# EDGAR Filing Document

**Accession Number:** 0000355437
**File Stem:** 0001410368-26-065080
**Filing Date:** 2026-6
**Character Count:** 380310
**Document Hash:** 693f1156ee8fae2c563a3021d0f5c103
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-065080.hdr.sgml**: 20260624

**ACCESSION NUMBER**: 0001410368-26-065080

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260624

**DATE AS OF CHANGE**: 20260624

**PERIOD START**: 20261031

**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:** 261114455

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

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

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

## Series and Classes Contracts Data

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

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000130944 | Institutional Class |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** AUSTIN

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 78746

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

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

- **a. Name of Series:** DFA Short-Duration Real Return Portfolio

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

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

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2273703248.08

**Total Liabilities:** $79848999.98

**Net Assets:** $2193854248.10

**Cash Not Reported:** $4471920.57

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -5552.63000000 | **1-Year:** -183989.88000000 | **5-Year:** -357644.26000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** -87.27000000 | **1-Year:** -1145.56000000 | **5-Year:** -2309.18000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000130944 | 0.28%                | -0.09%               | 1.13%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4788466.19             | $3204292.46                                |
| Month 2  | $3589695.54              | $-38890929.57                              |
| Month 3  | $7787206.40              | $12914195.34                               |

**Designated Index Information**

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

- **Index Identifier:** LTR1TRUU

### Schedule of Portfolio Investments

| Name                                       | Title                                                                                                                                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| NOMURA HOLDINGS INC                        | Nomura Holdings, Inc.                                                                                                                      | CUSIP: 65535HAQ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    800000 | PA      | $754268.47    | 0.03%             | 2030-01-16      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp.                                                                                                                           | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    800000 | PA      | $813174.12    | 0.04%             | 2030-02-21      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| BRIXMOR OPERATING PART                     | Brixmor Operating Partnership LP                                                                                                           | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    800000 | PA      | $797638.18    | 0.04%             | 2027-03-15      | Fixed         | 3.90%                 | 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        |   1250000 | PA      | $1167412.36   | 0.05%             | 2030-05-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| FRESENIUS MEDICAL CARE A                   | Fresenius Medical Care AG                                                                                                                  | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | DBT              | CORP              | DE        |    333000 | PA      | $363774.77    | 0.02%             | 2029-11-29      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                                                                                                               | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   5700000 | PA      | $6171780.11   | 0.28%             | 2030-04-08      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                                                                                                      | CUSIP: 961214GD9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   4681000 | PA      | $4724337.92   | 0.22%             | 2030-07-01      | Floating      | 4.48%                 | No            | 2                  | On Loan: No      |
| Dimensional Holdings Inc.                  | DFA Short Term Investment Fund                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  36098968 | NS      | $36098968.50  | 1.65%             |  |  |  | No            | N/A                | On Loan: No      |
| REALTY INCOME CORP                         | Realty Income Corp.                                                                                                                        | CUSIP: 756109BZ6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |  10000000 | PA      | $9929876.20   | 0.45%             | 2027-01-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| KEYCORP                                    | KeyCorp                                                                                                                                    | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   6100000 | PA      | $5714626.58   | 0.26%             | 2029-10-01      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| NOMURA HOLDINGS INC                        | Nomura Holdings, Inc.                                                                                                                      | CUSIP: 65535HAW9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   5528000 | PA      | $5500225.23   | 0.25%             | 2026-07-14      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| BROWN & BROWN INC                          | Brown & Brown, Inc.                                                                                                                        | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176814.97    | 0.01%             | 2031-03-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| WESTERN UNION CO/THE                       | Western Union Co.                                                                                                                          | CUSIP: 959802BA6<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1354926.06   | 0.06%             | 2031-03-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: —       |
| LPL HOLDINGS INC                           | LPL Holdings, Inc.                                                                                                                         | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1211008.18   | 0.06%             | 2030-03-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased AUD / Sold USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | AU        |         1 | NC      | $-5038.61     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JEFFERIES FIN GROUP INC                    | Jefferies Financial Group, Inc.                                                                                                            | CUSIP: 472319AE2<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5091569.15   | 0.23%             | 2027-06-08      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| KOMMUNALBANKEN AS                          | Kommunalbanken AS                                                                                                                          | CUSIP: 50047JAP3<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |  13200000 | PA      | $13227936.48  | 0.60%             | 2028-03-03      | Floating      | 4.06%                 | No            | 2                  | On Loan: No      |
| SANDOZ FINANCE B.V.                        | Sandoz Finance BV                                                                                                                          | CUSIP: 000000000<br>LEI: 213800DFA3WXJ7KC9R74 | Long             | DBT              | CORP              | NL        |   2200000 | PA      | $2650841.21   | 0.12%             | 2030-04-17      | Fixed         | 4.22%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Inflation-Indexed Notes                                                                                                      | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6617880 | PA      | $6728247.44   | 0.31%             | 2027-10-15      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| ROCHE HOLDINGS INC                         | Roche Holdings, Inc.                                                                                                                       | CUSIP: 771196CF7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1643848.24   | 0.07%             | 2028-11-13      | Fixed         | 5.34%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                                                                                                               | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    800000 | PA      | $788939.80    | 0.04%             | 2029-12-03      | Fixed         | 4.02%                 | No            | 2                  | On Loan: No      |
| ABERTIS FRANCE SAS                         | Abertis France SAS                                                                                                                         | CUSIP: 000000000<br>LEI: 9695004S3RCE0Q5V8G28 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $359744.67    | 0.02%             | 2030-03-18      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| CIGNA GROUP/THE                            | Cigna Group                                                                                                                                | CUSIP: 125523CT5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   6900000 | PA      | $7016752.07   | 0.32%             | 2029-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                     | Mitsubishi UFJ Financial Group, Inc.                                                                                                       | CUSIP: 606822BU7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $902202.51    | 0.04%             | 2030-07-17      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| BANQUE FED CRED MUTUEL                     | Banque Federative du Credit Mutuel SA                                                                                                      | CUSIP: 06675DCN0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $256808.63    | 0.01%             | 2030-01-22      | Fixed         | 5.54%                 | No            | 2                  | On Loan: No      |
| ERG SPA                                    | ERG SpA                                                                                                                                    | CUSIP: 000000000<br>LEI: 8156004604684CA44A90 | Long             | DBT              | CORP              | IT        |   3100000 | PA      | $3727258.26   | 0.17%             | 2030-07-03      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                | Equinor ASA                                                                                                                                | CUSIP: 29446MAB8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    400000 | PA      | $395927.67    | 0.02%             | 2028-09-10      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| VICINITY CENTRES TRUST                     | Vicinity Centres Trust                                                                                                                     | CUSIP: 000000000<br>LEI: 254900YANM8VTQCFYX66 | Long             | DBT              |  | AU        |   2000000 | PA      | $2164722.06   | 0.10%             | 2029-11-07      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold NZD                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $1774.34      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ABB FINANCE BV                             | ABB Finance BV                                                                                                                             | CUSIP: 000000000<br>LEI: 5493004JXXFB454B6L79 | Long             | DBT              | CORP              | NL        |   1140000 | PA      | $1191593.03   | 0.05%             | 2030-01-19      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                       | Glencore Funding LLC                                                                                                                       | CUSIP: 378272BW7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5018925.30   | 0.23%             | 2027-04-04      | Floating      | 4.71%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                                                                                                            | CUSIP: 4581X0DY1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |  11600000 | PA      | $11600812.00  | 0.53%             | 2026-09-16      | Floating      | 3.82%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B50445840 IRS USD R V 12MUSCPI RCPURNSA.010927.FLOAT CCPINFLA / Short: B50445840 IRS USD P F  2.30950 P2.3095.010927.FIXED CCPINFLAT | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  42000000 | OU      | $450625.56    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| ICADE                                      | ICADE                                                                                                                                      | CUSIP: 000000000<br>LEI: 969500UDH342QLTE1M42 | Long             | DBT              |  | FR        |    900000 | PA      | $954115.43    | 0.04%             | 2030-01-19      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| MERCEDES-BENZ FIN NA                       | Mercedes-Benz Finance North America LLC                                                                                                    | CUSIP: 233835AQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2897660.05   | 0.13%             | 2031-01-18      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| ATHENE HOLDING LTD                         | Athene Holding Ltd.                                                                                                                        | CUSIP: 04686JAC5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1674859.01   | 0.08%             | 2031-01-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| PARKER-HANNIFIN CORP                       | Parker-Hannifin Corp.                                                                                                                      | CUSIP: 000000000<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   5360000 | PA      | $6183247.28   | 0.28%             | 2030-03-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| EUROPEAN UNION                             | European Union                                                                                                                             | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |   1300000 | PA      | $1462471.96   | 0.07%             | 2029-12-04      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                                                                                        | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10149218.80  | 0.46%             | 2030-11-30      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                    | Nationwide Building Society                                                                                                                | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   9089000 | PA      | $10528608.30  | 0.48%             | 2030-03-03      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| DARDEN RESTAURANTS INC                     | Darden Restaurants, Inc.                                                                                                                   | CUSIP: 237194AQ8<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1997763.92   | 0.09%             | 2029-10-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                                                                                                               | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1273258.67   | 0.06%             | 2031-03-21      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| REVVITY INC                                | Revvity, Inc.                                                                                                                              | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    400000 | PA      | $383475.42    | 0.02%             | 2029-09-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Mizuho Financial Group, Inc.               | Mizuho Financial Group, Inc.                                                                                                               | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1900000 | PA      | $2029569.47   | 0.09%             | 2029-09-06      | Fixed         | 0.40%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B55733903 IRS USD R V 12MUSCPI RUSCPI.090928.FLOAT CCPINFLATI / Short: B55733903 IRS USD P F  2.75900 P2.759.090928.FIXED CCPINFLATI | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  39000000 | OU      | $201670.17    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                       | Royal Bank of Canada                                                                                                                       | CUSIP: 78016HZR4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2004290.00   | 0.09%             | 2026-07-20      | Floating      | 4.73%                 | No            | 2                  | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                    | Autostrade per l'Italia SpA                                                                                                                | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |   1080000 | PA      | $1204036.66   | 0.05%             | 2029-09-26      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC                               | Alphabet, Inc.                                                                                                                             | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1758376.56   | 0.08%             | 2030-08-15      | Fixed         | 1.10%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: S37787001 IRS USD R F  2.87700 R2.877.090228.FIXED CCPINFLATI / Short: S37787001 IRS USD P V 12MUSCPI PCPURNSA.090228.FLOAT CCPINFLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  55000000 | OU      | $-101075.15   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AMADEUS IT GROUP SA                        | Amadeus IT Group SA                                                                                                                        | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $466229.94    | 0.02%             | 2030-03-25      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co.                                                                                                                          | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    112000 | PA      | $117095.37    | 0.01%             | 2030-08-14      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| 3M COMPANY                                 | 3M Co.                                                                                                                                     | CUSIP: 000000000<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    150000 | PA      | $165030.09    | 0.01%             | 2030-05-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| NTT FINANCE CORP                           | NTT Finance Corp.                                                                                                                          | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   2825000 | PA      | $2844755.82   | 0.13%             | 2030-07-16      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATL INFO SERV                    | Fidelity National Information Services, Inc.                                                                                               | CUSIP: 31620MCE4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1989311.68   | 0.09%             | 2031-03-10      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                   | Omega Healthcare Investors, Inc.                                                                                                           | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    290000 | PA      | $279432.30    | 0.01%             | 2029-10-01      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| ORANGE SA                                  | Orange SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $331416.77    | 0.02%             | 2030-09-12      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| NATIONAL RURAL UTIL COOP                   | National Rural Utilities Cooperative Finance Corp.                                                                                         | CUSIP: 63743HGC0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247635.21    | 0.01%             | 2030-12-10      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| ARCELORMITTAL SA                           | ArcelorMittal SA                                                                                                                           | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   2860000 | PA      | $3343360.15   | 0.15%             | 2028-12-13      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| HOWOGE WOHNUNGS                            | HOWOGE Wohnungsbaugesellschaft GmbH                                                                                                        | CUSIP: 000000000<br>LEI: 894500BIY1Z9MG9QB745 | Long             | DBT              | CORP              | DE        |   2500000 | PA      | $2965333.62   | 0.14%             | 2030-06-05      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BANQUE FED CRED MUTUEL                     | Banque Federative du Credit Mutuel SA                                                                                                      | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   3800000 | PA      | $3809002.20   | 0.17%             | 2026-07-13      | Floating      | 5.05%                 | No            | 2                  | On Loan: No      |
| VOLVO TREASURY AB                          | Volvo Treasury AB                                                                                                                          | CUSIP: 000000000<br>LEI: 549300PD69T87IGZG395 | Long             | DBT              | CORP              | SE        |   2800000 | PA      | $3245555.08   | 0.15%             | 2030-05-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CISCO SYSTEMS INC                          | Cisco Systems, Inc.                                                                                                                        | CUSIP: 17275RBX9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3047553.12   | 0.14%             | 2030-02-24      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CNH Industrial Finance Europe SA           | CNH Industrial Finance Europe SA                                                                                                           | CUSIP: 000000000<br>LEI: 5493007GVB1I2FDSS786 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $444292.15    | 0.02%             | 2029-07-03      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| SWEDBANK AB                                | Swedbank AB                                                                                                                                | CUSIP: 87019DAD9<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   4200000 | PA      | $4226363.40   | 0.19%             | 2031-03-30      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| STORE CAPITAL LLC                          | Store Capital LLC                                                                                                                          | CUSIP: 862123AB2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |   5000000 | PA      | $5053022.55   | 0.23%             | 2030-04-30      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                           | T-Mobile USA, Inc.                                                                                                                         | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2551576.71   | 0.12%             | 2029-03-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-262143.66   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Societe Generale SA                                                                                                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $561082.56    | 0.03%             | 2029-03-22      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B87026756 IRS USD R V 12MUSCPI RCPURNSA.112826.FLOAT CCPINFLA / Short: B87026756 IRS USD P F  2.52000 P2.52.112826.FIXED CCPINFLATIO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  71000000 | OU      | $771402.93    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| MACQUARIE BANK LTD                         | Macquarie Bank Ltd.                                                                                                                        | CUSIP: 55608PCA0<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    800000 | PA      | $799451.91    | 0.04%             | 2028-02-03      | Floating      | 4.15%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                      | Deutsche Lufthansa AG                                                                                                                      | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |   1200000 | PA      | $1404311.50   | 0.06%             | 2029-07-14      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| NOMURA HOLDINGS INC                        | Nomura Holdings, Inc.                                                                                                                      | CUSIP: 65535HBZ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    680000 | PA      | $680001.48    | 0.03%             | 2030-07-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold NZD                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-19795.79    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Credit Mutuel Arkea SA                     | Credit Mutuel Arkea SA                                                                                                                     | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $882271.08    | 0.04%             | 2029-05-23      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC                          | CPPIB Capital, Inc.                                                                                                                        | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |   8000000 | PA      | $7911970.72   | 0.36%             | 2031-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                        | Elevance Health, Inc.                                                                                                                      | CUSIP: 036752AY9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407210.02    | 0.02%             | 2029-06-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                        | Intesa Sanpaolo SpA                                                                                                                        | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   4760000 | PA      | $5953831.72   | 0.27%             | 2030-01-13      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| AKER BP ASA                                | Aker BP ASA                                                                                                                                | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   2600000 | PA      | $2505575.18   | 0.11%             | 2030-01-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| BMW US CAPITAL LLC                         | BMW U.S. Capital LLC                                                                                                                       | CUSIP: 05565EDC6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990647.62    | 0.05%             | 2030-08-11      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group, Inc.                                                                                                      | CUSIP: 86562MCG3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    800000 | PA      | $753801.92    | 0.03%             | 2028-09-17      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                   | Element Fleet Management Corp.                                                                                                             | CUSIP: 286181AR3<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $89325.08     | 0.00%             | 2030-11-24      | Fixed         | 4.64%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                                                                                                         | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    310000 | PA      | $306985.72    | 0.01%             | 2029-04-06      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| EUROFINS SCIENTIFIC SE                     | Eurofins Scientific SE                                                                                                                     | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $487848.08    | 0.02%             | 2030-09-06      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| AMERICAN NATIONAL GROUP                    | American National Group, Inc.                                                                                                              | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   8150000 | PA      | $8258761.59   | 0.38%             | 2029-10-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| KEURIG DR PEPPER INC                       | Keurig Dr. Pepper, Inc.                                                                                                                    | CUSIP: 49271VAS9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    514000 | PA      | $514577.27    | 0.02%             | 2027-03-15      | Floating      | 4.53%                 | No            | 2                  | On Loan: No      |
| ING GROEP NV                               | ING Groep NV                                                                                                                               | CUSIP: 456837AM5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $801747.03    | 0.04%             | 2028-10-02      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                               | Comcast Corp.                                                                                                                              | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $959997.68    | 0.04%             | 2030-04-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| CELLNEX FINANCE CO SA                      | Cellnex Finance Co. SA                                                                                                                     | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $912213.12    | 0.04%             | 2031-01-19      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| SYNCHRONY FINANCIAL                        | Synchrony Financial                                                                                                                        | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4009842.80   | 0.18%             | 2029-03-19      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| GlaxoSmithKline Capital PLC                | GlaxoSmithKline Capital PLC                                                                                                                | CUSIP: 000000000<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |    120000 | PA      | $133053.16    | 0.01%             | 2029-09-12      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                       | Edison International                                                                                                                       | CUSIP: 281020BD8<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244032.88    | 0.01%             | 2031-03-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: —       |
| MARKEL GROUP INC                           | Markel Group, Inc.                                                                                                                         | CUSIP: 570535AU8<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1844942.21   | 0.08%             | 2029-09-17      | Fixed         | 3.35%                 | 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      | $118389.22    | 0.01%             | 2030-02-05      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| DANAHER CORP                               | Danaher Corp.                                                                                                                              | CUSIP: 000000000<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3993498.80   | 0.18%             | 2030-03-30      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| SAGAX AB                                   | Sagax AB                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300LJX28T6OM8DT95 | Long             | DBT              | CORP              | SE        |    191000 | PA      | $218371.60    | 0.01%             | 2031-01-26      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                          | HSBC Holdings PLC                                                                                                                          | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4000000 | PA      | $4051908.80   | 0.18%             | 2030-03-31      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                   | Penske Truck Leasing Co. LP/PTL Finance Corp.                                                                                              | CUSIP: 709599CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    376000 | PA      | $381240.11    | 0.02%             | 2030-02-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B44435604 IRS USD R V 12MUSCPI RUSCPI.051228.FLOAT CCPINFLATI / Short: B44435604 IRS USD P F  2.70650 P2.7065.051228.FIXED CCPINFLAT | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  27000000 | OU      | $138393.09    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| AMCO SPA                                   | AMCO - Asset Management Co. SpA                                                                                                            | CUSIP: 000000000<br>LEI: 815600188E751D28E867 | Long             | DBT              | CORP              | IT        |   3400000 | PA      | $3963048.70   | 0.18%             | 2030-04-02      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| DNB BANK ASA                               | DNB Bank ASA                                                                                                                               | CUSIP: 2332K1GE4<br>LEI: 549300GKFG0RYRRQ1414 | Long             | STIV             | CORP              | NO        |   4000000 | PA      | $3969199.20   | 0.18%             | 2026-07-14      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B86652353 IRS USD R V 12MUSCPI RCPURNSA.013027.FLOAT CCPINFLA / Short: B86652353 IRS USD P F  2.55400 P2.554.013027.FIXED CCPINFLATI | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  47000000 | OU      | $491063.05    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| MIZUHO BANK LTD                            | Mizuho Bank Ltd.                                                                                                                           | CUSIP: 60688XBP4<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | DBT              | CORP              | JP        |   6100000 | PA      | $6134873.21   | 0.28%             | 2031-04-16      | Fixed         | 4.70%                 | No            | 2                  | On Loan: —       |
| NEW ZEALAND GOVERNMENT                     | New Zealand Government Bonds                                                                                                               | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |  87100000 | PA      | $52271947.70  | 2.38%             | 2030-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B58185148 IRS USD R V 12MUSCPI RCPURNSA.031029.FLOAT CCPINFLA / Short: B58185148 IRS USD P F  2.57100 P2.571.031029.FIXED CCPINFLATI | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  27000000 | OU      | $276976.26    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development                                                                                        | CUSIP: 459058KN2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1400000 | PA      | $1401726.28   | 0.06%             | 2027-01-12      | Floating      | 4.02%                 | No            | 2                  | On Loan: No      |
| FRESENIUS MEDICAL CARE A                   | Fresenius Medical Care AG                                                                                                                  | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | DBT              | CORP              | DE        |   1110000 | PA      | $1207484.06   | 0.06%             | 2030-05-29      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| GLOBAL PAYMENTS INC                        | Global Payments, Inc.                                                                                                                      | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    700000 | PA      | $704335.55    | 0.03%             | 2029-08-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| EVERSOURCE ENERGY                          | Eversource Energy                                                                                                                          | CUSIP: 30040WAF5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396834.19    | 0.02%             | 2029-04-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold NZD                                                                                                                   | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $-85406.14    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TIMKEN CO                                  | Timken Co.                                                                                                                                 | CUSIP: 887389AK0<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399480.11    | 0.02%             | 2028-12-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| VW CREDIT CANADA INC                       | VW Credit Canada, Inc.                                                                                                                     | CUSIP: 918423BN3<br>LEI: 5493008EKOD7VIY3LM85 | Long             | DBT              | CORP              | CA        |   1100000 | PA      | $802833.58    | 0.04%             | 2030-11-19      | Fixed         | 3.81%                 | No            | 2                  | On Loan: No      |
| AMERICAN WATER CAPITAL C                   | American Water Capital Corp.                                                                                                               | CUSIP: 03040WAU9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    326000 | PA      | $317245.07    | 0.01%             | 2029-06-01      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| PFIZER INC                                 | Pfizer, Inc.                                                                                                                               | CUSIP: 717081EY5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $225197.51    | 0.01%             | 2030-05-28      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| TOYOTA CREDIT CANADA INC                   | Toyota Credit Canada, Inc.                                                                                                                 | CUSIP: 892329CJ0<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |   1100000 | PA      | $794549.27    | 0.04%             | 2031-02-24      | Fixed         | 3.46%                 | No            | 2                  | On Loan: No      |
| FISERV INC                                 | Fiserv, Inc.                                                                                                                               | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   2243000 | PA      | $2198616.64   | 0.10%             | 2031-02-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| JERSEY CENTRAL PWR & LT                    | Jersey Central Power & Light Co.                                                                                                           | CUSIP: 476556DG7<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493585.73    | 0.02%             | 2031-01-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                                                                                                            | CUSIP: 4581X0EC8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |  20000000 | PA      | $20012000.00  | 0.91%             | 2029-02-15      | Floating      | 3.96%                 | No            | 2                  | On Loan: No      |
| VAR ENERGI ASA                             | Var Energi ASA                                                                                                                             | CUSIP: 92212WAF7<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   2960000 | PA      | $3057216.55   | 0.14%             | 2030-05-22      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B52428223 IRS USD R V 12MUSCPI RUSCPI.012427.FLOAT CCPINFLATI / Short: B52428223 IRS USD P F  2.63750 P2.6375.012427.FIXED CCPINFLAT | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  70000000 | OU      | $788672.50    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| EUROFINS SCIENTIFIC SE                     | Eurofins Scientific SE                                                                                                                     | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | DBT              | CORP              | LU        |   2470000 | PA      | $2940897.68   | 0.13%             | 2029-07-06      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CARRIER GLOBAL CORP                        | Carrier Global Corp.                                                                                                                       | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    800000 | PA      | $748615.09    | 0.03%             | 2030-02-15      | Fixed         | 2.72%                 | No            | 2                  | On Loan: No      |
| Albemarle New Holding GmbH                 | Albemarle New Holding GmbH                                                                                                                 | CUSIP: 000000000<br>LEI: 549300SIM4N1U1700V02 | Long             | DBT              | CORP              | DE        |    700000 | PA      | $791633.45    | 0.04%             | 2028-11-25      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| INGREDION INC                              | Ingredion, Inc.                                                                                                                            | CUSIP: 457187AB8<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2489064.48   | 0.11%             | 2026-10-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| MASTERCARD INC                             | Mastercard, Inc.                                                                                                                           | CUSIP: 57636QBE3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1551131.50   | 0.07%             | 2028-03-15      | Floating      | 4.09%                 | No            | 2                  | On Loan: No      |
| DAIMLER TRUCK FINAN NA                     | Daimler Truck Finance North America LLC                                                                                                    | CUSIP: 233853BB5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   4830000 | PA      | $4835610.19   | 0.22%             | 2028-01-13      | Floating      | 4.49%                 | No            | 2                  | On Loan: No      |
| WALMART INC                                | Walmart, Inc.                                                                                                                              | CUSIP: 931142FM0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2003609.62   | 0.09%             | 2027-04-28      | Floating      | 4.08%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                                                                                 | CUSIP: 05252ADL2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   6000000 | PA      | $6023401.44   | 0.27%             | 2027-07-16      | Floating      | 4.34%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                                                                                        | CUSIP: 91282CMX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48000000 | PA      | $48052120.80  | 2.19%             | 2027-04-30      | Floating      | 3.78%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                  | Goldman Sachs Group, Inc.                                                                                                                  | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    830000 | PA      | $924649.74    | 0.04%             | 2029-02-07      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| NATWEST MARKETS PLC                        | NatWest Markets PLC                                                                                                                        | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   3300000 | PA      | $3844052.41   | 0.18%             | 2030-01-10      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                                                                               | CUSIP: 632525CL3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   2400000 | PA      | $2407369.63   | 0.11%             | 2028-06-13      | Floating      | 4.31%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                                                                                 | CUSIP: 05252ADM0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   8176000 | PA      | $8204465.56   | 0.37%             | 2027-09-30      | Floating      | 4.31%                 | No            | 2                  | On Loan: No      |
| EUROFIMA                                   | Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial                                                             | CUSIP: 000000000<br>LEI: 4S66HJ5RNB5ZWG9YW219 | Long             | DBT              | NUSS              | XX        |    176000 | PA      | $183570.00    | 0.01%             | 2030-05-20      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| GECINA                                     | Gecina SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | DBT              |  | FR        |    600000 | PA      | $657272.29    | 0.03%             | 2030-03-14      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                                                                             | CUSIP: 2027A0KY4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1778000 | PA      | $1790899.07   | 0.08%             | 2030-03-14      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| DBS GROUP HOLDINGS LTD                     | DBS Group Holdings Ltd.                                                                                                                    | CUSIP: 24023KAM0<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |  20000000 | PA      | $20062709.80  | 0.91%             | 2028-03-21      | Floating      | 4.26%                 | No            | 2                  | On Loan: No      |
| NYKREDIT REALKREDIT A/S                    | Nykredit Realkredit AS                                                                                                                     | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |   2280000 | PA      | $2709048.04   | 0.12%             | 2029-07-09      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| ROCHE HOLDINGS INC                         | Roche Holdings, Inc.                                                                                                                       | CUSIP: 000000000<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2837533.50   | 0.13%             | 2028-12-13      | Fixed         | 1.93%                 | No            | 2                  | On Loan: No      |
| GLP CAPITAL LP / FIN II                    | GLP Capital LP/GLP Financing II, Inc.                                                                                                      | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              |  | US        |    500000 | PA      | $473917.90    | 0.02%             | 2031-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| EPR PROPERTIES                             | EPR Properties                                                                                                                             | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   2400000 | PA      | $2309842.73   | 0.11%             | 2029-08-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| CDW LLC/CDW FINANCE                        | CDW LLC/CDW Finance Corp.                                                                                                                  | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1303801.36   | 0.06%             | 2030-03-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| EPR PROPERTIES                             | EPR Properties                                                                                                                             | CUSIP: 26884UAH2<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    500000 | PA      | $491365.77    | 0.02%             | 2030-11-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                   | Volkswagen Group of America Finance LLC                                                                                                    | CUSIP: 928668BT8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495974.57    | 0.02%             | 2029-06-08      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| FIRMENICH PRODUCTIONS                      | Firmenich Productions Participations SAS                                                                                                   | CUSIP: 000000000<br>LEI: 635400DX7HXMEAP36T24 | Long             | DBT              | CORP              | FR        |   1410000 | PA      | $1556956.27   | 0.07%             | 2030-04-30      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                  | Boeing Co.                                                                                                                                 | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189011.19    | 0.01%             | 2030-02-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                              | RCI Banque SA                                                                                                                              | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |   2390000 | PA      | $2913020.56   | 0.13%             | 2029-10-02      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold EUR                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-23618.13    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MANPOWERGROUP                              | ManpowerGroup, Inc.                                                                                                                        | CUSIP: 000000000<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | DBT              | CORP              | US        |    300000 | PA      | $345623.14    | 0.02%             | 2030-12-13      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                            | Citigroup, Inc.                                                                                                                            | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    800000 | PA      | $887522.93    | 0.04%             | 2029-04-10      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| DIGITAL DUTCH FINCO BV                     | Digital Dutch Finco BV                                                                                                                     | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |    420000 | PA      | $440237.59    | 0.02%             | 2031-02-01      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B85774174 IRS USD R V 12MUSCPI RCPURNSA.092628.FLOAT CCPINFLA / Short: B85774174 IRS USD P F  2.78250 P2.7825.092628.FIXED CCPINFLAT | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  47000000 | OU      | $200674.96    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SEMPRA                                     | Sempra                                                                                                                                     | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    239000 | PA      | $233528.93    | 0.01%             | 2029-04-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| D.R. HORTON INC                            | DR Horton, Inc.                                                                                                                            | CUSIP: 23331ABT5<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5546997.83   | 0.25%             | 2030-10-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                               | Comcast Corp.                                                                                                                              | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4678311.80   | 0.21%             | 2030-02-01      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| CARGILL INC                                | Cargill, Inc.                                                                                                                              | CUSIP: 000000000<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    400000 | PA      | $477985.95    | 0.02%             | 2030-04-24      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BANQUE FED CRED MUTUEL                     | Banque Federative du Credit Mutuel SA                                                                                                      | CUSIP: 06675DCH3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    900000 | PA      | $904292.35    | 0.04%             | 2027-01-23      | Floating      | 4.78%                 | No            | 2                  | On Loan: No      |
| STEDIN HOLDING NV                          | Stedin Holding NV                                                                                                                          | CUSIP: 000000000<br>LEI: 724500R5IP6TFKTNRU48 | Long             | DBT              | CORP              | NL        |   1200000 | PA      | $1358524.35   | 0.06%             | 2030-06-03      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| CARLSBERG BREWERIES A/S                    | Carlsberg Breweries AS                                                                                                                     | CUSIP: 000000000<br>LEI: 5493008YL42784DMWN61 | Long             | DBT              | CORP              | DK        |   2200000 | PA      | $2559314.04   | 0.12%             | 2029-08-28      | Fixed         | 3.00%                 | 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      | $-236896.68   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BOEING CO                                  | Boeing Co.                                                                                                                                 | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $386080.95    | 0.02%             | 2029-03-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| NYKREDIT REALKREDIT A/S                    | Nykredit Realkredit AS                                                                                                                     | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |   6290000 | PA      | $7382691.93   | 0.34%             | 2030-07-24      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP                   | Citizens Financial Group, Inc.                                                                                                             | CUSIP: 174610AS4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    400000 | PA      | $368030.43    | 0.02%             | 2030-02-06      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CATERPILLAR FINL SERVICE                   | Caterpillar Financial Services Corp.                                                                                                       | CUSIP: 14913UBK5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $8490831.39   | 0.39%             | 2029-02-23      | Floating      | 4.15%                 | No            | 2                  | On Loan: No      |
| AIRCASTLE LTD                              | Aircastle Ltd.                                                                                                                             | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    400000 | PA      | $410955.34    | 0.02%             | 2029-02-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                            | Nordea Bank Abp                                                                                                                            | CUSIP: 65558RAP4<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   4660000 | PA      | $4659983.46   | 0.21%             | 2030-08-28      | Floating      | 4.49%                 | No            | 2                  | On Loan: No      |
| CK HUTCHISON EUROPE                        | CK Hutchison Europe Finance 21 Ltd.                                                                                                        | CUSIP: 000000000<br>LEI: 254900UIPWFKU7480958 | Long             | DBT              | CORP              | KY        |    900000 | PA      | $965296.13    | 0.04%             | 2029-11-02      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| RALPH LAUREN CORP                          | Ralph Lauren Corp.                                                                                                                         | CUSIP: 731572AB9<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235649.80    | 0.01%             | 2030-06-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY BANK NA                     | Morgan Stanley Bank NA                                                                                                                     | CUSIP: 61690U7X2<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301081.20    | 0.01%             | 2026-10-30      | Floating      | 4.81%                 | No            | 2                  | On Loan: No      |
| LANSFORSAKRINGAR BANK                      | Lansforsakringar Bank AB                                                                                                                   | CUSIP: 000000000<br>LEI: 549300C6TUMDXNOVXS82 | Long             | DBT              | CORP              | SE        |    300000 | PA      | $351249.77    | 0.02%             | 2030-01-22      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                   | Caisse d'Amortissement de la Dette Sociale                                                                                                 | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |   5000000 | PA      | $5830875.14   | 0.27%             | 2030-05-25      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| UDR INC                                    | UDR, Inc.                                                                                                                                  | CUSIP: 90265EAQ3<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    400000 | PA      | $381939.75    | 0.02%             | 2030-01-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| JABIL INC                                  | Jabil, Inc.                                                                                                                                | CUSIP: 466313AM5<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5000121.85   | 0.23%             | 2027-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| DXC TECHNOLOGY CO                          | DXC Technology Co.                                                                                                                         | CUSIP: 23355LAL0<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |   8611000 | PA      | $8523224.55   | 0.39%             | 2026-09-15      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| GLOBAL PAYMENTS INC                        | Global Payments, Inc.                                                                                                                      | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4921157.40   | 0.22%             | 2027-01-15      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold GBP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-12004.62    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LPL HOLDINGS INC                           | LPL Holdings, Inc.                                                                                                                         | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209289.94    | 0.01%             | 2028-11-17      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| CHEVRON USA INC                            | Chevron USA, Inc.                                                                                                                          | CUSIP: 166756BJ4<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7005798.03   | 0.32%             | 2030-10-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| PHILLIPS 66                                | Phillips 66 Co.                                                                                                                            | CUSIP: 718547AK8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    800000 | PA      | $763112.77    | 0.03%             | 2029-12-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| ABERTIS FRANCE SAS                         | Abertis France SAS                                                                                                                         | CUSIP: 000000000<br>LEI: 9695004S3RCE0Q5V8G28 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $330746.97    | 0.02%             | 2029-09-18      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| ALLSTATE CORP                              | Allstate Corp.                                                                                                                             | CUSIP: 020002BL4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    600000 | PA      | $611282.08    | 0.03%             | 2029-06-24      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| ATHENE HOLDING LTD                         | Athene Holding Ltd.                                                                                                                        | CUSIP: 04686JAB7<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3099767.76   | 0.14%             | 2030-04-03      | Fixed         | 6.15%                 | No            | 2                  | On Loan: —       |
| MERCEDES-BENZ FIN NA                       | Mercedes-Benz Finance North America LLC                                                                                                    | CUSIP: 233851DT8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198987.97    | 0.01%             | 2029-02-22      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| ASB BANK LIMITED                           | ASB Bank Ltd.                                                                                                                              | CUSIP: 00216NAJ8<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |   5000000 | PA      | $5028561.85   | 0.23%             | 2030-10-29      | Floating      | 4.56%                 | No            | 2                  | On Loan: No      |
| INTL FINANCE CORP                          | International Finance Corp.                                                                                                                | CUSIP: 45950KDL1<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |   2430000 | PA      | $2436504.92   | 0.11%             | 2029-08-28      | Floating      | 4.02%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORP                         | Realty Income Corp.                                                                                                                        | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |   2600000 | PA      | $3199666.51   | 0.15%             | 2030-07-06      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BOERSE AG                         | Deutsche Boerse AG                                                                                                                         | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $119399.63    | 0.01%             | 2029-09-28      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                        | American Tower Corp.                                                                                                                       | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    400000 | PA      | $376532.70    | 0.02%             | 2030-01-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| DELL BANK INTERNATIONAL                    | Dell Bank International DAC                                                                                                                | CUSIP: 000000000<br>LEI: 9P9HXM53DT5S724JQ665 | Long             | DBT              | CORP              | IE        |   1620000 | PA      | $1912265.44   | 0.09%             | 2029-06-24      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| HAMBURG COMMERCIAL BANK                    | Hamburg Commercial Bank AG                                                                                                                 | CUSIP: 000000000<br>LEI: TUKDD90GPC79G1KOE162 | Long             | DBT              | CORP              | DE        |   2403000 | PA      | $2812456.74   | 0.13%             | 2030-01-31      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| TOYOTA CREDIT CANADA INC                   | Toyota Credit Canada, Inc.                                                                                                                 | CUSIP: 892329CD3<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |   1900000 | PA      | $1389607.98   | 0.06%             | 2030-08-19      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| BMW US CAPITAL LLC                         | BMW U.S. Capital LLC                                                                                                                       | CUSIP: 05565ECY9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506772.90    | 0.02%             | 2030-03-21      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B32473043 IRS USD R V 12MUSCPI RUSCPI.063028.FLOAT CCPINFLATI / Short: B32473043 IRS USD P F  2.58900 P2.589.063028.FIXED CCPINFLATI | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  57000000 | OU      | $598287.39    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| OP CORPORATE BANK PLC                      | OP Corporate Bank PLC                                                                                                                      | CUSIP: 000000000<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |   4709000 | PA      | $5011837.70   | 0.23%             | 2029-11-12      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| FERGUSON ENTERPRISES INC                   | Ferguson Enterprises, Inc.                                                                                                                 | CUSIP: 31488VAB3<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1477411.55   | 0.07%             | 2031-03-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold EUR                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-40985.65    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings, Inc.                                                                                                      | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1304000 | PA      | $1189776.15   | 0.05%             | 2030-06-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| ABN AMRO BANK NV                           | ABN AMRO Bank NV                                                                                                                           | CUSIP: 00084EAP3<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    750000 | PA      | $737154.63    | 0.03%             | 2031-02-26      | Fixed         | 4.20%                 | No            | 2                  | On Loan: —       |
| VIER GAS TRANSPORT GMBH                    | Vier Gas Transport GmbH                                                                                                                    | CUSIP: 000000000<br>LEI: 529900AGED6PJE9AVL37 | Long             | DBT              | CORP              | DE        |   1400000 | PA      | $1477546.03   | 0.07%             | 2029-09-10      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| Daimler Truck International Finance BV     | Daimler Truck International Finance BV                                                                                                     | CUSIP: 000000000<br>LEI: 724500G15MVL6UCWXF95 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $834943.00    | 0.04%             | 2029-06-19      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| GLP CAPITAL LP / FIN II                    | GLP Capital LP/GLP Financing II, Inc.                                                                                                      | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              |  | US        |   2685000 | PA      | $2706423.62   | 0.12%             | 2029-01-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| CARDINAL HEALTH INC                        | Cardinal Health, Inc.                                                                                                                      | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1114211.06   | 0.05%             | 2030-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| VONOVIA SE                                 | Vonovia SE                                                                                                                                 | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $558858.53    | 0.03%             | 2030-03-22      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                                                                                                          | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5106472.65   | 0.23%             | 2030-02-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| MID-AMERICA APARTMENTS                     | Mid-America Apartments LP                                                                                                                  | CUSIP: 59523UAS6<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |   3500000 | PA      | $3068663.01   | 0.14%             | 2031-02-15      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| APPLE INC                                  | Apple, Inc.                                                                                                                                | CUSIP: 037833EZ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10048272.80  | 0.46%             | 2030-05-12      | Fixed         | 4.20%                 | No            | 2                  | On Loan: —       |
| SANTANDER UK PLC                           | Santander U.K. PLC                                                                                                                         | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $820037.83    | 0.04%             | 2030-03-25      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $711.94       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B15129389 IRS USD R V 12MUSCPI RUSCPI.061828.FLOAT.403628 CCP / Short: B15129389 IRS USD P F  2.61400 P2.614.061828.FIXED CCPINFLATI | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  50000000 | OU      | $491728.50    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                   | Cassa Depositi e Prestiti SpA                                                                                                              | CUSIP: 000000000<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |    400000 | PA      | $474418.86    | 0.02%             | 2030-01-13      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| TAPESTRY INC                               | Tapestry, Inc.                                                                                                                             | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1012209.45   | 0.05%             | 2030-03-11      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                    | Nationwide Building Society                                                                                                                | CUSIP: 63859VBH3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $988503.02    | 0.05%             | 2026-10-13      | Fixed         | 1.50%                 | No            | 2                  | On Loan: —       |
| JABIL INC                                  | Jabil, Inc.                                                                                                                                | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191873.27    | 0.01%             | 2030-01-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-23878.77    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MIZUHO FINANCIAL GROUP                     | Mizuho Financial Group, Inc.                                                                                                               | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $367649.23    | 0.02%             | 2030-08-28      | Fixed         | 4.61%                 | No            | 2                  | On Loan: No      |
| STEDIN HOLDING NV                          | Stedin Holding NV                                                                                                                          | CUSIP: 000000000<br>LEI: 724500R5IP6TFKTNRU48 | Long             | DBT              | CORP              | NL        |   1440000 | PA      | $1539338.62   | 0.07%             | 2029-11-14      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                                                                                                            | CUSIP: 4581X0EQ7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   2600000 | PA      | $2609739.16   | 0.12%             | 2029-08-01      | Floating      | 4.02%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CO                                | Southern Co.                                                                                                                               | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1162726.73   | 0.05%             | 2030-04-30      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| PVH CORP                                   | PVH Corp.                                                                                                                                  | CUSIP: 693656AE0<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3549436.73   | 0.16%             | 2030-06-13      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CELLNEX TELECOM SA                         | Cellnex Telecom SA                                                                                                                         | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |   1100000 | PA      | $1233403.38   | 0.06%             | 2029-06-26      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                         | Credit Agricole SA                                                                                                                         | CUSIP: 22535EAC1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $254415.80    | 0.01%             | 2028-07-12      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BAHN AG                           | Deutsche Bahn AG                                                                                                                           | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $112382.61    | 0.01%             | 2030-05-24      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                                                                                                         | CUSIP: 37045XEB8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1838707.45   | 0.08%             | 2028-01-09      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| COVIVIO                                    | Covivio SA                                                                                                                                 | CUSIP: 000000000<br>LEI: 969500P8M3W2XX376054 | Long             | DBT              |  | FR        |    800000 | PA      | $872085.12    | 0.04%             | 2030-06-23      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B59956567 IRS USD R V 12MUSCPI RUSCPI.071528.FLOAT CCPINFLATI / Short: B59956567 IRS USD P F  2.77700 P2.777.071528.FIXED CCPINFLATI | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  33000000 | OU      | $186633.15    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                     | Zimmer Biomet Holdings, Inc.                                                                                                               | CUSIP: 98956PBB7<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202896.14    | 0.01%             | 2030-02-19      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| JDE PEET'S NV                              | JDE Peet's NV                                                                                                                              | CUSIP: 000000000<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |    990000 | PA      | $1178377.66   | 0.05%             | 2030-01-23      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B98800915 IRS USD R V 12MUSCPI RCPURNSA.020627.FLOAT CCPINFLA / Short: B98800915 IRS USD P F  2.57900 P2.579.020627.FIXED CCPINFLATI | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  62000000 | OU      | $637744.40    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| TEREGA SA                                  | Terega SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 969500Y0L922VYT3UI51 | Long             | DBT              | CORP              | FR        |   1100000 | PA      | $1147707.20   | 0.05%             | 2030-09-17      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| KFW                                        | Kreditanstalt fuer Wiederaufbau                                                                                                            | CUSIP: 48246UGT7<br>LEI: 549300GDPG70E3MBBU98 | Long             | STIV             | CORP              | GE        |   4000000 | PA      | $3964017.60   | 0.18%             | 2026-07-27      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| HARLEY-DAVIDSON FINL SER                   | Harley-Davidson Financial Services, Inc.                                                                                                   | CUSIP: 000000000<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |   4830000 | PA      | $5646123.31   | 0.26%             | 2030-03-12      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ILLUMINA INC                               | Illumina, Inc.                                                                                                                             | CUSIP: 452327AR0<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    661000 | PA      | $657891.69    | 0.03%             | 2030-12-12      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased AUD / Sold USD                                                                                                                   | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | AU        |         1 | NC      | $65195.13     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ACCIONA ENERGIA FINANCIA                   | Acciona Energia Financiacion Filiales SA                                                                                                   | CUSIP: 000000000<br>LEI: 254900CO48EPLIMJDK17 | Long             | DBT              | CORP              | ES        |   7700000 | PA      | $9046214.06   | 0.41%             | 2030-04-25      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Societe Generale SA                                                                                                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   3000000 | PA      | $3233446.21   | 0.15%             | 2029-09-24      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| WERFEN SA/SPAIN                            | Werfen SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 9598003BHZ02SG7LKD16 | Long             | DBT              | CORP              | ES        |   2900000 | PA      | $3474360.12   | 0.16%             | 2030-05-03      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| MASTERCARD INC                             | Mastercard, Inc.                                                                                                                           | CUSIP: 57636QAM6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4824150.55   | 0.22%             | 2029-06-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                        | Bank of Nova Scotia                                                                                                                        | CUSIP: 06418GAK3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $412261.42    | 0.02%             | 2029-08-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                                                                                                            | CUSIP: 4581X0EG9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   4000000 | PA      | $4008239.92   | 0.18%             | 2027-10-04      | Floating      | 4.00%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                                                                                                         | CUSIP: 37045XES1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1607028.37   | 0.07%             | 2027-05-08      | Floating      | 5.02%                 | No            | 2                  | On Loan: No      |
| BMW CANADA INC                             | BMW Canada, Inc.                                                                                                                           | CUSIP: 05590HBK2<br>LEI: 549300GR80F607MKF166 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $514037.62    | 0.02%             | 2029-09-05      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings, Inc.                                                                                                      | CUSIP: 65339KCT5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405247.24    | 0.02%             | 2029-03-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                                                                             | CUSIP: 2027A1KZ9<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   3942000 | PA      | $3964800.53   | 0.18%             | 2030-10-01      | Floating      | 4.44%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE NA                             | Capital One NA                                                                                                                             | CUSIP: 25466AAR2<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |   6700000 | PA      | $6282722.59   | 0.29%             | 2030-02-06      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B30225867 IRS USD R V 12MUSCPI RCPURNSA.102328.FLOAT CCPINFLA / Short: B30225867 IRS USD P F  2.62375 P2.62375.102328.FIXED CCPINFLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  70000000 | OU      | $564837.70    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold EUR                                                                                                                   | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-4557.86     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PERNOD RICARD SA                           | Pernod Ricard SA                                                                                                                           | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |    900000 | PA      | $992461.14    | 0.05%             | 2030-04-08      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| VENTAS REALTY LP                           | Ventas Realty LP                                                                                                                           | CUSIP: 92277GAN7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |   2900000 | PA      | $2884121.14   | 0.13%             | 2029-01-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| EATON CAPITAL ULC                          | Eaton Capital ULC                                                                                                                          | CUSIP: 000000000<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |    485000 | PA      | $515341.61    | 0.02%             | 2030-03-08      | Fixed         | 0.58%                 | No            | 2                  | On Loan: No      |
| NOVARTIS CAPITAL CORP                      | Novartis Capital Corp.                                                                                                                     | CUSIP: 66989HAT5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    498000 | PA      | $491083.30    | 0.02%             | 2029-09-18      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased AUD / Sold USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |         1 | NC      | $20126.82     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ILLINOIS TOOL WORKS INC                    | Illinois Tool Works, Inc.                                                                                                                  | CUSIP: 000000000<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $5385399.13   | 0.25%             | 2030-05-22      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                                                                                                          | CUSIP: 718172DD8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6231409.26   | 0.28%             | 2030-09-07      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                                                                             | CUSIP: 2027A0KZ1<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   2400000 | PA      | $2413881.60   | 0.11%             | 2030-10-01      | Floating      | 4.44%                 | No            | 2                  | On Loan: No      |
| FISERV INC                                 | Fiserv, Inc.                                                                                                                               | CUSIP: 337738BB3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2928265.65   | 0.13%             | 2027-06-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B51262433 IRS USD R V 12MUSCPI RCPURNSA.042431.FLOAT CCPINFLA / Short: B51262433 IRS USD P F  2.60000 P2.6.042431.FIXED CCPINFLATION | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  64000000 | OU      | $423964.16    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| SECURITAS TREASURY IRELA                   | Securitas Treasury Ireland DAC                                                                                                             | CUSIP: 000000000<br>LEI: 635400BJYMDVAXBPJ960 | Long             | DBT              | CORP              | IE        |   2695000 | PA      | $3206035.75   | 0.15%             | 2030-02-23      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BANCO BPM SPA                              | Banco BPM SpA                                                                                                                              | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |   2160000 | PA      | $2529916.60   | 0.12%             | 2030-01-21      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                                                                                                   | CUSIP: 21688ABS0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   5000000 | PA      | $5005680.00   | 0.23%             | 2028-01-14      | Floating      | 4.06%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B56879896 IRS USD R V 12MUSCPI RUSCPI.032428.FLOAT CCPINFLATI / Short: B56879896 IRS USD P F  2.57500 P2.575.032428.FIXED CCPINFLATI | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  55000000 | OU      | $496065.35    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| The DFA Investment Trust Company           | DFA Investment Trust Co.                                                                                                                   | CUSIP: 23320U405<br>LEI: 549300FSKWEXKF6YBM56 | Long             | EC               | RF                | US        |   3166339 | NS      | $36618705.72  | 1.67%             |  |  |  | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold AUD                                                                                                                   | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-398820.57   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| EUROPEAN BK RECON & DEV                    | European Bank for Reconstruction & Development                                                                                             | CUSIP: 29875BAK2<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |  10460000 | PA      | $10468021.36  | 0.48%             | 2028-02-20      | Floating      | 3.99%                 | No            | 2                  | On Loan: No      |
| BROOKFIELD FINANCE INC                     | Brookfield Finance, Inc.                                                                                                                   | CUSIP: 11271LAD4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100353.44    | 0.00%             | 2029-03-29      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| OMNICOM GROUP INC                          | Omnicom Group, Inc.                                                                                                                        | CUSIP: 681919BR6<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1698445.25   | 0.08%             | 2031-03-01      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                   | Asian Infrastructure Investment Bank                                                                                                       | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   2000000 | PA      | $2009028.66   | 0.09%             | 2027-08-16      | Floating      | 4.28%                 | No            | 2                  | On Loan: No      |
| ESTEE LAUDER CO INC                        | Estee Lauder Cos., Inc.                                                                                                                    | CUSIP: 29736RAP5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3164821.15   | 0.14%             | 2029-12-01      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold NZD                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-14647.55    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                   | Capital One Financial Corp.                                                                                                                | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4980440.05   | 0.23%             | 2027-03-09      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO BANK NA                        | Wells Fargo Bank NA                                                                                                                        | CUSIP: 94988J6E2<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500725.00    | 0.02%             | 2026-08-07      | Floating      | 4.73%                 | No            | 2                  | On Loan: No      |
| BAYER AG                                   | Bayer AG                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |   5800000 | PA      | $6258003.02   | 0.29%             | 2030-01-06      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| ORANGE SA                                  | Orange SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $980761.68    | 0.04%             | 2031-01-13      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| NIBC BANK NV                               | NIBC Bank NV                                                                                                                               | CUSIP: 000000000<br>LEI: B64D6Y3LBJS4ANNPCU93 | Long             | DBT              | CORP              | NL        |   5500000 | PA      | $6422965.43   | 0.29%             | 2030-06-05      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                                                                                                          | CUSIP: 718172DN6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201587.24    | 0.01%             | 2029-11-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| TOYOTA FINANCE AUSTRALIA                   | Toyota Finance Australia Ltd.                                                                                                              | CUSIP: 000000000<br>LEI: 3UKPTDP5PGQRH8AUK042 | Long             | DBT              | CORP              | AU        |    150000 | PA      | $176183.77    | 0.01%             | 2030-03-18      | Fixed         | 3.39%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                                                                                                               | CUSIP: 02665WFS5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   2190000 | PA      | $2189185.98   | 0.10%             | 2027-10-22      | Floating      | 4.37%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B68640767 IRS USD R V 12MUSCPI RUSCPI.052329.FLOAT CCPINFLATI / Short: B68640767 IRS USD P F  2.64875 P2.64875.052329.FIXED CCPINFLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  82000000 | OU      | $560820.96    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| ENBRIDGE INC                               | Enbridge, Inc.                                                                                                                             | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    630000 | PA      | $601124.04    | 0.03%             | 2029-11-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| CIGNA GROUP/THE                            | Cigna Group                                                                                                                                | CUSIP: 125523CX6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6991665.94   | 0.32%             | 2030-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| SIKA CAPITAL BV                            | Sika Capital BV                                                                                                                            | CUSIP: 000000000<br>LEI: 549300QW8B2Z3FSBS808 | Long             | DBT              | CORP              | NL        |   2057000 | PA      | $2447360.19   | 0.11%             | 2030-05-03      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS INC                         | Meta Platforms, Inc.                                                                                                                       | CUSIP: 30303M8M7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $4362627.52   | 0.20%             | 2030-05-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                   | AT&T, Inc.                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2797000 | PA      | $3250151.76   | 0.15%             | 2030-06-01      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                                                                                                         | CUSIP: 37045XDQ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3003878.01   | 0.14%             | 2027-02-26      | Floating      | 4.70%                 | No            | 2                  | On Loan: No      |
| SWEDBANK AB                                | Swedbank AB                                                                                                                                | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   6107000 | PA      | $7145561.56   | 0.33%             | 2029-09-24      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                               | Comcast Corp.                                                                                                                              | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  10528000 | PA      | $9341029.90   | 0.43%             | 2031-01-15      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                                                                             | CUSIP: 2027A0KE8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1050000 | PA      | $1050449.42   | 0.05%             | 2026-06-15      | Floating      | 4.18%                 | No            | 2                  | On Loan: No      |
| INMOBILIARIA COLONIAL SO                   | Colonial SFL Socimi SA                                                                                                                     | CUSIP: 000000000<br>LEI: 95980020140005007414 | Long             | DBT              |  | ES        |    900000 | PA      | $1044180.63   | 0.05%             | 2030-01-22      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| BMW US CAPITAL LLC                         | BMW U.S. Capital LLC                                                                                                                       | CUSIP: 05565EBS3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $1985969.28   | 0.09%             | 2031-04-01      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| HSBC USA INC                               | HSBC USA, Inc.                                                                                                                             | CUSIP: 40428HS29<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $4625020.18   | 0.21%             | 2028-06-03      | Floating      | 4.63%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                   | Toyota Motor Credit Corp.                                                                                                                  | CUSIP: 89236TNJ0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    410000 | PA      | $415311.46    | 0.02%             | 2030-05-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| MATTEL INC                                 | Mattel, Inc.                                                                                                                               | CUSIP: 577081BG6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501291.17    | 0.02%             | 2030-11-17      | Fixed         | 5.00%                 | No            | 2                  | On Loan: —       |
| ELEVANCE HEALTH INC                        | Elevance Health, Inc.                                                                                                                      | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $907263.80    | 0.04%             | 2031-03-15      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B97083078 IRS USD R V 12MUSCPI RCPURNSA.100328.FLOAT CCPINFLA / Short: B97083078 IRS USD P F  2.74700 P2.747.100328.FIXED CCPINFLATI | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  56000000 | OU      | $289822.40    | 0.01%             |  |  |  | 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      | $-1501104.43  | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                                                                                                         | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    320000 | PA      | $329262.94    | 0.02%             | 2029-01-07      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| TEXAS INSTRUMENTS INC                      | Texas Instruments, Inc.                                                                                                                    | CUSIP: 882508CK8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7038150.28   | 0.32%             | 2030-05-23      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                             | BNP Paribas SA                                                                                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1100000 | PA      | $1217446.97   | 0.06%             | 2029-05-28      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B63765137 IRS USD R V 12MUSCPI RUSCPI.071728.FLOAT CCPINFLATI / Short: B63765137 IRS USD P F  2.80450 P2.8045.071728.FIXED CCPINFLAT | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  23000000 | OU      | $108487.32    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STATNETT SF                                | Statnett SF                                                                                                                                | CUSIP: 000000000<br>LEI: 5967007LIEEXZXHAI017 | Long             | DBT              | CORP              | NO        |   2500000 | PA      | $2706369.31   | 0.12%             | 2030-04-26      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN INC                          | Kinder Morgan, Inc.                                                                                                                        | CUSIP: 49456BAZ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1426099.56   | 0.07%             | 2029-08-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| FED CAISSES DESJARDINS                     | Federation des Caisses Desjardins du Quebec                                                                                                | CUSIP: 000000000<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   1200000 | PA      | $1411632.48   | 0.06%             | 2029-09-05      | Fixed         | 3.47%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Floating Rate Notes                                                                                                          | CUSIP: 91282CPX3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16416400 | PA      | $16417583.13  | 0.75%             | 2028-01-31      | Floating      | 3.72%                 | No            | 2                  | On Loan: No      |
| LAND RHEINLAND-PFALZ                       | State of Rhineland-Palatinate                                                                                                              | CUSIP: 000000000<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | NUSS              | DE        |   2000000 | PA      | $2110020.39   | 0.10%             | 2030-01-23      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                   | Volkswagen Group of America Finance LLC                                                                                                    | CUSIP: 928668CM2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3410915.73   | 0.16%             | 2029-08-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| HSBC USA INC                               | HSBC USA, Inc.                                                                                                                             | CUSIP: 40428HA51<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   1844000 | PA      | $1851855.44   | 0.08%             | 2027-03-04      | Floating      | 4.62%                 | No            | 2                  | On Loan: No      |
| BAYER CAPITAL CORP BV                      | Bayer Capital Corp. BV                                                                                                                     | CUSIP: 000000000<br>LEI: 529900KEOKKPYZLTAU90 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $895658.94    | 0.04%             | 2029-12-15      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| BANQUE FED CRED MUTUEL                     | Banque Federative du Credit Mutuel SA                                                                                                      | CUSIP: 06675DCG5<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    870000 | PA      | $872061.03    | 0.04%             | 2026-07-13      | Floating      | 5.05%                 | No            | 2                  | On Loan: —       |
| NATIONAL GRID NA INC                       | National Grid North America, Inc.                                                                                                          | CUSIP: 000000000<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $6079163.39   | 0.28%             | 2029-11-25      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                       | Edison International                                                                                                                       | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503371.10    | 0.02%             | 2029-06-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| CNO FINANCIAL GROUP INC                    | CNO Financial Group, Inc.                                                                                                                  | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |   3740000 | PA      | $3757039.70   | 0.17%             | 2029-05-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| APA INFRASTRUCTURE LTD                     | APA Infrastructure Ltd.                                                                                                                    | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |   1810000 | PA      | $1997138.74   | 0.09%             | 2030-07-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| GLOBAL PAYMENTS INC                        | Global Payments, Inc.                                                                                                                      | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $2001991.79   | 0.09%             | 2029-08-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| AYVENS SA                                  | Ayvens SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | DBT              | CORP              | FR        |   2200000 | PA      | $2558122.02   | 0.12%             | 2030-02-19      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| ORIX CORP                                  | ORIX Corp.                                                                                                                                 | CUSIP: 686330AV3<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $495793.27    | 0.02%             | 2030-09-09      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| RADIAN GROUP INC                           | Radian Group, Inc.                                                                                                                         | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |   1411000 | PA      | $1459394.58   | 0.07%             | 2029-05-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                   | National Australia Bank Ltd.                                                                                                               | CUSIP: 63253QAL8<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |   8900000 | PA      | $9068663.99   | 0.41%             | 2030-01-14      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| REPSOL E&P CAP MARKETS                     | Repsol E&P Capital Markets U.S. LLC                                                                                                        | CUSIP: 76026AAB3<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $4657880.47   | 0.21%             | 2030-09-16      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: S51262414 IRS USD R F  2.81200 R2.812.072828.FIXED CCPINFLATI / Short: S51262414 IRS USD P V 12MUSCPI PCPURNSA.072828.FLOAT CCPINFLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  60000000 | OU      | $-288539.40   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| ROCHE HOLDINGS INC                         | Roche Holdings, Inc.                                                                                                                       | CUSIP: 771196CP5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4984566.60   | 0.23%             | 2029-09-09      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| AIRCASTLE LTD                              | Aircastle Ltd.                                                                                                                             | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   1930000 | PA      | $1929588.66   | 0.09%             | 2026-06-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| French Republic Government Bonds OAT       | French Republic Government Bonds OAT                                                                                                       | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   7700000 | PA      | $8869916.19   | 0.40%             | 2030-05-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B38315416 IRS USD R V 12MUSCPI RUSCPI.070227.FLOAT CCPINFLATI / Short: B38315416 IRS USD P F  2.74700 P2.747.070227.FIXED CCPINFLATI | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  60000000 | OU      | $440982.60    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| AUTODESK INC                               | Autodesk, Inc.                                                                                                                             | CUSIP: 052769AG1<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    400000 | PA      | $375134.79    | 0.02%             | 2030-01-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK                     | Canadian Imperial Bank of Commerce                                                                                                         | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    351000 | PA      | $418595.20    | 0.02%             | 2029-07-09      | Fixed         | 3.81%                 | No            | 2                  | On Loan: No      |
| ELECTROLUX AB                              | Electrolux AB                                                                                                                              | CUSIP: 000000000<br>LEI: 549300Y3HHZB1ZGFPJ93 | Long             | DBT              | CORP              | SE        |   2200000 | PA      | $2458217.57   | 0.11%             | 2030-05-18      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                                                                               | CUSIP: 632525CP4<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  10095000 | PA      | $10125571.19  | 0.46%             | 2031-01-13      | Floating      | 4.34%                 | No            | 2                  | On Loan: —       |
| NZ LOCAL GOVT FUND AGENC                   | New Zealand Local Government Funding Agency Bonds                                                                                          | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |   5300000 | PA      | $2909862.13   | 0.13%             | 2029-04-20      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group, Inc.                                                                                                      | CUSIP: 86562MDL1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   6200000 | PA      | $6261405.36   | 0.29%             | 2029-07-09      | Floating      | 4.83%                 | No            | 2                  | On Loan: No      |
| NATIONAL RURAL UTIL COOP                   | National Rural Utilities Cooperative Finance Corp.                                                                                         | CUSIP: 63743HFS6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     71000 | PA      | $72668.02     | 0.00%             | 2029-06-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| NIPPON LIFE INSURANCE                      | Nippon Life Insurance Co.                                                                                                                  | CUSIP: 654579AQ4<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |  12300000 | PA      | $12307261.67  | 0.56%             | 2031-04-02      | Fixed         | 4.75%                 | 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      | $-726346.19   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| FORTIVE CORPORATION                        | Fortive Corp.                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1420743.60   | 0.06%             | 2029-08-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B93783080 IRS USD R V 12MUSCPI RUSCPI.080428.FLOAT.404478 CCP / Short: B93783080 IRS USD P F  2.78900 P2.789.080428.FIXED CCPINFLATI | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  34000000 | OU      | $185807.96    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| DIAGEO CAPITAL PLC                         | Diageo Capital PLC                                                                                                                         | CUSIP: 25243YBD0<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $453587.50    | 0.02%             | 2030-04-29      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| New Zealand Government Bonds               | New Zealand Government Bonds                                                                                                               | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |   5000000 | PA      | $2880793.12   | 0.13%             | 2029-04-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                                                                                                      | CUSIP: 89115A2X9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $5017143.05   | 0.23%             | 2027-04-05      | Floating      | 4.38%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B25417282 IRS USD R V 12MUSCPI RUSCPI.062528.FLOAT CCPINFLATI / Short: B25417282 IRS USD P F  2.66750 P2.6675.062528.FIXED CCPINFLAT | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  25000000 | OU      | $206343.75    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings, Inc.                                                                                                      | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    450000 | PA      | $426272.76    | 0.02%             | 2029-11-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| 3M COMPANY                                 | 3M Co.                                                                                                                                     | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1314199.78   | 0.06%             | 2029-08-26      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| PSP Capital Inc                            | PSP Capital, Inc.                                                                                                                          | CUSIP: 69370BES7<br>LEI: 549300B456N0WEIC5249 | Long             | STIV             | CORP              | CA        |  10500000 | PA      | $10471802.25  | 0.48%             | 2026-05-26      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                              | RCI Banque SA                                                                                                                              | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |   1346000 | PA      | $1574001.11   | 0.07%             | 2029-07-26      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| PUBLIC STORAGE OP CO                       | Public Storage Operating Co.                                                                                                               | CUSIP: 74464AAA9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |  10100000 | PA      | $10117523.50  | 0.46%             | 2027-04-16      | Floating      | 4.35%                 | No            | 2                  | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                   | Volkswagen Group of America Finance LLC                                                                                                    | CUSIP: 928668CG5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505853.26    | 0.02%             | 2029-03-22      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| AON CORP                                   | Aon Corp.                                                                                                                                  | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186420.82    | 0.01%             | 2030-05-15      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| LAND NIEDERSACHSEN                         | State of Lower Saxony                                                                                                                      | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |    381000 | PA      | $403807.53    | 0.02%             | 2030-01-10      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                        | American Express Co.                                                                                                                       | CUSIP: 025816CL1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   9290000 | PA      | $9303238.25   | 0.42%             | 2026-11-04      | Floating      | 4.32%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                               | Comcast Corp.                                                                                                                              | CUSIP: 20030NED9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4125080.52   | 0.19%             | 2029-01-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: —       |
| META PLATFORMS INC                         | Meta Platforms, Inc.                                                                                                                       | CUSIP: 30303M8S4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200266.69    | 0.01%             | 2029-08-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                                                                                                               | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395455.04    | 0.02%             | 2029-02-08      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B82431440 IRS USD R V 12MUSCPI RUSCPI.060228.FLOAT CCPINFLATI / Short: B82431440 IRS USD P F  2.65875 P2.65875.060228.FIXED CCPINFLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  38000000 | OU      | $306272.78    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| KBC GROUP NV                               | KBC Group NV                                                                                                                               | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    400000 | PA      | $426680.99    | 0.02%             | 2030-01-24      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Nationwide Building Society                | Nationwide Building Society                                                                                                                | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $820971.45    | 0.04%             | 2029-09-05      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| CREDIT MUTUEL ARKEA                        | Credit Mutuel Arkea SA                                                                                                                     | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $213724.81    | 0.01%             | 2030-01-18      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| TOYOTA CREDIT CANADA INC                   | Toyota Credit Canada, Inc.                                                                                                                 | CUSIP: 892329CC5<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |   2700000 | PA      | $1985857.11   | 0.09%             | 2030-05-21      | Fixed         | 3.74%                 | No            | 2                  | On Loan: No      |
| SHELL FINANCE US INC                       | Shell Finance U.S., Inc.                                                                                                                   | CUSIP: 822905AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7400000 | PA      | $6942186.57   | 0.32%             | 2029-11-07      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| EASTMAN CHEMICAL CO                        | Eastman Chemical Co.                                                                                                                       | CUSIP: 277432BB5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |   5100000 | PA      | $5008950.06   | 0.23%             | 2031-02-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| KEURIG DR PEPPER INC                       | Keurig Dr. Pepper, Inc.                                                                                                                    | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1881876.90   | 0.09%             | 2030-05-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| MEDTRONIC INC                              | Medtronic, Inc.                                                                                                                            | CUSIP: 000000000<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    350000 | PA      | $416288.74    | 0.02%             | 2029-10-15      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development                                                                                        | CUSIP: 459058LD3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   9600000 | PA      | $9610944.00   | 0.44%             | 2027-02-23      | Floating      | 3.94%                 | No            | 2                  | On Loan: No      |
| AYVENS SA                                  | Ayvens SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | DBT              | CORP              | FR        |   3800000 | PA      | $4517743.68   | 0.21%             | 2029-07-16      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| PRAEMIA HEALTHCARE SACA                    | Praemia Healthcare SACA                                                                                                                    | CUSIP: 000000000<br>LEI: 96950067NFR9MWI0CJ45 | Long             | DBT              |  | FR        |   2700000 | PA      | $2860126.23   | 0.13%             | 2029-11-04      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings, Inc.                                                                                                      | CUSIP: 65339KDR8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $735406.93    | 0.03%             | 2030-06-12      | Fixed         | 3.83%                 | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                            | Nordea Bank Abp                                                                                                                            | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   8700000 | PA      | $10030605.60  | 0.46%             | 2030-05-02      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                                                                                                                     | CUSIP: 04517PBE1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    269000 | PA      | $269282.45    | 0.01%             | 2026-06-16      | Floating      | 4.65%                 | No            | 2                  | On Loan: No      |
| HOST HOTELS & RESORTS LP                   | Host Hotels & Resorts LP                                                                                                                   | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |   1250000 | PA      | $1190437.78   | 0.05%             | 2029-12-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B93338465 IRS USD R V 12MUSCPI RCPURNSA.032629.FLOAT CCPINFLA / Short: B93338465 IRS USD P F  2.65000 P2.65.032629.FIXED CCPINFLATIO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  21000000 | OU      | $162968.19    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| NATWEST MARKETS PLC                        | NatWest Markets PLC                                                                                                                        | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $3022439.55   | 0.14%             | 2029-05-17      | Floating      | 4.80%                 | No            | 2                  | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                    | Nationwide Building Society                                                                                                                | CUSIP: 63861VAK3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $406840.41    | 0.02%             | 2029-07-29      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| RIO TINTO FIN USA PLC                      | Rio Tinto Finance USA PLC                                                                                                                  | CUSIP: 76720AAY2<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   3400000 | PA      | $3411710.48   | 0.16%             | 2028-03-14      | Floating      | 4.49%                 | No            | 2                  | On Loan: No      |
| CHEVRON USA INC                            | Chevron USA, Inc.                                                                                                                          | CUSIP: 166756BM7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3208992.00   | 0.15%             | 2028-08-13      | Floating      | 4.23%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM INC                             | Amazon.com, Inc.                                                                                                                           | CUSIP: 023135DD5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |  22000000 | PA      | $21784681.82  | 0.99%             | 2031-03-13      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| VENTAS REALTY LP                           | Ventas Realty LP                                                                                                                           | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    400000 | PA      | $377784.92    | 0.02%             | 2030-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| EUROPEAN BK RECON & DEV                    | European Bank for Reconstruction & Development                                                                                             | CUSIP: 29874QEU4<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |  17200000 | PA      | $17186106.18  | 0.78%             | 2029-02-16      | Floating      | 3.96%                 | No            | 2                  | On Loan: No      |
| VONOVIA SE                                 | Vonovia SE                                                                                                                                 | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $635868.48    | 0.03%             | 2030-07-09      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                                                                                                      | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   4600000 | PA      | $5104930.67   | 0.23%             | 2030-04-08      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                   | Agence Francaise de Developpement EPIC                                                                                                     | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |    900000 | PA      | $947186.81    | 0.04%             | 2030-05-25      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                   | Toyota Motor Credit Corp.                                                                                                                  | CUSIP: 000000000<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3701555.57   | 0.17%             | 2030-07-24      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORP                    | John Deere Capital Corp.                                                                                                                   | CUSIP: 24422EXW4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2086026.43   | 0.10%             | 2027-07-15      | Floating      | 4.33%                 | No            | 2                  | On Loan: No      |
| French Republic Government Bonds OAT       | French Republic Government Bonds OAT                                                                                                       | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    800000 | PA      | $931334.22    | 0.04%             | 2030-02-25      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| MCDONALD'S CORP                            | McDonald's Corp.                                                                                                                           | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    470000 | PA      | $561425.64    | 0.03%             | 2031-02-20      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                                                                                                               | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $952952.72    | 0.04%             | 2030-03-22      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                        | American Tower Corp.                                                                                                                       | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   1300000 | PA      | $1546816.43   | 0.07%             | 2030-05-16      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                               | Broadcom, Inc.                                                                                                                             | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   7100000 | PA      | $6467421.31   | 0.29%             | 2031-02-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| ORSTED A/S                                 | Orsted AS                                                                                                                                  | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |   3000000 | PA      | $3537975.77   | 0.16%             | 2030-03-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                   | Asian Infrastructure Investment Bank                                                                                                       | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |  12500000 | PA      | $8997757.36   | 0.41%             | 2026-05-06      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                                                                                                      | CUSIP: 961214EW9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    235000 | PA      | $222383.42    | 0.01%             | 2028-11-20      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased AUD / Sold USD                                                                                                                   | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | AU        |         1 | NC      | $14307.72     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $19113.63     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BLACKROCK FUNDING INC                      | BlackRock Funding, Inc.                                                                                                                    | CUSIP: 09290DAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $405891.90    | 0.02%             | 2029-03-14      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B64183405 IRS USD R V 12MUSCPI RCPURNSA.043031.FLOAT CCPINFLA / Short: B64183405 IRS USD P F  2.69300 P2.693.043031.FIXED CCPINFLATI | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  59000000 | OU      | $130709.78    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| APRR SA                                    | APRR SA                                                                                                                                    | CUSIP: 000000000<br>LEI: 9695002SV2VP9CU42826 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $582992.11    | 0.03%             | 2030-01-24      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATL FINANCIAL                    | Fidelity National Financial, Inc.                                                                                                          | CUSIP: 31620RAK1<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44341.35     | 0.00%             | 2031-03-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| NTT FINANCE CORP                           | NTT Finance Corp.                                                                                                                          | CUSIP: 62954WAT2<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |  11182000 | PA      | $11368070.27  | 0.52%             | 2030-07-16      | Floating      | 4.97%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                                                                                 | CUSIP: 05252ADN8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $505036.41    | 0.02%             | 2029-12-16      | Floating      | 4.51%                 | No            | 2                  | On Loan: No      |
| ENGIE SA                                   | Engie SA                                                                                                                                   | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $239094.19    | 0.01%             | 2031-01-06      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| SONOCO PRODUCTS CO                         | Sonoco Products Co.                                                                                                                        | CUSIP: 835495AQ5<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1110594.35   | 0.05%             | 2026-09-01      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| MERCEDES-BENZ FIN NA                       | Mercedes-Benz Finance North America LLC                                                                                                    | CUSIP: 58769JBA4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406338.62    | 0.02%             | 2029-11-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| BMW INTL INVESTMENT BV                     | BMW International Investment BV                                                                                                            | CUSIP: 000000000<br>LEI: 724500J951RJJFEW5X49 | Long             | DBT              | CORP              | NL        |   9700000 | PA      | $11282654.55  | 0.51%             | 2030-08-27      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| ENBW INTL FINANCE BV                       | EnBW International Finance BV                                                                                                              | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |   1300000 | PA      | $1520514.57   | 0.07%             | 2029-05-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| KERING                                     | Kering SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $464779.61    | 0.02%             | 2029-11-27      | 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        |   3700000 | PA      | $3995245.05   | 0.18%             | 2029-11-25      | Fixed         | 0.60%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                                                                                                               | CUSIP: 02665WER8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $519614.18    | 0.02%             | 2030-10-04      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B62263725 IRS USD R V 12MUSCPI RCPURNSA.031129.FLOAT CCPINFLA / Short: B62263725 IRS USD P F  2.58200 P2.582.031129.FIXED CCPINFLATI | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  40000000 | OU      | $393157.20    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                                                                                                            | CUSIP: 45828RAA3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   3000000 | PA      | $3008248.74   | 0.14%             | 2028-10-05      | Floating      | 4.00%                 | No            | 2                  | On Loan: No      |
| ROPER TECHNOLOGIES INC                     | Roper Technologies, Inc.                                                                                                                   | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $3641452.29   | 0.17%             | 2031-02-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| BRUNSWICK CORP                             | Brunswick Corp.                                                                                                                            | CUSIP: 117043AW9<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |   5100000 | PA      | $5235243.84   | 0.24%             | 2029-03-18      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| BANK OF NY MELLON CORP                     | Bank of New York Mellon Corp.                                                                                                              | CUSIP: 06406RBD8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    355000 | PA      | $351391.64    | 0.02%             | 2029-04-26      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| VAR ENERGI ASA                             | Var Energi ASA                                                                                                                             | CUSIP: 000000000<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    210000 | PA      | $258385.55    | 0.01%             | 2029-05-04      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Inflation-Indexed Notes                                                                                                      | CUSIP: 912828V49<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16231200 | PA      | $16291081.60  | 0.74%             | 2027-01-15      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                                                                                                   | CUSIP: 21688ABU5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $2001340.32   | 0.09%             | 2031-01-14      | Floating      | 4.35%                 | No            | 2                  | On Loan: No      |
| SIXT SE                                    | Sixt SE                                                                                                                                    | CUSIP: 000000000<br>LEI: 5299004ZME6CSBR7WP07 | Long             | DBT              | CORP              | DE        |    700000 | PA      | $813750.50    | 0.04%             | 2030-01-22      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| GENERAL ELECTRIC CO                        | General Electric Co.                                                                                                                       | CUSIP: 36962GW75<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1399496.06   | 0.06%             | 2026-05-05      | Floating      | 4.30%                 | No            | 2                  | On Loan: No      |
| ABN AMRO BANK NV                           | ABN AMRO Bank NV                                                                                                                           | CUSIP: 00084DBJ8<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $501060.00    | 0.02%             | 2028-07-07      | Floating      | 4.44%                 | No            | 2                  | On Loan: No      |
| TOTALENERGIES CAPITAL                      | TotalEnergies Capital Canada Ltd.                                                                                                          | CUSIP: 000000000<br>LEI: 5299005IX98ZZ9LSGK46 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $340214.55    | 0.02%             | 2029-09-18      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                                                                                                               | CUSIP: 02665WFQ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396528.40    | 0.02%             | 2029-09-05      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| NASDAQ INC                                 | Nasdaq, Inc.                                                                                                                               | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1497400.45   | 0.07%             | 2030-02-13      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B12103510 IRS USD R V 12MUSCPI RCPURNSA.101528.FLOAT CCPINFLA / Short: B12103510 IRS USD P F  2.68750 P2.6875.101528.FIXED CCPINFLAT | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  23000000 | OU      | $150765.46    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| TELE2 AB                                   | Tele2 AB                                                                                                                                   | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | DBT              | CORP              | SE        |    310000 | PA      | $367979.93    | 0.02%             | 2029-11-22      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                       | American Tower Corp.                                                                                                                       | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    250000 | PA      | $273067.78    | 0.01%             | 2029-05-21      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| DOLLAR GENERAL CORP                        | Dollar General Corp.                                                                                                                       | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1242642.45   | 0.06%             | 2030-04-03      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| MERCEDES-BENZ FIN NA                       | Mercedes-Benz Finance North America LLC                                                                                                    | CUSIP: 58769JBG1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253145.36    | 0.01%             | 2030-04-01      | Fixed         | 5.00%                 | 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      | $-145763.35   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| HONDA CANADA FINANCE INC                   | Honda Canada Finance, Inc.                                                                                                                 | CUSIP: 438121BK0<br>LEI: 549300K5H14MP7CO9857 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $760525.64    | 0.03%             | 2029-06-04      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| GLOBE LIFE INC                             | Globe Life, Inc.                                                                                                                           | CUSIP: 37959EAA0<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    500000 | PA      | $448328.05    | 0.02%             | 2030-08-15      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| HCA INC                                    | HCA, Inc.                                                                                                                                  | CUSIP: 404119CX5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5517006.88   | 0.25%             | 2028-03-01      | Floating      | 4.53%                 | No            | 2                  | On Loan: No      |
| AUTOLIV INC                                | Autoliv, Inc.                                                                                                                              | CUSIP: 000000000<br>LEI: A23RUXWKASG834LTMK28 | Long             | DBT              | CORP              | US        |   4630000 | PA      | $5295666.83   | 0.24%             | 2030-10-29      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| NOVARTIS CAPITAL CORP                      | Novartis Capital Corp.                                                                                                                     | CUSIP: 66989HBG2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |  17000000 | PA      | $16974966.14  | 0.77%             | 2031-03-18      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| FISERV INC                                 | Fiserv, Inc.                                                                                                                               | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    800000 | PA      | $769150.30    | 0.04%             | 2029-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| LAND SACHSEN-ANHALT                        | State of Saxony-Anhalt                                                                                                                     | CUSIP: 000000000<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | NUSS              | DE        |    211000 | PA      | $243283.44    | 0.01%             | 2030-02-13      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                                                                                                         | CUSIP: 292480AM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197182.26    | 0.01%             | 2029-09-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased EUR / Sold USD                                                                                                                   | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | XX        |         1 | NC      | $204359.99    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| TELEFONICA EMISIONES SAU                   | Telefonica Emisiones SA                                                                                                                    | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   3339000 | PA      | $3330747.09   | 0.15%             | 2027-03-08      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| CADENT FINANCE PLC                         | Cadent Finance PLC                                                                                                                         | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |   2600000 | PA      | $2734277.54   | 0.12%             | 2030-03-19      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                                                                                 | CUSIP: 05252ADV0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  11000000 | PA      | $11027687.00  | 0.50%             | 2028-12-08      | Floating      | 4.25%                 | No            | 2                  | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                    | Principal Financial Group, Inc.                                                                                                            | CUSIP: 74251VAR3<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    600000 | PA      | $586059.90    | 0.03%             | 2029-05-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                    | Unibail-Rodamco-Westfield SE                                                                                                               | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |   3000000 | PA      | $3247179.88   | 0.15%             | 2030-04-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B02424196 IRS USD R V 12MUSCPI RUSCPI.061228.FLOAT CCPINFLATI / Short: B02424196 IRS USD P F  2.62900 P2.629.061228.FIXED CCPINFLATI | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  65000000 | OU      | $589779.45    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| NATIONAL RURAL UTIL COOP                   | National Rural Utilities Cooperative Finance Corp.                                                                                         | CUSIP: 63743HFQ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300683.75    | 0.01%             | 2027-02-05      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| KFW                                        | Kreditanstalt fuer Wiederaufbau                                                                                                            | CUSIP: 48246UGN0<br>LEI: 549300GDPG70E3MBBU98 | Long             | STIV             | CORP              | GE        |  13000000 | PA      | $12889702.80  | 0.59%             | 2026-07-22      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| SHERWIN-WILLIAMS CO                        | Sherwin-Williams Co.                                                                                                                       | CUSIP: 824348BV7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    760000 | PA      | $758484.93    | 0.03%             | 2030-08-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BUNGE LTD FINANCE CORP                     | Bunge Ltd. Finance Corp.                                                                                                                   | CUSIP: 120568BQ2<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |  16189000 | PA      | $16148035.52  | 0.74%             | 2030-08-04      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| NATIONAL FUEL GAS CO                       | National Fuel Gas Co.                                                                                                                      | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    220000 | PA      | $200557.59    | 0.01%             | 2031-03-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group, Inc.                                                                                                                   | CUSIP: 91324PDS8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3158352.68   | 0.14%             | 2029-08-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LP                       | Boston Properties LP                                                                                                                       | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |  10600000 | PA      | $10188794.52  | 0.46%             | 2029-06-21      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold EUR                                                                                                                   | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-201348.46   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MACQUARIE BANK LTD                         | Macquarie Bank Ltd.                                                                                                                        | CUSIP: 55608PBS2<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |  12620000 | PA      | $12681573.36  | 0.58%             | 2026-12-07      | Floating      | 4.86%                 | No            | 2                  | On Loan: No      |
| SANDOZ FINANCE B.V.                        | Sandoz Finance BV                                                                                                                          | CUSIP: 000000000<br>LEI: 213800DFA3WXJ7KC9R74 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $937416.39    | 0.04%             | 2029-09-12      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                                                                                                               | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2642431.05   | 0.12%             | 2030-09-18      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased AUD / Sold USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |         1 | NC      | $16112.45     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp.                                                                                                                           | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2865938.77   | 0.13%             | 2029-06-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| STATE STREET CORP                          | State Street Corp.                                                                                                                         | CUSIP: 857477CE1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5506717.26   | 0.25%             | 2026-08-03      | Floating      | 4.51%                 | No            | 2                  | On Loan: No      |
| MARATHON PETROLEUM CORP                    | Marathon Petroleum Corp.                                                                                                                   | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   2130000 | PA      | $2173524.82   | 0.10%             | 2030-03-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Inflation-Indexed Notes                                                                                                      | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10017675 | PA      | $10030272.93  | 0.46%             | 2027-07-15      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| BAT INTL FINANCE PLC                       | BAT International Finance PLC                                                                                                              | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   3900000 | PA      | $4377506.96   | 0.20%             | 2030-01-16      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold EUR                                                                                                                   | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-109391.08   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ORIX CORP                                  | ORIX Corp.                                                                                                                                 | CUSIP: 686330AS0<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    800000 | PA      | $805294.41    | 0.04%             | 2029-09-10      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                   | Omega Healthcare Investors, Inc.                                                                                                           | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |   4100000 | PA      | $4131220.31   | 0.19%             | 2030-07-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| CONOCOPHILLIPS COMPANY                     | ConocoPhillips Co.                                                                                                                         | CUSIP: 20826FBJ4<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    600000 | PA      | $605723.51    | 0.03%             | 2030-01-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| DOW CHEMICAL CO/THE                        | Dow Chemical Co.                                                                                                                           | CUSIP: 260543DN0<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2574546.29   | 0.12%             | 2031-01-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| BOARDWALK PIPELINES LP                     | Boardwalk Pipelines LP                                                                                                                     | CUSIP: 096630AH1<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    844000 | PA      | $788580.83    | 0.04%             | 2031-02-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| DSV FINANCE BV                             | DSV Finance BV                                                                                                                             | CUSIP: 000000000<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |    210000 | PA      | $248615.47    | 0.01%             | 2029-06-26      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                     | Mitsubishi UFJ Financial Group, Inc.                                                                                                       | CUSIP: 606822BM5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    800000 | PA      | $767863.51    | 0.04%             | 2029-07-18      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                   | Svenska Handelsbanken AB                                                                                                                   | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |  10300000 | PA      | $10882827.28  | 0.50%             | 2030-02-18      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: S21898242 IRS USD R F  2.75000 R2.75.111026.FIXED CCPINFLATIO / Short: S21898242 IRS USD P V 12MUSCPI PCPURNSA.111026.FLOAT CCPINFLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  49000000 | OU      | $-447345.01   | -0.02%            |  |  |  | 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      | $-264222.04   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| WPP FINANCE 2013                           | WPP Finance 2013                                                                                                                           | CUSIP: 000000000<br>LEI: 549300L84EKSLWWPGI24 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $470287.44    | 0.02%             | 2029-09-12      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| GENERAL MILLS INC                          | General Mills, Inc.                                                                                                                        | CUSIP: 370334DA9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201552.55    | 0.01%             | 2030-01-30      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| ALLY FINANCIAL INC                         | Ally Financial, Inc.                                                                                                                       | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    640000 | PA      | $604129.04    | 0.03%             | 2028-11-02      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| SHELL FINANCE US INC                       | Shell Finance U.S., Inc.                                                                                                                   | CUSIP: 822905AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5958693.12   | 0.27%             | 2028-11-13      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| ITALGAS SPA                                | Italgas SpA                                                                                                                                | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | DBT              | CORP              | IT        |    400000 | PA      | $460207.52    | 0.02%             | 2030-03-06      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| NOMURA HOLDINGS INC                        | Nomura Holdings, Inc.                                                                                                                      | CUSIP: 000000000<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   3500000 | PA      | $4078455.90   | 0.19%             | 2030-05-28      | Fixed         | 3.46%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B43432822 IRS USD R V 12MUSCPI RCPURNSA.103028.FLOAT CCPINFLA / Short: B43432822 IRS USD P F  2.58000 P2.58.103028.FIXED CCPINFLATIO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  35000000 | OU      | $318339.00    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| EMD FINANCE LLC                            | EMD Finance LLC                                                                                                                            | CUSIP: 26867LAP5<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494967.36    | 0.02%             | 2030-10-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                   | Volkswagen Group of America Finance LLC                                                                                                    | CUSIP: 928668CQ3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506820.81    | 0.02%             | 2030-03-27      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| VMWARE LLC                                 | VMware LLC                                                                                                                                 | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1746473.94   | 0.08%             | 2026-08-15      | Fixed         | 1.40%                 | No            | 2                  | On Loan: No      |
| NATURGY FIN IBERIA SA                      | Naturgy Finance Iberia SA                                                                                                                  | CUSIP: 000000000<br>LEI: 2138005FTXOJUBQ5J563 | Long             | DBT              | CORP              | ES        |   2700000 | PA      | $3135923.46   | 0.14%             | 2030-10-02      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORP                         | Realty Income Corp.                                                                                                                        | CUSIP: 756109BK9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |   3388000 | PA      | $3226837.65   | 0.15%             | 2029-12-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| BP CAP MARKETS AMERICA                     | BP Capital Markets America, Inc.                                                                                                           | CUSIP: 10373QBM1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    500000 | PA      | $448356.71    | 0.02%             | 2030-08-10      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| AMERICAN ELECTRIC POWER                    | American Electric Power Co., Inc.                                                                                                          | CUSIP: 025537AN1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183856.93    | 0.01%             | 2030-03-01      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| BANQUE FED CRED MUTUEL                     | Banque Federative du Credit Mutuel SA                                                                                                      | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1209060.58   | 0.06%             | 2030-05-02      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B99836554 IRS USD R V 12MUSCPI RCPURNSA.100628.FLOAT CCPINFLA / Short: B99836554 IRS USD P F  2.72600 P2.726.100628.FIXED CCPINFLATI | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  64000000 | OU      | $363729.92    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| AKER BP ASA                                | Aker BP ASA                                                                                                                                | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   3000000 | PA      | $2881161.15   | 0.13%             | 2031-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ENI SPA                                    | Eni SpA                                                                                                                                    | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   1600000 | PA      | $1710242.64   | 0.08%             | 2030-01-23      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| PRAEMIA HEALTHCARE SACA                    | Praemia Healthcare SACA                                                                                                                    | CUSIP: 000000000<br>LEI: 96950067NFR9MWI0CJ45 | Long             | DBT              |  | FR        |   4900000 | PA      | $5163645.05   | 0.24%             | 2030-09-17      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold NZD                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $53222.80     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| KLEPIERRE SA                               | Klepierre SA                                                                                                                               | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | DBT              |  | FR        |    300000 | PA      | $339186.95    | 0.02%             | 2029-05-12      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B73391795 IRS USD R V 12MUSCPI RCPURNSA.111926.FLOAT CCPINFLA / Short: B73391795 IRS USD P F  2.69375 P2.69375.111926.FIXED CCPINFLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  23000000 | OU      | $215528.40    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased AUD / Sold USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |         1 | NC      | $11736.64     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NATIONAL BANK OF CANADA                    | National Bank of Canada                                                                                                                    | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $357408.66    | 0.02%             | 2029-05-02      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B09156278 IRS USD R V 12MUSCPI RCPURNSA.101028.FLOAT.406564 C / Short: B09156278 IRS USD P F  2.74750 P2.7475.101028.FIXED CCPINFLAT | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  30000000 | OU      | $147833.10    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MERCEDES-BENZ FIN NA                       | Mercedes-Benz Finance North America LLC                                                                                                    | CUSIP: 58769JBM8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989101.40    | 0.05%             | 2031-03-10      | Fixed         | 4.50%                 | No            | 2                  | On Loan: —       |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                                                                                                         | CUSIP: 37045XFB7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    310000 | PA      | $316143.51    | 0.01%             | 2030-01-07      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| MCKESSON CORP                              | McKesson Corp.                                                                                                                             | CUSIP: 581557BW4<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251652.54    | 0.01%             | 2030-05-30      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                                                                                 | CUSIP: 05252ADW8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1861000 | PA      | $1870445.82   | 0.09%             | 2030-12-08      | Floating      | 4.34%                 | No            | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                        | Charles Schwab Corp.                                                                                                                       | CUSIP: 808513BZ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   4094000 | PA      | $4113282.74   | 0.19%             | 2027-03-03      | Floating      | 4.71%                 | No            | 2                  | On Loan: No      |
| LAS VEGAS SANDS CORP                       | Las Vegas Sands Corp.                                                                                                                      | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    500000 | PA      | $482270.00    | 0.02%             | 2029-08-08      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                       | Glencore Funding LLC                                                                                                                       | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1995977.92   | 0.09%             | 2027-03-27      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co.                                                                                                                          | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    171000 | PA      | $170177.78    | 0.01%             | 2029-01-24      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| AMCOR UK FINANCE PLC                       | Amcor U.K. Finance PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 549300DEUV6BE727FP17 | Long             | DBT              | CORP              | GB        |    280000 | PA      | $324809.64    | 0.01%             | 2029-11-17      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO BANK NA                        | Wells Fargo Bank NA                                                                                                                        | CUSIP: 94988J6G7<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2610088.00   | 0.12%             | 2026-12-11      | Floating      | 4.72%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B08993693 IRS USD R V 12MUSCPI RCPURNSA.121126.FLOAT CCPINFLA / Short: B08993693 IRS USD P F  2.50900 P2.509.121126.FIXED CCPINFLATI | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  34000000 | OU      | $335802.02    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                                                                                                          | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $228220.45    | 0.01%             | 2030-05-01      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| NATIONAL RURAL UTIL COOP                   | National Rural Utilities Cooperative Finance Corp.                                                                                         | CUSIP: 63743HFU1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1105049.00   | 0.05%             | 2027-09-16      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORP                         | Realty Income Corp.                                                                                                                        | CUSIP: 756109CF9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    800000 | PA      | $807637.56    | 0.04%             | 2029-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                               | Broadcom, Inc.                                                                                                                             | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004439.09   | 0.05%             | 2030-07-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                                                                             | CUSIP: 2027A0KW8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   2400000 | PA      | $2408309.81   | 0.11%             | 2028-03-14      | Floating      | 4.30%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK NA                    | JPMorgan Chase Bank NA                                                                                                                     | CUSIP: 48125LRV6<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |  22240000 | PA      | $22326736.00  | 1.02%             | 2026-12-08      | Floating      | 4.65%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC                           | Crown Castle, Inc.                                                                                                                         | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    800000 | PA      | $803750.16    | 0.04%             | 2029-09-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| FRESENIUS SE & CO KGAA                     | Fresenius SE & Co. KGaA                                                                                                                    | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | DBT              | CORP              | DE        |   1300000 | PA      | $1606416.59   | 0.07%             | 2029-11-28      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| HEIDELBERG MATERIALS FIN                   | Heidelberg Materials Finance Luxembourg SA                                                                                                 | CUSIP: 000000000<br>LEI: 529900RYHTCF5X9DD509 | Long             | DBT              | CORP              | LU        |   7553000 | PA      | $8737890.92   | 0.40%             | 2030-07-10      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| NOVARTIS CAPITAL CORP                      | Novartis Capital Corp.                                                                                                                     | CUSIP: 66989HBD9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   7981000 | PA      | $8011335.78   | 0.37%             | 2028-11-05      | Floating      | 4.19%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                   | Sumitomo Mitsui Trust Bank Ltd.                                                                                                            | CUSIP: 86563VBW8<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   3000000 | PA      | $3019616.82   | 0.14%             | 2027-09-10      | Floating      | 4.64%                 | No            | 2                  | On Loan: No      |
| NATIONAL GRID PLC                          | National Grid PLC                                                                                                                          | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |   1800000 | PA      | $1926608.69   | 0.09%             | 2029-09-18      | Fixed         | 0.55%                 | No            | 2                  | On Loan: No      |
| LA BANQUE POSTALE                          | La Banque Postale SA                                                                                                                       | CUSIP: 000000000<br>LEI: 96950066U5XAAIRCPA78 | Long             | DBT              | CORP              | FR        |   5300000 | PA      | $6407708.11   | 0.29%             | 2030-01-17      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| BANQUE FED CRED MUTUEL                     | Banque Federative du Credit Mutuel SA                                                                                                      | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   2200000 | PA      | $2537045.07   | 0.12%             | 2031-03-11      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                   | Lloyds Banking Group PLC                                                                                                                   | CUSIP: 53944YAD5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1070000 | PA      | $1067089.53   | 0.05%             | 2027-01-11      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                                                                                                               | CUSIP: 02665WFC0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001200.00   | 0.05%             | 2027-03-12      | Floating      | 4.42%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B41467707 IRS USD R V 12MUSCPI RUSCPI.011628.FLOAT CCPINFLATI / Short: B41467707 IRS USD P F  2.64200 P2.642.011628.FIXED CCPINFLATI | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  48000000 | OU      | $481044.00    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| WASTE MANAGEMENT INC                       | Waste Management, Inc.                                                                                                                     | CUSIP: 94106LCA5<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    445000 | PA      | $440781.90    | 0.02%             | 2029-01-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| NOMURA HOLDINGS INC                        | Nomura Holdings, Inc.                                                                                                                      | CUSIP: 65535HBC2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $410674.82    | 0.02%             | 2029-07-06      | Fixed         | 5.61%                 | No            | 2                  | On Loan: No      |
| OMNICOM GROUP INC                          | Omnicom Group, Inc.                                                                                                                        | CUSIP: 681919BB1<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    670000 | PA      | $615898.07    | 0.03%             | 2030-04-30      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                                                                                                         | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3308761.16   | 0.15%             | 2030-12-01      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B76708528 IRS USD R V 12MUSCPI RCPURNSA.031829.FLOAT CCPINFLA / Short: B76708528 IRS USD P F  2.61900 P2.619.031829.FIXED CCPINFLATI | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  56000000 | OU      | $490969.92    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| BPCE SA                                    | BPCE SA                                                                                                                                    | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1300000 | PA      | $1546705.73   | 0.07%             | 2029-01-11      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                                                                                                               | CUSIP: 02665WFE6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171225.93    | 0.01%             | 2029-03-13      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                | Oracle Corp.                                                                                                                               | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4581504.70   | 0.21%             | 2030-04-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| FINGRID OYJ                                | Fingrid OYJ                                                                                                                                | CUSIP: 000000000<br>LEI: 7437006ZZI1F7CUA5518 | Long             | DBT              | CORP              | FI        |    380000 | PA      | $439471.62    | 0.02%             | 2029-12-04      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| CONAGRA BRANDS INC                         | Conagra Brands, Inc.                                                                                                                       | CUSIP: 205887CK6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   6180000 | PA      | $6184612.88   | 0.28%             | 2030-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: —       |
| CHEVRON PHILLIPS CHEM CO                   | Chevron Phillips Chemical Co. LLC/Chevron Phillips Chemical Co. LP                                                                         | CUSIP: 166754AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11200000 | PA      | $11251833.38  | 0.51%             | 2030-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B06671135 IRS USD R V 12MUSCPI RCPURNSA.021127.FLOAT CCPINFLA / Short: B06671135 IRS USD P F  2.54300 P2.543.021127.FIXED CCPINFLATI | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  23000000 | OU      | $244662.96    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| KERING                                     | Kering SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $443593.87    | 0.02%             | 2030-05-05      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| TYCO ELECTRONICS GROUP S                   | Tyco Electronics Group SA                                                                                                                  | CUSIP: 902133BC0<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $497861.61    | 0.02%             | 2031-02-09      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-20216.16    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PEPSICO INC                                | PepsiCo, Inc.                                                                                                                              | CUSIP: 713448EL8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    910000 | PA      | $867760.25    | 0.04%             | 2029-07-29      | Fixed         | 2.63%                 | No            | 2                  | On Loan: —       |
| ARROW ELECTRONICS INC                      | Arrow Electronics, Inc.                                                                                                                    | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |   5900000 | PA      | $5961433.16   | 0.27%             | 2029-08-21      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| AES CORP/THE                               | AES Corp.                                                                                                                                  | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4313874.56   | 0.20%             | 2030-07-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                                                                                                                   | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    700000 | PA      | $856783.50    | 0.04%             | 2030-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| FLEX LTD                                   | Flex Ltd.                                                                                                                                  | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    375000 | PA      | $376300.64    | 0.02%             | 2029-06-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| NATIONAL GRID NA INC                       | National Grid North America, Inc.                                                                                                          | CUSIP: 000000000<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1159213.96   | 0.05%             | 2030-06-03      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| CTP NV                                     | CTP NV                                                                                                                                     | CUSIP: 000000000<br>LEI: 3157000YTVO4TN65UM14 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1156842.66   | 0.05%             | 2031-03-10      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| TRATON FINANCE LUX SA                      | Traton Finance Luxembourg SA                                                                                                               | CUSIP: 000000000<br>LEI: 529900BRKIE6LKIEXD84 | Long             | DBT              | CORP              | LU        |   1100000 | PA      | $1289337.15   | 0.06%             | 2031-01-14      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| STORA ENSO OYJ                             | Stora Enso OYJ                                                                                                                             | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | DBT              | CORP              | FI        |   1920000 | PA      | $2303960.61   | 0.11%             | 2029-09-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                                                                               | CUSIP: 632525CN9<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   6300000 | PA      | $6304441.50   | 0.29%             | 2028-12-13      | Floating      | 4.19%                 | No            | 2                  | On Loan: No      |
| SUEZ                                       | Suez SACA                                                                                                                                  | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |   4800000 | PA      | $5402112.26   | 0.25%             | 2030-05-24      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| AMPRION GMBH                               | Amprion GmbH                                                                                                                               | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $1156005.80   | 0.05%             | 2031-01-15      | Fixed         | 3.16%                 | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                   | Rogers Communications, Inc.                                                                                                                | CUSIP: 775109BJ9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1300000 | PA      | $944515.77    | 0.04%             | 2029-05-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| NOMURA HOLDINGS INC                        | Nomura Holdings, Inc.                                                                                                                      | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   2000000 | PA      | $1972045.60   | 0.09%             | 2027-01-22      | Fixed         | 2.33%                 | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                            | Nordea Bank Abp                                                                                                                            | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   3900000 | PA      | $3913135.20   | 0.18%             | 2027-03-19      | Floating      | 4.39%                 | No            | 2                  | On Loan: No      |
| CHEVRON USA INC                            | Chevron USA, Inc.                                                                                                                          | CUSIP: 166756BD7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15189487.65  | 0.69%             | 2030-04-15      | Fixed         | 4.69%                 | No            | 2                  | On Loan: No      |
| WPC EUROBOND BV                            | WPC Eurobond BV                                                                                                                            | CUSIP: 000000000<br>LEI: 5493005XDMOLBARL5M14 | Long             | DBT              |  | NL        |   1950000 | PA      | $2057636.30   | 0.09%             | 2030-06-01      | Fixed         | 0.95%                 | No            | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                   | Penske Truck Leasing Co. LP/PTL Finance Corp.                                                                                              | CUSIP: 709599CC6<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494804.12    | 0.02%             | 2031-01-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| DBS GROUP HOLDINGS LTD                     | DBS Group Holdings Ltd.                                                                                                                    | CUSIP: 24023LAP1<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |   5000000 | PA      | $5028174.25   | 0.23%             | 2030-03-21      | Floating      | 4.31%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                         | Credit Agricole SA                                                                                                                         | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   2500000 | PA      | $3024134.05   | 0.14%             | 2030-03-07      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                        | American Tower Corp.                                                                                                                       | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    360000 | PA      | $351971.04    | 0.02%             | 2029-08-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| ORIGIN ENERGY FINANCE                      | Origin Energy Finance Ltd.                                                                                                                 | CUSIP: 000000000<br>LEI: 5493002W5C9Z753C7Q57 | Long             | DBT              | CORP              | AU        |   2250000 | PA      | $2434506.32   | 0.11%             | 2029-09-17      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| HUMANA INC                                 | Humana, Inc.                                                                                                                               | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $979311.63    | 0.04%             | 2027-02-03      | Fixed         | 1.35%                 | No            | 2                  | On Loan: No      |
| NYKREDIT REALKREDIT A/S                    | Nykredit Realkredit AS                                                                                                                     | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |   3070000 | PA      | $3580952.36   | 0.16%             | 2030-01-10      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| CRITERIA CAIXA SA                          | Criteria Caixa SA                                                                                                                          | CUSIP: 000000000<br>LEI: 959800DQQUAMV0K08004 | Long             | DBT              | CORP              | ES        |   1400000 | PA      | $1647967.12   | 0.08%             | 2029-10-02      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp.                                                                                                      | CUSIP: 459200LR0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2958554.91   | 0.13%             | 2031-02-03      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| WELLTOWER OP LLC                           | Welltower OP LLC                                                                                                                           | CUSIP: 95040QAJ3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    250000 | PA      | $238176.97    | 0.01%             | 2030-01-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| LLOYDS BK CORP MKTS PLC                    | Lloyds Bank Corporate Markets PLC                                                                                                          | CUSIP: 000000000<br>LEI: 213800MBWEIJDM5CU638 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $586758.02    | 0.03%             | 2030-03-24      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| NATWEST MARKETS PLC                        | NatWest Markets PLC                                                                                                                        | CUSIP: 63906YAU2<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   8350000 | PA      | $8392740.81   | 0.38%             | 2031-03-27      | Fixed         | 4.89%                 | No            | 2                  | On Loan: No      |
| HOCHTIEF AKTIENGESELLSCH                   | HOCHTIEF AG                                                                                                                                | CUSIP: 000000000<br>LEI: 529900Y25S8NZIYTT924 | Long             | DBT              | CORP              | DE        |   3310000 | PA      | $3993178.00   | 0.18%             | 2030-05-31      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| SERVICENOW INC                             | ServiceNow, Inc.                                                                                                                           | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |  10800000 | PA      | $9411031.22   | 0.43%             | 2030-09-01      | Fixed         | 1.40%                 | No            | 2                  | On Loan: No      |
| PROLOGIS INTL FUND II                      | Prologis International Funding II SA                                                                                                       | CUSIP: 000000000<br>LEI: 213800JNRWW2C9DWI388 | Long             | DBT              | CORP              | LU        |    130000 | PA      | $152931.40    | 0.01%             | 2030-03-07      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group, Inc.                                                                                                      | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   5400000 | PA      | $5783424.25   | 0.26%             | 2029-10-23      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                                                                                                      | CUSIP: 89115A2Y7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    930000 | PA      | $944302.98    | 0.04%             | 2029-04-05      | Fixed         | 4.99%                 | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK                     | Canadian Imperial Bank of Commerce                                                                                                         | CUSIP: 13607LWU3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2007758.66   | 0.09%             | 2026-10-02      | Floating      | 4.87%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE POST AG                           | Deutsche Post AG                                                                                                                           | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | DBT              | CORP              | DE        |   2500000 | PA      | $2918623.65   | 0.13%             | 2030-03-24      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                                                                                                               | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    410000 | PA      | $458788.29    | 0.02%             | 2029-10-26      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| MIZUHO FINANCIAL GROUP                     | Mizuho Financial Group, Inc.                                                                                                               | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   5000000 | PA      | $5306543.04   | 0.24%             | 2030-04-15      | Fixed         | 0.80%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                                                                                        | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $19553125.00  | 0.89%             | 2031-02-28      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                                                                                                               | CUSIP: 02665WGQ8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  11500000 | PA      | $11465034.37  | 0.52%             | 2029-01-08      | Floating      | 4.43%                 | No            | 2                  | On Loan: No      |
| ABN AMRO BANK NV                           | ABN AMRO Bank NV                                                                                                                           | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   7600000 | PA      | $9180638.96   | 0.42%             | 2030-02-21      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| GATX CORP                                  | GATX Corp.                                                                                                                                 | CUSIP: 361448AZ6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    850000 | PA      | $846705.16    | 0.04%             | 2027-03-30      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| GRAND CITY PROPERTIES SA                   | Grand City Properties SA                                                                                                                   | CUSIP: 000000000<br>LEI: 5299002QLUYKK2WBMB18 | Long             | DBT              | CORP              | LU        |    900000 | PA      | $1078822.49   | 0.05%             | 2030-01-09      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B35726764 IRS USD R V 12MUSCPI RUSCPI.050729.FLOAT CCPINFLATI / Short: B35726764 IRS USD P F  2.52800 P2.528.050729.FIXED CCPINFLATI | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  34000000 | OU      | $355738.94    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| NOVARTIS CAPITAL CORP                      | Novartis Capital Corp.                                                                                                                     | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6409245.64   | 0.29%             | 2030-08-14      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| BHP BILLITON FINANCE LTD                   | BHP Billiton Finance Ltd.                                                                                                                  | CUSIP: 000000000<br>LEI: 549300KZMIS43NMT0A66 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $218503.56    | 0.01%             | 2030-04-29      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                   | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                                                                                    | CUSIP: 00774MBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    350000 | PA      | $349360.84    | 0.02%             | 2029-09-10      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| IHG FINANCE LLC                            | IHG Finance LLC                                                                                                                            | CUSIP: 000000000<br>LEI: 213800DXTXQ1YC8UP313 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $3009351.17   | 0.14%             | 2030-09-10      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold GBP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-21237.49    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                   | Toyota Motor Credit Corp.                                                                                                                  | CUSIP: 89236TNA9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407083.08    | 0.02%             | 2030-01-09      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| VALERO ENERGY CORP                         | Valero Energy Corp.                                                                                                                        | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    600000 | PA      | $612201.64    | 0.03%             | 2030-02-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER                   | Volkswagen Financial Services AG                                                                                                           | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $587407.04    | 0.03%             | 2029-05-19      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B48762522 IRS USD R V 12MUSCPI RCPURNSA.030427.FLOAT CCPINFLA / Short: B48762522 IRS USD P F  2.60900 P2.609.030427.FIXED CCPINFLATI | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  54000000 | OU      | $533816.46    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| CAMDEN PROPERTY TRUST                      | Camden Property Trust                                                                                                                      | CUSIP: 133131AX0<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |    800000 | PA      | $768205.98    | 0.04%             | 2029-07-01      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                                                                                                            | CUSIP: 4581X0ED6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |  16900000 | PA      | $16909929.26  | 0.77%             | 2027-04-12      | Floating      | 3.93%                 | No            | 2                  | On Loan: No      |
| BMW US CAPITAL LLC                         | BMW U.S. Capital LLC                                                                                                                       | CUSIP: 05565EBL8<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2350134.91   | 0.11%             | 2030-04-09      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                    | Unibail-Rodamco-Westfield SE                                                                                                               | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |    300000 | PA      | $352871.82    | 0.02%             | 2029-09-11      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                        | American Tower Corp.                                                                                                                       | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   7000000 | PA      | $7123555.60   | 0.32%             | 2029-02-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold EUR                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-1443074.44  | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LP                       | Boston Properties LP                                                                                                                       | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    400000 | PA      | $399087.91    | 0.02%             | 2028-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                   | Banco Bilbao Vizcaya Argentaria SA                                                                                                         | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $1189537.59   | 0.05%             | 2030-06-07      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: S64183382 IRS USD R F  2.57500 R2.575.032428.FIXED CCPINFLATI / Short: S64183382 IRS USD P V 12MUSCPI PCPURNSA.032428.FLOAT CCPINFLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  55000000 | OU      | $-1884878.05  | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET CORP                          | State Street Corp.                                                                                                                         | CUSIP: 857477CQ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1812886.05   | 0.08%             | 2027-10-22      | Floating      | 4.29%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-8083.80     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B39686824 IRS USD R V 12MUSCPI RCPURNSA.102928.FLOAT CCPINFLA / Short: B39686824 IRS USD P F  2.61000 P2.61.102928.FIXED CCPINFLATIO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  65000000 | OU      | $541011.90    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| ELI LILLY & CO                             | Eli Lilly & Co.                                                                                                                            | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3050434.59   | 0.14%             | 2030-02-12      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| TRUIST FINANCIAL CORP                      | Truist Financial Corp.                                                                                                                     | CUSIP: 89788MAB8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |  13559000 | PA      | $12273799.61  | 0.56%             | 2030-06-05      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| CONTINENTAL AG                             | Continental AG                                                                                                                             | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | DBT              | CORP              | DE        |   1227000 | PA      | $1443747.39   | 0.07%             | 2029-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ABN AMRO BANK NV                           | ABN AMRO Bank NV                                                                                                                           | CUSIP: 00084DBK5<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   2380000 | PA      | $2339237.36   | 0.11%             | 2031-02-26      | Fixed         | 4.20%                 | No            | 2                  | On Loan: —       |
| VOLKSWAGEN GROUP AMERICA                   | Volkswagen Group of America Finance LLC                                                                                                    | CUSIP: 000000000<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4012842.04   | 0.18%             | 2029-08-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| KOMMUNALBANKEN AS                          | Kommunalbanken AS                                                                                                                          | CUSIP: 50048MDE7<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |   4000000 | PA      | $4004431.28   | 0.18%             | 2026-06-17      | Floating      | 4.65%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                   | Toyota Motor Credit Corp.                                                                                                                  | CUSIP: 89236TMA0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2005499.64   | 0.09%             | 2027-03-19      | Floating      | 4.30%                 | No            | 2                  | On Loan: No      |
| SNAM SPA                                   | Snam SpA                                                                                                                                   | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    900000 | PA      | $1079915.77   | 0.05%             | 2029-11-27      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                                                                                                      | CUSIP: 89115A3C4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $809075.66    | 0.04%             | 2029-12-17      | Fixed         | 4.78%                 | No            | 2                  | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                   | Export Development Canada                                                                                                                  | CUSIP: 30216BKG6<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   5040000 | PA      | $5051177.76   | 0.23%             | 2028-08-01      | Floating      | 3.98%                 | No            | 2                  | On Loan: No      |
| FRESENIUS MEDICAL CARE A                   | Fresenius Medical Care AG                                                                                                                  | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | DBT              | CORP              | DE        |   2000000 | PA      | $2319320.86   | 0.11%             | 2030-11-24      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| COLGATE-PALMOLIVE CO                       | Colgate-Palmolive Co.                                                                                                                      | CUSIP: 194162AT0<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |   3460000 | PA      | $3465020.15   | 0.16%             | 2030-05-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| BANQUE FED CRED MUTUEL                     | Banque Federative du Credit Mutuel SA                                                                                                      | CUSIP: 06675DCU4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $988254.38    | 0.05%             | 2031-01-15      | Fixed         | 4.54%                 | No            | 2                  | On Loan: No      |
| VAR ENERGI ASA                             | Var Energi ASA                                                                                                                             | CUSIP: 000000000<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    440000 | PA      | $515550.13    | 0.02%             | 2031-03-12      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| ABN AMRO BANK NV                           | ABN AMRO Bank NV                                                                                                                           | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   3300000 | PA      | $3526995.35   | 0.16%             | 2029-09-23      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| FED CAISSES DESJARDINS                     | Federation des Caisses Desjardins du Quebec                                                                                                | CUSIP: 31429KAL7<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   1160000 | PA      | $1185276.17   | 0.05%             | 2029-04-26      | Fixed         | 5.25%                 | No            | 2                  | On Loan: —       |
| VOLKSWAGEN FINANCIAL SER                   | Volkswagen Financial Services AG                                                                                                           | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |   1600000 | PA      | $1897727.06   | 0.09%             | 2030-09-10      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $3487.58      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NATWEST MARKETS PLC                        | NatWest Markets PLC                                                                                                                        | CUSIP: 63906YAS7<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $247141.36    | 0.01%             | 2030-11-06      | Fixed         | 4.41%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                                                                                        | CUSIP: 91282CPG0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9500000 | PA      | $9514616.89   | 0.43%             | 2027-10-31      | Floating      | 3.81%                 | No            | 2                  | On Loan: No      |
| ASN BANK NV                                | ASN Bank NV                                                                                                                                | CUSIP: 000000000<br>LEI: 724500A1FNICHSDF2I11 | Long             | DBT              | CORP              | NL        |   1500000 | PA      | $1837594.39   | 0.08%             | 2030-03-07      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| EATON CORP                                 | Eaton Corp.                                                                                                                                | CUSIP: 278058DX7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493049.32    | 0.02%             | 2031-03-06      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                | BNP Paribas SA                                                                                                                             | CUSIP: 09659W2C7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    782000 | PA      | $771102.09    | 0.04%             | 2027-11-16      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC                               | Alphabet, Inc.                                                                                                                             | CUSIP: 02079KAU1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |  11525000 | PA      | $11558653.00  | 0.53%             | 2028-11-15      | Floating      | 4.18%                 | No            | 2                  | On Loan: No      |
| SELP FINANCE SARL                          | SELP Finance SARL                                                                                                                          | CUSIP: 000000000<br>LEI: 549300Y4VYEJE1MH6D45 | Long             | DBT              |  | LU        |    560000 | PA      | $608116.84    | 0.03%             | 2029-05-27      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| MACQUARIE GROUP LTD                        | Macquarie Group Ltd.                                                                                                                       | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    340000 | PA      | $416526.41    | 0.02%             | 2030-01-23      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| SEMPRA                                     | Sempra                                                                                                                                     | CUSIP: 816851BQ1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1512000 | PA      | $1515028.81   | 0.07%             | 2026-08-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| NETFLIX INC                                | Netflix, Inc.                                                                                                                              | CUSIP: 000000000<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2970910.98   | 0.14%             | 2030-06-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                                                                                                          | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248820.63    | 0.01%             | 2030-04-30      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| HORACE MANN EDUCATORS CO                   | Horace Mann Educators Corp.                                                                                                                | CUSIP: 440327AM6<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246332.97    | 0.01%             | 2030-10-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| TEMASEK FINANCIAL I LTD                    | Temasek Financial I Ltd.                                                                                                                   | CUSIP: 87976EAD8<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |   3210000 | PA      | $3206148.00   | 0.15%             | 2027-08-20      | Floating      | 4.05%                 | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                              | RCI Banque SA                                                                                                                              | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |   2300000 | PA      | $2714200.83   | 0.12%             | 2030-09-30      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| IBM INTERNAT CAPITAL                       | IBM International Capital Pte. Ltd.                                                                                                        | CUSIP: 449276AD6<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |   1500000 | PA      | $1501205.03   | 0.07%             | 2031-02-05      | Fixed         | 4.75%                 | No            | 2                  | On Loan: —       |
| FISERV INC                                 | Fiserv, Inc.                                                                                                                               | CUSIP: 337738BK3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172101.66    | 0.01%             | 2031-03-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| CHOICE HOTELS INTL INC                     | Choice Hotels International, Inc.                                                                                                          | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1005001.18   | 0.05%             | 2029-12-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| NESTE OYJ                                  | Neste OYJ                                                                                                                                  | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | DBT              | CORP              | FI        |   1700000 | PA      | $2016245.47   | 0.09%             | 2030-03-20      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                | Equinor ASA                                                                                                                                | CUSIP: 24820RAG3<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   3300000 | PA      | $3485079.25   | 0.16%             | 2028-12-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| NOV INC                                    | NOV, Inc.                                                                                                                                  | CUSIP: 637071AM3<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193516.41    | 0.01%             | 2029-12-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: —       |
| SWEDBANK AB                                | Swedbank AB                                                                                                                                | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   1200000 | PA      | $1392407.52   | 0.06%             | 2029-04-30      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATL INFO SERV                    | Fidelity National Information Services, Inc.                                                                                               | CUSIP: 31620MCC8<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4994600.00   | 0.23%             | 2029-03-10      | Floating      | 4.86%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATL INFO SERV                    | Fidelity National Information Services, Inc.                                                                                               | CUSIP: 000000000<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $2406187.94   | 0.11%             | 2030-05-21      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| LEGGETT & PLATT INC                        | Leggett & Platt, Inc.                                                                                                                      | CUSIP: 524660AY3<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    923000 | PA      | $902566.04    | 0.04%             | 2027-11-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC                          | CPPIB Capital, Inc.                                                                                                                        | CUSIP: 12593CBD2<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |   8000000 | PA      | $7911970.72   | 0.36%             | 2031-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                              | RCI Banque SA                                                                                                                              | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |   6300000 | PA      | $7323866.40   | 0.33%             | 2030-06-06      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                   | New Zealand Local Government Funding Agency Bonds                                                                                          | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |   3100000 | PA      | $1844432.34   | 0.08%             | 2030-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B69994798 IRS USD R V 12MUSCPI RCPURNSA.111726.FLOAT CCPINFLA / Short: B69994798 IRS USD P F  2.75800 P2.758.111726.FIXED CCPINFLATI | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  58000000 | OU      | $510983.48    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| EQUIFAX INC                                | Equifax, Inc.                                                                                                                              | CUSIP: 294429AX3<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502261.42    | 0.02%             | 2029-09-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                                                                                                         | CUSIP: 000000000<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   5420000 | PA      | $6445714.41   | 0.29%             | 2030-07-10      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CASTELLUM AB                               | Castellum AB                                                                                                                               | CUSIP: 000000000<br>LEI: 549300GU5OHTR1T5IY68 | Long             | DBT              | CORP              | SE        |   2600000 | PA      | $3069954.30   | 0.14%             | 2030-12-10      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                                                                             | CUSIP: 2027A1KW6<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     33000 | PA      | $33114.26     | 0.00%             | 2028-03-14      | Floating      | 4.30%                 | No            | 2                  | On Loan: No      |
| ENGIE SA                                   | Engie SA                                                                                                                                   | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $355948.84    | 0.02%             | 2030-01-11      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B53864425 IRS USD R V 12MUSCPI RCPURNSA.030628.FLOAT CCPINFLA / Short: B53864425 IRS USD P F  2.47900 P2.479.030628.FIXED CCPINFLATI | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  32000000 | OU      | $376995.84    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| PLAINS ALL AMER PIPELINE                   | Plains All American Pipeline LP/PAA Finance Corp.                                                                                          | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8400000 | PA      | $8132927.21   | 0.37%             | 2029-12-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                                                                                                               | CUSIP: 02665WGL9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493697.74    | 0.02%             | 2030-09-04      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                                                                                                          | CUSIP: 718172CS6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5330150.28   | 0.24%             | 2030-11-01      | Fixed         | 1.75%                 | No            | 2                  | On Loan: —       |
| CONSTELLATION EN GEN LLC                   | Constellation Energy Generation LLC                                                                                                        | CUSIP: 210385AL4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3724973.34   | 0.17%             | 2031-03-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co.                                                                                                                          | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105665.36    | 0.00%             | 2030-03-25      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| HONDA CANADA FINANCE INC                   | Honda Canada Finance, Inc.                                                                                                                 | CUSIP: 438121BM6<br>LEI: 549300K5H14MP7CO9857 | Long             | DBT              | CORP              | CA        |   1400000 | PA      | $1013573.82   | 0.05%             | 2030-09-23      | Fixed         | 3.54%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                       | Royal Bank of Canada                                                                                                                       | CUSIP: 78016EYZ4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $501344.79    | 0.02%             | 2027-01-21      | Floating      | 4.36%                 | No            | 2                  | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                   | Healthcare Realty Holdings LP                                                                                                              | CUSIP: 42225UAL8<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |   1100000 | PA      | $1005126.30   | 0.05%             | 2030-03-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| EUROFIMA                                   | Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial                                                             | CUSIP: 000000000<br>LEI: 4S66HJ5RNB5ZWG9YW219 | Long             | DBT              | NUSS              | XX        |   2500000 | PA      | $1701584.25   | 0.08%             | 2029-05-21      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE BANK SA                         | John Deere Bank SA                                                                                                                         | CUSIP: 000000000<br>LEI: RUOKPID0PZ0UWJYU9J61 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $589390.93    | 0.03%             | 2029-10-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| JUNIPER NETWORKS INC                       | Juniper Networks, Inc.                                                                                                                     | CUSIP: 48203RAP9<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |   2824000 | PA      | $2478254.88   | 0.11%             | 2030-12-10      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                                                                                 | CUSIP: 05252BDL0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1700000 | PA      | $1706630.41   | 0.08%             | 2027-07-16      | Floating      | 4.34%                 | No            | 2                  | On Loan: No      |
| TEOLLISUUDEN VOIMA OYJ                     | Teollisuuden Voima OYJ                                                                                                                     | CUSIP: 000000000<br>LEI: 743700LQ48IZBTZN4S52 | Long             | DBT              | CORP              | FI        |    600000 | PA      | $735149.46    | 0.03%             | 2030-06-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ELI LILLY & CO                             | Eli Lilly & Co.                                                                                                                            | CUSIP: 532457DA3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   7120000 | PA      | $7138625.92   | 0.33%             | 2028-10-15      | Floating      | 4.18%                 | No            | 2                  | On Loan: No      |
| RTX CORP                                   | RTX Corp.                                                                                                                                  | CUSIP: 000000000<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   5660000 | PA      | $6320676.73   | 0.29%             | 2030-05-18      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B94894729 IRS USD R V 12MUSCPI RCPURNSA.120326.FLOAT CCPINFLA / Short: B94894729 IRS USD P F  2.63900 P2.639.120326.FIXED CCPINFLATI | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  73000000 | OU      | $680098.66    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B43203730 IRS USD R V 12MUSCPI RUSCPI.090228.FLOAT CCPINFLATI / Short: B43203730 IRS USD P F  2.87700 P2.877.090228.FIXED CCPINFLATI | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  55000000 | OU      | $101075.15    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BMW US CAPITAL LLC                         | BMW U.S. Capital LLC                                                                                                                       | CUSIP: 05565ECJ2<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404416.38    | 0.02%             | 2029-04-02      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B58871859 IRS USD R V 12MUSCPI RCPURNSA.111026.FLOAT CCPINFLA / Short: B58871859 IRS USD P F  2.75000 P2.75.111026.FIXED CCPINFLATIO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  49000000 | OU      | $447345.01    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| WISCONSIN POWER & LIGHT                    | Wisconsin Power & Light Co.                                                                                                                | CUSIP: 976826BM8<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1150403.44   | 0.05%             | 2029-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| HYATT HOTELS CORP                          | Hyatt Hotels Corp.                                                                                                                         | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   6400000 | PA      | $6500294.46   | 0.30%             | 2029-06-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| AVIATION CAPITAL GROUP                     | Aviation Capital Group LLC                                                                                                                 | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    930000 | PA      | $944694.19    | 0.04%             | 2029-07-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                           | Bank of Montreal                                                                                                                           | CUSIP: 06368L3M6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   7000000 | PA      | $7024938.55   | 0.32%             | 2027-06-04      | Floating      | 4.42%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp.                                                                                                                           | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2239000 | PA      | $2236119.39   | 0.10%             | 2026-06-01      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| NTT FINANCE CORP                           | NTT Finance Corp.                                                                                                                          | CUSIP: 62954WAE5<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $176520.20    | 0.01%             | 2031-04-03      | Fixed         | 2.07%                 | No            | 2                  | On Loan: No      |
| TOYOTA CREDIT CANADA INC                   | Toyota Credit Canada, Inc.                                                                                                                 | CUSIP: 892329BX0<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $677854.01    | 0.03%             | 2029-06-27      | Fixed         | 4.44%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                                                                                                         | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    440000 | PA      | $455043.93    | 0.02%             | 2031-02-08      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| APA INFRASTRUCTURE LTD                     | APA Infrastructure Ltd.                                                                                                                    | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    600000 | PA      | $654974.94    | 0.03%             | 2029-03-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                       | Edison International                                                                                                                       | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2835116.40   | 0.13%             | 2029-11-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group, Inc.                                                                                                      | CUSIP: 86562MDM9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    800000 | PA      | $817421.78    | 0.04%             | 2029-07-09      | Fixed         | 5.32%                 | No            | 2                  | On Loan: —       |
| BROADRIDGE FINANCIAL SOL                   | Broadridge Financial Solutions, Inc.                                                                                                       | CUSIP: 11133TAD5<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234579.74    | 0.01%             | 2029-12-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B35015236 IRS USD R V 12MUSCPI RCPURNSA.041731.FLOAT CCPINFLA / Short: B35015236 IRS USD P F  2.59000 P2.59.041731.FIXED CCPINFLATIO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  77000000 | OU      | $556306.52    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| CIE DE SAINT-GOBAIN SA                     | Cie de Saint-Gobain SA                                                                                                                     | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $704664.42    | 0.03%             | 2030-04-08      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| MOTABILITY OPERATIONS GR                   | Motability Operations Group PLC                                                                                                            | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |   6340000 | PA      | $7580023.56   | 0.35%             | 2030-01-17      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                                                                                                                   | CUSIP: 298785KD7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   2600000 | PA      | $2603607.89   | 0.12%             | 2029-08-14      | Floating      | 3.98%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMER PIPELINE                   | Plains All American Pipeline LP/PAA Finance Corp.                                                                                          | CUSIP: 72650RBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $346826.20    | 0.02%             | 2030-09-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold EUR                                                                                                                   | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-235878.04   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| AMPRION GMBH                               | Amprion GmbH                                                                                                                               | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |    900000 | PA      | $1041960.78   | 0.05%             | 2030-08-27      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| RYDER SYSTEM INC                           | Ryder System, Inc.                                                                                                                         | CUSIP: 78355HKU2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   2140000 | PA      | $2140313.36   | 0.10%             | 2027-06-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                    | Imperial Brands Finance PLC                                                                                                                | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   2755000 | PA      | $2831949.38   | 0.13%             | 2030-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $4385.38      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| General Electric Co.                       | General Electric Co.                                                                                                                       | CUSIP: 000000000<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    120000 | PA      | $133967.96    | 0.01%             | 2029-05-17      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| HIGHWOODS REALTY LP                        | Highwoods Realty LP                                                                                                                        | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |    400000 | PA      | $370450.95    | 0.02%             | 2030-02-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| MOLNLYCKE HOLDING AB                       | Molnlycke Holding AB                                                                                                                       | CUSIP: 000000000<br>LEI: 549300WAUZKYD5PU9L16 | Long             | DBT              | CORP              | SE        |    870000 | PA      | $940659.88    | 0.04%             | 2029-09-05      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| NORDIC INVESTMENT BANK                     | Nordic Investment Bank                                                                                                                     | CUSIP: 000000000<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $300378.60    | 0.01%             | 2027-10-04      | Floating      | 3.94%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                           | Bank of Montreal                                                                                                                           | CUSIP: 06368FAD1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    690000 | PA      | $690717.80    | 0.03%             | 2026-09-15      | Floating      | 4.27%                 | No            | 2                  | On Loan: No      |
| AEROPORTS DE PARIS SA                      | Aeroports de Paris SA                                                                                                                      | CUSIP: 000000000<br>LEI: 969500PJMBSFHYC37989 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $458917.61    | 0.02%             | 2030-04-02      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| 7-ELEVEN INC                               | 7-Eleven, Inc.                                                                                                                             | CUSIP: 817826AE0<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    975000 | PA      | $849486.47    | 0.04%             | 2031-02-10      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| EFSF                                       | European Financial Stability Facility                                                                                                      | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     57000 | PA      | $60163.28     | 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        |   8200000 | PA      | $8217269.94   | 0.37%             | 2026-08-05      | Floating      | 4.67%                 | No            | 2                  | On Loan: No      |
| KONINKLIJKE PHILIPS NV                     | Koninklijke Philips NV                                                                                                                     | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $814961.25    | 0.04%             | 2030-05-23      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                   | Enterprise Products Operating LLC                                                                                                          | CUSIP: 29379VBV4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    800000 | PA      | $771437.43    | 0.04%             | 2029-07-31      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| CONAGRA BRANDS INC                         | Conagra Brands, Inc.                                                                                                                       | CUSIP: 205887AX0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   2878000 | PA      | $3251266.07   | 0.15%             | 2030-09-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                   | Penske Truck Leasing Co. LP/PTL Finance Corp.                                                                                              | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $897131.92    | 0.04%             | 2026-06-15      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold AUD                                                                                                                   | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-485106.28   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| COUNCIL OF EUROPE                          | Council of Europe Development Bank                                                                                                         | CUSIP: 000000000<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $211323.45    | 0.01%             | 2030-01-21      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                     | Mitsubishi UFJ Financial Group, Inc.                                                                                                       | CUSIP: 606822BH6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1600000 | PA      | $1573657.87   | 0.07%             | 2029-03-07      | Fixed         | 3.74%                 | No            | 2                  | On Loan: —       |
| AT&T INC                                   | AT&T, Inc.                                                                                                                                 | CUSIP: 04650NAE4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1374063.47   | 0.06%             | 2029-12-17      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| MACQUARIE BANK LTD                         | Macquarie Bank Ltd.                                                                                                                        | CUSIP: 55608PBY9<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   4385000 | PA      | $4403263.00   | 0.20%             | 2028-06-12      | Floating      | 4.40%                 | No            | 2                  | On Loan: No      |
| E.ON SE                                    | E.ON SE                                                                                                                                    | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |    520000 | PA      | $608991.92    | 0.03%             | 2030-03-05      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| ICCREA BANCA SPA                           | Iccrea Banca SpA                                                                                                                           | CUSIP: 000000000<br>LEI: NNVPP80YIZGEY2314M97 | Long             | DBT              | CORP              | IT        |    800000 | PA      | $933539.38    | 0.04%             | 2030-01-30      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| LEAR CORP                                  | Lear Corp.                                                                                                                                 | CUSIP: 521865BA2<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    400000 | PA      | $394242.21    | 0.02%             | 2029-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| HCA INC                                    | HCA, Inc.                                                                                                                                  | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1425731.65   | 0.06%             | 2030-03-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                                                                                                          | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    600000 | PA      | $607855.00    | 0.03%             | 2029-02-13      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC                           | Crown Castle, Inc.                                                                                                                         | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   8000000 | PA      | $7890529.52   | 0.36%             | 2027-03-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp.                                                                                                      | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   2840000 | PA      | $3284954.34   | 0.15%             | 2030-02-10      | Fixed         | 2.90%                 | 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        |    400000 | PA      | $470809.37    | 0.02%             | 2030-03-01      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| DAIMLER TRUCK FI CANADA                    | Daimler Truck Finance Canada, Inc.                                                                                                         | CUSIP: 233852AH5<br>LEI: 54930098P2A2K13NYP58 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1544844.85   | 0.07%             | 2028-09-25      | Fixed         | 5.77%                 | No            | 2                  | On Loan: No      |
| EDENRED SE                                 | Edenred SE                                                                                                                                 | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | DBT              | CORP              | FR        |   1700000 | PA      | $1969723.73   | 0.09%             | 2030-08-27      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Keurig Dr Pepper Inc                       | Keurig Dr. Pepper, Inc.                                                                                                                    | CUSIP: 49271KE75<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | STIV             | CORP              | US        |   8000000 | PA      | $7993575.20   | 0.36%             | 2026-05-07      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ABERTIS INFRAESTRUCTURAS                   | Abertis Infraestructuras SA                                                                                                                | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |   4600000 | PA      | $5299190.96   | 0.24%             | 2030-07-07      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| CANADIAN NATL RESOURCES                    | Canadian Natural Resources Ltd.                                                                                                            | CUSIP: 136385BD2<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   7930000 | PA      | $8043726.19   | 0.37%             | 2029-12-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| HIGHWOODS REALTY LP                        | Highwoods Realty LP                                                                                                                        | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |   5522000 | PA      | $5393062.18   | 0.25%             | 2029-04-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold EUR                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-10412.07    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MITSUBISHI HC FIN AMER                     | Mitsubishi HC Finance America LLC                                                                                                          | CUSIP: 606790AE3<br>LEI: 3538008O2MCHLB9FAL82 | Long             | DBT              | CORP              | US        |   1009000 | PA      | $999193.56    | 0.05%             | 2031-01-14      | Fixed         | 4.56%                 | No            | 2                  | On Loan: No      |
| INFINEON TECHNOLOGIES AG                   | Infineon Technologies AG                                                                                                                   | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | DBT              | CORP              | DE        |   1300000 | PA      | $1497117.28   | 0.07%             | 2030-02-13      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| WESTLAKE CORP                              | Westlake Corp.                                                                                                                             | CUSIP: 960413AV4<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |   4087000 | PA      | $4499885.51   | 0.21%             | 2029-07-17      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| ACCENTURE CAPITAL INC                      | Accenture Capital, Inc.                                                                                                                    | CUSIP: 00440KAB9<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |  15525000 | PA      | $15403038.24  | 0.70%             | 2029-10-04      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                   | Toyota Motor Credit Corp.                                                                                                                  | CUSIP: 89236TKV6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   5030000 | PA      | $5031852.15   | 0.23%             | 2026-05-18      | Floating      | 4.55%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B01322224 IRS USD R V 12MUSCPI RUSCPI.022128.FLOAT CCPINFLATI / Short: B01322224 IRS USD P F  2.71250 P2.7125.022128.FIXED CCPINFLAT | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  27000000 | OU      | $198875.52    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                   | Healthcare Realty Holdings LP                                                                                                              | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    200000 | PA      | $188311.91    | 0.01%             | 2030-02-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                       | Glencore Funding LLC                                                                                                                       | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    800000 | PA      | $815979.51    | 0.04%             | 2029-04-04      | Fixed         | 5.37%                 | No            | 2                  | On Loan: No      |
| EMERSON ELECTRIC CO                        | Emerson Electric Co.                                                                                                                       | CUSIP: 000000000<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1692948.81   | 0.08%             | 2029-10-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| AVIATION CAPITAL GROUP                     | Aviation Capital Group LLC                                                                                                                 | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3276973.62   | 0.15%             | 2030-10-24      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group, Inc.                                                                                                                   | CUSIP: 91324PFG2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404977.11    | 0.02%             | 2030-01-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| RECKITT BENCKISER TSY                      | Reckitt Benckiser Treasury Services PLC                                                                                                    | CUSIP: 000000000<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2372401.98   | 0.11%             | 2029-06-20      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORP                         | Realty Income Corp.                                                                                                                        | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |   1700000 | PA      | $2263944.01   | 0.10%             | 2027-01-14      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| BAYER AG                                   | Bayer AG                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |    330000 | PA      | $398103.98    | 0.02%             | 2029-08-26      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| BORGWARNER INC                             | BorgWarner, Inc.                                                                                                                           | CUSIP: 099724AP1<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405050.17    | 0.02%             | 2029-08-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| CHUBB INA HOLDINGS LLC                     | Chubb INA Holdings LLC                                                                                                                     | CUSIP: 000000000<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1621307.08   | 0.07%             | 2029-12-15      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| AUTOLIV INC                                | Autoliv, Inc.                                                                                                                              | CUSIP: 000000000<br>LEI: A23RUXWKASG834LTMK28 | Long             | DBT              | CORP              | US        |   2230000 | PA      | $2630133.73   | 0.12%             | 2029-08-07      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| BEST BUY CO INC                            | Best Buy Co., Inc.                                                                                                                         | CUSIP: 08652BAB5<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2683338.60   | 0.12%             | 2030-10-01      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B55780916 IRS USD R V 12MUSCPI RCPURNSA.110727.FLOAT CCPINFLA / Short: B55780916 IRS USD P F  2.65250 P2.6525.110727.FIXED CCPINFLAT | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  54000000 | OU      | $399387.78    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| STORE CAPITAL LLC                          | Store Capital LLC                                                                                                                          | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |    400000 | PA      | $396066.27    | 0.02%             | 2029-03-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                      | Deutsche Lufthansa AG                                                                                                                      | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $1190530.31   | 0.05%             | 2030-05-21      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings, Inc.                                                                                                      | CUSIP: 65339KBJ8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    800000 | PA      | $779586.43    | 0.04%             | 2029-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-256878.56   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JCDECAUX SE                                | JCDecaux SE                                                                                                                                | CUSIP: 000000000<br>LEI: 9695009KV7AFPDEI5S30 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $2191577.07   | 0.10%             | 2030-02-07      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B05897501 IRS USD R V 12MUSCPI RUSCPI.081128.FLOAT.404646 CCP / Short: B05897501 IRS USD P F  2.76700 P2.767.081128.FIXED CCPINFLATI | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  43000000 | OU      | $249737.98    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ITALGAS SPA                                | Italgas SpA                                                                                                                                | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | DBT              | CORP              | IT        |    300000 | PA      | $318709.88    | 0.01%             | 2030-04-24      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| Province of Alberta Canada                 | Province of Alberta                                                                                                                        | CUSIP: 01306NE46<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | STIV             | CORP              | CA        |   6000000 | PA      | $5997582.60   | 0.27%             | 2026-05-04      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| HARLEY-DAVIDSON FINL SER                   | Harley-Davidson Financial Services, Inc.                                                                                                   | CUSIP: 41283LBA2<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1580390.78   | 0.07%             | 2027-02-14      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                        | Bank of Nova Scotia                                                                                                                        | CUSIP: 06418GAJ6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2017885.08   | 0.09%             | 2029-08-01      | Floating      | 4.73%                 | No            | 2                  | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                   | Banco Bilbao Vizcaya Argentaria SA                                                                                                         | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $232447.66    | 0.01%             | 2030-07-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| DOW CHEMICAL CO/THE                        | Dow Chemical Co.                                                                                                                           | CUSIP: 260543DC4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $973025.68    | 0.04%             | 2030-11-15      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| ITC HOLDINGS CORP                          | ITC Holdings Corp.                                                                                                                         | CUSIP: 465685AK1<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3393510.90   | 0.15%             | 2026-06-30      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| ABERTIS FRANCE SAS                         | Abertis France SAS                                                                                                                         | CUSIP: 000000000<br>LEI: 9695004S3RCE0Q5V8G28 | Long             | DBT              | CORP              | FR        |   2100000 | PA      | $2461669.66   | 0.11%             | 2029-04-21      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| BANQUE FED CRED MUTUEL                     | Banque Federative du Credit Mutuel SA                                                                                                      | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   2600000 | PA      | $2970609.65   | 0.14%             | 2029-11-06      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| VOLVO TREASURY AB                          | Volvo Treasury AB                                                                                                                          | CUSIP: 000000000<br>LEI: 549300PD69T87IGZG395 | Long             | DBT              | CORP              | SE        |   4318000 | PA      | $5042309.11   | 0.23%             | 2029-08-26      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| NATWEST MARKETS PLC                        | NatWest Markets PLC                                                                                                                        | CUSIP: 63906YAL2<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1007479.85   | 0.05%             | 2029-05-17      | Floating      | 4.80%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                 | Intel Corp.                                                                                                                                | CUSIP: 458140BZ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    730000 | PA      | $717876.31    | 0.03%             | 2029-08-05      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                                                                                                         | CUSIP: 37045XEW2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    528000 | PA      | $528197.14    | 0.02%             | 2027-07-15      | Floating      | 4.70%                 | No            | 2                  | On Loan: No      |
| SKANDINAVISKA ENSKILDA                     | Skandinaviska Enskilda Banken AB                                                                                                           | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   5000000 | PA      | $5868567.61   | 0.27%             | 2030-03-19      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                             | BNP Paribas SA                                                                                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1182111.62   | 0.05%             | 2029-09-01      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| CIGNA GROUP/THE                            | Cigna Group                                                                                                                                | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   4233000 | PA      | $3819006.34   | 0.17%             | 2031-03-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                   | Export Development Canada                                                                                                                  | CUSIP: 000000000<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   4500000 | PA      | $2614891.12   | 0.12%             | 2030-08-08      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                           | Societe Generale SA                                                                                                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2800000 | PA      | $3004748.05   | 0.14%             | 2030-06-12      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased AUD / Sold USD                                                                                                                   | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | AU        |         1 | NC      | $24705.16     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                                                                                                      | CUSIP: 961214FU2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   9000000 | PA      | $9081090.00   | 0.41%             | 2029-04-16      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                     | Mitsubishi UFJ Financial Group, Inc.                                                                                                       | CUSIP: 606822BR4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $463552.02    | 0.02%             | 2030-02-25      | Fixed         | 2.56%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                                                                                                                     | CUSIP: 04517PBZ4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |  20230000 | PA      | $20248600.47  | 0.92%             | 2028-06-20      | Floating      | 3.95%                 | No            | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                         | Royalty Pharma PLC                                                                                                                         | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1806327.92   | 0.08%             | 2030-09-02      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP LP                    | Simon Property Group LP                                                                                                                    | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |   6200000 | PA      | $5814393.36   | 0.27%             | 2029-09-13      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Kingdom of Belgium Government Bonds        | Kingdom of Belgium Government Bonds                                                                                                        | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |   1500000 | PA      | $1569764.85   | 0.07%             | 2030-06-22      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B33499326 IRS USD R V 12MUSCPI RUSCPI.031228.FLOAT CCPINFLATI / Short: B33499326 IRS USD P F  2.56400 P2.564.031228.FIXED CCPINFLATI | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  39000000 | OU      | $413770.89    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B65915171 IRS USD R V 12MUSCPI RCPURNSA.012027.FLOAT CCPINFLA / Short: B65915171 IRS USD P F  2.38400 P2.384.012027.FIXED CCPINFLATI | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  40000000 | OU      | $445038.80    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| BANQUE FED CRED MUTUEL                     | Banque Federative du Credit Mutuel SA                                                                                                      | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $2143795.11   | 0.10%             | 2030-06-03      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| MCDONALD'S CORP                            | McDonald's Corp.                                                                                                                           | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    800000 | PA      | $961167.71    | 0.04%             | 2030-03-07      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ELECTRICITE DE FRANCE SA                   | Electricite de France SA                                                                                                                   | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $859478.98    | 0.04%             | 2030-04-26      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| MACQUARIE BANK LTD                         | Macquarie Bank Ltd.                                                                                                                        | CUSIP: 55608PBU7<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   3440000 | PA      | $3458553.61   | 0.16%             | 2027-07-02      | Floating      | 4.58%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold EUR                                                                                                                   | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-3215.02     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                        | Charles Schwab Corp.                                                                                                                       | CUSIP: 808513BQ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |  12867000 | PA      | $12868209.50  | 0.59%             | 2026-05-13      | Floating      | 4.18%                 | No            | 2                  | On Loan: —       |
| United States Treasury                     | U.S. Treasury Inflation-Indexed Notes                                                                                                      | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15622335 | PA      | $15572486.32  | 0.71%             | 2027-04-15      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| MERCEDES-BENZ FIN NA                       | Mercedes-Benz Finance North America LLC                                                                                                    | CUSIP: 58769JAR8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403410.75    | 0.02%             | 2029-01-11      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp.                                                                                                                           | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4427423.45   | 0.20%             | 2030-08-21      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                         | Banco Santander SA                                                                                                                         | CUSIP: 05964HBJ3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $1026366.24   | 0.05%             | 2030-01-17      | Fixed         | 5.57%                 | No            | 2                  | On Loan: No      |
| UTAH ACQUISITION SUB                       | Utah Acquisition Sub, Inc.                                                                                                                 | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | NL        |   6286000 | PA      | $6280728.43   | 0.29%             | 2026-06-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| BAE SYSTEMS PLC                            | BAE Systems PLC                                                                                                                            | CUSIP: 05523RAK3<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $511966.45    | 0.02%             | 2031-03-26      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                                                                                                          | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1659256.29   | 0.08%             | 2029-11-17      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Rogers Communications Inc/Ontario          | Rogers Communications, Inc.                                                                                                                | CUSIP: 77511MFJ5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | STIV             | CORP              | CA        |   8000000 | PA      | $7954738.40   | 0.36%             | 2026-06-18      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                                                                                                               | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $7953769.44   | 0.36%             | 2030-10-30      | Fixed         | 1.68%                 | No            | 2                  | On Loan: —       |
| LIBERTY MUTUAL GROUP INC                   | Liberty Mutual Group, Inc.                                                                                                                 | CUSIP: 000000000<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    300000 | PA      | $368673.20    | 0.02%             | 2030-12-02      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                                                                                                         | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    310000 | PA      | $312010.82    | 0.01%             | 2029-10-06      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| ABERTIS FRANCE SAS                         | Abertis France SAS                                                                                                                         | CUSIP: 000000000<br>LEI: 9695004S3RCE0Q5V8G28 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $533879.39    | 0.02%             | 2031-01-18      | Fixed         | 1.48%                 | No            | 2                  | On Loan: No      |
| BG ENERGY CAPITAL PLC                      | BG Energy Capital PLC                                                                                                                      | CUSIP: 000000000<br>LEI: S2M8QDKEE05NZN8JD460 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1133544.06   | 0.05%             | 2029-11-21      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FIN GROUP INC                    | Jefferies Financial Group, Inc.                                                                                                            | CUSIP: 000000000<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $2249399.65   | 0.10%             | 2029-04-16      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development                                                                                        | CUSIP: 459058JF1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  19525000 | PA      | $19595094.75  | 0.89%             | 2027-08-19      | Floating      | 4.09%                 | No            | 2                  | On Loan: No      |
| HUNTINGTON BANCSHARES                      | Huntington Bancshares, Inc.                                                                                                                | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185323.87    | 0.01%             | 2030-02-04      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| WILLIS NORTH AMERICA INC                   | Willis North America, Inc.                                                                                                                 | CUSIP: 970648AP6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    800000 | PA      | $790075.81    | 0.04%             | 2031-03-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B82342443 IRS USD R V 12MUSCPI RUSCPI.072828.FLOAT.404358 CCP / Short: B82342443 IRS USD P F  2.81200 P2.812.072828.FIXED CCPINFLATI | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  60000000 | OU      | $288539.40    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                    | Schlumberger Holdings Corp.                                                                                                                | CUSIP: 806851AH4<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2393460.53   | 0.11%             | 2029-05-01      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| BELFIUS BANK SA/NV                         | Belfius Bank SA                                                                                                                            | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |   6700000 | PA      | $7813334.16   | 0.36%             | 2030-05-28      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2026-05-19

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

**Signature:** Randy Olson

**Name of Signer:** Randy Olson

**Title:** Vice President