# EDGAR Filing Document

**Accession Number:** 0000355437
**File Stem:** 0001410368-25-040472
**Filing Date:** 2025-12
**Character Count:** 294833
**Document Hash:** c5d70a09311ae07b06922ed7e850eca7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-040472.hdr.sgml**: 20251222

**ACCESSION NUMBER**: 0001410368-25-040472

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251222

**DATE AS OF CHANGE**: 20251222

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03258
- **FILM NUMBER:** 251590377

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** AUSTIN

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 78746

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

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2108484938.81

**Total Liabilities:** $15546113.27

**Net Assets:** $2092938825.54

**Cash Not Reported:** $23584021.78

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -9691.57000000 | **1-Year:** -143857.31000000 | **5-Year:** -287279.21000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** -195.20000000 | **1-Year:** -193.68000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000130944 | 0.65%                | 0.27%                | 0.18%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-541743.47              | $14451394.25                               |
| Month 2  | $-1636543.46             | $2327266.19                                |
| Month 3  | $4273112.32              | $-9091471.62                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| ABN AMRO BANK NV                           | ABN AMRO Bank NV                                                               | CUSIP: 00084DBJ8<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $500897.24    | 0.02%             | 2028-07-07      | Floating      | 4.86%                 | No            | 2                  | On Loan: No      |
| AES CORP/THE                               | AES Corp.                                                                      | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4353861.38   | 0.21%             | 2030-07-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| AES CORP/THE                               | AES Corp.                                                                      | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2981115.21   | 0.14%             | 2026-01-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| ACCENTURE CAPITAL INC                      | Accenture Capital, Inc.                                                        | CUSIP: 00440KAB9<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |  15525000 | PA      | $15504897.61  | 0.74%             | 2029-10-04      | Fixed         | 4.05%                 | No            | 2                  | On Loan: —       |
| AERCAP IRELAND CAP/GLOBA                   | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                        | CUSIP: 00774MAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $150055.35    | 0.01%             | 2026-04-03      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                   | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                        | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  12800000 | PA      | $12719562.24  | 0.61%             | 2026-01-30      | Fixed         | 1.75%                 | 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      | $352943.75    | 0.02%             | 2029-09-10      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| AIRCASTLE LTD                              | Aircastle Ltd.                                                                 | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   1930000 | PA      | $1928754.90   | 0.09%             | 2026-06-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| AIRCASTLE LTD                              | Aircastle Ltd.                                                                 | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    400000 | PA      | $416541.82    | 0.02%             | 2029-02-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| AKER BP ASA                                | Aker BP ASA                                                                    | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   2600000 | PA      | $2508251.36   | 0.12%             | 2030-01-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| SWEDISH EXPORT CREDIT                      | Svensk Exportkredit AB                                                         | CUSIP: 01021NAC6<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   9750000 | PA      | $9869635.72   | 0.47%             | 2027-05-05      | Floating      | 5.31%                 | No            | 2                  | On Loan: No      |
| ALLSTATE CORP                              | Allstate Corp.                                                                 | CUSIP: 020002BL4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    600000 | PA      | $617282.48    | 0.03%             | 2029-06-24      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| ALLY FINANCIAL INC                         | Ally Financial, Inc.                                                           | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    640000 | PA      | $597627.85    | 0.03%             | 2028-11-02      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC                               | Alphabet, Inc.                                                                 | CUSIP: 02079NZ53<br>LEI: 5493006MHB84DD0ZWV18 | Long             | STIV             | CORP              | US        |  10500000 | PA      | $10460068.50  | 0.50%             | 2025-12-05      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| AMERICAN ELECTRIC POWER                    | American Electric Power Co., Inc.                                              | CUSIP: 025537AN1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183764.27    | 0.01%             | 2030-03-01      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| AMERICAN NATIONAL GROUP                    | American National Group, Inc.                                                  | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    400000 | PA      | $412785.80    | 0.02%             | 2029-10-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                        | American Express Co.                                                           | CUSIP: 025816CL1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   9290000 | PA      | $9327566.07   | 0.45%             | 2026-11-04      | Floating      | 4.95%                 | No            | 2                  | On Loan: —       |
| AMERICAN EXPRESS CO                        | American Express Co.                                                           | CUSIP: 025816DD8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   7682000 | PA      | $7687398.45   | 0.37%             | 2026-02-13      | Floating      | 5.03%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                                                   | CUSIP: 02665WEE7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5006853.45   | 0.24%             | 2026-01-12      | Floating      | 5.02%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                                                   | CUSIP: 02665WER8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $531921.32    | 0.03%             | 2030-10-04      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                                                   | CUSIP: 02665WEX5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5203692.00   | 0.25%             | 2026-01-09      | Floating      | 4.81%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                                                   | CUSIP: 02665WFC0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001833.68   | 0.05%             | 2027-03-12      | Floating      | 4.93%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                                                   | CUSIP: 02665WFE6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173754.28    | 0.01%             | 2029-03-13      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                                                   | CUSIP: 02665WFQ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402930.09    | 0.02%             | 2029-09-05      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                                                   | CUSIP: 02665WFS5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   2190000 | PA      | $2192175.72   | 0.10%             | 2027-10-22      | Floating      | 4.80%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                        | American Tower Corp.                                                           | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    360000 | PA      | $353416.73    | 0.02%             | 2029-08-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                        | American Tower Corp.                                                           | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    400000 | PA      | $377619.61    | 0.02%             | 2030-01-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                        | American Tower Corp.                                                           | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   7000000 | PA      | $7183126.51   | 0.34%             | 2029-02-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| AMERICAN WATER CAPITAL C                   | American Water Capital Corp.                                                   | CUSIP: 03040WAU9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    326000 | PA      | $318774.99    | 0.02%             | 2029-06-01      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                        | Elevance Health, Inc.                                                          | CUSIP: 036752AY9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    400000 | PA      | $412263.45    | 0.02%             | 2029-06-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| APPLE INC                                  | Apple, Inc.                                                                    | CUSIP: 037833EZ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10090384.80  | 0.48%             | 2030-05-12      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| ARES CAPITAL CORP                          | ARES Capital Corp.                                                             | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    210000 | PA      | $199953.74    | 0.01%             | 2028-06-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| ARES CAPITAL CORP                          | ARES Capital Corp.                                                             | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2149751.86   | 0.10%             | 2029-03-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| ARES CAPITAL CORP                          | ARES Capital Corp.                                                             | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3488964.94   | 0.17%             | 2029-07-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| ARROW ELECTRONICS INC                      | Arrow Electronics, Inc.                                                        | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $5513393.52   | 0.26%             | 2029-08-21      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                                                         | CUSIP: 04517PBE1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    269000 | PA      | $270310.03    | 0.01%             | 2026-06-16      | Floating      | 5.17%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                                                         | CUSIP: 04517PBZ4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |  20230000 | PA      | $20226079.83  | 0.97%             | 2028-06-20      | Floating      | 4.44%                 | No            | 2                  | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                   | Asian Infrastructure Investment Bank                                           | CUSIP: 04522KAD8<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   3917000 | PA      | $3884798.85   | 0.19%             | 2026-01-27      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                   | AT&T, Inc.                                                                     | CUSIP: 04650NAE4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1372765.48   | 0.07%             | 2029-12-17      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 05252ADK4<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   4401000 | PA      | $4406920.97   | 0.21%             | 2026-03-18      | Floating      | 4.82%                 | 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      | $6028662.90   | 0.29%             | 2027-07-16      | Floating      | 4.97%                 | 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      | $8215248.23   | 0.39%             | 2027-09-30      | Floating      | 4.91%                 | 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      | $505649.93    | 0.02%             | 2029-12-16      | Floating      | 5.11%                 | 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      | $1708121.16   | 0.08%             | 2027-07-16      | Floating      | 4.97%                 | No            | 2                  | On Loan: No      |
| AUTODESK INC                               | Autodesk, Inc.                                                                 | CUSIP: 052769AG1<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    400000 | PA      | $378608.45    | 0.02%             | 2030-01-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| AVIATION CAPITAL GROUP                     | Aviation Capital Group LLC                                                     | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    930000 | PA      | $951362.63    | 0.05%             | 2029-07-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| BASF SE                                    | BASF SE                                                                        | CUSIP: 05526LY43<br>LEI: 529900PM64WH8AF1E917 | Long             | STIV             | CORP              | GE        |   5000000 | PA      | $4997740.50   | 0.24%             | 2025-11-04      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| BMW US CAPITAL LLC                         | BMW U.S. Capital LLC                                                           | CUSIP: 05565ECJ2<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    400000 | PA      | $408179.87    | 0.02%             | 2029-04-02      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| BMW US CAPITAL LLC                         | BMW U.S. Capital LLC                                                           | CUSIP: 05565ECL7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4004200.00   | 0.19%             | 2026-04-02      | Floating      | 4.66%                 | No            | 2                  | On Loan: No      |
| BMW US CAPITAL LLC                         | BMW U.S. Capital LLC                                                           | CUSIP: 05565ECN3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1806196.81   | 0.09%             | 2026-08-13      | Floating      | 5.07%                 | 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      | $513444.53    | 0.02%             | 2030-03-21      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                           | Bank of Montreal                                                               | CUSIP: 06368FAD1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    690000 | PA      | $691413.26    | 0.03%             | 2026-09-15      | Floating      | 4.78%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                           | Bank of Montreal                                                               | CUSIP: 06368L3M6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   7000000 | PA      | $7032179.56   | 0.34%             | 2027-06-04      | Floating      | 4.95%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                        | Bank of Nova Scotia                                                            | CUSIP: 06418GAK3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $416829.48    | 0.02%             | 2029-08-01      | Fixed         | 5.45%                 | 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      | $876020.79    | 0.04%             | 2026-07-13      | Floating      | 5.50%                 | 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      | $905980.38    | 0.04%             | 2027-01-23      | Floating      | 5.21%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                               | Barclays PLC                                                                   | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  11400000 | PA      | $11398906.63  | 0.54%             | 2026-01-12      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| BLACKROCK FUNDING INC                      | BlackRock Funding, Inc.                                                        | CUSIP: 09290DAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $408865.05    | 0.02%             | 2029-03-14      | Fixed         | 4.70%                 | No            | 2                  | On Loan: —       |
| BOARDWALK PIPELINES LP                     | Boardwalk Pipelines LP                                                         | CUSIP: 096630AE8<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   1033000 | PA      | $1038490.18   | 0.05%             | 2026-06-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                  | Boeing Co.                                                                     | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $386244.01    | 0.02%             | 2029-03-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                  | Boeing Co.                                                                     | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188848.31    | 0.01%             | 2030-02-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| BORGWARNER INC                             | BorgWarner, Inc.                                                               | CUSIP: 099724AP1<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    400000 | PA      | $409329.24    | 0.02%             | 2029-08-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LP                       | Boston Properties LP                                                           | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    400000 | PA      | $400513.44    | 0.02%             | 2028-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LP                       | Boston Properties LP                                                           | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |  10600000 | PA      | $10197319.14  | 0.49%             | 2029-06-21      | Fixed         | 3.40%                 | 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      | $446812.10    | 0.02%             | 2030-08-10      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                    | Bristol-Myers Squibb Co.                                                       | CUSIP: 110122EM6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6505525.00   | 0.31%             | 2026-02-20      | Floating      | 4.73%                 | No            | 2                  | On Loan: No      |
| BROOKFIELD FINANCE INC                     | Brookfield Finance, Inc.                                                       | CUSIP: 11271LAD4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $101748.00    | 0.00%             | 2029-03-29      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| BRUNSWICK CORP                             | Brunswick Corp.                                                                | CUSIP: 117043AW9<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $4748252.53   | 0.23%             | 2029-03-18      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| BUNGE LTD FINANCE CORP                     | Bunge Ltd. Finance Corp.                                                       | CUSIP: 120568BQ2<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10080240.10  | 0.48%             | 2030-08-04      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| CIGNA GROUP/THE                            | Cigna Group                                                                    | CUSIP: 125523CT5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   6900000 | PA      | $7077676.52   | 0.34%             | 2029-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CIGNA GROUP/THE                            | Cigna Group                                                                    | CUSIP: 125523CX6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7027236.86   | 0.34%             | 2030-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CNO FINANCIAL GROUP INC                    | CNO Financial Group, Inc.                                                      | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |   3740000 | PA      | $3800022.62   | 0.18%             | 2029-05-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp.                                                               | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4418083.20   | 0.21%             | 2030-08-21      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp.                                                               | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    800000 | PA      | $821550.38    | 0.04%             | 2030-02-21      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp.                                                               | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2897512.27   | 0.14%             | 2029-06-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| CAISSE DES DEPOTS ET CON                   | Caisse des Depots et Consignations                                             | CUSIP: 12800AZ15<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | STIV             | CORP              | FR        |   9000000 | PA      | $8969609.70   | 0.43%             | 2025-12-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Caisse des Depots et Consignations         | Caisse des Depots et Consignations                                             | CUSIP: 12800BBA9<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | STIV             | CORP              | US        |   5000000 | PA      | $4944381.50   | 0.24%             | 2026-02-10      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                   | Caisse d'Amortissement de la Dette Sociale                                     | CUSIP: 12802D2L9<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |   3100000 | PA      | $3098645.18   | 0.15%             | 2026-01-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CAMDEN PROPERTY TRUST                      | Camden Property Trust                                                          | CUSIP: 133131AX0<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |    800000 | PA      | $770607.94    | 0.04%             | 2029-07-01      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK                     | Canadian Imperial Bank of Commerce                                             | CUSIP: 13607LWU3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2015929.98   | 0.10%             | 2026-10-02      | Floating      | 5.33%                 | No            | 2                  | On Loan: No      |
| CANADIAN NATL RESOURCES                    | Canadian Natural Resources Ltd.                                                | CUSIP: 136385BB6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   7400000 | PA      | $7555676.24   | 0.36%             | 2029-12-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                   | Capital One Financial Corp.                                                    | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4973894.80   | 0.24%             | 2027-03-09      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| CARRIER GLOBAL CORP                        | Carrier Global Corp.                                                           | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    800000 | PA      | $750641.45    | 0.04%             | 2030-02-15      | Fixed         | 2.72%                 | No            | 2                  | On Loan: No      |
| CATERPILLAR FINL SERVICE                   | Caterpillar Financial Services Corp.                                           | CUSIP: 14913UAK6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4704469.70   | 0.22%             | 2026-02-27      | Floating      | 4.68%                 | No            | 2                  | On Loan: No      |
| CATERPILLAR FINL SERVICE                   | Caterpillar Financial Services Corp.                                           | CUSIP: 14913UAP5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2009437.14   | 0.10%             | 2026-10-16      | Floating      | 4.78%                 | No            | 2                  | On Loan: No      |
| CHEVRON PHILLIPS CHEM CO                   | Chevron Phillips Chemical Co. LLC/Chevron Phillips Chemical Co. LP             | CUSIP: 166754AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9000000 | PA      | $9107003.16   | 0.44%             | 2030-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CHEVRON USA INC                            | Chevron USA, Inc.                                                              | CUSIP: 166756BD7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15362036.10  | 0.73%             | 2030-04-15      | Fixed         | 4.69%                 | No            | 2                  | On Loan: No      |
| CHEVRON USA INC                            | Chevron USA, Inc.                                                              | CUSIP: 166756BJ4<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7055780.55   | 0.34%             | 2030-10-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| CHEVRON USA INC                            | Chevron USA, Inc.                                                              | CUSIP: 166756BM7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3212049.31   | 0.15%             | 2028-08-13      | Floating      | 4.84%                 | No            | 2                  | On Loan: No      |
| CHOICE HOTELS INTL INC                     | Choice Hotels International, Inc.                                              | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    800000 | PA      | $768011.02    | 0.04%             | 2029-12-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| CISCO SYSTEMS INC                          | Cisco Systems, Inc.                                                            | CUSIP: 17275RBX9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3074684.07   | 0.15%             | 2030-02-24      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP                   | Citizens Financial Group, Inc.                                                 | CUSIP: 174610AS4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    400000 | PA      | $368091.28    | 0.02%             | 2030-02-06      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| COLGATE-PALMOLIVE CO                       | Colgate-Palmolive Co.                                                          | CUSIP: 194162AT0<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    460000 | PA      | $464170.18    | 0.02%             | 2030-05-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                               | Comcast Corp.                                                                  | CUSIP: 20030NED9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4163427.66   | 0.20%             | 2029-01-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: —       |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                 | CUSIP: 2027A0KE8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1050000 | PA      | $1051169.31   | 0.05%             | 2026-06-15      | Floating      | 4.78%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                 | CUSIP: 2027A0KQ1<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1100000 | PA      | $1102069.56   | 0.05%             | 2026-03-13      | Floating      | 5.01%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                 | CUSIP: 2027A0KW8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    900000 | PA      | $904273.24    | 0.04%             | 2028-03-14      | Floating      | 4.90%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                 | CUSIP: 2027A1KW6<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     33000 | PA      | $33156.69     | 0.00%             | 2028-03-14      | Floating      | 4.90%                 | No            | 2                  | On Loan: No      |
| CONAGRA BRANDS INC                         | Conagra Brands, Inc.                                                           | CUSIP: 205887AX0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   2878000 | PA      | $3311449.59   | 0.16%             | 2030-09-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| CONAGRA BRANDS INC                         | Conagra Brands, Inc.                                                           | CUSIP: 205887CB6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    730000 | PA      | $730000.00    | 0.03%             | 2025-11-01      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| CONOCOPHILLIPS COMPANY                     | ConocoPhillips Co.                                                             | CUSIP: 20826FBJ4<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    600000 | PA      | $611971.91    | 0.03%             | 2030-01-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                                       | CUSIP: 21688ABB7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  10377000 | PA      | $10387013.81  | 0.50%             | 2026-01-09      | Floating      | 4.81%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                                       | CUSIP: 21688ABE1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   3000000 | PA      | $3015935.55   | 0.14%             | 2027-03-05      | Floating      | 4.90%                 | No            | 2                  | On Loan: No      |
| COPT DEFENSE PROP LP                       | COPT Defense Properties LP                                                     | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |   3400000 | PA      | $3366038.28   | 0.16%             | 2026-03-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC                          | CPPIB Capital, Inc.                                                            | CUSIP: 22411WAS5<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |   1485000 | PA      | $1490986.75   | 0.07%             | 2026-03-11      | Floating      | 5.44%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                         | Credit Agricole SA                                                             | CUSIP: 22534PAJ2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   6321000 | PA      | $6346063.90   | 0.30%             | 2027-03-11      | Floating      | 5.04%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                         | Credit Agricole SA                                                             | CUSIP: 22535EAC1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $256979.27    | 0.01%             | 2028-07-12      | Fixed         | 5.30%                 | No            | 2                  | On Loan: —       |
| CROWN CASTLE INC                           | Crown Castle, Inc.                                                             | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   8000000 | PA      | $7855916.08   | 0.38%             | 2027-03-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC                           | Crown Castle, Inc.                                                             | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    800000 | PA      | $811475.64    | 0.04%             | 2029-09-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| The DFA Investment Trust Company           | DFA Investment Trust Co.                                                       | CUSIP: 23320U405<br>LEI: 549300FSKWEXKF6YBM56 | Long             | EC               | RF                | US        |    675336 | NS      | $7811610.67   | 0.37%             |  |  |  | No            | 2                  | On Loan: No      |
| Dimensional Holdings Inc.                  | DFA Short Term Investment Fund                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   6928060 | NS      | $6928060.00   | 0.33%             |  |  |  | No            | N/A                | On Loan: No      |
| DXC TECHNOLOGY CO                          | DXC Technology Co.                                                             | CUSIP: 23355LAL0<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |  15069000 | PA      | $14733562.70  | 0.70%             | 2026-09-15      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| MERCEDES-BENZ FIN NA                       | Mercedes-Benz Finance North America LLC                                        | CUSIP: 233851DT8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200507.31    | 0.01%             | 2029-02-22      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| MERCEDES-BENZ FIN NA                       | Mercedes-Benz Finance North America LLC                                        | CUSIP: 233851EC4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    480000 | PA      | $475396.06    | 0.02%             | 2026-03-02      | Fixed         | 1.45%                 | No            | 2                  | On Loan: —       |
| DAIMLER TRUCK FINAN NA                     | Daimler Truck Finance North America LLC                                        | CUSIP: 233853BB5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   4830000 | PA      | $4834202.10   | 0.23%             | 2028-01-13      | Floating      | 4.94%                 | No            | 2                  | On Loan: No      |
| DARDEN RESTAURANTS INC                     | Darden Restaurants, Inc.                                                       | CUSIP: 237194AQ8<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2010569.32   | 0.10%             | 2029-10-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| DBS GROUP HOLDINGS LTD                     | DBS Group Holdings Ltd.                                                        | CUSIP: 24023KAM0<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |  20000000 | PA      | $20081864.80  | 0.96%             | 2028-03-21      | Floating      | 4.86%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORP                    | John Deere Capital Corp.                                                       | CUSIP: 24422EWU9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    600000 | PA      | $600775.80    | 0.03%             | 2026-03-03      | Floating      | 4.79%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORP                    | John Deere Capital Corp.                                                       | CUSIP: 24422EWY1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   9784000 | PA      | $9815388.74   | 0.47%             | 2026-06-08      | Floating      | 4.99%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORP                    | John Deere Capital Corp.                                                       | CUSIP: 24422EXL8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3703251.34   | 0.18%             | 2026-03-06      | Floating      | 4.64%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORP                    | John Deere Capital Corp.                                                       | CUSIP: 24422EXW4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2094173.00   | 0.10%             | 2027-07-15      | Floating      | 4.78%                 | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                | Equinor ASA                                                                    | CUSIP: 24820RAG3<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   3300000 | PA      | $3531697.29   | 0.17%             | 2028-12-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK AG                           | Deutsche Bank AG                                                               | CUSIP: 25152R2Y8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $999382.06    | 0.05%             | 2026-01-13      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE NA                             | Capital One NA                                                                 | CUSIP: 25466AAJ0<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    910000 | PA      | $904417.40    | 0.04%             | 2026-07-27      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE NA                             | Capital One NA                                                                 | CUSIP: 25466AAR2<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |   6700000 | PA      | $6273548.48   | 0.30%             | 2030-02-06      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                   | Capital One Financial Corp.                                                    | CUSIP: 254709AP3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    578000 | PA      | $577821.22    | 0.03%             | 2026-01-30      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| DOLLAR GENERAL CORP                        | Dollar General Corp.                                                           | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1250956.84   | 0.06%             | 2030-04-03      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $131658.76    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $85352.95     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $1955579.67   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $9682.10      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $40034.55     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold GBP                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $22683.99     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $1089273.95   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $886298.73    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $32102.57     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold JPY                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $59507.76     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $39971.07     | 0.00%             |  |  |  | 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      | $940866.10    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold AUD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $307940.90    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $532554.74    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased EUR / Sold USD                                                       | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | XX        |         1 | NC      | $-29980.59    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $78060.97     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold AUD                                                       | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $-306989.82   | -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      | $487091.71    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold GBP                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $18762.17     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $16488.73     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased EUR / Sold USD                                                       | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | XX        |         1 | NC      | $-34795.13    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $706203.39    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $4768.45      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased CAD / Sold USD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |         1 | NC      | $-4744.96     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DUPONT DE NEMOURS INC                      | DuPont de Nemours, Inc.                                                        | CUSIP: 26078JAC4<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    201000 | PA      | $200958.36    | 0.01%             | 2025-11-15      | Fixed         | 4.49%                 | No            | 2                  | On Loan: No      |
| ERAC USA FINANCE LLC                       | ERAC USA Finance LLC                                                           | CUSIP: 26884TAP7<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   4050000 | PA      | $4050000.00   | 0.19%             | 2025-11-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| EPR PROPERTIES                             | EPR Properties                                                                 | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   2400000 | PA      | $2311803.77   | 0.11%             | 2029-08-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| EIDP Inc                                   | EIDP, Inc.                                                                     | CUSIP: 28249KY43<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | STIV             | CORP              | US        |   8000000 | PA      | $7996402.40   | 0.38%             | 2025-11-04      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| EIDP Inc                                   | EIDP, Inc.                                                                     | CUSIP: 28249KY76<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2997596.70   | 0.14%             | 2025-11-07      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| EIDP Inc                                   | EIDP, Inc.                                                                     | CUSIP: 28249KZC4<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | STIV             | CORP              | US        |   1250000 | PA      | $1243977.13   | 0.06%             | 2025-12-12      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                                             | CUSIP: 292480AM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198450.04    | 0.01%             | 2029-09-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE INC                               | Enbridge, Inc.                                                                 | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    630000 | PA      | $601864.82    | 0.03%             | 2029-11-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                   | Enterprise Products Operating LLC                                              | CUSIP: 29379VBV4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    800000 | PA      | $772922.81    | 0.04%             | 2029-07-31      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                | Equinor ASA                                                                    | CUSIP: 29446MAB8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    400000 | PA      | $396562.06    | 0.02%             | 2028-09-10      | Fixed         | 3.63%                 | No            | 2                  | On Loan: —       |
| ESTEE LAUDER CO INC                        | Estee Lauder Cos., Inc.                                                        | CUSIP: 29736RAP5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3174820.82   | 0.15%             | 2029-12-01      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| EUROPEAN BK RECON & DEV                    | European Bank for Reconstruction & Development                                 | CUSIP: 29874QEM2<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |   1900000 | PA      | $1884331.12   | 0.09%             | 2026-01-28      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| EUROPEAN BK RECON & DEV                    | European Bank for Reconstruction & Development                                 | CUSIP: 29874QEN0<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    378000 | PA      | $377935.74    | 0.02%             | 2026-04-14      | Floating      | 4.29%                 | 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      | $17183982.50  | 0.82%             | 2029-02-16      | Floating      | 4.56%                 | No            | 2                  | On Loan: No      |
| EUROPEAN BK RECON & DEV                    | European Bank for Reconstruction & Development                                 | CUSIP: 29875BAK2<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |  10460000 | PA      | $10470027.37  | 0.50%             | 2028-02-20      | Floating      | 4.59%                 | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                                                       | CUSIP: 298785KD7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   2600000 | PA      | $2601818.86   | 0.12%             | 2029-08-14      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                                                       | CUSIP: 29878RYH5<br>LEI: 5493006YXS1U5GIHE750 | Long             | STIV             | NUSS              | LU        |   9000000 | PA      | $8983507.50   | 0.43%             | 2025-11-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| EVERSOURCE ENERGY                          | Eversource Energy                                                              | CUSIP: 30040WAF5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399246.43    | 0.02%             | 2029-04-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                   | Export Development Canada                                                      | CUSIP: 30216BKG6<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   5040000 | PA      | $5045069.58   | 0.24%             | 2028-08-01      | Floating      | 4.40%                 | No            | 2                  | On Loan: No      |
| FMC CORP                                   | FMC Corp.                                                                      | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    730000 | PA      | $680523.61    | 0.03%             | 2029-10-01      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS INC                         | Meta Platforms, Inc.                                                           | CUSIP: 30303M8M7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $4420802.05   | 0.21%             | 2030-05-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS INC                         | Meta Platforms, Inc.                                                           | CUSIP: 30303M8S4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201933.29    | 0.01%             | 2029-08-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| FREDDIE MAC                                | Federal Home Loan Mortgage Corp.                                               | CUSIP: 3134HBXM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   5000000 | PA      | $5015542.00   | 0.24%             | 2028-07-07      | Floating      | 4.26%                 | No            | 2                  | On Loan: No      |
| FANNIE MAE                                 | Federal National Mortgage Association                                          | CUSIP: 3135G07M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   2100000 | PA      | $2109765.00   | 0.10%             | 2027-11-05      | Floating      | 4.30%                 | 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      | $1200465.57   | 0.06%             | 2029-04-26      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| FISERV INC                                 | Fiserv, Inc.                                                                   | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    800000 | PA      | $769841.32    | 0.04%             | 2029-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FLEX LTD                                   | Flex Ltd.                                                                      | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    375000 | PA      | $379694.90    | 0.02%             | 2029-06-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| FLEX LTD                                   | Flex Ltd.                                                                      | CUSIP: 33938XAC9<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   7612000 | PA      | $7590055.52   | 0.36%             | 2026-02-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| GATX CORP                                  | GATX Corp.                                                                     | CUSIP: 361448AZ6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    850000 | PA      | $844855.22    | 0.04%             | 2027-03-30      | Fixed         | 3.85%                 | 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      | $2735934.45   | 0.13%             | 2029-01-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| GENERAL ELECTRIC CO                        | General Electric Co.                                                           | CUSIP: 36962GW75<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1402840.24   | 0.07%             | 2026-05-05      | Floating      | 4.96%                 | No            | 2                  | On Loan: No      |
| GENERAL MILLS INC                          | General Mills, Inc.                                                            | CUSIP: 370334DA9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204204.30    | 0.01%             | 2030-01-30      | Fixed         | 4.88%                 | 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      | $3002737.68   | 0.14%             | 2027-02-26      | Floating      | 5.27%                 | 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      | $308949.49    | 0.01%             | 2029-04-06      | Fixed         | 4.30%                 | 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      | $333367.69    | 0.02%             | 2029-01-07      | Fixed         | 5.80%                 | 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      | $1608240.00   | 0.08%             | 2027-05-08      | Floating      | 5.63%                 | 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      | $528992.42    | 0.03%             | 2027-07-15      | Floating      | 5.15%                 | 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      | $314495.83    | 0.02%             | 2029-10-06      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                                             | CUSIP: 37045XFB7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    310000 | PA      | $318966.14    | 0.02%             | 2030-01-07      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                       | Glencore Funding LLC                                                           | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1993644.20   | 0.10%             | 2027-03-27      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                       | Glencore Funding LLC                                                           | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1748000 | PA      | $1725478.49   | 0.08%             | 2026-04-27      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                       | Glencore Funding LLC                                                           | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    800000 | PA      | $824865.08    | 0.04%             | 2029-04-04      | Fixed         | 5.37%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                       | Glencore Funding LLC                                                           | CUSIP: 378272BW7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5026126.40   | 0.24%             | 2027-04-04      | Floating      | 5.17%                 | No            | 2                  | On Loan: No      |
| GLOBAL PAYMENTS INC                        | Global Payments, Inc.                                                          | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $2003374.28   | 0.10%             | 2029-08-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| GLOBAL PAYMENTS INC                        | Global Payments, Inc.                                                          | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4870660.20   | 0.23%             | 2027-01-15      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| GLOBAL PAYMENTS INC                        | Global Payments, Inc.                                                          | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203531.92    | 0.01%             | 2029-08-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| HCA INC                                    | HCA, Inc.                                                                      | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1446998.39   | 0.07%             | 2030-03-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| HSBC USA INC                               | HSBC USA, Inc.                                                                 | CUSIP: 40428HA51<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   1844000 | PA      | $1854805.84   | 0.09%             | 2027-03-04      | Floating      | 5.15%                 | No            | 2                  | On Loan: —       |
| HSBC USA INC                               | HSBC USA, Inc.                                                                 | CUSIP: 40428HS29<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $4632566.99   | 0.22%             | 2028-06-03      | Floating      | 5.17%                 | No            | 2                  | On Loan: No      |
| HARLEY-DAVIDSON FINL SER                   | Harley-Davidson Financial Services, Inc.                                       | CUSIP: 41282JY54<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | STIV             | CORP              | US        |   5000000 | PA      | $4997084.50   | 0.24%             | 2025-11-05      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| HARLEY-DAVIDSON FINL SER                   | Harley-Davidson Financial Services, Inc.                                       | CUSIP: 41282JZ20<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1992436.20   | 0.10%             | 2025-12-02      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                   | Healthcare Realty Holdings LP                                                  | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    200000 | PA      | $188867.76    | 0.01%             | 2030-02-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                   | Healthcare Realty Holdings LP                                                  | CUSIP: 42225UAL8<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |   1100000 | PA      | $996746.87    | 0.05%             | 2030-03-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| HIGHWOODS REALTY LP                        | Highwoods Realty LP                                                            | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |   5522000 | PA      | $5418303.08   | 0.26%             | 2029-04-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| HIGHWOODS REALTY LP                        | Highwoods Realty LP                                                            | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |    400000 | PA      | $371106.55    | 0.02%             | 2030-02-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                             | Home Depot, Inc.                                                               | CUSIP: 437076CY6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4001651.80   | 0.19%             | 2025-12-24      | Floating      | 4.46%                 | No            | 2                  | On Loan: No      |
| HOST HOTELS & RESORTS LP                   | Host Hotels & Resorts LP                                                       | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |   1000000 | PA      | $951097.69    | 0.05%             | 2029-12-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| HUNTINGTON BANCSHARES                      | Huntington Bancshares, Inc.                                                    | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185326.32    | 0.01%             | 2030-02-04      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| HYATT HOTELS CORP                          | Hyatt Hotels Corp.                                                             | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   6400000 | PA      | $6581859.71   | 0.31%             | 2029-06-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| ILLUMINA INC                               | Illumina, Inc.                                                                 | CUSIP: 452327AN9<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1100331.52   | 0.05%             | 2025-12-12      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                    | Imperial Brands Finance PLC                                                    | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   2755000 | PA      | $2855706.41   | 0.14%             | 2030-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ING GROEP NV                               | ING Groep NV                                                                   | CUSIP: 456837AM5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $808680.61    | 0.04%             | 2028-10-02      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                 | Intel Corp.                                                                    | CUSIP: 458140BZ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    730000 | PA      | $721915.39    | 0.03%             | 2029-08-05      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                 | Intel Corp.                                                                    | CUSIP: 458140CD0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100152.88    | 0.00%             | 2026-02-10      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                                                | CUSIP: 4581X0DY1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |  11600000 | PA      | $11600348.00  | 0.55%             | 2026-09-16      | Floating      | 4.34%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                                                | CUSIP: 4581X0EC8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |  20000000 | PA      | $19966000.00  | 0.95%             | 2029-02-15      | Floating      | 4.58%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                                                | CUSIP: 4581X0ED6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |  16900000 | PA      | $16914789.02  | 0.81%             | 2027-04-12      | Floating      | 4.38%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                                                | CUSIP: 4581X0EG9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   4000000 | PA      | $4006757.84   | 0.19%             | 2027-10-04      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                                                | CUSIP: 4581X0EQ7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   2600000 | PA      | $2600555.41   | 0.12%             | 2029-08-01      | Floating      | 4.44%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN INVEST CO                   | Inter-American Investment Corp.                                                | CUSIP: 45828Q2D8<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | XX        |   4100000 | PA      | $4154548.12   | 0.20%             | 2029-02-14      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                                                | CUSIP: 45828RAA3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   3000000 | PA      | $3002545.23   | 0.14%             | 2028-10-05      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| INTERCONTINENTALEXCHANGE                   | Intercontinental Exchange, Inc.                                                | CUSIP: 45866FAD6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1299220.00   | 0.06%             | 2025-12-01      | Fixed         | 3.75%                 | 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      | $19598023.50  | 0.94%             | 2027-08-19      | Floating      | 4.69%                 | 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      | $1401965.88   | 0.07%             | 2027-01-12      | Floating      | 4.47%                 | 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      | $9611136.00   | 0.46%             | 2027-02-23      | Floating      | 4.53%                 | No            | 2                  | On Loan: No      |
| INTL FINANCE CORP                          | International Finance Corp.                                                    | CUSIP: 45950KDB3<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |  23700000 | PA      | $23706873.00  | 1.13%             | 2026-03-16      | Floating      | 4.45%                 | No            | 2                  | On Loan: No      |
| INTL FINANCE CORP                          | International Finance Corp.                                                    | CUSIP: 45950KDL1<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |   2430000 | PA      | $2428713.83   | 0.12%             | 2029-08-28      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| JABIL INC                                  | Jabil, Inc.                                                                    | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193282.06    | 0.01%             | 2030-01-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| JABIL INC                                  | Jabil, Inc.                                                                    | CUSIP: 466313AM5<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5000756.15   | 0.24%             | 2027-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FIN GROUP INC                    | Jefferies Financial Group, Inc.                                                | CUSIP: 472319AE2<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5132536.60   | 0.25%             | 2027-06-08      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK NA                    | JPMorgan Chase Bank NA                                                         | CUSIP: 48125LRV6<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |  27240000 | PA      | $27436482.12  | 1.31%             | 2026-12-08      | Floating      | 5.19%                 | No            | 2                  | On Loan: No      |
| KEURIG DR PEPPER INC                       | Keurig Dr. Pepper, Inc.                                                        | CUSIP: 49271VAS9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    514000 | PA      | $514839.54    | 0.02%             | 2027-03-15      | Floating      | 5.04%                 | No            | 2                  | On Loan: No      |
| KEYCORP                                    | KeyCorp                                                                        | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   6100000 | PA      | $5722802.66   | 0.27%             | 2029-10-01      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN INC                          | Kinder Morgan, Inc.                                                            | CUSIP: 49456BAZ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1437820.57   | 0.07%             | 2029-08-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| KOMMUNALBANKEN AS                          | Kommunalbanken AS                                                              | CUSIP: 50047JAP3<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |  13200000 | PA      | $13225075.12  | 0.63%             | 2028-03-03      | Floating      | 4.62%                 | No            | 2                  | On Loan: No      |
| KOMMUNALBANKEN AS                          | Kommunalbanken AS                                                              | CUSIP: 50048MDE7<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |   4000000 | PA      | $4018154.60   | 0.19%             | 2026-06-17      | Floating      | 5.16%                 | No            | 2                  | On Loan: No      |
| KFW                                        | Kreditanstalt fuer Wiederaufbau                                                | CUSIP: 500769JJ4<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   5600000 | PA      | $5558781.14   | 0.27%             | 2026-01-22      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| LPL HOLDINGS INC                           | LPL Holdings, Inc.                                                             | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213219.26    | 0.01%             | 2028-11-17      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| LPL HOLDINGS INC                           | LPL Holdings, Inc.                                                             | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1225799.12   | 0.06%             | 2030-03-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE        | LVMH Moet Hennessy Louis Vuitton SE                                            | CUSIP: 50244MB27<br>LEI: IOG4E947OATN0KJYSD45 | Long             | STIV             | CORP              | US        |   6000000 | PA      | $5939171.40   | 0.28%             | 2026-02-02      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| LEAR CORP                                  | Lear Corp.                                                                     | CUSIP: 521865BA2<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397644.33    | 0.02%             | 2029-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| LEGG MASON INC                             | Legg Mason, Inc.                                                               | CUSIP: 524901AV7<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7004349.73   | 0.33%             | 2026-03-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ELI LILLY & CO                             | Eli Lilly & Co.                                                                | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3081169.38   | 0.15%             | 2030-02-12      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                   | Lloyds Banking Group PLC                                                       | CUSIP: 53944YAD5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1070000 | PA      | $1065944.22   | 0.05%             | 2027-01-11      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                    | MPLX LP                                                                        | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   2558000 | PA      | $2536469.98   | 0.12%             | 2026-03-01      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| MACQUARIE BANK LTD                         | Macquarie Bank Ltd.                                                            | CUSIP: 55608PBS2<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |  12620000 | PA      | $12716154.56  | 0.61%             | 2026-12-07      | Floating      | 5.48%                 | No            | 2                  | On Loan: No      |
| MACQUARIE BANK LTD                         | Macquarie Bank Ltd.                                                            | CUSIP: 55608PBU7<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   3440000 | PA      | $3464951.35   | 0.17%             | 2027-07-02      | Floating      | 5.19%                 | No            | 2                  | On Loan: No      |
| MACQUARIE BANK LTD                         | Macquarie Bank Ltd.                                                            | CUSIP: 55608PBY9<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $502529.00    | 0.02%             | 2028-06-12      | Floating      | 5.01%                 | No            | 2                  | On Loan: No      |
| MARATHON PETROLEUM CORP                    | Marathon Petroleum Corp.                                                       | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   2130000 | PA      | $2188987.47   | 0.10%             | 2030-03-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| MARKEL GROUP INC                           | Markel Group, Inc.                                                             | CUSIP: 570535AU8<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1852087.95   | 0.09%             | 2029-09-17      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| MASTERCARD INC                             | Mastercard, Inc.                                                               | CUSIP: 57636QAM6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4833456.05   | 0.23%             | 2029-06-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| MASTERCARD INC                             | Mastercard, Inc.                                                               | CUSIP: 57636QBE3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1551452.77   | 0.07%             | 2028-03-15      | Floating      | 4.60%                 | 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      | $407948.60    | 0.02%             | 2029-01-11      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| MERCEDES-BENZ FIN NA                       | Mercedes-Benz Finance North America LLC                                        | CUSIP: 58769JAV9<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3204742.05   | 0.15%             | 2026-07-31      | Floating      | 4.71%                 | 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      | $412849.22    | 0.02%             | 2029-11-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| MICRON TECHNOLOGY INC                      | Micron Technology, Inc.                                                        | CUSIP: 595112BN2<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    400000 | PA      | $412319.93    | 0.02%             | 2029-02-06      | Fixed         | 5.33%                 | No            | 2                  | On Loan: No      |
| MICRON TECHNOLOGY INC                      | Micron Technology, Inc.                                                        | CUSIP: 595112BQ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3033203.40   | 0.14%             | 2030-02-15      | Fixed         | 4.66%                 | 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      | $1582111.15   | 0.08%             | 2029-03-07      | Fixed         | 3.74%                 | 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      | $771689.22    | 0.04%             | 2029-07-18      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| MONDELEZ INTERNATIONAL                     | Mondelez International, Inc.                                                   | CUSIP: 60920VY30<br>LEI: 549300DV9GIB88LZ5P30 | Long             | STIV             | CORP              | US        |   4000000 | PA      | $3998650.80   | 0.19%             | 2025-11-03      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY BANK NA                     | Morgan Stanley Bank NA                                                         | CUSIP: 61690U7X2<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302085.26    | 0.01%             | 2026-10-30      | Floating      | 5.24%                 | No            | 2                  | On Loan: No      |
| UTAH ACQUISITION SUB                       | Utah Acquisition Sub, Inc.                                                     | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | NL        |   6286000 | PA      | $6257970.79   | 0.30%             | 2026-06-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| NTT FINANCE CORP                           | NTT Finance Corp.                                                              | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1018920.91   | 0.05%             | 2030-07-16      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| NTT FINANCE CORP                           | NTT Finance Corp.                                                              | CUSIP: 62954WAT2<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   2672000 | PA      | $2720367.77   | 0.13%             | 2030-07-16      | Floating      | 5.59%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 632525BM2<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   2880000 | PA      | $2881641.25   | 0.14%             | 2025-12-10      | Floating      | 4.92%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                   | National Australia Bank Ltd.                                                   | CUSIP: 63253QAL8<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |   8900000 | PA      | $9188855.11   | 0.44%             | 2030-01-14      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| NATIONAL BANK OF CANADA                    | National Bank of Canada                                                        | CUSIP: 63306AHK5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |  15400000 | PA      | $10980000.71  | 0.52%             | 2025-11-03      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| NOV INC                                    | NOV, Inc.                                                                      | CUSIP: 637071AM3<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193790.72    | 0.01%             | 2029-12-01      | Fixed         | 3.60%                 | 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      | $301662.72    | 0.01%             | 2027-02-05      | Floating      | 5.10%                 | 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      | $73560.12     | 0.00%             | 2029-06-15      | Fixed         | 5.15%                 | 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      | $1105800.21   | 0.05%             | 2027-09-16      | Floating      | 4.97%                 | No            | 2                  | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                    | Nationwide Building Society                                                    | CUSIP: 63859VBH3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $977050.34    | 0.05%             | 2026-10-13      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                    | Nationwide Building Society                                                    | CUSIP: 63861VAK3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $412042.46    | 0.02%             | 2029-07-29      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| NATWEST MARKETS PLC                        | NatWest Markets PLC                                                            | CUSIP: 63906YAL2<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1009469.22   | 0.05%             | 2029-05-17      | Floating      | 5.40%                 | No            | 2                  | On Loan: No      |
| Nederlandse Waterschapsbank NV             | Nederlandse Waterschapsbank NV                                                 | CUSIP: 63975UY30<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | STIV             | CORP              | NL        |   6500000 | PA      | $6497850.45   | 0.31%             | 2025-11-03      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NEDERLANDSE WATERSCHAPS                    | Nederlandse Waterschapsbank NV                                                 | CUSIP: 63975UYJ5<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | STIV             | CORP              | NE        |  10000000 | PA      | $9980395.00   | 0.48%             | 2025-11-18      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| OVINTIV INC                                | Ovintiv, Inc.                                                                  | CUSIP: 651290AR9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   2414000 | PA      | $2411619.96   | 0.12%             | 2026-01-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings, Inc.                                          | CUSIP: 65339KBJ8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    800000 | PA      | $783063.06    | 0.04%             | 2029-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings, Inc.                                          | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    450000 | PA      | $426820.83    | 0.02%             | 2029-11-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings, Inc.                                          | CUSIP: 65339KCR9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2580000 | PA      | $2583282.28   | 0.12%             | 2026-01-29      | Floating      | 4.83%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings, Inc.                                          | CUSIP: 65339KCT5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    400000 | PA      | $409679.33    | 0.02%             | 2029-03-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS                   | NextEra Energy Capital Holdings, Inc.                                          | CUSIP: 65339MY75<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | STIV             | CORP              | US        |    800000 | PA      | $799352.88    | 0.04%             | 2025-11-07      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NOMURA HOLDINGS INC                        | Nomura Holdings, Inc.                                                          | CUSIP: 65535HAQ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    800000 | PA      | $757169.95    | 0.04%             | 2030-01-16      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| NOMURA HOLDINGS INC                        | Nomura Holdings, Inc.                                                          | CUSIP: 65535HAW9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   5528000 | PA      | $5436484.18   | 0.26%             | 2026-07-14      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| NOMURA HOLDINGS INC                        | Nomura Holdings, Inc.                                                          | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   2000000 | PA      | $1954511.76   | 0.09%             | 2027-01-22      | Fixed         | 2.33%                 | No            | 2                  | On Loan: No      |
| NOMURA HOLDINGS INC                        | Nomura Holdings, Inc.                                                          | CUSIP: 65535HBC2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $416284.22    | 0.02%             | 2029-07-06      | Fixed         | 5.61%                 | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                            | Nordea Bank Abp                                                                | CUSIP: 65558RAP4<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   4660000 | PA      | $4669353.04   | 0.22%             | 2030-08-28      | Floating      | 5.05%                 | No            | 2                  | On Loan: No      |
| NOVARTIS CAPITAL CORP                      | Novartis Capital Corp.                                                         | CUSIP: 66989HAT5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    498000 | PA      | $495063.89    | 0.02%             | 2029-09-18      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                   | Omega Healthcare Investors, Inc.                                               | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |   1300000 | PA      | $1319110.91   | 0.06%             | 2030-07-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                                            | CUSIP: 683234DQ8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   5000000 | PA      | $5067308.50   | 0.24%             | 2029-01-18      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| ORIX CORP                                  | ORIX Corp.                                                                     | CUSIP: 686330AS0<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    800000 | PA      | $811400.50    | 0.04%             | 2029-09-10      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| PVH CORP                                   | PVH Corp.                                                                      | CUSIP: 693656AE0<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3565001.27   | 0.17%             | 2030-06-13      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| PSP CAPITAL INC                            | PSP Capital, Inc.                                                              | CUSIP: 69370AZ56<br>LEI: 549300B456N0WEIC5249 | Long             | STIV             | CORP              | CA        |   4750000 | PA      | $4731866.40   | 0.23%             | 2025-12-05      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Parker-Hannifin Corp                       | Parker-Hannifin Corp.                                                          | CUSIP: 70109LZH2<br>LEI: 5493002CONDB4N2HKI23 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1989264.40   | 0.10%             | 2025-12-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                   | Penske Truck Leasing Co. LP/PTL Finance Corp.                                  | CUSIP: 709599BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1572000 | PA      | $1571422.07   | 0.08%             | 2026-01-29      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                   | Penske Truck Leasing Co. LP/PTL Finance Corp.                                  | CUSIP: 709599BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3994924.00   | 0.19%             | 2025-11-15      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| PEPSICO INC                                | PepsiCo, Inc.                                                                  | CUSIP: 713448EL8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    910000 | PA      | $866723.69    | 0.04%             | 2029-07-29      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| PEPSICO INC                                | PepsiCo, Inc.                                                                  | CUSIP: 713448FP8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1506000 | PA      | $1507506.00   | 0.07%             | 2026-02-13      | Floating      | 4.67%                 | No            | 2                  | On Loan: No      |
| PEPSICO INC                                | PepsiCo, Inc.                                                                  | CUSIP: 713448FV5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    420000 | PA      | $420076.34    | 0.02%             | 2025-11-10      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| REVVITY INC                                | Revvity, Inc.                                                                  | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    400000 | PA      | $383454.86    | 0.02%             | 2029-09-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                                              | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1678768.00   | 0.08%             | 2029-11-17      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                                              | CUSIP: 718172DD8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6301843.08   | 0.30%             | 2030-09-07      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                                              | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    600000 | PA      | $612631.76    | 0.03%             | 2029-02-13      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                                              | CUSIP: 718172DN6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202889.90    | 0.01%             | 2029-11-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| PHILLIPS 66                                | Phillips 66 Co.                                                                | CUSIP: 718547AK8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    800000 | PA      | $764608.07    | 0.04%             | 2029-12-15      | Fixed         | 3.15%                 | 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      | $8128095.53   | 0.39%             | 2029-12-15      | Fixed         | 3.55%                 | 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      | $347882.00    | 0.02%             | 2030-09-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                    | Principal Financial Group, Inc.                                                | CUSIP: 74251VAR3<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    600000 | PA      | $588927.53    | 0.03%             | 2029-05-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| PROCTER & GAMBLE CO                        | Procter & Gamble Co.                                                           | CUSIP: 74271TZ89<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | STIV             | CORP              | US        |   5000000 | PA      | $4979779.00   | 0.24%             | 2025-12-08      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| PROCTER & GAMBLE CO                        | Procter & Gamble Co.                                                           | CUSIP: 74271TZF3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | STIV             | CORP              | US        |   2464000 | PA      | $2452249.92   | 0.12%             | 2025-12-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| PUBLIC STORAGE OP CO                       | Public Storage Operating Co.                                                   | CUSIP: 74464AAA9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |  10100000 | PA      | $10131360.90  | 0.48%             | 2027-04-16      | Floating      | 4.79%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                                             | CUSIP: 748148M91<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   5000000 | PA      | $5118037.45   | 0.24%             | 2029-04-03      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| RADIAN GROUP INC                           | Radian Group, Inc.                                                             | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |   1411000 | PA      | $1474496.13   | 0.07%             | 2029-05-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORP                         | Realty Income Corp.                                                            | CUSIP: 756109BK9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |   3388000 | PA      | $3265071.43   | 0.16%             | 2029-12-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORP                         | Realty Income Corp.                                                            | CUSIP: 756109BZ6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |  10000000 | PA      | $9899456.20   | 0.47%             | 2027-01-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORP                         | Realty Income Corp.                                                            | CUSIP: 756109CF9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    800000 | PA      | $814777.50    | 0.04%             | 2029-02-15      | Fixed         | 4.75%                 | 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      | $3433854.72   | 0.16%             | 2028-03-14      | Floating      | 5.00%                 | No            | 2                  | On Loan: No      |
| ROCHE HOLDINGS INC                         | Roche Holdings, Inc.                                                           | CUSIP: 771196CD2<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3617554.46   | 0.17%             | 2026-11-13      | Floating      | 5.01%                 | No            | 2                  | On Loan: No      |
| ROCHE HOLDINGS INC                         | Roche Holdings, Inc.                                                           | CUSIP: 771196CF7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1661845.97   | 0.08%             | 2028-11-13      | Fixed         | 5.34%                 | No            | 2                  | On Loan: No      |
| ROCHE HOLDINGS INC                         | Roche Holdings, Inc.                                                           | CUSIP: 771196CP5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5027543.95   | 0.24%             | 2029-09-09      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                   | Rogers Communications, Inc.                                                    | CUSIP: 775109BJ9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1300000 | PA      | $924964.53    | 0.04%             | 2029-05-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                       | Royal Bank of Canada                                                           | CUSIP: 78016EYZ4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $501867.16    | 0.02%             | 2027-01-21      | Floating      | 4.80%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                       | Royal Bank of Canada                                                           | CUSIP: 78016EZR1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   4583000 | PA      | $4590891.93   | 0.22%             | 2026-04-27      | Floating      | 4.65%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                       | Royal Bank of Canada                                                           | CUSIP: 78016HZR4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2013254.14   | 0.10%             | 2026-07-20      | Floating      | 5.17%                 | No            | 2                  | On Loan: No      |
| RYDER SYSTEM INC                           | Ryder System, Inc.                                                             | CUSIP: 78355HKU2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   2140000 | PA      | $2144929.43   | 0.10%             | 2027-06-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Sanofi SA                                  | Sanofi SA                                                                      | CUSIP: 8010M2YR7<br>LEI: 549300E9PC51EN656011 | Long             | STIV             | CORP              | FR        |   5000000 | PA      | $4986377.50   | 0.24%             | 2025-11-25      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| SANOFI                                     | Sanofi SA                                                                      | CUSIP: 8010M2ZH8<br>LEI: 549300E9PC51EN656011 | Long             | STIV             | CORP              | FR        |   3500000 | PA      | $3482068.10   | 0.17%             | 2025-12-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| SANTANDER HOLDINGS USA                     | Santander Holdings USA, Inc.                                                   | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5953520.40   | 0.28%             | 2026-10-05      | Fixed         | 3.24%                 | No            | 2                  | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                    | Schlumberger Holdings Corp.                                                    | CUSIP: 806851AH4<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2408413.99   | 0.12%             | 2029-05-01      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                        | Charles Schwab Corp.                                                           | CUSIP: 808513BQ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |  12867000 | PA      | $12870296.40  | 0.61%             | 2026-05-13      | Floating      | 4.79%                 | No            | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                        | Charles Schwab Corp.                                                           | CUSIP: 808513BZ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   4094000 | PA      | $4124365.20   | 0.20%             | 2027-03-03      | Floating      | 5.25%                 | No            | 2                  | On Loan: No      |
| SEMPRA                                     | Sempra                                                                         | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    239000 | PA      | $234533.63    | 0.01%             | 2029-04-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| 7-ELEVEN INC                               | 7-Eleven, Inc.                                                                 | CUSIP: 817826AC4<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495310.53    | 0.02%             | 2026-02-10      | Fixed         | 0.95%                 | No            | 2                  | On Loan: No      |
| SHELL INTERNATIONAL FIN                    | Shell International Finance BV                                                 | CUSIP: 822582CB6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   6000000 | PA      | $5996712.48   | 0.29%             | 2028-11-13      | Fixed         | 3.88%                 | 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      | $6958239.02   | 0.33%             | 2029-11-07      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP LP                    | Simon Property Group LP                                                        | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |   6200000 | PA      | $5828338.46   | 0.28%             | 2029-09-13      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| STATE STREET CORP                          | State Street Corp.                                                             | CUSIP: 857477CE1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5518853.12   | 0.26%             | 2026-08-03      | Floating      | 4.91%                 | No            | 2                  | On Loan: No      |
| STATE STREET CORP                          | State Street Corp.                                                             | CUSIP: 857477CQ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1814981.97   | 0.09%             | 2027-10-22      | Floating      | 4.72%                 | No            | 2                  | On Loan: No      |
| STORE CAPITAL LLC                          | Store Capital LLC                                                              | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |    400000 | PA      | $397545.04    | 0.02%             | 2029-03-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| STORE CAPITAL LLC                          | Store Capital LLC                                                              | CUSIP: 862123AA4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |   5000000 | PA      | $5094062.80   | 0.24%             | 2030-04-30      | Fixed         | 5.40%                 | 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      | $752302.33    | 0.04%             | 2028-09-17      | Fixed         | 1.90%                 | 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      | $6263228.41   | 0.30%             | 2029-07-09      | Floating      | 5.44%                 | 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      | $829077.55    | 0.04%             | 2029-07-09      | Fixed         | 5.32%                 | 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      | $3030171.00   | 0.14%             | 2027-09-10      | Floating      | 5.26%                 | No            | 2                  | On Loan: No      |
| TRUIST BANK                                | Truist Bank                                                                    | CUSIP: 86787EBB2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5000000.00   | 0.24%             | 2025-11-03      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                   | Svenska Handelsbanken AB                                                       | CUSIP: 86959LAN3<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   5585000 | PA      | $5621976.67   | 0.27%             | 2026-06-15      | Floating      | 5.41%                 | No            | 2                  | On Loan: No      |
| SWEDISH EXPORT CREDIT                      | Svensk Exportkredit AB                                                         | CUSIP: 87031CAF0<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   6000000 | PA      | $6034741.62   | 0.29%             | 2026-08-03      | Floating      | 5.07%                 | No            | 2                  | On Loan: No      |
| SYNCHRONY FINANCIAL                        | Synchrony Financial                                                            | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4061452.80   | 0.19%             | 2029-03-19      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                           | T-Mobile USA, Inc.                                                             | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2547046.38   | 0.12%             | 2029-03-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| TAPESTRY INC                               | Tapestry, Inc.                                                                 | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1024313.42   | 0.05%             | 2030-03-11      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| TELEFONICA EMISIONES SAU                   | Telefonica Emisiones SA                                                        | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   3339000 | PA      | $3333570.99   | 0.16%             | 2027-03-08      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| TELSTRA GROUP LTD                          | Telstra Group Ltd.                                                             | CUSIP: 8796VQYR8<br>LEI: 894500WRW54CVN62K416 | Long             | STIV             | CORP              | AU        |  12000000 | PA      | $11966917.20  | 0.57%             | 2025-11-25      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TELSTRA GROUP LTD                          | Telstra Group Ltd.                                                             | CUSIP: 8796VQZA4<br>LEI: 894500WRW54CVN62K416 | Long             | STIV             | CORP              | AU        |   5000000 | PA      | $4977815.00   | 0.24%             | 2025-12-10      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TELUS Corp                                 | TELUS Corp.                                                                    | CUSIP: 87974WAG3<br>LEI: 894500WE70KKZRQMBU11 | Long             | STIV             | CORP              | CA        |   4000000 | PA      | $3960715.60   | 0.19%             | 2026-01-16      | Variable      | 0.01%                 | No            | 2                  | On Loan: No      |
| TELUS CORP                                 | TELUS Corp.                                                                    | CUSIP: 87974WAU2<br>LEI: 894500WE70KKZRQMBU11 | Long             | STIV             | CORP              | CA        |   2000000 | PA      | $1977395.60   | 0.09%             | 2026-01-28      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TEMASEK FINANCIAL I LTD                    | Temasek Financial I Ltd.                                                       | CUSIP: 87976EAD8<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |   3210000 | PA      | $3211187.70   | 0.15%             | 2027-08-20      | Floating      | 4.68%                 | No            | 2                  | On Loan: No      |
| TEXAS INSTRUMENTS INC                      | Texas Instruments, Inc.                                                        | CUSIP: 882508CG7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    400000 | PA      | $408528.94    | 0.02%             | 2029-02-08      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| TEXAS INSTRUMENTS INC                      | Texas Instruments, Inc.                                                        | CUSIP: 882508CK8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7116565.33   | 0.34%             | 2030-05-23      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| 3M COMPANY                                 | 3M Co.                                                                         | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1314454.22   | 0.06%             | 2029-08-26      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| TIMKEN CO                                  | Timken Co.                                                                     | CUSIP: 887389AK0<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400851.61    | 0.02%             | 2028-12-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                                          | CUSIP: 89115A2T8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   4963000 | PA      | $4992930.12   | 0.24%             | 2026-07-17      | Floating      | 5.17%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                                          | CUSIP: 89115A2X9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $5019475.90   | 0.24%             | 2027-04-05      | Floating      | 4.84%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                                          | CUSIP: 89115A2Y7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    930000 | PA      | $953729.50    | 0.05%             | 2029-04-05      | Fixed         | 4.99%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                                          | CUSIP: 89115A3C4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $817553.48    | 0.04%             | 2029-12-17      | Fixed         | 4.78%                 | No            | 2                  | On Loan: No      |
| TORONTO DOMINION BANK                      | Toronto-Dominion Bank                                                          | CUSIP: 89119AZF8<br>LEI: PT3QB789TSUIDF371261 | Long             | STIV             | CORP              | CA        |  10500000 | PA      | $10447307.85  | 0.50%             | 2025-12-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                   | Toyota Motor Credit Corp.                                                      | CUSIP: 89236TKV6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   5030000 | PA      | $5047075.29   | 0.24%             | 2026-05-18      | Floating      | 5.15%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                   | Toyota Motor Credit Corp.                                                      | CUSIP: 89236TMA0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2008099.50   | 0.10%             | 2027-03-19      | Floating      | 4.78%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                   | Toyota Motor Credit Corp.                                                      | CUSIP: 89236TNA9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    400000 | PA      | $412273.06    | 0.02%             | 2030-01-09      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                   | Toyota Motor Credit Corp.                                                      | CUSIP: 89236TNJ0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    410000 | PA      | $420398.91    | 0.02%             | 2030-05-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| TRUIST FINANCIAL CORP                      | Truist Financial Corp.                                                         | CUSIP: 89788MAB8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |  13559000 | PA      | $12226223.11  | 0.58%             | 2030-06-05      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| UDR INC                                    | UDR, Inc.                                                                      | CUSIP: 90265EAQ3<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    400000 | PA      | $382791.21    | 0.02%             | 2030-01-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Inflation-Indexed Bonds                                          | CUSIP: 912810FS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16321600 | PA      | $16315559.70  | 0.78%             | 2026-01-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Inflation-Indexed Notes                                          | CUSIP: 91282CCA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11117340 | PA      | $11042866.50  | 0.53%             | 2026-04-15      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Inflation-Indexed Notes                                          | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8031380 | PA      | $7895185.22   | 0.38%             | 2027-04-15      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                            | CUSIP: 91282CJU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32000000 | PA      | $32004579.52  | 1.53%             | 2026-01-31      | Floating      | 4.01%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                            | CUSIP: 91282CMX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48000000 | PA      | $47986247.52  | 2.29%             | 2027-04-30      | Floating      | 3.93%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group, Inc.                                                       | CUSIP: 91324PDS8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3158772.71   | 0.15%             | 2029-08-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group, Inc.                                                       | CUSIP: 91324PFE7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   4332000 | PA      | $4335930.90   | 0.21%             | 2026-07-15      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group, Inc.                                                       | CUSIP: 91324PFG2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    400000 | PA      | $409254.47    | 0.02%             | 2030-01-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| VALERO ENERGY CORP                         | Valero Energy Corp.                                                            | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    600000 | PA      | $617089.36    | 0.03%             | 2030-02-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| VAR ENERGI ASA                             | Var Energi ASA                                                                 | CUSIP: 92212WAF7<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   2960000 | PA      | $3080115.05   | 0.15%             | 2030-05-22      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| VENTAS REALTY LP                           | Ventas Realty LP                                                               | CUSIP: 92277GAG2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |   2000000 | PA      | $1998291.86   | 0.10%             | 2026-01-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| VENTAS REALTY LP                           | Ventas Realty LP                                                               | CUSIP: 92277GAN7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |   2900000 | PA      | $2907063.18   | 0.14%             | 2029-01-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| VENTAS REALTY LP                           | Ventas Realty LP                                                               | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    400000 | PA      | $378935.30    | 0.02%             | 2030-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: —       |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                                                   | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397073.54    | 0.02%             | 2029-02-08      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                                                   | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    800000 | PA      | $792471.74    | 0.04%             | 2029-12-03      | Fixed         | 4.02%                 | No            | 2                  | On Loan: No      |
| VMWARE LLC                                 | VMware LLC                                                                     | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1723695.65   | 0.08%             | 2026-08-15      | Fixed         | 1.40%                 | 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      | $510181.04    | 0.02%             | 2029-03-22      | Fixed         | 5.25%                 | No            | 2                  | On Loan: —       |
| VOLKSWAGEN GROUP AMERICA                   | Volkswagen Group of America Finance LLC                                        | CUSIP: 928668CM2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2933212.28   | 0.14%             | 2029-08-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| WALMART INC                                | Walmart, Inc.                                                                  | CUSIP: 931142FM0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2007055.16   | 0.10%             | 2027-04-28      | Floating      | 4.51%                 | No            | 2                  | On Loan: No      |
| WASTE MANAGEMENT INC                       | Waste Management, Inc.                                                         | CUSIP: 94106LCA5<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    445000 | PA      | $442330.12    | 0.02%             | 2029-01-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO BANK NA                        | Wells Fargo Bank NA                                                            | CUSIP: 94988J6E2<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502908.85    | 0.02%             | 2026-08-07      | Floating      | 5.35%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO BANK NA                        | Wells Fargo Bank NA                                                            | CUSIP: 94988J6G7<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2627097.20   | 0.13%             | 2026-12-11      | Floating      | 5.24%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co.                                                              | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    171000 | PA      | $171083.88    | 0.01%             | 2029-01-24      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| WESTERN UNION CO/THE                       | Western Union Co.                                                              | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |  11347000 | PA      | $11218877.62  | 0.54%             | 2026-03-15      | Fixed         | 1.35%                 | No            | 2                  | On Loan: No      |
| WESTLAKE CORP                              | Westlake Corp.                                                                 | CUSIP: 960413AV4<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |   4087000 | PA      | $4489735.93   | 0.21%             | 2029-07-17      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                                          | CUSIP: 961214EW9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    235000 | PA      | $221777.52    | 0.01%             | 2028-11-20      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                                          | CUSIP: 961214GD9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $504708.00    | 0.02%             | 2030-07-01      | Floating      | 5.09%                 | No            | 2                  | On Loan: No      |
| WISCONSIN POWER & LIGHT                    | Wisconsin Power & Light Co.                                                    | CUSIP: 976826BM8<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1152791.40   | 0.06%             | 2029-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                     | Zimmer Biomet Holdings, Inc.                                                   | CUSIP: 98956PBB7<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205789.54    | 0.01%             | 2030-02-19      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank Securities, Inc.             | Swap                                                                           | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DIR              |  | US        |  42000000 | OU      | $5247869.76   | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank Securities, Inc.             | Swap                                                                           | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DIR              |  | US        |  45000000 | OU      | $5391234.90   | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Swap                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |  43000000 | OU      | $4981747.37   | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank Securities, Inc.             | Swap                                                                           | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DIR              |  | US        |  25000000 | OU      | $1109757.25   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank Securities, Inc.             | Swap                                                                           | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DIR              |  | US        |  20000000 | OU      | $972668.00    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank Securities, Inc.             | Swap                                                                           | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DIR              |  | US        |  22000000 | OU      | $223786.86    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  50000000 | OU      | $290619.50    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  50000000 | OU      | $294069.00    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  48000000 | OU      | $195228.96    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  56000000 | OU      | $133135.52    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  40000000 | OU      | $92380.00     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  30000000 | OU      | $114554.40    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  25000000 | OU      | $104628.75    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  25000000 | OU      | $113844.25    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  48000000 | OU      | $102960.00    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  70000000 | OU      | $303533.30    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  27000000 | OU      | $114856.65    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  50000000 | OU      | $200994.50    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  22000000 | OU      | $64662.18     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  27000000 | OU      | $-9864.45     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  34000000 | OU      | $23330.46     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  24000000 | OU      | $1503.60      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  39000000 | OU      | $104450.97    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  55000000 | OU      | $61794.70     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  34000000 | OU      | $30096.12     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  27000000 | OU      | $-85172.85    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  82000000 | OU      | $-231785.30   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  38000000 | OU      | $-17727.00    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  65000000 | OU      | $40941.55     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  50000000 | OU      | $71339.50     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  25000000 | OU      | $-2634.25     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  57000000 | OU      | $121970.88    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  60000000 | OU      | $40870.80     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  33000000 | OU      | $-93205.86    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  23000000 | OU      | $-86333.03    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  60000000 | OU      | $-228298.80   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  34000000 | OU      | $-108313.80   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  43000000 | OU      | $-125148.06   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  55000000 | OU      | $-383897.80   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  39000000 | OU      | $-142895.22   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  47000000 | OU      | $-212927.39   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  56000000 | OU      | $-203608.16   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  64000000 | OU      | $-201415.68   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  30000000 | OU      | $-117487.80   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  23000000 | OU      | $-53657.85    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  70000000 | OU      | $-60545.80    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  65000000 | OU      | $-42122.60    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  35000000 | OU      | $4153.10      | 0.00%             |  |  |  | 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      | $8849666.77   | 0.42%             | 2030-05-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| TOTALENERGIES CAPITAL                      | TotalEnergies Capital Canada Ltd.                                              | CUSIP: 000000000<br>LEI: 5299005IX98ZZ9LSGK46 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $339226.32    | 0.02%             | 2029-09-18      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| BG ENERGY CAPITAL PLC                      | BG Energy Capital PLC                                                          | CUSIP: 000000000<br>LEI: S2M8QDKEE05NZN8JD460 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1129546.78   | 0.05%             | 2029-11-21      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                    | Unibail-Rodamco-Westfield SE                                                   | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |   3000000 | PA      | $3233644.01   | 0.15%             | 2030-04-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| KFW                                        | Kreditanstalt fuer Wiederaufbau                                                | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   3800000 | PA      | $4014296.69   | 0.19%             | 2030-04-23      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| BHP BILLITON FINANCE LTD                   | BHP Billiton Finance Ltd.                                                      | CUSIP: 000000000<br>LEI: 549300KZMIS43NMT0A66 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $217065.15    | 0.01%             | 2030-04-29      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| 3M COMPANY                                 | 3M Co.                                                                         | CUSIP: 000000000<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    150000 | PA      | $164579.41    | 0.01%             | 2030-05-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| General Electric Co.                       | General Electric Co.                                                           | CUSIP: 000000000<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    120000 | PA      | $133760.74    | 0.01%             | 2029-05-17      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| BAT INTL FINANCE PLC                       | BAT International Finance PLC                                                  | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   3900000 | PA      | $4373783.65   | 0.21%             | 2030-01-16      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| STATNETT SF                                | Statnett SF                                                                    | CUSIP: 000000000<br>LEI: 5967007LIEEXZXHAI017 | Long             | DBT              | CORP              | NO        |   2500000 | PA      | $2689464.66   | 0.13%             | 2030-04-26      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| GECINA                                     | Gecina SA                                                                      | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | DBT              |  | FR        |    600000 | PA      | $658762.66    | 0.03%             | 2030-03-14      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| VONOVIA SE                                 | Vonovia SE                                                                     | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $557636.02    | 0.03%             | 2030-03-22      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| STOCKLAND TRUST                            | Stockland Trust                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | AU        |    750000 | PA      | $860199.20    | 0.04%             | 2026-04-27      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| RTX CORP                                   | RTX Corp.                                                                      | CUSIP: 000000000<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   5660000 | PA      | $6331197.86   | 0.30%             | 2030-05-18      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| BAYER CAPITAL CORP BV                      | Bayer Capital Corp. BV                                                         | CUSIP: 000000000<br>LEI: 529900KEOKKPYZLTAU90 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $894323.04    | 0.04%             | 2029-12-15      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| EMERSON ELECTRIC CO                        | Emerson Electric Co.                                                           | CUSIP: 000000000<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1690991.92   | 0.08%             | 2029-10-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Societe Generale SA                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $556388.81    | 0.03%             | 2029-03-22      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                                                   | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   5700000 | PA      | $6134177.46   | 0.29%             | 2030-04-08      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                            | Citigroup, Inc.                                                                | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    800000 | PA      | $881199.89    | 0.04%             | 2029-04-10      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATL INFO SERV                    | Fidelity National Information Services, Inc.                                   | CUSIP: 000000000<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1922220.51   | 0.09%             | 2030-05-21      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                             | BNP Paribas SA                                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1100000 | PA      | $1203933.40   | 0.06%             | 2029-05-28      | Fixed         | 1.38%                 | 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      | $444465.42    | 0.02%             | 2029-07-03      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| ITALGAS SPA                                | Italgas SpA                                                                    | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | DBT              | CORP              | IT        |    300000 | PA      | $318378.87    | 0.02%             | 2030-04-24      | Fixed         | 0.88%                 | 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        |    500000 | PA      | $269822.66    | 0.01%             | 2029-04-20      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| PROLOGIS EURO FINANCE                      | Prologis Euro Finance LLC                                                      | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |    828000 | PA      | $915979.82    | 0.04%             | 2027-09-10      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| Mizuho Financial Group, Inc.               | Mizuho Financial Group, Inc.                                                   | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1900000 | PA      | $2008920.11   | 0.10%             | 2029-09-06      | Fixed         | 0.40%                 | No            | 2                  | On Loan: No      |
| ORIGIN ENERGY FINANCE                      | Origin Energy Finance Ltd.                                                     | CUSIP: 000000000<br>LEI: 5493002W5C9Z753C7Q57 | Long             | DBT              | CORP              | AU        |   2250000 | PA      | $2401000.44   | 0.11%             | 2029-09-17      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Societe Generale SA                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   3000000 | PA      | $3203775.76   | 0.15%             | 2029-09-24      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co.                                                              | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105027.35    | 0.01%             | 2030-03-25      | Fixed         | 0.63%                 | 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      | $5737307.08   | 0.27%             | 2029-10-23      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| VICINITY CENTRES TRUST                     | Vicinity Centres Trust                                                         | CUSIP: 000000000<br>LEI: 254900YANM8VTQCFYX66 | Long             | DBT              |  | AU        |   2000000 | PA      | $2146051.34   | 0.10%             | 2029-11-07      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| OP CORPORATE BANK PLC                      | OP Corporate Bank PLC                                                          | CUSIP: 000000000<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |   4709000 | PA      | $4972837.99   | 0.24%             | 2029-11-12      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| STEDIN HOLDING NV                          | Stedin Holding NV                                                              | CUSIP: 000000000<br>LEI: 724500R5IP6TFKTNRU48 | Long             | DBT              | CORP              | NL        |   1440000 | PA      | $1522693.32   | 0.07%             | 2029-11-14      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Albemarle New Holding GmbH                 | Albemarle New Holding GmbH                                                     | CUSIP: 000000000<br>LEI: 549300SIM4N1U1700V02 | Long             | DBT              | CORP              | DE        |    700000 | PA      | $782798.00    | 0.04%             | 2028-11-25      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| FRESENIUS MEDICAL CARE A                   | Fresenius Medical Care AG                                                      | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | DBT              | CORP              | DE        |    333000 | PA      | $361875.27    | 0.02%             | 2029-11-29      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| CHUBB INA HOLDINGS LLC                     | Chubb INA Holdings LLC                                                         | CUSIP: 000000000<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1597592.54   | 0.08%             | 2029-12-15      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| MIZUHO FINANCIAL GROUP                     | Mizuho Financial Group, Inc.                                                   | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   5000000 | PA      | $5263847.30   | 0.25%             | 2030-04-15      | Fixed         | 0.80%                 | No            | 2                  | On Loan: No      |
| LAND RHEINLAND-PFALZ                       | State of Rhineland-Palatinate                                                  | CUSIP: 000000000<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | NUSS              | DE        |   2000000 | PA      | $2085561.72   | 0.10%             | 2030-01-23      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| NASDAQ INC                                 | Nasdaq, Inc.                                                                   | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1488667.76   | 0.07%             | 2030-02-13      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| DANAHER CORP                               | Danaher Corp.                                                                  | CUSIP: 000000000<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $4014152.08   | 0.19%             | 2030-03-30      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| AEROPORTS DE PARIS SA                      | Aeroports de Paris SA                                                          | CUSIP: 000000000<br>LEI: 969500PJMBSFHYC37989 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $458148.92    | 0.02%             | 2030-04-02      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| PERNOD RICARD SA                           | Pernod Ricard SA                                                               | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |    900000 | PA      | $990677.30    | 0.05%             | 2030-04-08      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                   | Agence Francaise de Developpement EPIC                                         | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |    900000 | PA      | $935117.39    | 0.04%             | 2030-05-25      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| FIRMENICH PRODUCTIONS                      | Firmenich Productions Participations SAS                                       | CUSIP: 000000000<br>LEI: 635400DX7HXMEAP36T24 | Long             | DBT              | CORP              | FR        |   1410000 | PA      | $1552796.39   | 0.07%             | 2030-04-30      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| KLEPIERRE SA                               | Klepierre SA                                                                   | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | DBT              |  | FR        |    300000 | PA      | $336309.16    | 0.02%             | 2029-05-12      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FRESENIUS MEDICAL CARE A                   | Fresenius Medical Care AG                                                      | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | DBT              | CORP              | DE        |    410000 | PA      | $444164.91    | 0.02%             | 2030-05-29      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| BANQUE FED CRED MUTUEL                     | Banque Federative du Credit Mutuel SA                                          | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $2131328.04   | 0.10%             | 2030-06-03      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                           | Societe Generale SA                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2800000 | PA      | $2983449.07   | 0.14%             | 2030-06-12      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| CELLNEX TELECOM SA                         | Cellnex Telecom SA                                                             | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |   1100000 | PA      | $1228105.02   | 0.06%             | 2029-06-26      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| BAYER AG                                   | Bayer AG                                                                       | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |   5800000 | PA      | $6207550.94   | 0.30%             | 2030-01-06      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| NATIONAL GRID PLC                          | National Grid PLC                                                              | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |   1800000 | PA      | $1903068.46   | 0.09%             | 2029-09-18      | Fixed         | 0.55%                 | No            | 2                  | On Loan: No      |
| ALSTOM SA                                  | Alstom SA                                                                      | CUSIP: 000000000<br>LEI: 96950032TUYMW11FB530 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $848295.23    | 0.04%             | 2029-01-11      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| WPC EUROBOND BV                            | WPC Eurobond BV                                                                | CUSIP: 000000000<br>LEI: 5493005XDMOLBARL5M14 | Long             | DBT              |  | NL        |   1950000 | PA      | $2045658.69   | 0.10%             | 2030-06-01      | Fixed         | 0.95%                 | No            | 2                  | On Loan: No      |
| EATON CAPITAL ULC                          | Eaton Capital ULC                                                              | CUSIP: 000000000<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |    485000 | PA      | $509771.89    | 0.02%             | 2030-03-08      | Fixed         | 0.58%                 | No            | 2                  | On Loan: No      |
| CADENT FINANCE PLC                         | Cadent Finance PLC                                                             | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |   2600000 | PA      | $2713625.93   | 0.13%             | 2030-03-19      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| NRW.BANK                                   | NRW Bank                                                                       | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |    580000 | PA      | $375050.10    | 0.02%             | 2026-03-31      | Fixed         | 1.05%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                                                         | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   5650000 | PA      | $3696166.33   | 0.18%             | 2025-11-06      | Fixed         | 0.80%                 | No            | 2                  | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                   | Asian Infrastructure Investment Bank                                           | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |  12500000 | PA      | $8058276.53   | 0.39%             | 2026-05-06      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                       | American Tower Corp.                                                           | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    250000 | PA      | $269315.75    | 0.01%             | 2029-05-21      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| SELP FINANCE SARL                          | SELP Finance SARL                                                              | CUSIP: 000000000<br>LEI: 549300Y4VYEJE1MH6D45 | Long             | DBT              |  | LU        |    560000 | PA      | $600863.73    | 0.03%             | 2029-05-27      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| ABN AMRO BANK NV                           | ABN AMRO Bank NV                                                               | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   3300000 | PA      | $3485406.98   | 0.17%             | 2029-09-23      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Japan Government Five Year Bonds           | Japan Government Five Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 360000000 | PA      | $2321510.61   | 0.11%             | 2026-09-20      | Fixed         | 0.01%                 | 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      | $953078.65    | 0.05%             | 2029-11-02      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| KOMMUNEKREDIT                              | Kommunekredit                                                                  | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |    600000 | PA      | $627364.58    | 0.03%             | 2029-11-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                 | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   3200000 | PA      | $2100794.91   | 0.10%             | 2027-01-14      | Floating      | 4.26%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORP                         | Realty Income Corp.                                                            | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |   1700000 | PA      | $2170533.80   | 0.10%             | 2027-01-14      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| ICADE                                      | ICADE                                                                          | CUSIP: 000000000<br>LEI: 969500UDH342QLTE1M42 | Long             | DBT              |  | FR        |   3100000 | PA      | $3249671.09   | 0.16%             | 2030-01-19      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                                          | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   9600000 | PA      | $6301316.91   | 0.30%             | 2027-01-25      | Floating      | 4.20%                 | No            | 2                  | On Loan: No      |
| JCDECAUX SE                                | JCDecaux SE                                                                    | CUSIP: 000000000<br>LEI: 9695009KV7AFPDEI5S30 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $2185329.76   | 0.10%             | 2030-02-07      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                  | Goldman Sachs Group, Inc.                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $2097779.25   | 0.10%             | 2029-02-07      | Fixed         | 1.25%                 | 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        |   3700000 | PA      | $3947049.93   | 0.19%             | 2029-11-25      | Fixed         | 0.60%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                                          | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   4600000 | PA      | $5092851.78   | 0.24%             | 2030-04-08      | Fixed         | 1.95%                 | 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      | $2966389.81   | 0.14%             | 2029-11-06      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| KERING                                     | Kering SA                                                                      | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $441379.47    | 0.02%             | 2030-05-05      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                                          | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    600000 | PA      | $396097.49    | 0.02%             | 2027-05-20      | Floating      | 4.62%                 | No            | 2                  | On Loan: No      |
| SUEZ                                       | Suez SACA                                                                      | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |   4800000 | PA      | $5393866.43   | 0.26%             | 2030-05-24      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BAHN AG                           | Deutsche Bahn AG                                                               | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $112046.97    | 0.01%             | 2030-05-24      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| STEDIN HOLDING NV                          | Stedin Holding NV                                                              | CUSIP: 000000000<br>LEI: 724500R5IP6TFKTNRU48 | Long             | DBT              | CORP              | NL        |   1200000 | PA      | $1358110.21   | 0.06%             | 2030-06-03      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| EUROFINS SCIENTIFIC SE                     | Eurofins Scientific SE                                                         | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | DBT              | CORP              | LU        |   2470000 | PA      | $2943999.25   | 0.14%             | 2029-07-06      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                 | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   2500000 | PA      | $1650749.73   | 0.08%             | 2027-08-18      | Floating      | 4.61%                 | No            | 2                  | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                   | Asian Infrastructure Investment Bank                                           | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   2000000 | PA      | $2012282.16   | 0.10%             | 2027-08-16      | Floating      | 4.90%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                             | BNP Paribas SA                                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1181703.54   | 0.06%             | 2029-09-01      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Nationwide Building Society                | Nationwide Building Society                                                    | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $821013.20    | 0.04%             | 2029-09-05      | Fixed         | 3.25%                 | 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      | $153586.59    | 0.01%             | 2030-03-07      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                        | Intesa Sanpaolo SpA                                                            | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   4760000 | PA      | $6018198.28   | 0.29%             | 2030-01-13      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                                          | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   2100000 | PA      | $1392702.99   | 0.07%             | 2027-11-11      | Floating      | 4.89%                 | No            | 2                  | On Loan: No      |
| FRESENIUS SE & CO KGAA                     | Fresenius SE & Co. KGaA                                                        | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | DBT              | CORP              | DE        |   1300000 | PA      | $1617759.29   | 0.08%             | 2029-11-28      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   3650000 | PA      | $2420005.61   | 0.12%             | 2027-11-25      | Floating      | 4.75%                 | No            | 2                  | On Loan: No      |
| ENGIE SA                                   | Engie SA                                                                       | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $356435.34    | 0.02%             | 2030-01-11      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| LA BANQUE POSTALE                          | La Banque Postale SA                                                           | CUSIP: 000000000<br>LEI: 96950066U5XAAIRCPA78 | Long             | DBT              | CORP              | FR        |   5300000 | PA      | $6451835.32   | 0.31%             | 2030-01-17      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| ABERTIS FRANCE SAS                         | Abertis France SAS                                                             | CUSIP: 000000000<br>LEI: 9695004S3RCE0Q5V8G28 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $362138.22    | 0.02%             | 2030-03-18      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                                                       | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   4300000 | PA      | $2847673.73   | 0.14%             | 2028-01-19      | Floating      | 4.67%                 | 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        |   7800000 | PA      | $7796505.52   | 0.37%             | 2026-01-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                                          | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  14300000 | PA      | $9446405.31   | 0.45%             | 2028-02-16      | Floating      | 4.57%                 | 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      | $470936.61    | 0.02%             | 2030-03-01      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| ORSTED A/S                                 | Orsted AS                                                                      | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |   3000000 | PA      | $3530203.94   | 0.17%             | 2030-03-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                         | Credit Agricole SA                                                             | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   2500000 | PA      | $3040529.23   | 0.15%             | 2030-03-07      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| MCDONALD'S CORP                            | McDonald's Corp.                                                               | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    800000 | PA      | $968054.11    | 0.05%             | 2030-03-07      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| L-BANK BW FOERDERBANK                      | Landeskreditbank Baden-Wuerttemberg Foerderbank                                | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |    360000 | PA      | $360923.00    | 0.02%             | 2026-03-09      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1900000 | PA      | $1245743.29   | 0.06%             | 2026-03-31      | Floating      | 4.41%                 | No            | 2                  | On Loan: No      |
| SIKA CAPITAL BV                            | Sika Capital BV                                                                | CUSIP: 000000000<br>LEI: 549300QW8B2Z3FSBS808 | Long             | DBT              | CORP              | NL        |   2057000 | PA      | $2463754.85   | 0.12%             | 2030-05-03      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   1800000 | PA      | $1189540.88   | 0.06%             | 2028-05-12      | Floating      | 4.63%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   4151000 | PA      | $2722327.42   | 0.13%             | 2026-05-12      | Floating      | 4.41%                 | No            | 2                  | On Loan: No      |
| TELE2 AB                                   | Tele2 AB                                                                       | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | DBT              | CORP              | SE        |    310000 | PA      | $369385.46    | 0.02%             | 2029-11-22      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| BAYER AG                                   | Bayer AG                                                                       | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |    330000 | PA      | $399235.68    | 0.02%             | 2029-08-26      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| TEOLLISUUDEN VOIMA OYJ                     | Teollisuuden Voima OYJ                                                         | CUSIP: 000000000<br>LEI: 743700LQ48IZBTZN4S52 | Long             | DBT              | CORP              | FI        |    600000 | PA      | $738475.78    | 0.04%             | 2030-06-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| STORA ENSO OYJ                             | Stora Enso OYJ                                                                 | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | DBT              | CORP              | FI        |   1920000 | PA      | $2301553.14   | 0.11%             | 2029-09-01      | Fixed         | 4.25%                 | 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      | $839872.47    | 0.04%             | 2029-06-19      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORP                         | Realty Income Corp.                                                            | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |   2600000 | PA      | $3219175.82   | 0.15%             | 2030-07-06      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                   | Toyota Motor Credit Corp.                                                      | CUSIP: 000000000<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3726493.57   | 0.18%             | 2030-07-24      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                                          | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   6400000 | PA      | $4200291.69   | 0.20%             | 2026-08-10      | Floating      | 4.41%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                 | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   2500000 | PA      | $1651812.97   | 0.08%             | 2028-08-17      | Floating      | 4.54%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                                          | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   4200000 | PA      | $2771913.00   | 0.13%             | 2028-09-19      | Floating      | 4.48%                 | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                              | RCI Banque SA                                                                  | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |   2390000 | PA      | $2917996.92   | 0.14%             | 2029-10-02      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| SANDOZ FINANCE B.V.                        | Sandoz Finance BV                                                              | CUSIP: 000000000<br>LEI: 213800DFA3WXJ7KC9R74 | Long             | DBT              | CORP              | NL        |   2200000 | PA      | $2675813.36   | 0.13%             | 2030-04-17      | Fixed         | 4.22%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   7900000 | PA      | $5193935.82   | 0.25%             | 2026-11-16      | Floating      | 4.44%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                                                       | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   3950000 | PA      | $2621210.38   | 0.13%             | 2028-11-21      | Floating      | 4.72%                 | No            | 2                  | On Loan: No      |
| MACQUARIE GROUP LTD                        | Macquarie Group Ltd.                                                           | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    340000 | PA      | $419645.00    | 0.02%             | 2030-01-23      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| SNAM SPA                                   | Snam SpA                                                                       | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    900000 | PA      | $1086591.43   | 0.05%             | 2029-11-27      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| JDE PEET'S NV                              | JDE Peet's NV                                                                  | CUSIP: 000000000<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |    990000 | PA      | $1188438.47   | 0.06%             | 2030-01-23      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                    | BPCE SA                                                                        | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1300000 | PA      | $1545698.96   | 0.07%             | 2029-01-11      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                                          | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   6700000 | PA      | $4403843.75   | 0.21%             | 2026-12-15      | Floating      | 4.40%                 | No            | 2                  | On Loan: No      |
| BELFIUS BANK SA/NV                         | Belfius Bank SA                                                                | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |   1000000 | PA      | $1184309.87   | 0.06%             | 2029-01-22      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| L-BANK BW FOERDERBANK                      | Landeskreditbank Baden-Wuerttemberg Foerderbank                                | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |    800000 | PA      | $800491.68    | 0.04%             | 2026-01-26      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1800000 | PA      | $1182969.10   | 0.06%             | 2027-02-05      | Floating      | 4.46%                 | No            | 2                  | On Loan: No      |
| AUTOLIV INC                                | Autoliv, Inc.                                                                  | CUSIP: 000000000<br>LEI: A23RUXWKASG834LTMK28 | Long             | DBT              | CORP              | US        |   2230000 | PA      | $2638909.92   | 0.13%             | 2029-08-07      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| FORTIVE CORPORATION                        | Fortive Corp.                                                                  | CUSIP: 000000000<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1422787.89   | 0.07%             | 2029-08-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| SECURITAS TREASURY IRELA                   | Securitas Treasury Ireland DAC                                                 | CUSIP: 000000000<br>LEI: 635400BJYMDVAXBPJ960 | Long             | DBT              | CORP              | IE        |   2695000 | PA      | $3208477.86   | 0.15%             | 2030-02-23      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                                                       | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   3300000 | PA      | $2170525.62   | 0.10%             | 2027-02-26      | Floating      | 4.42%                 | No            | 2                  | On Loan: No      |
| HONEYWELL INTERNATIONAL                    | Honeywell International, Inc.                                                  | CUSIP: 000000000<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2947502.88   | 0.14%             | 2030-03-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| WPP FINANCE 2013                           | WPP Finance 2013                                                               | CUSIP: 000000000<br>LEI: 549300L84EKSLWWPGI24 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $470243.12    | 0.02%             | 2029-09-12      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| TOYOTA FINANCE AUSTRALIA                   | Toyota Finance Australia Ltd.                                                  | CUSIP: 000000000<br>LEI: 3UKPTDP5PGQRH8AUK042 | Long             | DBT              | CORP              | AU        |    150000 | PA      | $176782.33    | 0.01%             | 2030-03-18      | Fixed         | 3.39%                 | No            | 2                  | On Loan: No      |
| NYKREDIT REALKREDIT AS                     | Nykredit Realkredit AS                                                         | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |   2280000 | PA      | $2721468.85   | 0.13%             | 2029-07-09      | Fixed         | 3.88%                 | 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      | $706888.99    | 0.03%             | 2030-04-08      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FIN GROUP INC                    | Jefferies Financial Group, Inc.                                                | CUSIP: 000000000<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $2245445.38   | 0.11%             | 2029-04-16      | Fixed         | 4.00%                 | 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      | $929753.36    | 0.04%             | 2030-02-25      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| NATIONAL BANK OF CANADA                    | National Bank of Canada                                                        | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $358199.64    | 0.02%             | 2029-05-02      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| WERFEN SA/SPAIN                            | Werfen SA                                                                      | CUSIP: 000000000<br>LEI: 9598003BHZ02SG7LKD16 | Long             | DBT              | CORP              | ES        |   2900000 | PA      | $3498642.39   | 0.17%             | 2030-05-03      | Fixed         | 4.25%                 | 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      | $6483349.77   | 0.31%             | 2030-07-10      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                      | Deutsche Lufthansa AG                                                          | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $1203224.04   | 0.06%             | 2030-05-21      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                        | American Tower Corp.                                                           | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   1300000 | PA      | $1558055.92   | 0.07%             | 2030-05-16      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| HOWOGE WOHNUNGS                            | HOWOGE Wohnungsbaugesellschaft GmbH                                            | CUSIP: 000000000<br>LEI: 894500BIY1Z9MG9QB745 | Long             | DBT              | CORP              | DE        |   2500000 | PA      | $2981837.06   | 0.14%             | 2030-06-05      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| MEDTRONIC INC                              | Medtronic, Inc.                                                                | CUSIP: 000000000<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    350000 | PA      | $418153.67    | 0.02%             | 2029-10-15      | Fixed         | 3.65%                 | 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      | $1194568.37   | 0.06%             | 2030-06-07      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| MOTABILITY OPERATIONS GR                   | Motability Operations Group PLC                                                | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |   6340000 | PA      | $7587383.01   | 0.36%             | 2030-01-17      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| DELL BANK INTERNATIONAL                    | Dell Bank International DAC                                                    | CUSIP: 000000000<br>LEI: 9P9HXM53DT5S724JQ665 | Long             | DBT              | CORP              | IE        |   1620000 | PA      | $1915639.72   | 0.09%             | 2029-06-24      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| RECKITT BENCKISER TSY                      | Reckitt Benckiser Treasury Services PLC                                        | CUSIP: 000000000<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2379062.99   | 0.11%             | 2029-06-20      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| DSV FINANCE BV                             | DSV Finance BV                                                                 | CUSIP: 000000000<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |    210000 | PA      | $248243.89    | 0.01%             | 2029-06-26      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE BANK SA                         | John Deere Bank SA                                                             | CUSIP: 000000000<br>LEI: RUOKPID0PZ0UWJYU9J61 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $590675.23    | 0.03%             | 2029-10-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| ERG SPA                                    | ERG SpA                                                                        | CUSIP: 000000000<br>LEI: 8156004604684CA44A90 | Long             | DBT              | CORP              | IT        |   2200000 | PA      | $2656985.96   | 0.13%             | 2030-07-03      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Japan Government Two Year Bonds            | Japan Government Two Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 360000000 | PA      | $2332162.74   | 0.11%             | 2026-07-01      | Fixed         | 0.40%                 | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK                     | Canadian Imperial Bank of Commerce                                             | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    351000 | PA      | $419011.12    | 0.02%             | 2029-07-09      | Fixed         | 3.81%                 | No            | 2                  | On Loan: No      |
| GRAND CITY PROPERTIES SA                   | Grand City Properties SA                                                       | CUSIP: 000000000<br>LEI: 5299002QLUYKK2WBMB18 | Long             | DBT              | CORP              | LU        |    900000 | PA      | $1081699.29   | 0.05%             | 2030-01-09      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| AYVENS SA                                  | Ayvens SA                                                                      | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | DBT              | CORP              | FR        |   3800000 | PA      | $4542712.69   | 0.22%             | 2029-07-16      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| EUROPEAN UNION                             | European Union                                                                 | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1174777.48   | 0.06%             | 2029-10-05      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| VOLVO TREASURY AB                          | Volvo Treasury AB                                                              | CUSIP: 000000000<br>LEI: 549300PD69T87IGZG395 | Long             | DBT              | CORP              | SE        |   4318000 | PA      | $5041164.49   | 0.24%             | 2029-08-26      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| BMW INTL INVESTMENT BV                     | BMW International Investment BV                                                | CUSIP: 000000000<br>LEI: 724500J951RJJFEW5X49 | Long             | DBT              | CORP              | NL        |   9700000 | PA      | $11335082.15  | 0.54%             | 2030-08-27      | Fixed         | 3.13%                 | 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      | $1417197.35   | 0.07%             | 2029-09-05      | Fixed         | 3.47%                 | No            | 2                  | On Loan: No      |
| E.ON SE                                    | E.ON SE                                                                        | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |    520000 | PA      | $610755.67    | 0.03%             | 2030-03-05      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| SANDOZ FINANCE B.V.                        | Sandoz Finance BV                                                              | CUSIP: 000000000<br>LEI: 213800DFA3WXJ7KC9R74 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $938363.34    | 0.04%             | 2029-09-12      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| CONTINENTAL AG                             | Continental AG                                                                 | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | DBT              | CORP              | DE        |   1227000 | PA      | $1451240.38   | 0.07%             | 2029-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CRITERIA CAIXA SA                          | Criteria Caixa SA                                                              | CUSIP: 000000000<br>LEI: 959800DQQUAMV0K08004 | Long             | DBT              | CORP              | ES        |   1400000 | PA      | $1651788.27   | 0.08%             | 2029-10-02      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| SWEDBANK AB                                | Swedbank AB                                                                    | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   1200000 | PA      | $1389398.39   | 0.07%             | 2029-04-30      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER                   | Volkswagen Financial Services AG                                               | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $587643.23    | 0.03%             | 2029-05-19      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| NYKREDIT REALKREDIT AS                     | Nykredit Realkredit AS                                                         | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |   3070000 | PA      | $3598064.34   | 0.17%             | 2030-01-10      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| ENBW INTL FINANCE BV                       | EnBW International Finance BV                                                  | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |   1300000 | PA      | $1516679.01   | 0.07%             | 2029-05-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                              | RCI Banque SA                                                                  | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |   1346000 | PA      | $1564100.55   | 0.07%             | 2029-07-26      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| NATIONAL GRID NA INC                       | National Grid North America, Inc.                                              | CUSIP: 000000000<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $6084477.10   | 0.29%             | 2029-11-25      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| FINGRID OYJ                                | Fingrid OYJ                                                                    | CUSIP: 000000000<br>LEI: 7437006ZZI1F7CUA5518 | Long             | DBT              | CORP              | FI        |    380000 | PA      | $439108.29    | 0.02%             | 2029-12-04      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| NORDIC INVESTMENT BANK                     | Nordic Investment Bank                                                         | CUSIP: 000000000<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $300396.34    | 0.01%             | 2027-10-04      | Floating      | 4.41%                 | No            | 2                  | On Loan: No      |
| ARCELORMITTAL SA                           | ArcelorMittal SA                                                               | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   2860000 | PA      | $3325229.04   | 0.16%             | 2028-12-13      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| NATWEST MARKETS PLC                        | NatWest Markets PLC                                                            | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   3300000 | PA      | $3849196.34   | 0.18%             | 2030-01-10      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| ABERTIS FRANCE SAS                         | Abertis France SAS                                                             | CUSIP: 000000000<br>LEI: 9695004S3RCE0Q5V8G28 | Long             | DBT              | CORP              | FR        |   2100000 | PA      | $2454765.94   | 0.12%             | 2029-04-21      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| LANSFORSAKRINGAR BANK                      | Lansforsakringar Bank AB                                                       | CUSIP: 000000000<br>LEI: 549300C6TUMDXNOVXS82 | Long             | DBT              | CORP              | SE        |    300000 | PA      | $351408.40    | 0.02%             | 2030-01-22      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| INMOBILIARIA COLONIAL SO                   | Colonial SFL Socimi SA                                                         | CUSIP: 000000000<br>LEI: 95980020140005007414 | Long             | DBT              |  | ES        |    900000 | PA      | $1046141.60   | 0.05%             | 2030-01-22      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| HAMBURG COMMERCIAL BANK                    | Hamburg Commercial Bank AG                                                     | CUSIP: 000000000<br>LEI: TUKDD90GPC79G1KOE162 | Long             | DBT              | CORP              | DE        |   1503000 | PA      | $1763963.32   | 0.08%             | 2030-01-31      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ICCREA BANCA SPA                           | Iccrea Banca SpA                                                               | CUSIP: 000000000<br>LEI: NNVPP80YIZGEY2314M97 | Long             | DBT              | CORP              | IT        |    800000 | PA      | $937304.52    | 0.04%             | 2030-01-30      | Fixed         | 3.38%                 | 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      | $5823069.08   | 0.28%             | 2030-05-25      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp.                                          | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   2840000 | PA      | $3302696.98   | 0.16%             | 2030-02-10      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| LAND SACHSEN-ANHALT                        | State of Saxony-Anhalt                                                         | CUSIP: 000000000<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | NUSS              | DE        |    211000 | PA      | $243206.11    | 0.01%             | 2030-02-13      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| INFINEON TECHNOLOGIES AG                   | Infineon Technologies AG                                                       | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | DBT              | CORP              | DE        |   1300000 | PA      | $1504062.75   | 0.07%             | 2030-02-13      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| PARKER-HANNIFIN CORP                       | Parker-Hannifin Corp.                                                          | CUSIP: 000000000<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   5360000 | PA      | $6155112.72   | 0.29%             | 2030-03-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| AYVENS SA                                  | Ayvens SA                                                                      | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | DBT              | CORP              | FR        |   2200000 | PA      | $2566150.62   | 0.12%             | 2030-02-19      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| CARLSBERG BREWERIES A/S                    | Carlsberg Breweries AS                                                         | CUSIP: 000000000<br>LEI: 5493008YL42784DMWN61 | Long             | DBT              | CORP              | DK        |   2200000 | PA      | $2562938.51   | 0.12%             | 2029-08-28      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                    | Nationwide Building Society                                                    | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   9089000 | PA      | $10552068.81  | 0.50%             | 2030-03-03      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ITALGAS SPA                                | Italgas SpA                                                                    | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | DBT              | CORP              | IT        |    400000 | PA      | $461733.52    | 0.02%             | 2030-03-06      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| SKANDINAVISKA ENSKILDA                     | Skandinaviska Enskilda Banken AB                                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   5000000 | PA      | $5879684.54   | 0.28%             | 2030-03-19      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| NESTE OYJ                                  | Neste OYJ                                                                      | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | DBT              | CORP              | FI        |   1700000 | PA      | $2016422.90   | 0.10%             | 2030-03-20      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| SWEDBANK AB                                | Swedbank AB                                                                    | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   6107000 | PA      | $7164754.50   | 0.34%             | 2029-09-24      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE POST AG                           | Deutsche Post AG                                                               | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | DBT              | CORP              | DE        |   2500000 | PA      | $2920102.60   | 0.14%             | 2030-03-24      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| SANTANDER UK PLC                           | Santander U.K. PLC                                                             | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $820171.30    | 0.04%             | 2030-03-25      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| AMADEUS IT GROUP SA                        | Amadeus IT Group SA                                                            | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $469285.89    | 0.02%             | 2030-03-25      | Fixed         | 3.38%                 | 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      | $587256.97    | 0.03%             | 2030-03-24      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                   | AT&T, Inc.                                                                     | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2797000 | PA      | $3256554.82   | 0.16%             | 2030-06-01      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                            | Nordea Bank Abp                                                                | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   8700000 | PA      | $10039367.66  | 0.48%             | 2030-05-02      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| HEIDELBERG MATERIALS FIN                   | Heidelberg Materials Finance Luxembourg SA                                     | CUSIP: 000000000<br>LEI: 529900RYHTCF5X9DD509 | Long             | DBT              | CORP              | LU        |   7553000 | PA      | $8761150.91   | 0.42%             | 2030-07-10      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| KONINKLIJKE PHILIPS NV                     | Koninklijke Philips NV                                                         | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $818374.59    | 0.04%             | 2030-05-23      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| NOMURA HOLDINGS INC                        | Nomura Holdings, Inc.                                                          | CUSIP: 000000000<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   3500000 | PA      | $4099545.50   | 0.20%             | 2030-05-28      | Fixed         | 3.46%                 | No            | 2                  | On Loan: No      |
| KERING                                     | Kering SA                                                                      | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $465993.20    | 0.02%             | 2029-11-27      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| BELFIUS BANK SA/NV                         | Belfius Bank SA                                                                | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |   6700000 | PA      | $7821410.42   | 0.37%             | 2030-05-28      | Fixed         | 3.38%                 | 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      | $1162417.12   | 0.06%             | 2030-06-03      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| NIBC BANK NV                               | NIBC Bank NV                                                                   | CUSIP: 000000000<br>LEI: B64D6Y3LBJS4ANNPCU93 | Long             | DBT              | CORP              | NL        |   5500000 | PA      | $6435421.90   | 0.31%             | 2030-06-05      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ABERTIS INFRAESTRUCTURAS                   | Abertis Infraestructuras SA                                                    | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |   4600000 | PA      | $5311278.12   | 0.25%             | 2030-07-07      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| ELECTRICITE DE FRANCE SA                   | Electricite de France SA                                                       | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $865559.22    | 0.04%             | 2030-04-26      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                                                       | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    700000 | PA      | $861938.10    | 0.04%             | 2030-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                               | UBS Group AG                                                                   | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    580000 | PA      | $663462.70    | 0.03%             | 2026-09-01      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| GlaxoSmithKline Capital PLC                | GlaxoSmithKline Capital PLC                                                    | CUSIP: 000000000<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |    120000 | PA      | $132286.83    | 0.01%             | 2029-09-12      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                                                   | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    410000 | PA      | $457866.70    | 0.02%             | 2029-10-26      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| ENI SPA                                    | Eni SpA                                                                        | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   1600000 | PA      | $1691373.28   | 0.08%             | 2030-01-23      | Fixed         | 0.63%                 | 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      | $1592386.17   | 0.08%             | 2029-05-21      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| MOLNLYCKE HOLDING AB                       | Molnlycke Holding AB                                                           | CUSIP: 000000000<br>LEI: 549300WAUZKYD5PU9L16 | Long             | DBT              | CORP              | SE        |    870000 | PA      | $929850.71    | 0.04%             | 2029-09-05      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| LAND NIEDERSACHSEN                         | State of Lower Saxony                                                          | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |    381000 | PA      | $399032.18    | 0.02%             | 2030-01-10      | Fixed         | 0.13%                 | 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      | $1551739.36   | 0.07%             | 2030-06-22      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| Credit Mutuel Arkea SA                     | Credit Mutuel Arkea SA                                                         | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $873341.86    | 0.04%             | 2029-05-23      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| CARGILL INC                                | Cargill, Inc.                                                                  | CUSIP: 000000000<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    400000 | PA      | $481799.18    | 0.02%             | 2030-04-24      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| NETFLIX INC                                | Netflix, Inc.                                                                  | CUSIP: 000000000<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2982207.29   | 0.14%             | 2030-06-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| VIER GAS TRANSPORT GMBH                    | Vier Gas Transport GmbH                                                        | CUSIP: 000000000<br>LEI: 529900AGED6PJE9AVL37 | Long             | DBT              | CORP              | DE        |   1400000 | PA      | $1456268.63   | 0.07%             | 2029-09-10      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| PRAEMIA HEALTHCARE SACA                    | Praemia Healthcare SACA                                                        | CUSIP: 000000000<br>LEI: 96950067NFR9MWI0CJ45 | Long             | DBT              |  | FR        |   2200000 | PA      | $2328838.20   | 0.11%             | 2029-11-04      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                   | Svenska Handelsbanken AB                                                       | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   1500000 | PA      | $1569546.22   | 0.07%             | 2030-02-18      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| KBC GROUP NV                               | KBC Group NV                                                                   | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    400000 | PA      | $424492.80    | 0.02%             | 2030-01-24      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| COUNCIL OF EUROPE                          | Council of Europe Development Bank                                             | CUSIP: 000000000<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $208588.26    | 0.01%             | 2030-01-21      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                      | Deutsche Lufthansa AG                                                          | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |   1200000 | PA      | $1411387.73   | 0.07%             | 2029-07-14      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ELECTROLUX AB                              | Electrolux AB                                                                  | CUSIP: 000000000<br>LEI: 549300Y3HHZB1ZGFPJ93 | Long             | DBT              | CORP              | SE        |   1800000 | PA      | $2010972.89   | 0.10%             | 2030-05-18      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| SNAM SPA                                   | Snam SpA                                                                       | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    300000 | PA      | $319972.47    | 0.02%             | 2028-12-07      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| APA INFRASTRUCTURE LTD                     | APA Infrastructure Ltd.                                                        | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    600000 | PA      | $645827.78    | 0.03%             | 2029-03-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| ABB FINANCE BV                             | ABB Finance BV                                                                 | CUSIP: 000000000<br>LEI: 5493004JXXFB454B6L79 | Long             | DBT              | CORP              | NL        |   1140000 | PA      | $1174469.15   | 0.06%             | 2030-01-19      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| APRR SA                                    | APRR SA                                                                        | CUSIP: 000000000<br>LEI: 9695002SV2VP9CU42826 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $584290.92    | 0.03%             | 2030-01-24      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   3400000 | PA      | $2225643.19   | 0.11%             | 2026-08-24      | Floating      | 3.96%                 | 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      | $181686.30    | 0.01%             | 2030-05-20      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| NEW ZEALAND GOVERNMENT                     | New Zealand Government Bonds                                                   | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |  22100000 | PA      | $13300307.64  | 0.64%             | 2030-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BNG BANK NV                                | BNG Bank NV                                                                    | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |   8200000 | PA      | $8246004.71   | 0.39%             | 2026-08-05      | Floating      | 5.31%                 | No            | 2                  | On Loan: No      |
| ACCIONA ENERGIA FINANCIA                   | Acciona Energia Financiacion Filiales SA                                       | CUSIP: 000000000<br>LEI: 254900CO48EPLIMJDK17 | Long             | DBT              | CORP              | ES        |   7700000 | PA      | $9162520.64   | 0.44%             | 2030-04-25      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| COVIVIO                                    | Covivio SA                                                                     | CUSIP: 000000000<br>LEI: 969500P8M3W2XX376054 | Long             | DBT              |  | FR        |    800000 | PA      | $867253.47    | 0.04%             | 2030-06-23      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| ABERTIS FRANCE SAS                         | Abertis France SAS                                                             | CUSIP: 000000000<br>LEI: 9695004S3RCE0Q5V8G28 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $328362.26    | 0.02%             | 2029-09-18      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| EFSF                                       | European Financial Stability Facility                                          | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     57000 | PA      | $59465.60     | 0.00%             | 2030-03-18      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| LVMH MOET HENNESSY VUITT                   | LVMH Moet Hennessy Louis Vuitton SE                                            | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $119002.09    | 0.01%             | 2030-02-05      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| EUROPEAN UNION                             | European Union                                                                 | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |   1300000 | PA      | $1455920.70   | 0.07%             | 2029-12-04      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| NYKREDIT REALKREDIT AS                     | Nykredit Realkredit AS                                                         | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |   6290000 | PA      | $7419728.56   | 0.35%             | 2030-07-24      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| ABN AMRO BANK NV                           | ABN AMRO Bank NV                                                               | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   7600000 | PA      | $9245667.89   | 0.44%             | 2030-02-21      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                    | Unibail-Rodamco-Westfield SE                                                   | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |    300000 | PA      | $352513.22    | 0.02%             | 2029-09-11      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| VAR ENERGI ASA                             | Var Energi ASA                                                                 | CUSIP: 000000000<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    210000 | PA      | $259980.11    | 0.01%             | 2029-05-04      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ASN BANK NV                                | ASN Bank NV                                                                    | CUSIP: 000000000<br>LEI: 724500A1FNICHSDF2I11 | Long             | DBT              | CORP              | NL        |   1500000 | PA      | $1853343.99   | 0.09%             | 2030-03-07      | Fixed         | 4.88%                 | 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      | $476054.52    | 0.02%             | 2030-01-13      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| HOCHTIEF AKTIENGESELLSCH                   | HOCHTIEF AG                                                                    | CUSIP: 000000000<br>LEI: 529900Y25S8NZIYTT924 | Long             | DBT              | CORP              | DE        |   2920000 | PA      | $3535483.02   | 0.17%             | 2030-05-31      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BOERSE AG                         | Deutsche Boerse AG                                                             | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $119982.80    | 0.01%             | 2029-09-28      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| BANCO BPM SPA                              | Banco BPM SpA                                                                  | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |   2160000 | PA      | $2539664.28   | 0.12%             | 2030-01-21      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| AMCO SPA                                   | AMCO - Asset Management Co. SpA                                                | CUSIP: 000000000<br>LEI: 815600188E751D28E867 | Long             | DBT              | CORP              | IT        |   3400000 | PA      | $3975850.26   | 0.19%             | 2030-04-02      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| SIXT SE                                    | Sixt SE                                                                        | CUSIP: 000000000<br>LEI: 5299004ZME6CSBR7WP07 | Long             | DBT              | CORP              | DE        |    700000 | PA      | $815468.96    | 0.04%             | 2030-01-22      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                              | RCI Banque SA                                                                  | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |   6300000 | PA      | $7293767.74   | 0.35%             | 2030-06-06      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| ILLINOIS TOOL WORKS INC                    | Illinois Tool Works, Inc.                                                      | CUSIP: 000000000<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $5377501.63   | 0.26%             | 2030-05-22      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| SKY LTD                                    | Sky Ltd.                                                                       | CUSIP: 000000000<br>LEI: 2138003TS48MQKF4BZ29 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $691584.61    | 0.03%             | 2025-11-17      | Fixed         | 2.25%                 | 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      | $1206138.73   | 0.06%             | 2029-09-26      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| CANADIAN NATL RESOURCES                    | Canadian Natural Resources Ltd.                                                | CUSIP: 000000000<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    530000 | PA      | $541149.78    | 0.03%             | 2029-12-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BANQUE FED CRED MUTUEL                     | Banque Federative du Credit Mutuel SA                                          | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   3800000 | PA      | $3826297.71   | 0.18%             | 2026-07-13      | Floating      | 5.50%                 | No            | 2                  | On Loan: No      |
| NATWEST MARKETS PLC                        | NatWest Markets PLC                                                            | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $3028407.66   | 0.14%             | 2029-05-17      | Floating      | 5.40%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                               | UBS Group AG                                                                   | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   5000000 | PA      | $5000207.00   | 0.24%             | 2026-04-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| ROCHE HOLDINGS INC                         | Roche Holdings, Inc.                                                           | CUSIP: 000000000<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2827774.74   | 0.14%             | 2028-12-13      | Fixed         | 1.93%                 | No            | 2                  | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                   | Volkswagen Group of America Finance LLC                                        | CUSIP: 000000000<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4045810.04   | 0.19%             | 2029-08-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: —       |
| NORDEA BANK ABP                            | Nordea Bank Abp                                                                | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   3900000 | PA      | $3919333.24   | 0.19%             | 2027-03-19      | Floating      | 4.87%                 | No            | 2                  | On Loan: No      |

### Signature

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

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

**Signature:** Randy Olson

**Name of Signer:** Randy Olson

**Title:** Vice President