Floating      | 4.44%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                                                | CUSIP: 4581X0ET1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   11100000 | PA      | $11089429.69  | 0.39%             | 2030-03-13      | Floating      | 4.56%                 | No            | 2                  | On Loan: No      |
| INTERSTATE POWER & LIGHT                   | Interstate Power & Light Co.                                                   | CUSIP: 461070AU8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     500000 | PA      | $528152.43    | 0.02%             | 2033-10-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| INVITATION HOMES OP                        | Invitation Homes Operating Partnership LP                                      | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    1000000 | PA      | $865858.96    | 0.03%             | 2031-08-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| INVITATION HOMES OP                        | Invitation Homes Operating Partnership LP                                      | CUSIP: 46188BAC6<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    2100000 | PA      | $1787506.79   | 0.06%             | 2034-01-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co.                                                           | CUSIP: 46625HJB7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    6700000 | PA      | $7034933.94   | 0.25%             | 2041-07-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| JABIL INC                                  | Jabil, Inc.                                                                    | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     296000 | PA      | $286057.45    | 0.01%             | 2030-01-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| JACKSON FINANCIAL INC                      | Jackson Financial, Inc.                                                        | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    1671000 | PA      | $1514545.41   | 0.05%             | 2031-11-23      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| JACOBS ENGINEERING GROUP                   | Jacobs Engineering Group, Inc.                                                 | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |     750000 | PA      | $787839.56    | 0.03%             | 2033-03-01      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FIN GROUP INC                    | Jefferies Financial Group, Inc.                                                | CUSIP: 47233JAG3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |      57000 | PA      | $57170.40     | 0.00%             | 2027-01-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FIN GROUP INC                    | Jefferies Financial Group, Inc.                                                | CUSIP: 47233JDX3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $2765627.94   | 0.10%             | 2032-10-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FIN GROUP INC                    | Jefferies Financial Group, Inc.                                                | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1054343.12   | 0.04%             | 2031-10-15      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| JOHNSON & JOHNSON                          | Johnson & Johnson                                                              | CUSIP: 478160BY9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      38000 | PA      | $37816.34     | 0.00%             | 2026-03-01      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| JOHNSON & JOHNSON                          | Johnson & Johnson                                                              | CUSIP: 478160CE2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98988.39     | 0.00%             | 2027-03-03      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| JUNIPER NETWORKS INC                       | Juniper Networks, Inc.                                                         | CUSIP: 48203RAM6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2539227.57   | 0.09%             | 2029-08-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| JUNIPER NETWORKS INC                       | Juniper Networks, Inc.                                                         | CUSIP: 48203RAP9<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |     750000 | PA      | $659159.82    | 0.02%             | 2030-12-10      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| KB HOME                                    | KB Home                                                                        | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    2315000 | PA      | $2185641.27   | 0.08%             | 2031-06-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| KEMPER CORP                                | Kemper Corp.                                                                   | CUSIP: 488401AC4<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4278093.46   | 0.15%             | 2030-09-30      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| KEMPER CORP                                | Kemper Corp.                                                                   | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3234735.95   | 0.11%             | 2032-02-23      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| KILROY REALTY LP                           | Kilroy Realty LP                                                               | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |   10500000 | PA      | $8717488.71   | 0.31%             | 2032-11-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| KILROY REALTY LP                           | Kilroy Realty LP                                                               | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    2000000 | PA      | $1633938.88   | 0.06%             | 2033-11-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENER PART                    | Kinder Morgan Energy Partners LP                                               | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $5079609.77   | 0.18%             | 2038-01-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENER PART                    | Kinder Morgan Energy Partners LP                                               | CUSIP: 494550BN5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $924495.07    | 0.03%             | 2042-08-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENER PART                    | Kinder Morgan Energy Partners LP                                               | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    6900000 | PA      | $6363761.88   | 0.23%             | 2043-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| KROGER CO                                  | Kroger Co.                                                                     | CUSIP: 501044CK5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1718588.40   | 0.06%             | 2038-04-15      | Fixed         | 6.90%                 | No            | 2                  | On Loan: No      |
| KYNDRYL HOLDINGS INC                       | Kyndryl Holdings, Inc.                                                         | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   15500000 | PA      | $12454824.59  | 0.44%             | 2041-10-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| LAS VEGAS SANDS CORP                       | Las Vegas Sands Corp.                                                          | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    1721000 | PA      | $1670802.90   | 0.06%             | 2029-08-08      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| LAS VEGAS SANDS CORP                       | Las Vegas Sands Corp.                                                          | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4725238.50   | 0.17%             | 2034-08-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| LINCOLN NATIONAL CORP                      | Lincoln National Corp.                                                         | CUSIP: 534187AW9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    3550000 | PA      | $3816833.73   | 0.14%             | 2037-10-09      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| LINCOLN NATIONAL CORP                      | Lincoln National Corp.                                                         | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     800000 | PA      | $906106.60    | 0.03%             | 2040-06-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| MGM RESORTS INTL                           | MGM Resorts International                                                      | CUSIP: 552953CD1<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    2693000 | PA      | $2689077.11   | 0.10%             | 2026-09-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                    | MPLX LP                                                                        | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3173416.26   | 0.11%             | 2038-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| MANITOBA (PROVINCE OF)                     | Province of Manitoba                                                           | CUSIP: 563469VA0<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |   12200000 | PA      | $9038986.13   | 0.32%             | 2032-12-02      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| MANITOBA (PROVINCE OF)                     | Province of Manitoba                                                           | CUSIP: 563469VB8<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |   14100000 | PA      | $10342848.38  | 0.37%             | 2033-06-02      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| MANITOBA (PROVINCE OF)                     | Province of Manitoba                                                           | CUSIP: 563469VE2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |   21000000 | PA      | $15774967.02  | 0.56%             | 2034-06-02      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| MANITOBA (PROVINCE OF)                     | Province of Manitoba                                                           | CUSIP: 563469VG7<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |   17000000 | PA      | $12147445.72  | 0.43%             | 2035-06-02      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| MARKEL GROUP INC                           | Markel Group, Inc.                                                             | CUSIP: 570535AU8<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $4137131.52   | 0.15%             | 2029-09-17      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| MARRIOTT INTERNATIONAL                     | Marriott International, Inc.                                                   | CUSIP: 571903AY9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    5901000 | PA      | $5886390.72   | 0.21%             | 2028-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| MARRIOTT INTERNATIONAL                     | Marriott International, Inc.                                                   | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2053514.20   | 0.07%             | 2037-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| METHANEX CORP                              | Methanex Corp.                                                                 | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    3260000 | PA      | $3250512.10   | 0.12%             | 2029-12-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: —       |
| METLIFE INC                                | MetLife, Inc.                                                                  | CUSIP: 59156RAE8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     281000 | PA      | $317464.45    | 0.01%             | 2032-12-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| MICRON TECHNOLOGY INC                      | Micron Technology, Inc.                                                        | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     500000 | PA      | $446438.63    | 0.02%             | 2032-04-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| MICRON TECHNOLOGY INC                      | Micron Technology, Inc.                                                        | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1158737.31   | 0.04%             | 2041-11-01      | Fixed         | 3.37%                 | No            | 2                  | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                     | Mitsubishi UFJ Financial Group, Inc.                                           | CUSIP: 606822BR4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    4600000 | PA      | $4294654.94   | 0.15%             | 2030-02-25      | Fixed         | 2.56%                 | No            | 2                  | On Loan: No      |
| MOLINA HEALTHCARE INC                      | Molina Healthcare, Inc.                                                        | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     500000 | PA      | $461210.65    | 0.02%             | 2030-11-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| MOLINA HEALTHCARE INC                      | Molina Healthcare, Inc.                                                        | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    7850000 | PA      | $7077891.98   | 0.25%             | 2032-05-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| MOLSON COORS BEVERAGE                      | Molson Coors Beverage Co.                                                      | CUSIP: 60871RAD2<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4292491.66   | 0.15%             | 2042-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CITY OF MONTREAL                           | City of Montreal                                                               | CUSIP: 614852PJ4<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |   10000000 | PA      | $6586004.06   | 0.23%             | 2036-12-01      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                                 | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2027000 | PA      | $2286671.21   | 0.08%             | 2042-07-24      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 632525BQ3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    5000000 | PA      | $5011419.85   | 0.18%             | 2027-06-11      | Floating      | 4.89%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 632525BW0<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    2280000 | PA      | $2294774.40   | 0.08%             | 2027-10-26      | Floating      | 4.89%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 632525CL3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    2900000 | PA      | $2915019.10   | 0.10%             | 2028-06-13      | Floating      | 4.91%                 | No            | 2                  | On Loan: No      |
| NATIONAL RURAL UTIL COOP                   | National Rural Utilities Cooperative Finance Corp.                             | CUSIP: 637432CT0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    1232000 | PA      | $1460814.54   | 0.05%             | 2032-03-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| NEWMARKET CORP                             | NewMarket Corp.                                                                | CUSIP: 651587AG2<br>LEI: 54930082CG88ERDREQ47 | Long             | DBT              | CORP              | US        |    3255000 | PA      | $2961599.77   | 0.11%             | 2031-03-18      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| XPLR INFRAST OPERATING                     | XPLR Infrastructure Operating Partners LP                                      | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $4596895.63   | 0.16%             | 2027-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| NIKE INC                                   | NIKE, Inc.                                                                     | CUSIP: 654106AL7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    6277000 | PA      | $5101408.10   | 0.18%             | 2040-03-27      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| NISSAN MOTOR CO                            | Nissan Motor Co. Ltd.                                                          | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    6300000 | PA      | $5908868.78   | 0.21%             | 2030-09-17      | Fixed         | 4.81%                 | No            | 2                  | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                    | Nissan Motor Acceptance Co. LLC                                                | CUSIP: 65480CAD7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     800000 | PA      | $731419.52    | 0.03%             | 2028-09-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| NOKIA OYJ                                  | Nokia OYJ                                                                      | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |     682000 | PA      | $737752.82    | 0.03%             | 2039-05-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| NOKIA OYJ                                  | Nokia OYJ                                                                      | CUSIP: 654902AE5<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |     350000 | PA      | $349286.70    | 0.01%             | 2027-06-12      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| NOMURA HOLDINGS INC                        | Nomura Holdings, Inc.                                                          | CUSIP: 65535HAQ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    4478000 | PA      | $4238258.81   | 0.15%             | 2030-01-16      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| NORDSTROM INC                              | Nordstrom, Inc.                                                                | CUSIP: 655664AS9<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |     500000 | PA      | $489809.95    | 0.02%             | 2027-03-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| NORDSTROM INC                              | Nordstrom, Inc.                                                                | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2175140.59   | 0.08%             | 2030-04-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: —       |
| NORDSTROM INC                              | Nordstrom, Inc.                                                                | CUSIP: 655664AY6<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3004778.37   | 0.11%             | 2031-08-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| NOVA SCOTIA PROVINCE                       | Province of Nova Scotia                                                        | CUSIP: 669827GM3<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |   19000000 | PA      | $13737356.96  | 0.49%             | 2035-06-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| NOVARTIS CAPITAL CORP                      | Novartis Capital Corp.                                                         | CUSIP: 66989HAF5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     200000 | PA      | $166444.63    | 0.01%             | 2042-09-21      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| NUCOR CORP                                 | Nucor Corp.                                                                    | CUSIP: 670346AV7<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2128525.18   | 0.08%             | 2032-04-01      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| NUSTAR LOGISTICS LP                        | NuStar Logistics LP                                                            | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     432000 | PA      | $435679.32    | 0.02%             | 2027-04-28      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                                  | ONEOK, Inc.                                                                    | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1284459.37   | 0.05%             | 2031-01-15      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                                            | CUSIP: 68333ZAU1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   15000000 | PA      | $11070193.58  | 0.39%             | 2032-06-02      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                                            | CUSIP: 68333ZAY3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   21000000 | PA      | $15298385.08  | 0.54%             | 2033-06-02      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                                            | CUSIP: 68333ZBC0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   29200000 | PA      | $21861432.39  | 0.78%             | 2034-06-02      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                                            | CUSIP: 68333ZBK2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   14300000 | PA      | $10167982.60  | 0.36%             | 2035-06-02      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                | Oracle Corp.                                                                   | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1442621.28   | 0.05%             | 2039-07-08      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                | Oracle Corp.                                                                   | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1048194.25   | 0.04%             | 2040-07-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                | Oracle Corp.                                                                   | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1691957.22   | 0.06%             | 2037-11-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                | Oracle Corp.                                                                   | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2349386.01   | 0.08%             | 2040-04-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                | Oracle Corp.                                                                   | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $6989158.62   | 0.25%             | 2041-03-25      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| OWENS CORNING                              | Owens Corning                                                                  | CUSIP: 690742AM3<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    9200000 | PA      | $8879947.92   | 0.31%             | 2030-02-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ELECTRICITE DE FRANCE SA                   | Electricite de France SA                                                       | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    3200000 | PA      | $4418489.35   | 0.16%             | 2031-07-18      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| SUNCOR ENERGY INC                          | Suncor Energy, Inc.                                                            | CUSIP: 71644EAJ1<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    2028000 | PA      | $2239745.83   | 0.08%             | 2038-05-15      | Fixed         | 6.80%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                                              | CUSIP: 718172CL1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1521686.85   | 0.05%             | 2031-08-01      | Fixed         | 0.80%                 | No            | 2                  | On Loan: No      |
| PIEDMONT OPERATING PARTN                   | Piedmont Operating Partnership LP                                              | CUSIP: 720198AE0<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |    5300000 | PA      | $4834603.24   | 0.17%             | 2030-08-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| PIEDMONT OPERATING PARTN                   | Piedmont Operating Partnership LP                                              | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |    4600000 | PA      | $3918858.54   | 0.14%             | 2032-04-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMER PIPELINE                   | Plains All American Pipeline LP/PAA Finance Corp.                              | CUSIP: 72650RAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     800000 | PA      | $869489.66    | 0.03%             | 2036-05-15      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMER PIPELINE                   | Plains All American Pipeline LP/PAA Finance Corp.                              | CUSIP: 72650RAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1847135.43   | 0.07%             | 2037-01-15      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMER PIPELINE                   | Plains All American Pipeline LP/PAA Finance Corp.                              | CUSIP: 72650RBC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     534000 | PA      | $437059.63    | 0.02%             | 2043-01-31      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| E.ON INTL FINANCE BV                       | E.ON International Finance BV                                                  | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |    2150000 | PA      | $3062417.33   | 0.11%             | 2032-06-07      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                    | Principal Financial Group, Inc.                                                | CUSIP: 74251VAA0<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     500000 | PA      | $543419.11    | 0.02%             | 2036-10-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| PRUDENTIAL FUNDING ASIA                    | Prudential Funding Asia PLC                                                    | CUSIP: 744330AB7<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |   19800000 | PA      | $18952355.27  | 0.67%             | 2032-03-24      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                   | Public Service Enterprise Group, Inc.                                          | CUSIP: 744573AS5<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     575000 | PA      | $663823.91    | 0.02%             | 2031-04-15      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| PULTEGROUP INC                             | PulteGroup, Inc.                                                               | CUSIP: 745867AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     800000 | PA      | $862128.34    | 0.03%             | 2035-02-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                                             | CUSIP: 748148RL9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    6000000 | PA      | $5001019.57   | 0.18%             | 2036-12-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                                             | CUSIP: 74814ZFN8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    9550000 | PA      | $6823189.19   | 0.24%             | 2032-09-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                                             | CUSIP: 74814ZFS7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    5000000 | PA      | $3616733.81   | 0.13%             | 2033-09-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                                             | CUSIP: 74814ZFT5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   30000000 | PA      | $22840469.15  | 0.81%             | 2034-09-01      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| RAYONIER LP                                | Rayonier LP                                                                    | CUSIP: 75508XAA4<br>LEI: 5493004X96PV3VY6KB95 | Long             | DBT              |  | US        |    3185000 | PA      | $2865475.54   | 0.10%             | 2031-05-17      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORP                         | Realty Income Corp.                                                            | CUSIP: 756109AG9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     156000 | PA      | $166336.84    | 0.01%             | 2035-03-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro          | Italy Buoni Poliennali Del Tesoro                                              | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    4000000 | PA      | $5247462.44   | 0.19%             | 2034-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                   | Rockies Express Pipeline LLC                                                   | CUSIP: 77340RAD9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1084467.00   | 0.04%             | 2038-07-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                   | Rogers Communications, Inc.                                                    | CUSIP: 775109AL5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    4000000 | PA      | $4657508.16   | 0.17%             | 2038-08-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                       | Royal Bank of Canada                                                           | CUSIP: 78016FZQ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    3600000 | PA      | $3506524.16   | 0.12%             | 2032-05-04      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                         | Royalty Pharma PLC                                                             | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    2900000 | PA      | $2245569.01   | 0.08%             | 2040-09-02      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                         | Royalty Pharma PLC                                                             | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    1100000 | PA      | $959184.69    | 0.03%             | 2031-09-02      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| SABRA HEALTH CARE LP                       | Sabra Health Care LP                                                           | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |    6730000 | PA      | $6540659.59   | 0.23%             | 2029-10-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| SABRA HEALTH CARE LP                       | Sabra Health Care LP                                                           | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |    3658000 | PA      | $3320363.82   | 0.12%             | 2031-12-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                   | Province of Saskatchewan                                                       | CUSIP: 803854KX5<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |   30800000 | PA      | $22276884.25  | 0.79%             | 2035-06-02      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| SEAGATE DATA STOR                          | Seagate Data Storage Technology Pte. Ltd.                                      | CUSIP: 81180LAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     900000 | PA      | $875545.56    | 0.03%             | 2029-06-01      | Fixed         | 4.09%                 | No            | 2                  | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd    | Seagate Data Storage Technology Pte. Ltd.                                      | CUSIP: 81180LAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    9500000 | PA      | $8947341.30   | 0.32%             | 2031-01-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| SEAGATE DATA STOR                          | Seagate Data Storage Technology Pte. Ltd.                                      | CUSIP: 81180LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    2800000 | PA      | $2862056.40   | 0.10%             | 2034-12-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| SEALED AIR CORP                            | Sealed Air Corp.                                                               | CUSIP: 81211KAK6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    8692000 | PA      | $9463849.60   | 0.34%             | 2033-07-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| SEALED AIR CORP                            | Sealed Air Corp.                                                               | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1576731.20   | 0.06%             | 2027-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SELECTIVE INSURANCE GROU                   | Selective Insurance Group, Inc.                                                | CUSIP: 816300AJ6<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2605684.65   | 0.09%             | 2035-04-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| SEMPRA                                     | Sempra                                                                         | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2089403.66   | 0.07%             | 2039-10-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| SEMPRA                                     | Sempra                                                                         | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    1253000 | PA      | $1075734.32   | 0.04%             | 2038-02-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| SENSATA TECH INC                           | Sensata Technologies, Inc.                                                     | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4821484.00   | 0.17%             | 2030-02-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| 7-ELEVEN INC                               | 7-Eleven, Inc.                                                                 | CUSIP: 817826AF7<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    5400000 | PA      | $3765930.79   | 0.13%             | 2041-02-10      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| SHELL INTERNATIONAL FIN                    | Shell International Finance BV                                                 | CUSIP: 822582AN2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    5800000 | PA      | $6009583.58   | 0.21%             | 2040-03-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| SHELL INTERNATIONAL FIN                    | Shell International Finance BV                                                 | CUSIP: 822582AT9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   12200000 | PA      | $9931770.88   | 0.35%             | 2042-08-21      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| SHELL FINANCE US INC                       | Shell Finance U.S., Inc.                                                       | CUSIP: 822905AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1363067.12   | 0.05%             | 2043-08-12      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP LP                    | Simon Property Group LP                                                        | CUSIP: 828807DK0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    6864000 | PA      | $6407898.46   | 0.23%             | 2030-07-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP LP                    | Simon Property Group LP                                                        | CUSIP: 828807DQ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |     100000 | PA      | $87760.20     | 0.00%             | 2032-01-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| SPECTRA ENERGY PARTNERS                    | Spectra Energy Partners LP                                                     | CUSIP: 84756NAG4<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1732865.36   | 0.06%             | 2045-03-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                       | OneMain Finance Corp.                                                          | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    1742000 | PA      | $1753363.07   | 0.06%             | 2026-03-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| BLOCK INC                                  | Block, Inc.                                                                    | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    9932000 | PA      | $9247568.00   | 0.33%             | 2031-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: —       |
| STATE STREET BANK & TR                     | State Street Bank & Trust Co.                                                  | CUSIP: 857449AD4<br>LEI: 571474TGEMMWANRLN572 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4015069.48   | 0.14%             | 2026-11-25      | Floating      | 4.69%                 | No            | 2                  | On Loan: No      |
| STEELCASE INC                              | Steelcase, Inc.                                                                | CUSIP: 858155AE4<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | DBT              | CORP              | US        |     542000 | PA      | $529805.00    | 0.02%             | 2029-01-18      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| STELLANTIS FIN US INC                      | Stellantis Finance U.S., Inc.                                                  | CUSIP: 85855CAB6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |     800000 | PA      | $694994.63    | 0.02%             | 2031-09-15      | Fixed         | 2.69%                 | No            | 2                  | On Loan: No      |
| STELLANTIS FIN US INC                      | Stellantis Finance U.S., Inc.                                                  | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3114125.28   | 0.11%             | 2035-03-18      | Fixed         | 6.45%                 | No            | 2                  | On Loan: —       |
| STORE CAPITAL LLC                          | Store Capital LLC                                                              | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |     200000 | PA      | $198772.52    | 0.01%             | 2029-03-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group, Inc.                                          | CUSIP: 86562MBW9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     390000 | PA      | $366604.57    | 0.01%             | 2030-01-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| SUNCOR ENERGY INC                          | Suncor Energy, Inc.                                                            | CUSIP: 867229AD8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    1700000 | PA      | $1790833.53   | 0.06%             | 2034-12-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| TC PIPELINES LP                            | TC PipeLines LP                                                                | CUSIP: 87233QAC2<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1989901.62   | 0.07%             | 2027-05-25      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                           | T-Mobile USA, Inc.                                                             | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    6700000 | PA      | $6019415.27   | 0.21%             | 2040-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                           | T-Mobile USA, Inc.                                                             | CUSIP: 87264ADV4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     800000 | PA      | $894884.58    | 0.03%             | 2033-12-15      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| TANGER PROPERTIES LP                       | Tanger Properties LP                                                           | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              |  | US        |    1000000 | PA      | $898468.45    | 0.03%             | 2031-09-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| TAPESTRY INC                               | Tapestry, Inc.                                                                 | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1626883.67   | 0.06%             | 2032-03-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES CORP                       | Targa Resources Corp.                                                          | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1428165.50   | 0.05%             | 2033-02-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| TAYLOR MORRISON COMM                       | Taylor Morrison Communities, Inc.                                              | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100998.80    | 0.00%             | 2027-06-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| TAYLOR MORRISON COMM                       | Taylor Morrison Communities, Inc.                                              | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4565722.50   | 0.16%             | 2028-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| TAYLOR MORRISON COMM                       | Taylor Morrison Communities, Inc.                                              | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     650000 | PA      | $649142.52    | 0.02%             | 2030-08-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL                     | Telecom Italia Capital SA                                                      | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    1000000 | PA      | $1089280.00   | 0.04%             | 2036-07-18      | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL                     | Telecom Italia Capital SA                                                      | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    1000000 | PA      | $1118081.83   | 0.04%             | 2038-06-04      | Fixed         | 7.72%                 | No            | 2                  | On Loan: No      |
| TELEFONICA EMISIONES SAU                   | Telefonica Emisiones SA                                                        | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    4530000 | PA      | $5107245.08   | 0.18%             | 2036-06-20      | Fixed         | 7.05%                 | No            | 2                  | On Loan: No      |
| TIMKEN CO                                  | Timken Co.                                                                     | CUSIP: 887389AL8<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |     600000 | PA      | $575296.79    | 0.02%             | 2032-04-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                                          | CUSIP: 89114TZV7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     600000 | PA      | $558546.79    | 0.02%             | 2032-03-10      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA PIPELINES                      | TransCanada PipeLines Ltd.                                                     | CUSIP: 893526DF7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    1000000 | PA      | $1035791.40   | 0.04%             | 2034-03-31      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA PIPELINES                      | TransCanada PipeLines Ltd.                                                     | CUSIP: 893526DJ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    1000000 | PA      | $1056955.42   | 0.04%             | 2040-06-01      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| UNDER ARMOUR INC                           | Under Armour, Inc.                                                             | CUSIP: 904311AA5<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |    6250000 | PA      | $6188015.38   | 0.22%             | 2026-06-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                            | CUSIP: 91282CJU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   34000000 | PA      | $34004865.74  | 1.21%             | 2026-01-31      | Floating      | 4.01%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                            | CUSIP: 91282CKM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   43800000 | PA      | $43791500.17  | 1.55%             | 2026-04-30      | Floating      | 3.92%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                            | CUSIP: 91282CLA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   31000000 | PA      | $31000068.51  | 1.10%             | 2026-07-31      | Floating      | 3.95%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                            | CUSIP: 91282CMJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   18000000 | PA      | $17980949.34  | 0.64%             | 2027-01-31      | Floating      | 3.86%                 | No            | 2                  | On Loan: No      |
| RTX CORP                                   | RTX Corp.                                                                      | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2726910.93   | 0.10%             | 2042-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| RTX CORP                                   | RTX Corp.                                                                      | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $943771.81    | 0.03%             | 2038-11-16      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group, Inc.                                                       | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $4431006.12   | 0.16%             | 2039-08-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group, Inc.                                                       | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $748084.84    | 0.03%             | 2040-05-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| UNUM GROUP                                 | Unum Group                                                                     | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     125000 | PA      | $124724.80    | 0.00%             | 2042-08-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| UNUM GROUP                                 | Unum Group                                                                     | CUSIP: 91529YAL0<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |      23000 | PA      | $22998.55     | 0.00%             | 2025-11-05      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| VF CORP                                    | VF Corp.                                                                       | CUSIP: 918204BC1<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    2166000 | PA      | $1904238.47   | 0.07%             | 2030-04-23      | Fixed         | 2.95%                 | No            | 2                  | On Loan: —       |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                                                   | CUSIP: 92343VBX1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1925829.35   | 0.07%             | 2034-02-17      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                                                   | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1571272.02   | 0.06%             | 2041-03-22      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                           | Paramount Global                                                               | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    1513000 | PA      | $1674930.10   | 0.06%             | 2030-07-30      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                           | Paramount Global                                                               | CUSIP: 925524AV2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     400000 | PA      | $393113.15    | 0.01%             | 2033-05-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                           | Paramount Global                                                               | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2103307.72   | 0.07%             | 2036-04-30      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                           | Paramount Global                                                               | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2695841.79   | 0.10%             | 2043-09-01      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                           | Paramount Global                                                               | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     500000 | PA      | $490290.77    | 0.02%             | 2031-01-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                           | Paramount Global                                                               | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2775104.61   | 0.10%             | 2032-05-19      | Fixed         | 4.20%                 | No            | 2                  | On Loan: —       |
| VIATRIS INC                                | Viatris, Inc.                                                                  | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $9522611.88   | 0.34%             | 2040-06-22      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| VONTIER CORP                               | Vontier Corp.                                                                  | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |   12875000 | PA      | $11707230.55  | 0.42%             | 2031-04-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| VORNADO REALTY LP                          | Vornado Realty LP                                                              | CUSIP: 929043AL1<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |    3100000 | PA      | $2793939.98   | 0.10%             | 2031-06-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| WP CAREY INC                               | WP Carey, Inc.                                                                 | CUSIP: 92936UAJ8<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    1900000 | PA      | $1671173.39   | 0.06%             | 2032-02-01      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| WRKCO INC                                  | WRKCo, Inc.                                                                    | CUSIP: 92940PAF1<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1701804.16   | 0.06%             | 2032-06-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| WALMART INC                                | Walmart, Inc.                                                                  | CUSIP: 931142CV3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    6244000 | PA      | $6289432.72   | 0.22%             | 2040-07-08      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO BANK NA                        | Wells Fargo Bank NA                                                            | CUSIP: 94988J6G7<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4041688.00   | 0.14%             | 2026-12-11      | Floating      | 5.24%                 | No            | 2                  | On Loan: No      |
| WESTERN DIGITAL CORP                       | Western Digital Corp.                                                          | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     212000 | PA      | $211855.10    | 0.01%             | 2026-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| WESTERN DIGITAL CORP                       | Western Digital Corp.                                                          | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $4081740.60   | 0.14%             | 2029-02-01      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                   | Western Midstream Operating LP                                                 | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1804686.92   | 0.06%             | 2044-04-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| WESTLAKE CORP                              | Westlake Corp.                                                                 | CUSIP: 960413AW2<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     500000 | PA      | $476991.32    | 0.02%             | 2030-06-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                                          | CUSIP: 961214FU2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    3000000 | PA      | $3025095.66   | 0.11%             | 2029-04-16      | Floating      | 5.10%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                                          | CUSIP: 961214GD9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    2000000 | PA      | $2018832.00   | 0.07%             | 2030-07-01      | Floating      | 5.09%                 | No            | 2                  | On Loan: No      |
| WEYERHAEUSER CO                            | Weyerhaeuser Co.                                                               | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |     254000 | PA      | $290182.37    | 0.01%             | 2032-03-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| WHIRLPOOL CORP                             | Whirlpool Corp.                                                                | CUSIP: 96332HCG2<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $837106.80    | 0.03%             | 2043-03-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| WILLIAMS COMPANIES INC                     | Williams Cos., Inc.                                                            | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $4071721.25   | 0.14%             | 2044-03-04      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| YUM! BRANDS INC                            | Yum! Brands, Inc.                                                              | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    3875000 | PA      | $3865307.85   | 0.14%             | 2030-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| YUM! BRANDS INC                            | Yum! Brands, Inc.                                                              | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    2470000 | PA      | $2318984.20   | 0.08%             | 2031-03-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| ZF NA CAPITAL                              | ZF North America Capital, Inc.                                                 | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    3908000 | PA      | $3804329.36   | 0.13%             | 2030-04-14      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| BHP BILLITON FINANCE LTD                   | BHP Billiton Finance Ltd.                                                      | CUSIP: 000000000<br>LEI: 549300KZMIS43NMT0A66 | Long             | DBT              | CORP              | AU        |    3000000 | PA      | $3421175.98   | 0.12%             | 2033-04-29      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| TREASURY CORP VICTORIA                     | Treasury Corp. of Victoria                                                     | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |   10800000 | PA      | $6958323.06   | 0.25%             | 2032-12-20      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| BAT INTL FINANCE PLC                       | BAT International Finance PLC                                                  | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    1400000 | PA      | $1629330.00   | 0.06%             | 2029-03-06      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1500000000 | PA      | $9716663.42   | 0.34%             | 2034-03-20      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 2700000000 | PA      | $17278528.32  | 0.61%             | 2034-09-20      | Fixed         | 1.40%                 | No            | 2                  | On Loan: No      |
| APA INFRASTRUCTURE LTD                     | APA Infrastructure Ltd.                                                        | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    1400000 | PA      | $1749033.34   | 0.06%             | 2030-03-22      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BHP BILLITON FINANCE LTD                   | BHP Billiton Finance Ltd.                                                      | CUSIP: 000000000<br>LEI: 549300KZMIS43NMT0A66 | Long             | DBT              | CORP              | AU        |    1000000 | PA      | $1085325.74   | 0.04%             | 2030-04-29      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 3550000000 | PA      | $22074453.31  | 0.78%             | 2035-09-20      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 4630000000 | PA      | $26311775.36  | 0.93%             | 2036-03-20      | Fixed         | 0.40%                 | No            | 2                  | On Loan: No      |
| New Zealand Government Bonds               | New Zealand Government Bonds                                                   | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |   27300000 | PA      | $13448564.45  | 0.48%             | 2037-04-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                | Equinor ASA                                                                    | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    4500000 | PA      | $4274660.57   | 0.15%             | 2036-11-09      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| SNCF RESEAU                                | SNCF Reseau                                                                    | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |    5400000 | PA      | $5505771.57   | 0.20%             | 2034-03-30      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| BAT INTL FINANCE PLC                       | BAT International Finance PLC                                                  | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    6500000 | PA      | $7289639.43   | 0.26%             | 2030-01-16      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| BRITISH TELECOMMUNICATIO                   | British Telecommunications PLC                                                 | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    1500000 | PA      | $1815708.04   | 0.06%             | 2031-11-21      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                               | Barclays PLC                                                                   | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    7500000 | PA      | $8692916.77   | 0.31%             | 2033-01-17      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| KUNTARAHOITUS OYJ                          | Kuntarahoitus OYJ                                                              | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |    3262000 | PA      | $3374176.63   | 0.12%             | 2033-02-23      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BAHN AG                           | Deutsche Bahn AG                                                               | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |    2600000 | PA      | $2731327.89   | 0.10%             | 2033-08-16      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                     | Fairfax Financial Holdings Ltd.                                                | CUSIP: 000000000<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     461000 | PA      | $530382.18    | 0.02%             | 2028-03-29      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Unibail-Rodamco-Westfield SE               | Unibail-Rodamco-Westfield SE                                                   | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |     500000 | PA      | $541077.41    | 0.02%             | 2031-01-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| BAYER CAPITAL CORP BV                      | Bayer Capital Corp. BV                                                         | CUSIP: 000000000<br>LEI: 529900KEOKKPYZLTAU90 | Long             | DBT              | CORP              | NL        |     900000 | PA      | $1006113.43   | 0.04%             | 2029-12-15      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                   | Agence Francaise de Developpement EPIC                                         | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |    9000000 | PA      | $8811568.24   | 0.31%             | 2034-10-31      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| ALTRIA GROUP INC                           | Altria Group, Inc.                                                             | CUSIP: 02209SAZ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    4118000 | PA      | $4728130.77   | 0.17%             | 2031-06-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| BP CAPITAL MARKETS PLC                     | BP Capital Markets PLC                                                         | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    4750000 | PA      | $4994605.24   | 0.18%             | 2031-05-08      | Fixed         | 1.23%                 | No            | 2                  | On Loan: No      |
| Baxter International, Inc.                 | Baxter International, Inc.                                                     | CUSIP: 000000000<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1425507.35   | 0.05%             | 2029-05-15      | Fixed         | 1.30%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATL INFO SERV                    | Fidelity National Information Services, Inc.                                   | CUSIP: 000000000<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3295235.15   | 0.12%             | 2030-05-21      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| TREASURY CORP VICTORIA                     | Treasury Corp. of Victoria                                                     | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |   41200000 | PA      | $21827211.16  | 0.77%             | 2034-11-20      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                   | Capital One Financial Corp.                                                    | CUSIP: 000000000<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    8515000 | PA      | $9392084.18   | 0.33%             | 2029-06-12      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                     | Berkshire Hathaway Finance Corp.                                               | CUSIP: 084664CS8<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14031836.33  | 0.50%             | 2039-06-19      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| FISERV INC                                 | Fiserv, Inc.                                                                   | CUSIP: 337738BA5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2371838.72   | 0.08%             | 2031-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CNH Industrial Finance Europe SA           | CNH Industrial Finance Europe SA                                               | CUSIP: 000000000<br>LEI: 5493007GVB1I2FDSS786 | Long             | DBT              | CORP              | LU        |    2550000 | PA      | $2833467.07   | 0.10%             | 2029-07-03      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| Westlake Corp.                             | Westlake Corp.                                                                 | CUSIP: 000000000<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6591244.33   | 0.23%             | 2029-07-17      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                                              | CUSIP: 000000000<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3246265.28   | 0.12%             | 2031-08-01      | Fixed         | 0.80%                 | No            | 2                  | On Loan: No      |
| Prologis Euro Finance LLC                  | Prologis Euro Finance LLC                                                      | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |    1493000 | PA      | $1493795.94   | 0.05%             | 2031-09-10      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY INC                     | Berkshire Hathaway, Inc.                                                       | CUSIP: 000000000<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        | 2020000000 | PA      | $12447947.15  | 0.44%             | 2029-09-13      | Fixed         | 0.44%                 | No            | 2                  | On Loan: No      |
| LYB INTERNATIONAL FINANC                   | LYB International Finance II BV                                                | CUSIP: 000000000<br>LEI: 549300ZSNDBYN4Z4VZ93 | Long             | DBT              | CORP              | NL        |    6500000 | PA      | $6783815.39   | 0.24%             | 2031-09-17      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| WESTERN AUST TREAS CORP                    | Western Australian Treasury Corp.                                              | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |   15500000 | PA      | $8153987.53   | 0.29%             | 2034-10-24      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| CK HUTCHISON GROUP                         | CK Hutchison Group Telecom Finance SA                                          | CUSIP: 000000000<br>LEI: 254900OM17Q9YNDIUG82 | Long             | DBT              | CORP              | LU        |    2000000 | PA      | $2082791.65   | 0.07%             | 2031-10-17      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| OP CORPORATE BANK PLC                      | OP Corporate Bank PLC                                                          | CUSIP: 000000000<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |    2750000 | PA      | $2904078.25   | 0.10%             | 2029-11-12      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| MIZUHO FINANCIAL GROUP                     | Mizuho Financial Group, Inc.                                                   | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     923000 | PA      | $971706.21    | 0.03%             | 2030-04-15      | Fixed         | 0.80%                 | No            | 2                  | On Loan: No      |
| BANQUE FED CRED MUTUEL                     | Banque Federative du Credit Mutuel SA                                          | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    1200000 | PA      | $1265263.69   | 0.04%             | 2030-01-17      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                        | Intesa Sanpaolo SpA                                                            | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    3850000 | PA      | $4673836.65   | 0.17%             | 2030-01-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| PUBLIC STORAGE OP CO                       | Public Storage Operating Co.                                                   | CUSIP: 000000000<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    9400000 | PA      | $9414720.75   | 0.33%             | 2032-01-24      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp.                                          | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4980407.02   | 0.18%             | 2032-02-11      | Fixed         | 0.65%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                               | Comcast Corp.                                                                  | CUSIP: 000000000<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     700000 | PA      | $697088.51    | 0.02%             | 2032-02-20      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co.                                                              | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    3461000 | PA      | $3600769.96   | 0.13%             | 2030-08-14      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| DOW CHEMICAL CO/THE                        | Dow Chemical Co.                                                               | CUSIP: 260543DA8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    1932000 | PA      | $1924719.06   | 0.07%             | 2032-03-15      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| QUEENSLAND TREASURY CORP                   | Queensland Treasury Corp.                                                      | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |   34000000 | PA      | $17452587.79  | 0.62%             | 2034-07-20      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| NEW S WALES TREASURY CRP                   | New South Wales Treasury Corp.                                                 | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |    8000000 | PA      | $4412494.25   | 0.16%             | 2033-03-08      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| BP CAPITAL MARKETS PLC                     | BP Capital Markets PLC                                                         | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    4000000 | PA      | $4529561.51   | 0.16%             | 2032-04-07      | Fixed         | 2.82%                 | No            | 2                  | On Loan: No      |
| SHELL INTERNATIONAL FIN                    | Shell International Finance BV                                                 | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    3200000 | PA      | $3462552.07   | 0.12%             | 2032-04-07      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| INTL FINANCE CORP                          | International Finance Corp.                                                    | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |   10100000 | PA      | $4940131.55   | 0.18%             | 2035-04-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| APA INFRASTRUCTURE LTD                     | APA Infrastructure Ltd.                                                        | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    1367000 | PA      | $1507088.54   | 0.05%             | 2030-07-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                | Equinor ASA                                                                    | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    9200000 | PA      | $9570254.49   | 0.34%             | 2032-05-22      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| FRESENIUS MEDICAL CARE A                   | Fresenius Medical Care AG                                                      | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | DBT              | CORP              | DE        |    3000000 | PA      | $3249987.15   | 0.12%             | 2030-05-29      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| BNG BANK NV                                | BNG Bank NV                                                                    | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |    3000000 | PA      | $1709077.30   | 0.06%             | 2030-11-27      | Fixed         | 1.60%                 | No            | 2                  | On Loan: No      |
| BANQUE FED CRED MUTUEL                     | Banque Federative du Credit Mutuel SA                                          | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    1700000 | PA      | $1811628.83   | 0.06%             | 2030-06-03      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| PROLOGIS INTL FUND II                      | Prologis International Funding II SA                                           | CUSIP: 000000000<br>LEI: 213800JNRWW2C9DWI388 | Long             | DBT              | CORP              | LU        |    1000000 | PA      | $1035053.41   | 0.04%             | 2032-06-17      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| DIGITAL DUTCH FINCO BV                     | Digital Dutch Finco BV                                                         | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |    1050000 | PA      | $1092953.79   | 0.04%             | 2031-02-01      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                    | Exxon Mobil Corp.                                                              | CUSIP: 000000000<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   46840000 | PA      | $46986664.18  | 1.67%             | 2032-06-26      | Fixed         | 0.84%                 | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                    | Exxon Mobil Corp.                                                              | CUSIP: 000000000<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $6828227.75   | 0.24%             | 2039-06-26      | Fixed         | 1.41%                 | No            | 2                  | On Loan: No      |
| TREASURY CORP VICTORIA                     | Treasury Corp. of Victoria                                                     | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |   12000000 | PA      | $5581545.08   | 0.20%             | 2037-11-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                        | American Tower Corp.                                                           | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    3247000 | PA      | $3277657.35   | 0.12%             | 2032-01-15      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Mizuho Financial Group, Inc.               | Mizuho Financial Group, Inc.                                                   | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    1620000 | PA      | $1677811.96   | 0.06%             | 2030-10-07      | Fixed         | 0.69%                 | No            | 2                  | On Loan: No      |
| Banque Federative du Credit Mutuel SA      | Banque Federative du Credit Mutuel SA                                          | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    9900000 | PA      | $9995721.10   | 0.35%             | 2031-02-21      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| SOUTHERN GAS NETWORK PLC                   | Southern Gas Networks PLC                                                      | CUSIP: 000000000<br>LEI: 549300SPX8573VZ2SK79 | Long             | DBT              | CORP              | GB        |    4200000 | PA      | $4489581.39   | 0.16%             | 2031-12-02      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| NEW S WALES TREASURY CRP                   | New South Wales Treasury Corp.                                                 | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |   14820000 | PA      | $8190630.03   | 0.29%             | 2032-02-20      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| INTL FINANCE CORP                          | International Finance Corp.                                                    | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    3000000 | PA      | $1676473.53   | 0.06%             | 2031-02-06      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| QUEENSLAND TREASURY CORP                   | Queensland Treasury Corp.                                                      | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |    9700000 | PA      | $5257360.38   | 0.19%             | 2032-08-20      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| PROLOGIS EURO FINANCE                      | Prologis Euro Finance LLC                                                      | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |   11500000 | PA      | $11240990.13  | 0.40%             | 2032-02-16      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                               | UBS Group AG                                                                   | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     200000 | PA      | $190721.01    | 0.01%             | 2033-02-24      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                        | Intesa Sanpaolo SpA                                                            | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    1400000 | PA      | $1479959.33   | 0.05%             | 2031-02-24      | Fixed         | 1.35%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY INC                     | Berkshire Hathaway, Inc.                                                       | CUSIP: 000000000<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        | 2050000000 | PA      | $12192468.18  | 0.43%             | 2031-04-15      | Fixed         | 0.44%                 | No            | 2                  | On Loan: No      |
| VOLKSWAGEN LEASING GMBH                    | Volkswagen Leasing GmbH                                                        | CUSIP: 000000000<br>LEI: 5299004GLEUX88BSNB74 | Long             | DBT              | CORP              | DE        |    5000000 | PA      | $5321881.22   | 0.19%             | 2029-07-19      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| BorgWarner, Inc.                           | BorgWarner, Inc.                                                               | CUSIP: 000000000<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1641224.05   | 0.06%             | 2031-05-19      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                       | American Tower Corp.                                                           | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    1000000 | PA      | $1077263.00   | 0.04%             | 2029-05-21      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| UNEDIC                                     | UNEDIC ASSEO                                                                   | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |    1300000 | PA      | $1103550.09   | 0.04%             | 2036-05-25      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| SNAM SPA                                   | Snam SpA                                                                       | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    7000000 | PA      | $7123050.80   | 0.25%             | 2031-06-30      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| JAB HOLDINGS BV                            | JAB Holdings BV                                                                | CUSIP: 000000000<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |     800000 | PA      | $824875.41    | 0.03%             | 2031-07-14      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Nasdaq, Inc.                               | Nasdaq, Inc.                                                                   | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $957925.06    | 0.03%             | 2033-07-30      | Fixed         | 0.90%                 | No            | 2                  | On Loan: No      |
| NEW S WALES TREASURY CRP                   | New South Wales Treasury Corp.                                                 | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |    9200000 | PA      | $4789041.26   | 0.17%             | 2034-03-20      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| NATIONAL GRID PLC                          | National Grid PLC                                                              | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    5000000 | PA      | $4715302.41   | 0.17%             | 2033-09-01      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                   | Celanese U.S. Holdings LLC                                                     | CUSIP: 000000000<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2098221.78   | 0.07%             | 2028-09-10      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group, Inc.                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    6379000 | PA      | $6375748.54   | 0.23%             | 2032-03-23      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                       | American Tower Corp.                                                           | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    2000000 | PA      | $2094639.83   | 0.07%             | 2030-10-05      | Fixed         | 0.95%                 | No            | 2                  | On Loan: No      |
| HOWOGE WOHNUNGS                            | HOWOGE Wohnungsbaugesellschaft GmbH                                            | CUSIP: 000000000<br>LEI: 894500BIY1Z9MG9QB745 | Long             | DBT              | CORP              | DE        |     200000 | PA      | $193422.51    | 0.01%             | 2033-11-01      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                               | UBS Group AG                                                                   | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   17900000 | PA      | $18158101.67  | 0.64%             | 2031-11-03      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| KOMMUNEKREDIT                              | Kommunekredit                                                                  | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |     300000 | PA      | $313682.29    | 0.01%             | 2029-11-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| BANQUE FED CRED MUTUEL                     | Banque Federative du Credit Mutuel SA                                          | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    2700000 | PA      | $2734880.50   | 0.10%             | 2032-01-19      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| UNICREDIT SPA                              | UniCredit SpA                                                                  | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    7400000 | PA      | $7889321.32   | 0.28%             | 2032-01-18      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY INC                     | Berkshire Hathaway, Inc.                                                       | CUSIP: 000000000<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        | 1100000000 | PA      | $6403751.53   | 0.23%             | 2032-01-23      | Fixed         | 0.47%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                     | Berkshire Hathaway Finance Corp.                                               | CUSIP: 000000000<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6839588.19   | 0.24%             | 2034-03-18      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                                          | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   13200000 | PA      | $14614270.35  | 0.52%             | 2030-04-08      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                | BNP Paribas SA                                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1500000 | PA      | $1603387.59   | 0.06%             | 2032-04-07      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| MIZUHO FINANCIAL GROUP                     | Mizuho Financial Group, Inc.                                                   | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    2850000 | PA      | $3082758.16   | 0.11%             | 2032-04-08      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                    | BPCE SA                                                                        | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    1400000 | PA      | $1542417.33   | 0.05%             | 2032-04-26      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| BANQUE FED CRED MUTUEL                     | Banque Federative du Credit Mutuel SA                                          | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    4500000 | PA      | $5134136.22   | 0.18%             | 2029-11-06      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| ONTARIO TEACHERS' FINANC                   | Ontario Teachers' Finance Trust                                                | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |    3252000 | PA      | $3514589.79   | 0.12%             | 2032-05-03      | Fixed         | 1.85%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BAHN AG                           | Deutsche Bahn AG                                                               | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |     100000 | PA      | $112046.97    | 0.00%             | 2030-05-24      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CORP                           | Duke Energy Corp.                                                              | CUSIP: 000000000<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5804705.69   | 0.21%             | 2034-06-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                     | Mitsubishi UFJ Financial Group, Inc.                                           | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    4069000 | PA      | $4806598.70   | 0.17%             | 2032-06-15      | Fixed         | 3.56%                 | No            | 2                  | On Loan: No      |
| BASF SE                                    | BASF SE                                                                        | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | DBT              | CORP              | DE        |    8400000 | PA      | $10058256.64  | 0.36%             | 2032-06-29      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                                          | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    2000000 | PA      | $2294865.70   | 0.08%             | 2032-08-03      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                   | Caisse d'Amortissement de la Dette Sociale                                     | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |    5000000 | PA      | $5661590.30   | 0.20%             | 2032-11-25      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| VINCI SA                                   | Vinci SA                                                                       | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | DBT              | CORP              | FR        |    5000000 | PA      | $5819639.26   | 0.21%             | 2032-10-17      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| BOOKING HOLDINGS INC                       | Booking Holdings, Inc.                                                         | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $6350905.06   | 0.23%             | 2034-11-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Societe Generale SA                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $1231909.11   | 0.04%             | 2032-11-16      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    1040000 | PA      | $689535.85    | 0.02%             | 2027-11-25      | Floating      | 4.75%                 | No            | 2                  | On Loan: No      |
| Liberty Mutual Group, Inc.                 | Liberty Mutual Group, Inc.                                                     | CUSIP: 000000000<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2466175.44   | 0.09%             | 2030-12-02      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| NATIONAL GRID PLC                          | National Grid PLC                                                              | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |     500000 | PA      | $605951.39    | 0.02%             | 2035-01-16      | Fixed         | 4.28%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                         | Credit Agricole SA                                                             | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    7500000 | PA      | $9078669.06   | 0.32%             | 2033-01-18      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                                             | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    7800000 | PA      | $9014293.70   | 0.32%             | 2033-01-24      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CAISSE DES DEPOTS ET CON                   | Caisse des Depots et Consignations                                             | CUSIP: 000000000<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | DBT              | NUSS              | FR        |    6700000 | PA      | $7697458.88   | 0.27%             | 2033-05-25      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                        | Intesa Sanpaolo SpA                                                            | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     500000 | PA      | $657556.89    | 0.02%             | 2033-03-08      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| EUROPEAN UNION                             | European Union                                                                 | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |    8000000 | PA      | $9459633.04   | 0.34%             | 2034-07-04      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| MAGNA INTERNATIONAL INC                    | Magna International, Inc.                                                      | CUSIP: 000000000<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    1720000 | PA      | $2095652.27   | 0.07%             | 2032-03-17      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| HEINEKEN NV                                | Heineken NV                                                                    | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |    1500000 | PA      | $1821926.68   | 0.06%             | 2035-03-23      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| ILE DE FRANCE MOBILITES                    | Ile-de-France Mobilites                                                        | CUSIP: 000000000<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | NUSS              | FR        |    6000000 | PA      | $6783678.77   | 0.24%             | 2038-06-14      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Japan Government Ten Year Bonds            | Japan Government Ten Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 2340000000 | PA      | $14029523.07  | 0.50%             | 2033-06-20      | Fixed         | 0.40%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                 | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    3780000 | PA      | $2497541.21   | 0.09%             | 2028-08-17      | Floating      | 4.54%                 | No            | 2                  | On Loan: No      |
| SWEDISH EXPORT CREDIT                      | Svensk Exportkredit AB                                                         | CUSIP: 000000000<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    2000000 | PA      | $2378027.24   | 0.08%             | 2030-08-30      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BOERSE AG                         | Deutsche Boerse AG                                                             | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | DBT              | CORP              | DE        |    4800000 | PA      | $5821485.06   | 0.21%             | 2033-09-28      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| NESTLE FINANCE INTL LTD                    | Nestle Finance International Ltd.                                              | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |     631000 | PA      | $826512.84    | 0.03%             | 2038-12-07      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| AGENCE FRANCE LOCALE                       | Agence France Locale                                                           | CUSIP: 000000000<br>LEI: 969500NMI4UP00IO8G47 | Long             | DBT              | NUSS              | FR        |    2300000 | PA      | $2601473.73   | 0.09%             | 2034-03-20      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| SOCIETE NATIONALE SNCF S                   | Societe Nationale SNCF SACA                                                    | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |    2000000 | PA      | $2256560.75   | 0.08%             | 2034-05-25      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                                             | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    3500000 | PA      | $4044137.76   | 0.14%             | 2034-03-27      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| FLEMISH COMMUNITY                          | Ministeries Van de Vlaamse Gemeenschap                                         | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |    7800000 | PA      | $8945276.56   | 0.32%             | 2034-06-22      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| GENERAL MILLS INC                          | General Mills, Inc.                                                            | CUSIP: 000000000<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $3174952.35   | 0.11%             | 2034-04-23      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                   | Province of Saskatchewan                                                       | CUSIP: 000000000<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |    5000000 | PA      | $5832969.25   | 0.21%             | 2034-05-08      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                                          | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    8400000 | PA      | $5535636.77   | 0.20%             | 2029-05-14      | Floating      | 4.49%                 | No            | 2                  | On Loan: No      |
| PSP CAPITAL INC                            | PSP Capital, Inc.                                                              | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |   10000000 | PA      | $11618008.31  | 0.41%             | 2034-07-02      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| BPIFRANCE SACA                             | Bpifrance SACA                                                                 | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |    2500000 | PA      | $2876178.53   | 0.10%             | 2034-05-25      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| SEGRO PLC                                  | Segro PLC                                                                      | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | DBT              |  | GB        |    1900000 | PA      | $2197624.85   | 0.08%             | 2032-09-24      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| NATURGY FIN IBERIA SA                      | Naturgy Finance Iberia SA                                                      | CUSIP: 000000000<br>LEI: 2138005FTXOJUBQ5J563 | Long             | DBT              | CORP              | ES        |    4600000 | PA      | $5309424.25   | 0.19%             | 2034-10-02      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    7400000 | PA      | $4858039.81   | 0.17%             | 2027-10-18      | Floating      | 4.19%                 | No            | 2                  | On Loan: No      |
| ORIX CORP                                  | ORIX Corp.                                                                     | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    7550000 | PA      | $8750323.69   | 0.31%             | 2031-10-22      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| AGENCE FRANCE LOCALE                       | Agence France Locale                                                           | CUSIP: 000000000<br>LEI: 969500NMI4UP00IO8G47 | Long             | DBT              | NUSS              | FR        |   16200000 | PA      | $18502978.69  | 0.66%             | 2032-08-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| DSV FINANCE BV                             | DSV Finance BV                                                                 | CUSIP: 000000000<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |    4037000 | PA      | $4698870.97   | 0.17%             | 2032-11-06      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| LVMH MOET HENNESSY VUITT                   | LVMH Moet Hennessy Louis Vuitton SE                                            | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |    2100000 | PA      | $2456051.55   | 0.09%             | 2032-11-07      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| E.ON SE                                    | E.ON SE                                                                        | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |    3000000 | PA      | $3506937.02   | 0.12%             | 2040-01-16      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BMW INTL INVESTMENT BV                     | BMW International Investment BV                                                | CUSIP: 000000000<br>LEI: 724500J951RJJFEW5X49 | Long             | DBT              | CORP              | NL        |     600000 | PA      | $702318.36    | 0.02%             | 2033-01-22      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| OMERS FINANCE TRUST                        | OMERS Finance Trust                                                            | CUSIP: 000000000<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |   10000000 | PA      | $11520342.43  | 0.41%             | 2035-01-28      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| TYCO ELECTRONICS GROUP S                   | Tyco Electronics Group SA                                                      | CUSIP: 000000000<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    3500000 | PA      | $4032906.94   | 0.14%             | 2033-01-31      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                    | Imperial Brands Finance PLC                                                    | CUSIP: 000000000<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    2000000 | PA      | $2302485.90   | 0.08%             | 2034-02-12      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| CDP FINANCIAL INC                          | CDP Financial, Inc.                                                            | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |   18020000 | PA      | $20625120.73  | 0.73%             | 2032-02-13      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| CAISSE DES DEPOTS ET CON                   | Caisse des Depots et Consignations                                             | CUSIP: 000000000<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | DBT              | NUSS              | FR        |    7000000 | PA      | $7869739.06   | 0.28%             | 2035-05-25      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| U.K. Gilts                                 | U.K. Gilts                                                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    9000000 | PA      | $11901442.61  | 0.42%             | 2035-03-07      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| JOHNSON & JOHNSON                          | Johnson & Johnson                                                              | CUSIP: 000000000<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2693728.35   | 0.10%             | 2033-02-26      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| PPG INDUSTRIES INC                         | PPG Industries, Inc.                                                           | CUSIP: 000000000<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    2311000 | PA      | $2655908.08   | 0.09%             | 2032-03-04      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| FEDEX CORP                                 | FedEx Corp.                                                                    | CUSIP: 000000000<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $3690329.70   | 0.13%             | 2033-05-04      | Fixed         | 0.95%                 | No            | 2                  | On Loan: No      |
| AEROPORTS DE PARIS SA                      | Aeroports de Paris SA                                                          | CUSIP: 000000000<br>LEI: 969500PJMBSFHYC37989 | Long             | DBT              | CORP              | FR        |    3900000 | PA      | $4551810.84   | 0.16%             | 2033-03-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                                                   | CUSIP: 000000000<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $3332294.34   | 0.12%             | 2032-03-19      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| ENEXIS HOLDING NV                          | Enexis Holding NV                                                              | CUSIP: 000000000<br>LEI: 7245009Q5867Q0YC9Q13 | Long             | DBT              | CORP              | NL        |   27976000 | PA      | $32623664.18  | 1.16%             | 2033-04-09      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC                               | Alphabet, Inc.                                                                 | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   10789000 | PA      | $12495377.93  | 0.44%             | 2033-05-06      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AGENCE FRANCE LOCALE                       | Agence France Locale                                                           | CUSIP: 000000000<br>LEI: 969500NMI4UP00IO8G47 | Long             | DBT              | NUSS              | FR        |    7800000 | PA      | $8890736.27   | 0.32%             | 2033-03-20      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                                             | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    9000000 | PA      | $10411008.20  | 0.37%             | 2035-05-22      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                   | Siemens Financieringsmaatschappij NV                                           | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |   15500000 | PA      | $18061235.09  | 0.64%             | 2033-05-27      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| BRITISH COLUMBIA PROV OF                   | Province of British Columbia                                                   | CUSIP: 000000000<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    6000000 | PA      | $6821205.14   | 0.24%             | 2040-05-29      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| NOVO NORDISK FINANCE NL                    | Novo Nordisk Finance Netherlands BV                                            | CUSIP: 000000000<br>LEI: 549300X0PCJ6M2JZQW91 | Long             | DBT              | CORP              | NL        |    4500000 | PA      | $5198230.95   | 0.18%             | 2033-05-27      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                                             | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    8500000 | PA      | $5554542.12   | 0.20%             | 2035-06-04      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| EUROPEAN UNION                             | European Union                                                                 | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |    5300000 | PA      | $6106772.74   | 0.22%             | 2032-12-13      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| CARRIER GLOBAL CORP                        | Carrier Global Corp.                                                           | CUSIP: 000000000<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3407823.07   | 0.12%             | 2037-01-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Japan Government Thirty Year Bonds         | Japan Government Thirty Year Bonds                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  860000000 | PA      | $5962856.40   | 0.21%             | 2034-03-20      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| WALMART INC                                | Walmart, Inc.                                                                  | CUSIP: 000000000<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $8230649.24   | 0.29%             | 2035-09-28      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro          | Italy Buoni Poliennali Del Tesoro                                              | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    6000000 | PA      | $7281509.42   | 0.26%             | 2037-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                                             | CUSIP: 74814ZDK6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    6000000 | PA      | $4693351.40   | 0.17%             | 2038-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ELECTRICITE DE FRANCE SA                   | Electricite de France SA                                                       | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    1500000 | PA      | $2057443.54   | 0.07%             | 2034-06-02      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                                                       | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     300000 | PA      | $369402.04    | 0.01%             | 2030-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| AT&T, Inc.                                 | AT&T, Inc.                                                                     | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1756601.85   | 0.06%             | 2032-12-17      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| PROLOGIS INTL FUND II                      | Prologis International Funding II SA                                           | CUSIP: 000000000<br>LEI: 213800JNRWW2C9DWI388 | Long             | DBT              | CORP              | LU        |    4550000 | PA      | $5087284.70   | 0.18%             | 2030-11-14      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 2200000000 | PA      | $12339614.56  | 0.44%             | 2037-09-20      | Fixed         | 0.60%                 | No            | 2                  | On Loan: No      |
| NORDEA KIINNITYSLUOTTO                     | Nordea Kiinnitysluottopankki OYJ                                               | CUSIP: 000000000<br>LEI: 7437001LESKGLAEOEU84 | Long             | DBT              | CORP              | FI        |     805000 | PA      | $840135.08    | 0.03%             | 2033-02-28      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Merlin Properties Socimi SA                | Merlin Properties Socimi SA                                                    | CUSIP: 000000000<br>LEI: 959800L8KD863DP30X04 | Long             | DBT              |  | ES        |     300000 | PA      | $340111.43    | 0.01%             | 2029-09-18      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC                          | CPPIB Capital, Inc.                                                            | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |    9500000 | PA      | $9924377.02   | 0.35%             | 2033-03-04      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| LAND NIEDERSACHSEN                         | State of Lower Saxony                                                          | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |     286000 | PA      | $299535.97    | 0.01%             | 2030-01-10      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                   | Agence Francaise de Developpement EPIC                                         | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |    1000000 | PA      | $874363.11    | 0.03%             | 2035-05-31      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Kingdom of Belgium Government Bonds        | Kingdom of Belgium Government Bonds                                            | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     300000 | PA      | $310347.87    | 0.01%             | 2030-06-22      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| TREASURY CORP VICTORIA                     | Treasury Corp. of Victoria                                                     | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |   21100000 | PA      | $10619090.77  | 0.38%             | 2035-09-17      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| TREASURY CORP VICTORIA                     | Treasury Corp. of Victoria                                                     | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |    3000000 | PA      | $1652761.70   | 0.06%             | 2033-09-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC                          | CPPIB Capital, Inc.                                                            | CUSIP: 12593ZAA8<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |    1100000 | PA      | $820927.60    | 0.03%             | 2032-06-02      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| SFIL SA                                    | SFIL SA                                                                        | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |    1300000 | PA      | $1361392.61   | 0.05%             | 2032-03-05      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| BNG BANK NV                                | BNG Bank NV                                                                    | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |    3200000 | PA      | $3031944.32   | 0.11%             | 2033-04-19      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| SOUTH AUST GOVT FIN AUTH                   | South Australian Government Financing Authority                                | CUSIP: 000000000<br>LEI: 254900TDPILDN6AUAD69 | Long             | DBT              | NUSS              | AU        |   29500000 | PA      | $16434945.24  | 0.58%             | 2032-05-24      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| U.K. Gilts                                 | U.K. Gilts                                                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |          2 | PA      | $1.71         | 0.00%             | 2039-01-31      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| U.K. Gilts                                 | U.K. Gilts                                                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    7500000 | PA      | $8222778.04   | 0.29%             | 2032-01-31      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| SHELL INTERNATIONAL FIN                    | Shell International Finance BV                                                 | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    3600000 | PA      | $3895371.07   | 0.14%             | 2032-04-07      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| SHELL INTERNATIONAL FIN                    | Shell International Finance BV                                                 | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    8560000 | PA      | $8716630.76   | 0.31%             | 2032-11-11      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| EUROFIMA                                   | Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial | CUSIP: 000000000<br>LEI: 4S66HJ5RNB5ZWG9YW219 | Long             | DBT              | NUSS              | XX        |     100000 | PA      | $103230.86    | 0.00%             | 2030-05-20      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| U.K. Gilts                                 | U.K. Gilts                                                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   21000000 | PA      | $19398703.83  | 0.69%             | 2035-07-31      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| NEW S WALES TREASURY CRP                   | New South Wales Treasury Corp.                                                 | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |   13000000 | PA      | $6767123.52   | 0.24%             | 2034-03-20      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| ENEXIS HOLDING NV                          | Enexis Holding NV                                                              | CUSIP: 000000000<br>LEI: 7245009Q5867Q0YC9Q13 | Long             | DBT              | CORP              | NL        |   13140000 | PA      | $12956673.15  | 0.46%             | 2032-06-17      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 2268000000 | PA      | $11126901.30  | 0.39%             | 2041-12-20      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| INVESTOR AB                                | Investor AB                                                                    | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | DBT              | CORP              | SE        |    1000000 | PA      | $860763.85    | 0.03%             | 2035-10-29      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| SFIL SA                                    | SFIL SA                                                                        | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |   10300000 | PA      | $11759936.07  | 0.42%             | 2032-06-23      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| TREASURY CORP VICTORIA                     | Treasury Corp. of Victoria                                                     | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |    3000000 | PA      | $1652761.70   | 0.06%             | 2033-09-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| EUROPEAN UNION                             | European Union                                                                 | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |    6400000 | PA      | $5499479.69   | 0.20%             | 2036-04-22      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| EFSF                                       | European Financial Stability Facility                                          | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      57000 | PA      | $59465.60     | 0.00%             | 2030-03-18      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| BNG BANK NV                                | BNG Bank NV                                                                    | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |    4463000 | PA      | $4264883.18   | 0.15%             | 2032-10-05      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| LVMH MOET HENNESSY VUITT                   | LVMH Moet Hennessy Louis Vuitton SE                                            | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |    1500000 | PA      | $1743431.73   | 0.06%             | 2032-03-07      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| LVMH MOET HENNESSY VUITT                   | LVMH Moet Hennessy Louis Vuitton SE                                            | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $119002.09    | 0.00%             | 2030-02-05      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| EUROPEAN UNION                             | European Union                                                                 | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     300000 | PA      | $335981.70    | 0.01%             | 2029-12-04      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| French Republic Government Bonds OAT       | French Republic Government Bonds OAT                                           | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   27250000 | PA      | $23817357.99  | 0.84%             | 2038-05-25      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| New Zealand Government Bonds               | New Zealand Government Bonds                                                   | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    3200000 | PA      | $1871010.27   | 0.07%             | 2034-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| REGIE AUTONOME DES TRANS                   | Regie Autonome des Transports Parisiens EPIC                                   | CUSIP: 000000000<br>LEI: 969500K59E47ULNCAQ69 | Long             | DBT              | NUSS              | FR        |    7000000 | PA      | $7454274.48   | 0.26%             | 2032-05-25      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| CAISSE FRANCAISE DE FIN                    | Caisse Francaise de Financement Local SA                                       | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |   31300000 | PA      | $36169774.92  | 1.28%             | 2033-07-20      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| LVMH MOET HENNESSY VUITT                   | LVMH Moet Hennessy Louis Vuitton SE                                            | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |    5200000 | PA      | $6199947.65   | 0.22%             | 2033-09-07      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| NEW S WALES TREASURY CRP                   | New South Wales Treasury Corp.                                                 | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |    4900000 | PA      | $3029543.61   | 0.11%             | 2036-02-20      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| EUROPEAN UNION                             | European Union                                                                 | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |    7600000 | PA      | $8696638.18   | 0.31%             | 2039-10-04      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| NOVO NORDISK FINANCE NL                    | Novo Nordisk Finance Netherlands BV                                            | CUSIP: 000000000<br>LEI: 549300X0PCJ6M2JZQW91 | Long             | DBT              | CORP              | NL        |    2000000 | PA      | $2326293.61   | 0.08%             | 2037-05-27      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BOERSE AG                         | Deutsche Boerse AG                                                             | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | DBT              | CORP              | DE        |     100000 | PA      | $119982.80    | 0.00%             | 2029-09-28      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                   | Siemens Financieringsmaatschappij NV                                           | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    1800000 | PA      | $2067588.99   | 0.07%             | 2037-02-22      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| EFSF                                       | European Financial Stability Facility                                          | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     600000 | PA      | $696178.38    | 0.02%             | 2030-05-07      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| VISA INC                                   | Visa, Inc.                                                                     | CUSIP: 000000000<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   26900000 | PA      | $31324625.93  | 1.11%             | 2033-05-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 2915000000 | PA      | $16248226.27  | 0.58%             | 2037-12-20      | Fixed         | 0.60%                 | No            | 2                  | On Loan: No      |
| EFSF                                       | European Financial Stability Facility                                          | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |    5700000 | PA      | $5881758.55   | 0.21%             | 2033-05-24      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co.                                                              | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1016000 | PA      | $1067077.87   | 0.04%             | 2030-03-25      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2025-11-19

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

**Signature:** Randy Olson

**Name of Signer:** Randy Olson

**Title:** Vice President