# EDGAR Filing Document

**Accession Number:** 0000355437
**File Stem:** 0001752724-25-158696
**Filing Date:** 2025-6
**Character Count:** 173788
**Document Hash:** 47e91a66585ebbd3e736ec1de75ebfb9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-158696.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-158696

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03258
- **FILM NUMBER:** 251078122

**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 TARGETED CREDIT PORTFOLIO (Series ID: S000049338)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000156056 | 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 TARGETED CREDIT PORTFOLIO

- **b. EDGAR series identifier (if any):** S000049338

- **c. LEI of Series:** 549300LRB94WCGQUW038

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $889447569.83

**Total Liabilities:** $40558168.25

**Net Assets:** $848889401.58

**Cash Not Reported:** $27458255.09

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -5938.48000000 | **1-Year:** -48255.07000000 | **5-Year:** -70717.20000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** -400.48000000 | **1-Year:** -5544.32000000 | **5-Year:** -6793.32000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000156056 | 0.45%                | 0.34%                | 0.40%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $669958.16               | $1585286.02                                |
| Month 2  | $379597.78               | $7207647.00                                |
| Month 3  | $-6461506.28             | $9749760.40                                |

**Designated Index Information**

- **Index Name:** Securities Portfolio VaR

- **Index Identifier:** Designated Reference Portfolio is the Fund's Securities Portfolio

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| CVS HEALTH CORP                        | CVS Health Corp.                                        | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1882825.32   | 0.22%             | 2030-02-21      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Dimensional Holdings Inc.              | DFA Short Term Investment Fund                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   9773778 | NS      | $9773778.50   | 1.15%             |  |  |  | No            | N/A                | On Loan: No      |
| KEYCORP                                | KeyCorp                                                 | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    900000 | PA      | $816399.60    | 0.10%             | 2029-10-01      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| NOMURA HOLDINGS INC                    | Nomura Holdings, Inc.                                   | CUSIP: 65535HAW9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    700000 | PA      | $675588.73    | 0.08%             | 2026-07-14      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| FRESENIUS MEDICAL CARE A               | Fresenius Medical Care AG                               | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | DBT              | CORP              | DE        |   1500000 | PA      | $1748119.75   | 0.21%             | 2027-09-20      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co LLC               | Ford Motor Credit Co. LLC                               | CUSIP: 345397XL2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1990960.34   | 0.23%             | 2025-08-04      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| PVH CORP                               | PVH Corp.                                               | CUSIP: 000000000<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $574189.81    | 0.07%             | 2029-07-16      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| CATERPILLAR FINL SERVICE               | Caterpillar Financial Services Corp.                    | CUSIP: 14913UAM2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1274000 | PA      | $1272012.56   | 0.15%             | 2027-05-14      | Floating      | 4.88%                 | No            | 2                  | On Loan: No      |
| BOEING CO                              | Boeing Co.                                              | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3840000 | PA      | $3774910.73   | 0.44%             | 2026-05-01      | Fixed         | 3.10%                 | 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      | $27.34        | 0.00%             |  |  |  | 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        |    500000 | PA      | $488819.05    | 0.06%             | 2026-01-30      | Fixed         | 1.75%                 | No            | 2                  | On Loan: —       |
| GLENCORE FUNDING LLC                   | Glencore Funding LLC                                    | CUSIP: 378272BW7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29130.31     | 0.00%             | 2027-04-04      | Floating      | 5.44%                 | No            | 2                  | On Loan: No      |
| BAT International Finance PLC          | BAT International Finance PLC                           | CUSIP: 05531MS58<br>LEI: 21380041YBGOQDFAC823 | Long             | STIV             | CORP              | US        |    500000 | PA      | $499681.85    | 0.06%             | 2025-05-05      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| EXPEDIA GROUP INC                      | Expedia Group, Inc.                                     | CUSIP: 30212PAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1166000 | PA      | $1167597.54   | 0.14%             | 2026-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| UBS AG                                 | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $347866.00    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co LLC               | Ford Motor Credit Co. LLC                               | CUSIP: 345397XU2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989625.23    | 0.12%             | 2026-01-08      | Fixed         | 4.39%                 | No            | 2                  | On Loan: No      |
| TELUS Corp                             | TELUS Corp.                                             | CUSIP: 87974PTJ2<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | STIV             | CORP              | CA        |   4000000 | PA      | $3974588.80   | 0.47%             | 2025-06-18      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                   | Glencore Funding LLC                                    | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    700000 | PA      | $679151.17    | 0.08%             | 2026-04-27      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| UBS AG                                 | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-74480.32    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                | Autostrade per l'Italia SpA                             | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |   1740000 | PA      | $1884003.09   | 0.22%             | 2029-09-26      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                     | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-90196.65    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| DCP MIDSTREAM OPERATING                | DCP Midstream Operating LP                              | CUSIP: 23311VAG2<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   1272000 | PA      | $1272265.80   | 0.15%             | 2025-07-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| JABIL INC                              | Jabil, Inc.                                             | CUSIP: 466313AL7<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   5825000 | PA      | $5659084.02   | 0.67%             | 2026-04-15      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| Boardwalk Pipelines LP                 | Boardwalk Pipelines LP                                  | CUSIP: 096630AE8<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   1926000 | PA      | $1950941.99   | 0.23%             | 2026-06-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| DPL INC                                | DPL, Inc.                                               | CUSIP: 233293AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1983492.00   | 0.23%             | 2025-07-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| ARCELORMITTAL SA                       | ArcelorMittal SA                                        | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   2800000 | PA      | $3168523.98   | 0.37%             | 2028-12-13      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| BANQUE FED CRED MUTUEL                 | Banque Federative du Credit Mutuel SA                   | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $505629.78    | 0.06%             | 2026-07-13      | Floating      | 5.78%                 | No            | 2                  | On Loan: No      |
| CNH Industrial Finance Europe SA       | CNH Industrial Finance Europe SA                        | CUSIP: 000000000<br>LEI: 5493007GVB1I2FDSS786 | Long             | DBT              | CORP              | LU        |    540000 | PA      | $578215.96    | 0.07%             | 2029-07-03      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                    | American Tower Corp.                                    | CUSIP: 03027XCL2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    200000 | PA      | $203175.87    | 0.02%             | 2030-01-31      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BELFIUS BANK SA/NV                     | Belfius Bank SA                                         | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |   5000000 | PA      | $5574955.62   | 0.66%             | 2026-02-13      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                       | T-Mobile USA, Inc.                                      | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     93000 | PA      | $85946.90     | 0.01%             | 2029-03-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| DXC CAPITAL FUNDING LTD                | DXC Capital Funding DAC                                 | CUSIP: 000000000<br>LEI: 6354001BJH7XSHGTD882 | Long             | DBT              | CORP              | IE        |   2500000 | PA      | $2655282.65   | 0.31%             | 2027-09-15      | Fixed         | 0.45%                 | No            | 2                  | On Loan: No      |
| WALGREENS BOOTS ALLIANCE               | Walgreens Boots Alliance, Inc.                          | CUSIP: 931427AQ1<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4886422.95   | 0.58%             | 2026-06-01      | Fixed         | 3.45%                 | No            | 2                  | On Loan: —       |
| WILLIAMS COMPANIES INC                 | Williams Cos., Inc.                                     | CUSIP: 96949LAB1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1793934.29   | 0.21%             | 2025-09-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.          | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-5363.75     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NATIONAL RURAL UTIL COOP               | National Rural Utilities Cooperative Finance Corp.      | CUSIP: 63743HFV9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    909000 | PA      | $907765.19    | 0.11%             | 2025-12-03      | Floating      | 4.77%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                           | Barclays PLC                                            | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2160000 | PA      | $2154704.07   | 0.25%             | 2026-01-12      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| SOFTBANK GROUP CORP                    | SoftBank Group Corp.                                    | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $998996.84    | 0.12%             | 2025-07-30      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| NOMURA HOLDINGS INC                    | Nomura Holdings, Inc.                                   | CUSIP: 65535HAR0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   2832000 | PA      | $2815414.28   | 0.33%             | 2025-07-16      | Fixed         | 1.85%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                     | Purchased USD / Sold CAD                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-337084.32   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| ADVANCE AUTO PARTS                     | Advance Auto Parts, Inc.                                | CUSIP: 00751YAF3<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1798013.86   | 0.21%             | 2027-10-01      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| BELFIUS BANK SA/NV                     | Belfius Bank SA                                         | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |   1800000 | PA      | $2024995.67   | 0.24%             | 2025-09-02      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FIN GROUP INC                | Jefferies Financial Group, Inc.                         | CUSIP: 47233JAG3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2010609.44   | 0.24%             | 2027-01-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: —       |
| AKER BP ASA                            | Aker BP ASA                                             | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   2500000 | PA      | $2362012.18   | 0.28%             | 2030-01-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc                             | AbbVie, Inc.                                            | CUSIP: 00287YAQ2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139943.99    | 0.02%             | 2025-05-14      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK NY                       | Deutsche Bank AG                                        | CUSIP: 251526BZ1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $995753.77    | 0.12%             | 2026-01-13      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| ISS FINANCE B.V.                       | ISS Finance BV                                          | CUSIP: 000000000<br>LEI: 724500PIMPESBMB5Q552 | Long             | DBT              | CORP              | NL        |   2800000 | PA      | $3164628.78   | 0.37%             | 2025-07-07      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| SLM CORP                               | SLM Corp.                                               | CUSIP: 78442PGE0<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2906013.30   | 0.34%             | 2026-11-02      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| FMC Corp                               | FMC Corp.                                               | CUSIP: 34410WSD5<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2994488.40   | 0.35%             | 2025-05-13      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| CITIBANK NA                            | Citibank NA                                             | CUSIP: 17325FBD9<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1203744.62   | 0.14%             | 2026-12-04      | Floating      | 5.43%                 | No            | 2                  | On Loan: No      |
| BOEING CO                              | Boeing Co.                                              | CUSIP: 097023BP9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1827000 | PA      | $1804247.38   | 0.21%             | 2025-10-30      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| AMERICAN NATIONAL GROUP                | American National Group, Inc.                           | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406520.56    | 0.05%             | 2029-10-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                 | General Motors Financial Co., Inc.                      | CUSIP: 37045XBG0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1473000 | PA      | $1473968.97   | 0.17%             | 2026-03-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: —       |
| KEURIG DR PEPPER INC                   | Keurig Dr. Pepper, Inc.                                 | CUSIP: 49271VAS9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1503766.26   | 0.18%             | 2027-03-15      | Floating      | 5.25%                 | No            | 2                  | On Loan: No      |
| DCP MIDSTREAM OPERATING                | DCP Midstream Operating LP                              | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403229.06    | 0.05%             | 2029-05-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                   | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $183935.24    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| PERNOD RICARD SA                       | Pernod Ricard SA                                        | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1003671.57   | 0.12%             | 2029-10-04      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| Castellum Helsinki Finance Holding Abp | Castellum Helsinki Finance Holding Abp                  | CUSIP: 000000000<br>LEI: 743700WAF2AHZ4LRAR98 | Long             | DBT              | CORP              | FI        |   1000000 | PA      | $1012375.26   | 0.12%             | 2029-09-17      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| BAT International Finance PLC          | BAT International Finance PLC                           | CUSIP: 05531MVR6<br>LEI: 21380041YBGOQDFAC823 | Long             | STIV             | CORP              | US        |    500000 | PA      | $492477.05    | 0.06%             | 2025-08-25      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                               | AT&T, Inc.                                              | CUSIP: 00206RGB2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1456434.06   | 0.17%             | 2025-11-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Whirlpool Corp                         | Whirlpool Corp.                                         | CUSIP: 963320AT3<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    290000 | PA      | $290000.00    | 0.03%             | 2025-05-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| ABN AMRO BANK NV                       | ABN AMRO Bank NV                                        | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1128144.65   | 0.13%             | 2027-06-01      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| WARNERMEDIA HOLDINGS INC               | Warnermedia Holdings, Inc.                              | CUSIP: 55903VBB8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1868167.74   | 0.22%             | 2029-03-15      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Eurofins Scientific SE                 | Eurofins Scientific SE                                  | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | DBT              | CORP              | LU        |   3920000 | PA      | $4559280.50   | 0.54%             | 2029-07-06      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CARRIER GLOBAL CORP                    | Carrier Global Corp.                                    | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184660.11    | 0.02%             | 2030-02-15      | Fixed         | 2.72%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                   | Glencore Funding LLC                                    | CUSIP: 378272AX6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1161997.49   | 0.14%             | 2025-09-01      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| HP INC                                 | HP, Inc.                                                | CUSIP: 40434LAA3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   2440000 | PA      | $2431132.53   | 0.29%             | 2025-06-17      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| HELMERICH & PAYNE INC                  | Helmerich & Payne, Inc.                                 | CUSIP: 423452AJ0<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1540018.90   | 0.18%             | 2029-12-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: —       |
| United States Treasury                 | U.S. Treasury Notes                                     | CUSIP: 91282CAJ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4933072.90   | 0.58%             | 2025-08-31      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| SNAM SPA                               | Snam SpA                                                | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |   5000000 | PA      | $5624659.44   | 0.66%             | 2025-08-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| LB BADEN-WUERTTEMBERG                  | Landesbank Baden-Wuerttemberg                           | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |   6840000 | PA      | $4354505.31   | 0.51%             | 2029-08-02      | Floating      | 5.50%                 | No            | 2                  | On Loan: No      |
| SYNCHRONY FINANCIAL                    | Synchrony Financial                                     | CUSIP: 87165BAS2<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   3807000 | PA      | $3804108.16   | 0.45%             | 2025-06-13      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                     | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-2065689.28  | -0.24%            |  |  |  | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                          | RCI Banque SA                                           | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1158618.56   | 0.14%             | 2029-01-12      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| NYKREDIT REALKREDIT AS                 | Nykredit Realkredit AS                                  | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |   2300000 | PA      | $2678949.49   | 0.32%             | 2029-07-09      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| GATX Corp                              | GATX Corp.                                              | CUSIP: 361448BE2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200008.15    | 0.02%             | 2029-04-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: —       |
| Steelcase Inc                          | Steelcase, Inc.                                         | CUSIP: 858155AE4<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1900400.00   | 0.22%             | 2029-01-18      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| SWEDBANK AB                            | Swedbank AB                                             | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   2000000 | PA      | $2265701.02   | 0.27%             | 2025-05-05      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Capital One Financial Corp.            | Capital One Financial Corp.                             | CUSIP: 14040HCC7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1069065.36   | 0.13%             | 2029-06-12      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP               | Sumitomo Mitsui Financial Group, Inc.                   | CUSIP: 86562MCA6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1500000 | PA      | $1491430.05   | 0.18%             | 2025-07-08      | Fixed         | 1.47%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                    | Bank of Nova Scotia                                     | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2266561.99   | 0.27%             | 2026-06-17      | Floating      | 2.90%                 | No            | 2                  | On Loan: No      |
| SNAM SPA                               | Snam SpA                                                | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    400000 | PA      | $453611.47    | 0.05%             | 2026-04-15      | Floating      | 2.68%                 | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                          | RCI Banque SA                                           | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |   1100000 | PA      | $1326022.82   | 0.16%             | 2029-10-02      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Ventas Realty LP                       | Ventas Realty LP                                        | CUSIP: 92277GAG2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |   2500000 | PA      | $2484871.60   | 0.29%             | 2026-01-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING/PTL               | Penske Truck Leasing Co. LP/PTL Finance Corp.           | CUSIP: 709599BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    572000 | PA      | $570143.93    | 0.07%             | 2026-01-29      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                 | Philip Morris International, Inc.                       | CUSIP: 718172DS5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7005628.00   | 0.83%             | 2028-04-28      | Floating      | 5.21%                 | No            | 2                  | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                 | HAT Holdings I LLC/HAT Holdings II LLC                  | CUSIP: 418751AL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2978651.57   | 0.35%             | 2027-06-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Dow Chemical Co/The                    | Dow Chemical Co.                                        | CUSIP: 26055AT48<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | STIV             | CORP              | US        |   3500000 | PA      | $3484007.10   | 0.41%             | 2025-06-04      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| BANQUE FED CRED MUTUEL                 | Banque Federative du Credit Mutuel SA                   | CUSIP: 06675DCH3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    750000 | PA      | $752520.00    | 0.09%             | 2027-01-23      | Floating      | 5.51%                 | No            | 2                  | On Loan: No      |
| AMGEN INC                              | Amgen, Inc.                                             | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205690.00    | 0.02%             | 2030-03-02      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| HP ENTERPRISE CO                       | Hewlett Packard Enterprise Co.                          | CUSIP: 42824CBK4<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1464000 | PA      | $1425166.92   | 0.17%             | 2026-04-01      | Fixed         | 1.75%                 | 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      | $2263865.81   | 0.27%             | 2025-05-23      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| AIRCASTLE LTD                          | Aircastle Ltd.                                          | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $205197.84    | 0.02%             | 2029-02-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| CK HUTCHISON EUROPE                    | CK Hutchison Europe Finance 21 Ltd.                     | CUSIP: 000000000<br>LEI: 254900UIPWFKU7480958 | Long             | DBT              | CORP              | KY        |   1700000 | PA      | $1723766.86   | 0.20%             | 2029-11-02      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                 | U.S. Treasury Floating Rate Notes                       | CUSIP: 91282CJD4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13000000 | PA      | $13004518.02  | 1.53%             | 2025-10-31      | Floating      | 4.42%                 | No            | 2                  | On Loan: No      |
| TAYLOR MORRISON COMM                   | Taylor Morrison Communities, Inc.                       | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401953.20    | 0.05%             | 2027-06-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER               | Volkswagen Financial Services AG                        | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |   4000000 | PA      | $4538792.77   | 0.53%             | 2027-06-10      | Floating      | 3.29%                 | No            | 2                  | On Loan: No      |
| DXC TECHNOLOGY CO                      | DXC Technology Co.                                      | CUSIP: 23355LAL0<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2879050.86   | 0.34%             | 2026-09-15      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| KONINKLIJKE PHILIPS NV                 | Koninklijke Philips NV                                  | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |   4550000 | PA      | $5060844.04   | 0.60%             | 2026-05-22      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                    | American Tower Corp.                                    | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    400000 | PA      | $370464.78    | 0.04%             | 2030-01-15      | Fixed         | 2.90%                 | 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      | $70121.66     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| DELL BANK INTERNATIONAL                | Dell Bank International DAC                             | CUSIP: 000000000<br>LEI: 9P9HXM53DT5S724JQ665 | Long             | DBT              | CORP              | IE        |   1500000 | PA      | $1729584.05   | 0.20%             | 2029-06-24      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| VINCI SA                               | Vinci SA                                                | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1132707.77   | 0.13%             | 2026-05-13      | Floating      | 2.79%                 | No            | 2                  | On Loan: No      |
| OVINTIV INC                            | Ovintiv, Inc.                                           | CUSIP: 69047QAA0<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   1612000 | PA      | $1611397.52   | 0.19%             | 2025-05-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| OP CORPORATE BANK PLC                  | OP Corporate Bank PLC                                   | CUSIP: 000000000<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |    740000 | PA      | $754805.38    | 0.09%             | 2029-11-12      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                     | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-281669.67   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                | Principal Financial Group, Inc.                         | CUSIP: 74251VAK8<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    639000 | PA      | $638594.21    | 0.08%             | 2025-05-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING/PTL               | Penske Truck Leasing Co. LP/PTL Finance Corp.           | CUSIP: 709599CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $518531.74    | 0.06%             | 2029-07-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| DISCOVER FINANCIAL SVS                 | Discover Financial Services                             | CUSIP: 254709AM0<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990807.34    | 0.12%             | 2027-02-09      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Mosaic Co/The                          | Mosaic Co.                                              | CUSIP: 61945NS67<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | STIV             | CORP              | US        |   5000000 | PA      | $4996160.50   | 0.59%             | 2025-05-06      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Vier Gas Transport GmbH                | Vier Gas Transport GmbH                                 | CUSIP: 000000000<br>LEI: 529900AGED6PJE9AVL37 | Long             | DBT              | CORP              | DE        |   2300000 | PA      | $2301748.33   | 0.27%             | 2029-09-10      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| GLP CAPITAL LP / FIN II                | GLP Capital LP/GLP Financing II, Inc.                   | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              |  | US        |    200000 | PA      | $199805.42    | 0.02%             | 2029-01-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| NATWEST MARKETS PLC                    | NatWest Markets PLC                                     | CUSIP: 63906YAN8<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   2200000 | PA      | $2195130.30   | 0.26%             | 2028-03-21      | Floating      | 5.32%                 | No            | 2                  | On Loan: No      |
| CARDINAL HEALTH INC                    | Cardinal Health, Inc.                                   | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203328.27    | 0.02%             | 2029-11-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| JABIL INC                              | Jabil, Inc.                                             | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    130000 | PA      | $122714.44    | 0.01%             | 2030-01-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP               | Toyota Motor Credit Corp.                               | CUSIP: 89236TML6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2103794.22   | 0.25%             | 2026-08-07      | Floating      | 5.13%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                       | T-Mobile USA, Inc.                                      | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     64000 | PA      | $60182.33     | 0.01%             | 2028-02-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| COPT DEFENSE PROP LP                   | COPT Defense Properties LP                              | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |   1200000 | PA      | $1170783.49   | 0.14%             | 2026-03-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| NOMURA HOLDINGS INC                    | Nomura Holdings, Inc.                                   | CUSIP: 65535HBE8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $200091.22    | 0.02%             | 2025-07-03      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Western Digital Corp                   | Western Digital Corp.                                   | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    652000 | PA      | $647703.06    | 0.08%             | 2026-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| AIRCASTLE LTD                          | Aircastle Ltd.                                          | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $207392.12    | 0.02%             | 2028-07-18      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| NATWEST MARKETS PLC                    | NatWest Markets PLC                                     | CUSIP: 63906YAK4<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   3500000 | PA      | $3491740.00   | 0.41%             | 2027-05-17      | Floating      | 5.26%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                 | General Motors Financial Co., Inc.                      | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292615.53    | 0.03%             | 2026-01-08      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Woodside Finance Ltd                   | Woodside Finance Ltd.                                   | CUSIP: 980236AQ6<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    800000 | PA      | $789057.51    | 0.09%             | 2029-03-04      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.          | Purchased USD / Sold GBP                                | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-230864.58   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| XPLR INFRAST OPERATING                 | XPLR Infrastructure Operating Partners LP               | CUSIP: 65342QAL6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $964687.60    | 0.11%             | 2026-10-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| ESSEX PORTFOLIO LP                     | Essex Portfolio LP                                      | CUSIP: 29717PAY3<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |     95000 | PA      | $88045.64     | 0.01%             | 2028-03-01      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| Lloyds Bank PLC                        | Lloyds Bank PLC                                         | CUSIP: 53943RS59<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | STIV             | CORP              | GB        |   8000000 | PA      | $7995192.00   | 0.94%             | 2025-05-05      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                 | Philip Morris International, Inc.                       | CUSIP: 718172CN7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160000.00    | 0.02%             | 2025-05-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP               | Toyota Motor Credit Corp.                               | CUSIP: 89236TLK9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000700.00   | 0.12%             | 2026-01-05      | Floating      | 5.03%                 | No            | 2                  | On Loan: No      |
| Reynolds American Inc                  | Reynolds American, Inc.                                 | CUSIP: 761713BG0<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1189349.31   | 0.14%             | 2025-06-12      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| TOYOTA FINANCE AUSTRALIA               | Toyota Finance Australia Ltd.                           | CUSIP: 000000000<br>LEI: 3UKPTDP5PGQRH8AUK042 | Long             | DBT              | CORP              | AU        |   4500000 | PA      | $2858695.28   | 0.34%             | 2030-01-22      | Floating      | 5.05%                 | No            | 2                  | On Loan: No      |
| SECURITAS TREASURY IRELA               | Securitas Treasury Ireland DAC                          | CUSIP: 000000000<br>LEI: 635400BJYMDVAXBPJ960 | Long             | DBT              | CORP              | IE        |   1320000 | PA      | $1548800.96   | 0.18%             | 2030-02-23      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE               | Rockies Express Pipeline LLC                            | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1099304.56   | 0.13%             | 2029-07-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| The DFA Investment Trust Company       | DFA Investment Trust Co.                                | CUSIP: 23320U405<br>LEI: 549300FSKWEXKF6YBM56 | Long             | EC               | RF                | US        |    874601 | NS      | $10114763.92  | 1.19%             |  |  |  | No            | 2                  | On Loan: No      |
| CROWN AMERICAS LLC                     | Crown Americas LLC                                      | CUSIP: 228180AB1<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |    810000 | PA      | $808185.25    | 0.10%             | 2030-04-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                 | U.S. Treasury Floating Rate Notes                       | CUSIP: 91282CKM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17000000 | PA      | $17003086.52  | 2.00%             | 2026-04-30      | Floating      | 4.40%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                   | Royal Bank of Canada                                    | CUSIP: 78016HZU7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    326000 | PA      | $326998.98    | 0.04%             | 2027-01-19      | Floating      | 5.33%                 | No            | 2                  | On Loan: No      |
| ALIMENTATION COUCHE-TARD               | Alimentation Couche-Tard, Inc.                          | CUSIP: 000000000<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1126644.76   | 0.13%             | 2026-05-06      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Avangrid Inc                           | Avangrid, Inc.                                          | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193769.65    | 0.02%             | 2029-06-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| L3HARRIS TECH INC                      | L3Harris Technologies, Inc.                             | CUSIP: 502431AF6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    101000 | PA      | $93487.63     | 0.01%             | 2029-12-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| BAT INTL FINANCE PLC                   | BAT International Finance PLC                           | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   2616000 | PA      | $2545865.04   | 0.30%             | 2026-03-25      | Fixed         | 1.67%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                 | American Honda Finance Corp.                            | CUSIP: 02665WFS5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3180864.77   | 0.37%             | 2027-10-22      | Floating      | 5.10%                 | 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      | $-1007492.30  | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| ING BANK (AUSTRALIA) LTD               | ING Bank Australia Ltd.                                 | CUSIP: 000000000<br>LEI: 70UN1RCXO6LO7KWNC831 | Long             | DBT              | CORP              | AU        |   1500000 | PA      | $964716.58    | 0.11%             | 2027-03-22      | Floating      | 5.07%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE INC                           | Enbridge, Inc.                                          | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $187126.20    | 0.02%             | 2029-11-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| NATIONAL FUEL GAS CO                   | National Fuel Gas Co.                                   | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2662591.49   | 0.31%             | 2030-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                 | Mitsubishi UFJ Financial Group, Inc.                    | CUSIP: 606822AD6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   4000000 | PA      | $3983519.16   | 0.47%             | 2026-03-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: —       |
| SUMITOMO MITSUI FINL GRP               | Sumitomo Mitsui Financial Group, Inc.                   | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1522000 | PA      | $1707004.78   | 0.20%             | 2026-06-15      | Fixed         | 1.55%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                           | UBS Group AG                                            | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2000000 | PA      | $1994634.26   | 0.23%             | 2025-09-24      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| BRITISH TELECOMMUNICATIO               | British Telecommunications PLC                          | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1124305.42   | 0.13%             | 2025-09-12      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| INMOBILIARIA COLONIAL SO               | Inmobiliaria Colonial Socimi SA                         | CUSIP: 000000000<br>LEI: 95980020140005007414 | Long             | DBT              |  | ES        |   1000000 | PA      | $1138426.40   | 0.13%             | 2030-01-22      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| BECTON DICKINSON & CO                  | Becton Dickinson & Co.                                  | CUSIP: 075887CN7<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4780479.06   | 0.56%             | 2025-08-13      | Fixed         | 0.03%                 | No            | 2                  | On Loan: No      |
| CNO Financial Group Inc                | CNO Financial Group, Inc.                               | CUSIP: 12621EAK9<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5499675.61   | 0.65%             | 2025-05-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| MIZUHO BANK LTD/SYDNEY                 | Mizuho Bank Ltd.                                        | CUSIP: 000000000<br>LEI: 254900O5B06Y1EPP2H33 | Long             | DBT              | CORP              | JP        |   1850000 | PA      | $1188667.64   | 0.14%             | 2027-01-18      | Floating      | 4.83%                 | No            | 2                  | On Loan: No      |
| NATURGY FIN IBERIA SA                  | Naturgy Finance Iberia SA                               | CUSIP: 000000000<br>LEI: 2138005FTXOJUBQ5J563 | Long             | DBT              | CORP              | ES        |   1500000 | PA      | $1698434.63   | 0.20%             | 2025-05-15      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| QUALCOMM Inc                           | QUALCOMM, Inc.                                          | CUSIP: 747525AF0<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    173000 | PA      | $172889.18    | 0.02%             | 2025-05-20      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| NATIONAL GRID NA INC                   | National Grid North America, Inc.                       | CUSIP: 000000000<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3442290.90   | 0.41%             | 2029-11-25      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| 7-ELEVEN INC                           | 7-Eleven, Inc.                                          | CUSIP: 817826AC4<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   7926000 | PA      | $7695773.40   | 0.91%             | 2026-02-10      | Fixed         | 0.95%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                 | American Honda Finance Corp.                            | CUSIP: 02665WFN6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2900849.96   | 0.34%             | 2026-10-05      | Floating      | 5.10%                 | No            | 2                  | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP               | Healthcare Realty Holdings LP                           | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |   5000000 | PA      | $4907163.95   | 0.58%             | 2026-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Dollar Tree Inc                        | Dollar Tree, Inc.                                       | CUSIP: 256746AG3<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    437000 | PA      | $436755.90    | 0.05%             | 2025-05-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| RADIAN GROUP INC                       | Radian Group, Inc.                                      | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    600000 | PA      | $619378.32    | 0.07%             | 2029-05-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                 | General Motors Financial Co., Inc.                      | CUSIP: 37045XCX2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3489157.32   | 0.41%             | 2025-06-20      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| AIRCASTLE LTD                          | Aircastle Ltd.                                          | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   3500000 | PA      | $3465989.14   | 0.41%             | 2026-06-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| FISERV INC                             | Fiserv, Inc.                                            | CUSIP: 337738AZ1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    696000 | PA      | $923029.52    | 0.11%             | 2025-07-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Citibank NA                            | Purchased CAD / Sold USD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |         1 | NC      | $3452.15      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP               | Sumitomo Mitsui Financial Group, Inc.                   | CUSIP: 86562MDL1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   4800000 | PA      | $4831214.40   | 0.57%             | 2029-07-09      | Floating      | 5.55%                 | No            | 2                  | On Loan: No      |
| Crown Castle Inc                       | Crown Castle, Inc.                                      | CUSIP: 22823PS12<br>LEI: 54930012H97VSM0I2R19 | Long             | STIV             | CORP              | US        |   5000000 | PA      | $4999330.00   | 0.59%             | 2025-05-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                  | Toronto-Dominion Bank                                   | CUSIP: 89115A3D2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1985960.62   | 0.23%             | 2029-12-17      | Floating      | 5.40%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                          | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-37123.45    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| FORTIVE CORPORATION                    | Fortive Corp.                                           | CUSIP: 000000000<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2552035.79   | 0.30%             | 2029-08-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                  | Toronto-Dominion Bank                                   | CUSIP: 89115A2X9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2500000 | PA      | $2489181.85   | 0.29%             | 2027-04-05      | Floating      | 5.11%                 | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                          | RCI Banque SA                                           | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |   2700000 | PA      | $3076241.07   | 0.36%             | 2029-07-26      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| BANQUE FED CRED MUTUEL                 | Banque Federative du Credit Mutuel SA                   | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   3000000 | PA      | $3409222.99   | 0.40%             | 2027-03-05      | Floating      | 3.10%                 | No            | 2                  | On Loan: No      |
| CONSTELLATION EN GEN LLC               | Constellation Energy Generation LLC                     | CUSIP: 30161MAS2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3493151.73   | 0.41%             | 2025-06-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                    | American Express Co.                                    | CUSIP: 025816CL1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    426000 | PA      | $425098.19    | 0.05%             | 2026-11-04      | Floating      | 5.01%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                 | NextEra Energy Capital Holdings, Inc.                   | CUSIP: 65339KDH0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   5850000 | PA      | $5854082.31   | 0.69%             | 2028-02-04      | Floating      | 5.16%                 | No            | 2                  | On Loan: No      |
| AMCOR FINANCE USA INC                  | Amcor Finance USA, Inc.                                 | CUSIP: 02343UAG0<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |   2835000 | PA      | $2804846.09   | 0.33%             | 2026-04-28      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| GLOBAL PAYMENTS INC                    | Global Payments, Inc.                                   | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1549733.90   | 0.18%             | 2026-03-01      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| WALGREENS BOOTS ALLIANCE               | Walgreens Boots Alliance, Inc.                          | CUSIP: 931427AL2<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1309421.13   | 0.15%             | 2025-11-20      | Fixed         | 3.60%                 | 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      | $-373946.02   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                | Goldman Sachs Group, Inc.                               | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    700000 | PA      | $930175.81    | 0.11%             | 2026-01-29      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| HARLEY-DAVIDSON FINL SER               | Harley-Davidson Financial Services, Inc.                | CUSIP: 41283LBB0<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1991741.74   | 0.23%             | 2029-06-11      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| WESTERN UNION CO/THE                   | Western Union Co.                                       | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4845311.80   | 0.57%             | 2026-03-15      | Fixed         | 1.35%                 | No            | 2                  | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG               | Banco Bilbao Vizcaya Argentaria SA                      | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   3000000 | PA      | $3388797.69   | 0.40%             | 2025-11-26      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                       | Bank of Montreal                                        | CUSIP: 06368D3S1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1100000 | PA      | $1098712.59   | 0.13%             | 2025-06-07      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| HOST HOTELS & RESORTS LP               | Host Hotels & Resorts LP                                | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |   5000000 | PA      | $4610324.10   | 0.54%             | 2029-12-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| MANPOWERGROUP                          | ManpowerGroup, Inc.                                     | CUSIP: 000000000<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | DBT              | CORP              | US        |    130000 | PA      | $146283.12    | 0.02%             | 2026-06-22      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Norfolk Southern Corp                  | Norfolk Southern Corp.                                  | CUSIP: 655844BZ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64188.38     | 0.01%             | 2028-08-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.          | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-2199868.54  | -0.26%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK NA                            | Citibank NA                                             | CUSIP: 17325FBH0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   5238000 | PA      | $5235538.82   | 0.62%             | 2026-08-06      | Floating      | 5.07%                 | No            | 2                  | On Loan: No      |
| FRESENIUS SE & CO KGAA                 | Fresenius SE & Co. KGaA                                 | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | DBT              | CORP              | DE        |   2707000 | PA      | $3065246.36   | 0.36%             | 2025-05-24      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| VENTAS REALTY LP                       | Ventas Realty LP                                        | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    200000 | PA      | $185643.65    | 0.02%             | 2030-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: —       |
| SEALED AIR CORP                        | Sealed Air Corp.                                        | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $964793.60    | 0.11%             | 2027-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| MERCEDES-BENZ INT FINCE                | Mercedes-Benz International Finance BV                  | CUSIP: 000000000<br>LEI: 529900RUGCXMPEENHQ31 | Long             | DBT              | CORP              | NL        |   4000000 | PA      | $4527301.13   | 0.53%             | 2027-08-19      | Floating      | 2.99%                 | No            | 2                  | On Loan: No      |
| WILLIAMS COMPANIES INC                 | Williams Cos., Inc.                                     | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     92000 | PA      | $92591.68     | 0.01%             | 2029-11-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORP                | John Deere Capital Corp.                                | CUSIP: 24422EXW4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   6375000 | PA      | $6388387.50   | 0.75%             | 2027-07-15      | Floating      | 5.06%                 | No            | 2                  | On Loan: No      |
| DISCOVER FINANCIAL SVS                 | Discover Financial Services                             | CUSIP: 254709AP3<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2491733.88   | 0.29%             | 2026-01-30      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CATERPILLAR FINL SERVICE               | Caterpillar Financial Services Corp.                    | CUSIP: 14913UAD2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $5251827.89   | 0.62%             | 2025-08-11      | Floating      | 4.82%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORP                     | Realty Income Corp.                                     | CUSIP: 756109BE3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    159000 | PA      | $158936.85    | 0.02%             | 2025-11-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| HARLEY-DAVIDSON FINL SER               | Harley-Davidson Financial Services, Inc.                | CUSIP: 000000000<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2088998.02   | 0.25%             | 2029-06-11      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMER PIPELINE               | Plains All American Pipeline LP/PAA Finance Corp.       | CUSIP: 72650RBJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1297932.48   | 0.15%             | 2025-10-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                    | Purchased EUR / Sold USD                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |         1 | NC      | $-1977.19     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CON EDISON CO OF NY INC                | Consolidated Edison Co. of New York, Inc.               | CUSIP: 209111GL1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1296230.00   | 0.15%             | 2027-11-18      | Floating      | 4.88%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                   | Bank of America Corp.                                   | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1082000 | PA      | $1431657.61   | 0.17%             | 2025-07-25      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| ARES CAPITAL CORP                      | ARES Capital Corp.                                      | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     90000 | PA      | $83555.78     | 0.01%             | 2028-06-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| VAR ENERGI ASA                         | Var Energi ASA                                          | CUSIP: 000000000<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   1010000 | PA      | $1226120.54   | 0.14%             | 2029-05-04      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS CO                      | General Motors Co.                                      | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    814000 | PA      | $817046.35    | 0.10%             | 2025-10-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Intesa Sanpaolo Funding LLC            | Intesa Sanpaolo Funding LLC                             | CUSIP: 4611K0TD9<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    750000 | PA      | $745632.98    | 0.09%             | 2025-06-13      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| SIXT SE                                | Sixt SE                                                 | CUSIP: 000000000<br>LEI: 5299004ZME6CSBR7WP07 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $570853.57    | 0.07%             | 2030-01-22      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| GENERAL ELECTRIC CO                    | General Electric Co.                                    | CUSIP: 36962GW75<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   5830000 | PA      | $5819855.51   | 0.69%             | 2026-05-05      | Floating      | 4.94%                 | No            | 2                  | On Loan: No      |
| NASDAQ INC                             | Nasdaq, Inc.                                            | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |   5329000 | PA      | $5470482.21   | 0.64%             | 2030-02-13      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| BUCKEYE PARTNERS LP                    | Buckeye Partners LP                                     | CUSIP: 118230AU5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1831732.81   | 0.22%             | 2028-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| HSBC USA Inc                           | HSBC USA, Inc.                                          | CUSIP: 40434PSK3<br>LEI: 549300LBOHZ4QSIWU288 | Long             | STIV             | CORP              | US        |   3251000 | PA      | $3243501.24   | 0.38%             | 2025-05-19      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| DXC TECHNOLOGY CO                      | DXC Technology Co.                                      | CUSIP: 23355LAH9<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2250140.19   | 0.27%             | 2026-01-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                   | American Tower Corp.                                    | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    510000 | PA      | $531227.25    | 0.06%             | 2029-05-21      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| MUFG BANK LTD SYDNEY                   | MUFG Bank Ltd.                                          | CUSIP: 000000000<br>LEI: C3GTMMZIHMY46P4OIX74 | Long             | DBT              | CORP              | JP        |   7000000 | PA      | $4494702.01   | 0.53%             | 2027-03-05      | Floating      | 4.97%                 | No            | 2                  | On Loan: No      |
| HCA INC                                | HCA, Inc.                                               | CUSIP: 404119CX5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4989100.00   | 0.59%             | 2028-03-01      | Floating      | 5.24%                 | No            | 2                  | On Loan: No      |
| STELLANTIS NV                          | Stellantis NV                                           | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |   1500000 | PA      | $1755827.67   | 0.21%             | 2030-03-14      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| FISERV INC                             | Fiserv, Inc.                                            | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190616.56    | 0.02%             | 2029-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                          | Purchased EUR / Sold USD                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $408637.85    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| CADENT FINANCE PLC                     | Cadent Finance PLC                                      | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |   2033000 | PA      | $2047203.13   | 0.24%             | 2030-03-19      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC                       | Crown Castle, Inc.                                      | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    250000 | PA      | $256838.40    | 0.03%             | 2029-06-01      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| DTE ENERGY CO                          | DTE Energy Co.                                          | CUSIP: 233331BG1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   3340000 | PA      | $3328339.02   | 0.39%             | 2025-06-01      | Fixed         | 1.05%                 | No            | 2                  | On Loan: No      |
| Magna International Inc                | Magna International, Inc.                               | CUSIP: 55922PUQ4<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | STIV             | CORP              | CA        |   2000000 | PA      | $1978002.40   | 0.23%             | 2025-07-24      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LP                   | Boston Properties LP                                    | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |   3800000 | PA      | $3561965.53   | 0.42%             | 2029-06-21      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| UBS AG                                 | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $5656.92      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                 | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-81654.33    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| NATWEST GROUP PLC                      | NatWest Group PLC                                       | CUSIP: 780097BA8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2367000 | PA      | $2374072.19   | 0.28%             | 2026-04-05      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| SANDOZ FINANCE B.V.                    | Sandoz Finance BV                                       | CUSIP: 000000000<br>LEI: 213800DFA3WXJ7KC9R74 | Long             | DBT              | CORP              | NL        |    508000 | PA      | $581696.42    | 0.07%             | 2029-09-12      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| HOLDING D'INFRASTRUCTURE               | Holding d'Infrastructures de Transport SASU             | CUSIP: 000000000<br>LEI: 9695004S3RCE0Q5V8G28 | Long             | DBT              | CORP              | FR        |   5400000 | PA      | $6100441.47   | 0.72%             | 2027-05-04      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| MARATHON PETROLEUM CORP                | Marathon Petroleum Corp.                                | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130825.75    | 0.02%             | 2030-03-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| CARGILL INC                            | Cargill, Inc.                                           | CUSIP: 141781CC6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7476551.70   | 0.88%             | 2028-02-11      | Floating      | 4.97%                 | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED BANK                | Standard Chartered Bank                                 | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | DBT              | CORP              | GB        |   1800000 | PA      | $2038215.35   | 0.24%             | 2027-01-15      | Floating      | 2.73%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                     | Energy Transfer LP                                      | CUSIP: 29278NAP8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1674000 | PA      | $1672672.25   | 0.20%             | 2025-05-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| BAT INTL FINANCE PLC                   | BAT International Finance PLC                           | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $435277.42    | 0.05%             | 2030-01-16      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                | MPLX LP                                                 | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     78000 | PA      | $78049.82     | 0.01%             | 2029-02-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG               | Banco Bilbao Vizcaya Argentaria SA                      | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $453013.33    | 0.05%             | 2025-05-14      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| DISCOVERY COMMUNICATIONS               | Discovery Communications LLC                            | CUSIP: 25470DBF5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1869971.28   | 0.22%             | 2029-05-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                | Nationwide Building Society                             | CUSIP: 63859UBH5<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1441016.42   | 0.17%             | 2026-10-13      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| ING BANK (AUSTRALIA) LTD               | ING Bank Australia Ltd.                                 | CUSIP: 000000000<br>LEI: 70UN1RCXO6LO7KWNC831 | Long             | DBT              | CORP              | AU        |   2500000 | PA      | $1602688.52   | 0.19%             | 2029-08-20      | Floating      | 5.17%                 | No            | 2                  | On Loan: No      |
| Liberty Mutual Group Inc               | Liberty Mutual Group, Inc.                              | CUSIP: 53079EBG8<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199044.62    | 0.02%             | 2029-02-01      | Fixed         | 4.57%                 | No            | 2                  | On Loan: —       |
| ALLY FINANCIAL INC                     | Ally Financial, Inc.                                    | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    530000 | PA      | $480215.65    | 0.06%             | 2028-11-02      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| ITALGAS SPA                            | Italgas SpA                                             | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | DBT              | CORP              | IT        |   5000000 | PA      | $5625509.07   | 0.66%             | 2030-03-06      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| BMW US CAPITAL LLC                     | BMW U.S. Capital LLC                                    | CUSIP: 05565ECL7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6489498.15   | 0.76%             | 2026-04-02      | Floating      | 4.93%                 | No            | 2                  | On Loan: No      |
| VMWARE LLC                             | VMware LLC                                              | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   3725000 | PA      | $3575473.25   | 0.42%             | 2026-08-15      | Fixed         | 1.40%                 | No            | 2                  | On Loan: No      |
| Hyatt Hotels Corp                      | Hyatt Hotels Corp.                                      | CUSIP: 448579AF9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   1796000 | PA      | $1796700.60   | 0.21%             | 2026-03-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                     | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-198336.46   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                  | Toronto-Dominion Bank                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $509575.58    | 0.06%             | 2029-07-23      | Floating      | 5.14%                 | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                        | Nordea Bank Abp                                         | CUSIP: 65558RAH2<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    722000 | PA      | $722560.39    | 0.09%             | 2029-09-10      | Floating      | 5.39%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                  | Wells Fargo & Co.                                       | CUSIP: 949746RX1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1809498.77   | 0.21%             | 2026-05-19      | Fixed         | 2.98%                 | No            | 2                  | On Loan: No      |
| ENI SPA                                | Eni SpA                                                 | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   1900000 | PA      | $1937764.14   | 0.23%             | 2030-01-23      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                | Nissan Motor Acceptance Co. LLC                         | CUSIP: 000000000<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235970.35    | 0.03%             | 2026-09-16      | Fixed         | 1.85%                 | No            | 2                  | On Loan: No      |
| AYVENS BANK NV                         | Ayvens Bank NV                                          | CUSIP: 000000000<br>LEI: 724500C60L930FVHS484 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $793027.87    | 0.09%             | 2025-05-06      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.          | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-265707.65   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| TESCO CORP TREASURY SERV               | Tesco Corporate Treasury Services PLC                   | CUSIP: 000000000<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |    349000 | PA      | $465112.56    | 0.05%             | 2025-05-02      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| NATIONAL BANK OF CANADA                | National Bank of Canada                                 | CUSIP: 63306AHK5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1467764.40   | 0.17%             | 2025-11-03      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                    | Charles Schwab Corp.                                    | CUSIP: 808513BZ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   5324000 | PA      | $5349608.44   | 0.63%             | 2027-03-03      | Floating      | 5.42%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR FINANCE BV                | Toyota Motor Finance Netherlands BV                     | CUSIP: 000000000<br>LEI: 724500OPA8GZSQUNSR96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $227457.80    | 0.03%             | 2027-02-09      | Floating      | 3.22%                 | No            | 2                  | On Loan: No      |
| KILROY REALTY LP                       | Kilroy Realty LP                                        | CUSIP: 49427RAP7<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |   1000000 | PA      | $881015.13    | 0.10%             | 2030-02-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| LAS VEGAS SANDS CORP                   | Las Vegas Sands Corp.                                   | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $928502.73    | 0.11%             | 2029-08-08      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Norfolk Southern Corp                  | Norfolk Southern Corp.                                  | CUSIP: 655844AW8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    600000 | PA      | $600264.40    | 0.07%             | 2025-05-17      | Fixed         | 5.59%                 | No            | 2                  | On Loan: No      |
| ARES CAPITAL CORP                      | ARES Capital Corp.                                      | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506142.37    | 0.06%             | 2029-07-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| American Tower Corp                    | American Tower Corp.                                    | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     77000 | PA      | $75304.75     | 0.01%             | 2028-01-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| NATIONAL RURAL UTIL COOP               | National Rural Utilities Cooperative Finance Corp.      | CUSIP: 63743HFU1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   2222000 | PA      | $2219632.90   | 0.26%             | 2027-09-16      | Floating      | 5.19%                 | No            | 2                  | On Loan: No      |
| LAS VEGAS SANDS CORP                   | Las Vegas Sands Corp.                                   | CUSIP: 517834AH0<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2986410.00   | 0.35%             | 2025-06-25      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                | Nationwide Building Society                             | CUSIP: 638602BP6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   1800000 | PA      | $1796702.69   | 0.21%             | 2025-07-21      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| WP CAREY INC                           | WP Carey, Inc.                                          | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    200000 | PA      | $193447.92    | 0.02%             | 2029-07-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                     | Banco Santander SA                                      | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    700000 | PA      | $794793.87    | 0.09%             | 2026-01-29      | Floating      | 2.85%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC                       | Crown Castle, Inc.                                      | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    250000 | PA      | $250604.54    | 0.03%             | 2029-09-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| ENEXIS HOLDING NV                      | Enexis Holding NV                                       | CUSIP: 000000000<br>LEI: 7245009Q5867Q0YC9Q13 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1119093.18   | 0.13%             | 2026-04-28      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| Broadcom Inc                           | Broadcom, Inc.                                          | CUSIP: 11135MSU1<br>LEI: 549300WV6GIDOZJTV909 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1992729.40   | 0.23%             | 2025-05-28      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI TR BK LT               | Sumitomo Mitsui Trust Bank Ltd.                         | CUSIP: 86563VBW8<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   2050000 | PA      | $2053222.25   | 0.24%             | 2027-09-10      | Floating      | 5.35%                 | No            | 2                  | On Loan: No      |
| MARATHON PETROLEUM CORP                | Marathon Petroleum Corp.                                | CUSIP: 56585ABH4<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1900000.00   | 0.22%             | 2025-05-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| JT INTL FIN SERVICES BV                | JT International Financial Services BV                  | CUSIP: 000000000<br>LEI: 549300U2F0PG10VZUN93 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1126395.53   | 0.13%             | 2025-09-28      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| HUNTSMAN INTERNATIONAL L               | Huntsman International LLC                              | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $4053156.48   | 0.48%             | 2029-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ARES CAPITAL CORP                      | ARES Capital Corp.                                      | CUSIP: 04010LAY9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $4585132.80   | 0.54%             | 2025-07-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK                 | Canadian Imperial Bank of Commerce                      | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1705750.01   | 0.20%             | 2027-01-29      | Floating      | 2.87%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                  | Wells Fargo & Co.                                       | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1811128.90   | 0.21%             | 2025-06-02      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| REVVITY INC                            | Revvity, Inc.                                           | CUSIP: 000000000<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6726331.64   | 0.79%             | 2026-07-19      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| NEWELL BRANDS INC                      | Newell Brands, Inc.                                     | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $938070.70    | 0.11%             | 2029-09-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG               | Banco Bilbao Vizcaya Argentaria SA                      | CUSIP: 05946KAJ0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   1600000 | PA      | $1576373.38   | 0.19%             | 2025-09-18      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                           | UBS Group AG                                            | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1000000 | PA      | $996839.00    | 0.12%             | 2026-04-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| ARCELORMITTAL                          | ArcelorMittal SA                                        | CUSIP: 03938LAZ7<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $499506.66    | 0.06%             | 2025-06-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| SANTANDER UK GROUP HLDGS               | Santander U.K. Group Holdings PLC                       | CUSIP: 000000000<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1321892.54   | 0.16%             | 2026-01-14      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| ARROW ELECTRONICS INC                  | Arrow Electronics, Inc.                                 | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201636.61    | 0.02%             | 2029-08-21      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| MIZUHO BANK LTD/SYDNEY                 | Mizuho Bank Ltd.                                        | CUSIP: 000000000<br>LEI: 254900O5B06Y1EPP2H33 | Long             | DBT              | CORP              | JP        |   5500000 | PA      | $3533066.48   | 0.42%             | 2026-09-14      | Floating      | 4.97%                 | No            | 2                  | On Loan: No      |
| PROLOGIS EURO FINANCE                  | Prologis Euro Finance LLC                               | CUSIP: 74341EAP7<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |    190000 | PA      | $221734.58    | 0.03%             | 2030-01-31      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| PUBLIC STORAGE OP CO                   | Public Storage Operating Co.                            | CUSIP: 74460WAJ6<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |   4201000 | PA      | $4203562.61   | 0.50%             | 2025-07-25      | Floating      | 4.98%                 | No            | 2                  | On Loan: No      |
| Citibank NA                            | Purchased CAD / Sold USD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |         1 | NC      | $65524.06     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MCKESSON CORP                          | McKesson Corp.                                          | CUSIP: 581557BG9<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2254537.92   | 0.27%             | 2025-11-17      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| NATIONAL RURAL UTIL COOP               | National Rural Utilities Cooperative Finance Corp.      | CUSIP: 63743HFL1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    232000 | PA      | $232011.20    | 0.03%             | 2025-05-07      | Floating      | 5.06%                 | No            | 2                  | On Loan: No      |
| ELEMENT FLEET MANAGEMENT               | Element Fleet Management Corp.                          | CUSIP: 286181AD4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   2500000 | PA      | $2494992.68   | 0.29%             | 2025-06-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| NISSAN MOTOR CO                        | Nissan Motor Co. Ltd.                                   | CUSIP: 654744AB7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   3000000 | PA      | $2970935.40   | 0.35%             | 2025-09-17      | Fixed         | 3.52%                 | No            | 2                  | On Loan: No      |
| JPN BANK FOR INT'L COOP                | Japan Bank for International Cooperation                | CUSIP: 471048CJ5<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   1754000 | PA      | $1740121.53   | 0.20%             | 2025-07-15      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA               | AerCap Ireland Capital DAC/AerCap Global Aviation Trust | CUSIP: 00774MAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   5450000 | PA      | $5458136.20   | 0.64%             | 2025-07-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| AT&T INC                               | AT&T, Inc.                                              | CUSIP: 00206RJP8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    970000 | PA      | $995088.19    | 0.12%             | 2030-03-04      | Fixed         | 0.80%                 | No            | 2                  | On Loan: No      |
| NATIONAL GRID NA INC                   | National Grid North America, Inc.                       | CUSIP: 000000000<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $3070671.18   | 0.36%             | 2026-01-20      | Fixed         | 0.41%                 | No            | 2                  | On Loan: No      |
| Sealed Air Corp                        | Sealed Air Corp.                                        | CUSIP: 81211KAX8<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2498357.25   | 0.29%             | 2025-09-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| SANTANDER HOLDINGS USA                 | Santander Holdings USA, Inc.                            | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2935975.86   | 0.35%             | 2026-10-05      | Fixed         | 3.24%                 | No            | 2                  | On Loan: No      |
| SWEDBANK AB                            | Swedbank AB                                             | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   1500000 | PA      | $1509295.50   | 0.18%             | 2029-11-20      | Floating      | 5.39%                 | No            | 2                  | On Loan: No      |
| VORNADO REALTY LP                      | Vornado Realty LP                                       | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |   6100000 | PA      | $5881644.64   | 0.69%             | 2026-06-01      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| United States Treasury                 | U.S. Treasury Notes                                     | CUSIP: 912828K74<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4965917.95   | 0.58%             | 2025-08-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                     | Energy Transfer LP                                      | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1817519.27   | 0.21%             | 2030-04-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| ORIGIN ENERGY FINANCE                  | Origin Energy Finance Ltd.                              | CUSIP: 000000000<br>LEI: 5493002W5C9Z753C7Q57 | Long             | DBT              | CORP              | AU        |   5390000 | PA      | $5535165.57   | 0.65%             | 2029-09-17      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| CRITERIA CAIXA SA                      | Criteria Caixa SA                                       | CUSIP: 000000000<br>LEI: 959800DQQUAMV0K08004 | Long             | DBT              | CORP              | ES        |   3000000 | PA      | $3423959.11   | 0.40%             | 2029-10-02      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                     | Purchased USD / Sold AUD                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-2260992.85  | -0.27%            |  |  |  | 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      | $34528.99     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ARES CAPITAL CORP                      | ARES Capital Corp.                                      | CUSIP: 04010LAZ6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $992146.03    | 0.12%             | 2026-01-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| VONTIER CORP                           | Vontier Corp.                                           | CUSIP: 928881AB7<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3399196.08   | 0.40%             | 2026-04-01      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| ADVANCE AUTO PARTS                     | Advance Auto Parts, Inc.                                | CUSIP: 00751YAJ5<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    380000 | PA      | $376859.33    | 0.04%             | 2028-03-09      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| ABN AMRO BANK NV                       | ABN AMRO Bank NV                                        | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   3000000 | PA      | $3560750.81   | 0.42%             | 2030-02-21      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| GRAND CITY PROPERTIES SA               | Grand City Properties SA                                | CUSIP: 000000000<br>LEI: 5299002QLUYKK2WBMB18 | Long             | DBT              | CORP              | LU        |    600000 | PA      | $699166.34    | 0.08%             | 2030-01-09      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                        | CVS Health Corp.                                        | CUSIP: 126650CL2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3690294.20   | 0.43%             | 2025-07-20      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| DANSKE BANK A/S                        | Danske Bank AS                                          | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   2500000 | PA      | $2829158.21   | 0.33%             | 2025-05-26      | Fixed         | 0.63%                 | 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        |    150000 | PA      | $148871.78    | 0.02%             | 2029-09-10      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Citibank NA                            | Purchased USD / Sold CAD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-54684.86    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| LYB INT FINANCE III                    | LYB International Finance III LLC                       | CUSIP: 50249AAF0<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    316000 | PA      | $311366.66    | 0.04%             | 2025-10-01      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Boston Properties LP                   | Boston Properties LP                                    | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    252000 | PA      | $248309.76    | 0.03%             | 2028-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| TIKEHAU CAPITAL SCA                    | Tikehau Capital SCA                                     | CUSIP: 000000000<br>LEI: 969500BY8TEU16U3SJ94 | Long             | DBT              | CORP              | FR        |   2100000 | PA      | $2651743.97   | 0.31%             | 2030-03-14      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| STATE STREET CORP                      | State Street Corp.                                      | CUSIP: 857477CQ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179334.00    | 0.02%             | 2027-10-22      | Floating      | 5.02%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                        | CVS Health Corp.                                        | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235557.37    | 0.03%             | 2029-08-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| CONTINENTAL AG                         | Continental AG                                          | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | DBT              | CORP              | DE        |   5050000 | PA      | $5833167.65   | 0.69%             | 2029-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                | BPCE SA                                                 | CUSIP: 05578AAP3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   3000000 | PA      | $2923630.65   | 0.34%             | 2026-01-20      | Fixed         | 1.00%                 | No            | 2                  | On Loan: —       |
| PARAMOUNT GLOBAL                       | Paramount Global                                        | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3571671.72   | 0.42%             | 2029-06-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE PIPELINES INC                 | Enbridge Pipelines, Inc.                                | CUSIP: 29250ZAV0<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $2169984.04   | 0.26%             | 2026-08-10      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP               | Toyota Motor Credit Corp.                               | CUSIP: 89236TMA0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2200020.35   | 0.26%             | 2027-03-19      | Floating      | 5.02%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                 | American Honda Finance Corp.                            | CUSIP: 02665WEX5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1701057.18   | 0.20%             | 2026-01-09      | Floating      | 5.09%                 | No            | 2                  | On Loan: No      |
| Ren Finance BV                         | Ren Finance BV                                          | CUSIP: 000000000<br>LEI: 54930019D5P01WQQZF17 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $720563.16    | 0.08%             | 2029-04-16      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| YUM! BRANDS INC                        | Yum! Brands, Inc.                                       | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2426380.63   | 0.29%             | 2030-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CATERPILLAR FINL SERVICE               | Caterpillar Financial Services Corp.                    | CUSIP: 14913UAZ3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1197448.56   | 0.14%             | 2028-03-03      | Floating      | 4.89%                 | No            | 2                  | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                 | CNH Industrial Capital LLC                              | CUSIP: 12592BAN4<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1699152.18   | 0.20%             | 2025-05-23      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| ABN AMRO Bank NV                       | ABN AMRO Bank NV                                        | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    900000 | PA      | $914911.14    | 0.11%             | 2029-09-23      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| ARCELORMITTAL SA                       | ArcelorMittal SA                                        | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   1798000 | PA      | $2093058.25   | 0.25%             | 2026-09-26      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| McDonald's Corp.                       | McDonald's Corp.                                        | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    300000 | PA      | $334055.53    | 0.04%             | 2029-05-31      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                           | UBS Group AG                                            | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1500000 | PA      | $1984078.22   | 0.23%             | 2025-08-08      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| SOFTBANK GROUP CORP                    | SoftBank Group Corp.                                    | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1011102.47   | 0.12%             | 2029-07-08      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| SELP FINANCE SARL                      | SELP Finance SARL                                       | CUSIP: 000000000<br>LEI: 549300Y4VYEJE1MH6D45 | Long             | DBT              |  | LU        |   3400000 | PA      | $3519675.91   | 0.41%             | 2029-05-27      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| MACQUARIE GROUP LTD                    | Macquarie Group Ltd.                                    | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $548971.99    | 0.06%             | 2027-02-03      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| NOV INC                                | NOV, Inc.                                               | CUSIP: 637071AM3<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188576.23    | 0.02%             | 2029-12-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: —       |
| Flex Ltd                               | Flex Ltd.                                               | CUSIP: 33938EAU1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    650000 | PA      | $649717.07    | 0.08%             | 2025-06-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Leggett & Platt Inc                    | Leggett & Platt, Inc.                                   | CUSIP: 524660AY3<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |   1221000 | PA      | $1171717.53   | 0.14%             | 2027-11-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: —       |
| SCENTRE GROUP TRST 1                   | Scentre Group Trust 1                                   | CUSIP: 000000000<br>LEI: 549300SQ859FBKRKSI77 | Long             | DBT              |  | AU        |   8500000 | PA      | $5407271.40   | 0.64%             | 2029-11-27      | Floating      | 5.24%                 | 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      | $-56323.85    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI SYD                    | Sumitomo Mitsui Banking Corp.                           | CUSIP: 000000000<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | DBT              | CORP              | JP        |    800000 | PA      | $513270.28    | 0.06%             | 2027-01-20      | Floating      | 4.73%                 | No            | 2                  | On Loan: No      |
| Telefonica Emisiones SAU               | Telefonica Emisiones SA                                 | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $1337894.28   | 0.16%             | 2026-02-02      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| NORFINA LTD                            | Norfina Ltd.                                            | CUSIP: 000000000<br>LEI: JEBU6C6ITPD2YZ9N7F22 | Long             | DBT              | CORP              | AU        |   8050000 | PA      | $5201495.94   | 0.61%             | 2027-12-14      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                  | Wells Fargo & Co.                                       | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1902538.85   | 0.22%             | 2025-07-28      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                     | Credit Agricole SA                                      | CUSIP: 22534PAJ2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   3300000 | PA      | $3302404.28   | 0.39%             | 2027-03-11      | Floating      | 5.24%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CORP                       | Duke Energy Corp.                                       | CUSIP: 26441CCC7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64864.66     | 0.01%             | 2029-01-05      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| DTE ENERGY CO                          | DTE Energy Co.                                          | CUSIP: 233331BC0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     92000 | PA      | $87548.85     | 0.01%             | 2029-06-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| ENGIE SA                               | Engie SA                                                | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $466134.45    | 0.05%             | 2030-01-11      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                          | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $19708.33     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| METHANEX CORP                          | Methanex Corp.                                          | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1899616.58   | 0.22%             | 2029-12-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                     | Royalty Pharma PLC                                      | CUSIP: 78081BAH6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   3986000 | PA      | $3935848.07   | 0.46%             | 2025-09-02      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| AVIATION CAPITAL GROUP                 | Aviation Capital Group LLC                              | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131224.56    | 0.02%             | 2029-07-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| BOEING CO                              | Boeing Co.                                              | CUSIP: 097023BR5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    153000 | PA      | $148669.93    | 0.02%             | 2026-06-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                       | Bank of Montreal                                        | CUSIP: 06368L3M6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   6500000 | PA      | $6501672.52   | 0.77%             | 2027-06-04      | Floating      | 5.13%                 | No            | 2                  | On Loan: No      |
| Altria Group Inc                       | Altria Group, Inc.                                      | CUSIP: 02209SAY9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2240653.70   | 0.26%             | 2027-06-15      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| APA INFRASTRUCTURE LTD                 | APA Infrastructure Ltd.                                 | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |   3500000 | PA      | $3648020.51   | 0.43%             | 2029-03-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING/PTL               | Penske Truck Leasing Co. LP/PTL Finance Corp.           | CUSIP: 709599BW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $22883.37     | 0.00%             | 2028-08-01      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                       | Societe Generale SA                                     | CUSIP: 83368RAK8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $1977425.16   | 0.23%             | 2027-01-12      | Fixed         | 4.00%                 | No            | 2                  | On Loan: —       |
| UBS AG AUSTRALIA                       | UBS AG                                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   5500000 | PA      | $3578795.36   | 0.42%             | 2028-11-24      | Floating      | 5.58%                 | No            | 2                  | On Loan: No      |
| Weyerhaeuser Co                        | Weyerhaeuser Co.                                        | CUSIP: 962166BX1<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |    200000 | PA      | $194627.84    | 0.02%             | 2029-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| GENUINE PARTS CO                       | Genuine Parts Co.                                       | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    600000 | PA      | $602969.24    | 0.07%             | 2029-08-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| FLEX LTD                               | Flex Ltd.                                               | CUSIP: 33938XAC9<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   5000000 | PA      | $4955120.15   | 0.58%             | 2026-02-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| MOTABILITY OPERATIONS GR               | Motability Operations Group PLC                         | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |   4800000 | PA      | $5659273.46   | 0.67%             | 2030-01-17      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                | Imperial Brands Finance PLC                             | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205529.95    | 0.02%             | 2030-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| HIGHWOODS REALTY LP                    | Highwoods Realty LP                                     | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |   3340000 | PA      | $2979147.80   | 0.35%             | 2030-02-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| CENCORA INC                            | Cencora, Inc.                                           | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202288.71    | 0.02%             | 2029-12-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| United States Treasury                 | U.S. Treasury Floating Rate Notes                       | CUSIP: 91282CHS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $6000106.80   | 0.71%             | 2025-07-31      | Floating      | 4.37%                 | No            | 2                  | On Loan: No      |
| Lennar Corp                            | Lennar Corp.                                            | CUSIP: 526057BV5<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1199822.35   | 0.14%             | 2025-05-30      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                       | Bank of Montreal                                        | CUSIP: 06368FAD1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    170000 | PA      | $169796.48    | 0.02%             | 2026-09-15      | Floating      | 4.99%                 | No            | 2                  | On Loan: No      |
| PROLOGIS LP                            | Prologis LP                                             | CUSIP: 74340XBB6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |   2100000 | PA      | $2385161.92   | 0.28%             | 2026-06-02      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.          | Purchased USD / Sold GBP                                | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-368149.52   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| ONEOK INC                              | ONEOK, Inc.                                             | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56704.58     | 0.01%             | 2028-11-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| McDonald's Corp                        | McDonald's Corp.                                        | CUSIP: 58013MEU4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42955.55     | 0.01%             | 2025-05-26      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| UBS AG                                 | Purchased EUR / Sold USD                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |         1 | NC      | $-32755.67    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING/PTL               | Penske Truck Leasing Co. LP/PTL Finance Corp.           | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5150000 | PA      | $4983446.94   | 0.59%             | 2026-06-15      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| AVIATION CAPITAL GROUP                 | Aviation Capital Group LLC                              | CUSIP: 000000000<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2523549.20   | 0.30%             | 2029-07-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| ARES CAPITAL CORP                      | ARES Capital Corp.                                      | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130882.44    | 0.02%             | 2029-03-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| E.ON SE                                | E.ON SE                                                 | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |   1340000 | PA      | $1546482.56   | 0.18%             | 2030-03-05      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| VOLKSWAGEN FIN SERV NV                 | Volkswagen Financial Services NV                        | CUSIP: 000000000<br>LEI: 529900ZTQC8D1TW6BL41 | Long             | DBT              | CORP              | NL        |   4000000 | PA      | $5298285.08   | 0.62%             | 2025-10-09      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| STRYKER CORP                           | Stryker Corp.                                           | CUSIP: 863667BA8<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   1743000 | PA      | $1735166.40   | 0.20%             | 2025-06-15      | Fixed         | 1.15%                 | No            | 2                  | On Loan: No      |
| HUNTINGTON BANCSHARES                  | Huntington Bancshares, Inc.                             | CUSIP: 446150AM6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    580000 | PA      | $579678.77    | 0.07%             | 2025-05-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.          | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-326722.24   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| ING Groep NV                           | ING Groep NV                                            | CUSIP: 45685NAA4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   6100000 | PA      | $6100348.43   | 0.72%             | 2026-01-06      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| TAKEDA PHARMACEUTICAL                  | Takeda Pharmaceutical Co. Ltd.                          | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   2900000 | PA      | $3276740.89   | 0.39%             | 2026-11-21      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| INFINEON TECHNOLOGIES AG               | Infineon Technologies AG                                | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | DBT              | CORP              | DE        |   1300000 | PA      | $1462502.76   | 0.17%             | 2030-02-13      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                          | Purchased EUR / Sold USD                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $-20015.85    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WESTLAKE CORP                          | Westlake Corp.                                          | CUSIP: 960413AV4<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |   1327000 | PA      | $1410479.34   | 0.17%             | 2029-07-17      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC               | Celanese U.S. Holdings LLC                              | CUSIP: 15089QAK0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   6800000 | PA      | $6486159.12   | 0.76%             | 2026-08-05      | Fixed         | 1.40%                 | No            | 2                  | On Loan: No      |
| FRESENIUS MED CARE III                 | Fresenius Medical Care U.S. Finance III, Inc.           | CUSIP: 35805BAC2<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |   3280000 | PA      | $3141550.71   | 0.37%             | 2026-12-01      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| EQUINIX INC                            | Equinix, Inc.                                           | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    200000 | PA      | $188162.07    | 0.02%             | 2029-11-18      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Bayer US Finance II LLC                | Bayer U.S. Finance II LLC                               | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2787260.50   | 0.33%             | 2025-12-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP               | Healthcare Realty Holdings LP                           | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |   1100000 | PA      | $1009878.99   | 0.12%             | 2030-02-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                 | NextEra Energy Capital Holdings, Inc.                   | CUSIP: 65339KCR9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1290639.20   | 0.15%             | 2026-01-29      | Floating      | 5.14%                 | No            | 2                  | On Loan: No      |
| LABORATORY CORP OF AMER                | Laboratory Corp. of America Holdings                    | CUSIP: 50540RAX0<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |   1914000 | PA      | $1855882.44   | 0.22%             | 2026-06-01      | Fixed         | 1.55%                 | No            | 2                  | On Loan: No      |
| BAYER AG                               | Bayer AG                                                | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $177967.87    | 0.02%             | 2029-08-26      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                               | AT&T, Inc.                                              | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198419.64    | 0.02%             | 2030-02-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| BORGWARNER INC                         | BorgWarner, Inc.                                        | CUSIP: 099724AP1<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201013.43    | 0.02%             | 2029-08-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| AUTOLIV INC                            | Autoliv, Inc.                                           | CUSIP: 000000000<br>LEI: A23RUXWKASG834LTMK28 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1386197.12   | 0.16%             | 2029-08-07      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| MIZUHO BANK LTD/SYDNEY                 | Mizuho Bank Ltd.                                        | CUSIP: 000000000<br>LEI: 254900O5B06Y1EPP2H33 | Long             | DBT              | CORP              | JP        |   1830000 | PA      | $1171831.68   | 0.14%             | 2027-09-06      | Floating      | 4.87%                 | No            | 2                  | On Loan: No      |
| SWEDBANK AB                            | Swedbank AB                                             | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   1000000 | PA      | $1141278.92   | 0.13%             | 2025-11-14      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                | Nationwide Building Society                             | CUSIP: 63859UBF9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   2600000 | PA      | $2565784.00   | 0.30%             | 2025-08-28      | Fixed         | 1.00%                 | No            | 2                  | On Loan: —       |
| FORD MOTOR CREDIT CO LLC               | Ford Motor Credit Co. LLC                               | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1009740.25   | 0.12%             | 2026-03-06      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED BK/NY               | Standard Chartered Bank                                 | CUSIP: 85325X2A3<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | DBT              | CORP              | GB        |   2100000 | PA      | $2098305.26   | 0.25%             | 2026-10-08      | Floating      | 5.03%                 | No            | 2                  | On Loan: No      |
| CANADIAN NATL RESOURCES                | Canadian Natural Resources Ltd.                         | CUSIP: 136385AZ4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    420000 | PA      | $417503.97    | 0.05%             | 2025-07-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| AMERICAN ELECTRIC POWER                | American Electric Power Co., Inc.                       | CUSIP: 025537AR2<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    678000 | PA      | $666010.42    | 0.08%             | 2025-11-01      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| JCDECAUX SE                            | JCDecaux SE                                             | CUSIP: 000000000<br>LEI: 9695009KV7AFPDEI5S30 | Long             | DBT              | CORP              | FR        |   1100000 | PA      | $1155404.43   | 0.14%             | 2030-02-07      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                             | Intel Corp.                                             | CUSIP: 458140CF5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1372937.29   | 0.16%             | 2030-02-10      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| ALTRIA GROUP INC                       | Altria Group, Inc.                                      | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    118000 | PA      | $124553.52    | 0.01%             | 2028-11-01      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING/PTL               | Penske Truck Leasing Co. LP/PTL Finance Corp.           | CUSIP: 709599BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $91614.28     | 0.01%             | 2029-03-30      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| NORFINA LTD                            | Norfina Ltd.                                            | CUSIP: 000000000<br>LEI: JEBU6C6ITPD2YZ9N7F22 | Long             | DBT              | CORP              | AU        |   5300000 | PA      | $3384391.59   | 0.40%             | 2027-09-27      | Floating      | 4.85%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                              | ONEOK, Inc.                                             | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196891.43    | 0.02%             | 2029-10-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                  | Toronto-Dominion Bank                                   | CUSIP: 89117F3M9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $3622152.91   | 0.43%             | 2025-09-09      | Fixed         | 2.67%                 | No            | 2                  | On Loan: No      |
| PPG INDUSTRIES INC                     | PPG Industries, Inc.                                    | CUSIP: 000000000<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4529100.10   | 0.53%             | 2025-06-01      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                | Nissan Motor Acceptance Co. LLC                         | CUSIP: 654740BS7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1441622.91   | 0.17%             | 2026-03-09      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| STEEL DYNAMICS INC                     | Steel Dynamics, Inc.                                    | CUSIP: 858119BL3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99676.63     | 0.01%             | 2025-06-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| SLM CORP                               | SLM Corp.                                               | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1032285.00   | 0.12%             | 2030-01-31      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| CZECH GAS NETWORKS INV                 | Czech Gas Networks Investments SARL                     | CUSIP: 000000000<br>LEI: 549300K11JPENR1PEH43 | Long             | DBT              | CORP              | LU        |    380000 | PA      | $383164.48    | 0.05%             | 2029-09-08      | Fixed         | 0.45%                 | No            | 2                  | On Loan: No      |
| Nordstrom Inc                          | Nordstrom, Inc.                                         | CUSIP: 655664AH3<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |   2246000 | PA      | $2262273.84   | 0.27%             | 2028-03-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                       | Societe Generale SA                                     | CUSIP: 83368RAX0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   3600000 | PA      | $3576136.86   | 0.42%             | 2025-07-08      | Fixed         | 1.38%                 | No            | 2                  | On Loan: —       |
| MONDELEZ INTERNATIONAL                 | Mondelez International, Inc.                            | CUSIP: 609207AU9<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    224000 | PA      | $223924.54    | 0.03%             | 2025-05-04      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE               | Rockies Express Pipeline LLC                            | CUSIP: 77340RAS6<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2297428.37   | 0.27%             | 2025-05-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| TELEFONICA EMISIONES SAU               | Telefonica Emisiones SA                                 | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   2300000 | PA      | $2350222.10   | 0.28%             | 2030-02-03      | Fixed         | 0.66%                 | No            | 2                  | On Loan: No      |
| MCDONALD'S CORP                        | McDonald's Corp.                                        | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    400000 | PA      | $473907.62    | 0.06%             | 2030-03-07      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Duke Energy Corp                       | Duke Energy Corp.                                       | CUSIP: 26244HS61<br>LEI: I1BZKREC126H0VB1BL91 | Long             | STIV             | CORP              | US        |    500000 | PA      | $499622.00    | 0.06%             | 2025-05-06      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| UTAH ACQUISITION SUB                   | Utah Acquisition Sub, Inc.                              | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | NL        |   2759000 | PA      | $2719818.20   | 0.32%             | 2026-06-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| EPR Properties                         | EPR Properties                                          | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   2000000 | PA      | $1982493.88   | 0.23%             | 2026-12-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Discover Bank                          | Discover Bank                                           | CUSIP: 25466AAJ0<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1968825.24   | 0.23%             | 2026-07-27      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| INTL FLAVOR & FRAGRANCES               | International Flavors & Fragrances, Inc.                | CUSIP: 000000000<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1117058.58   | 0.13%             | 2026-09-25      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                   | Royal Bank of Canada                                    | CUSIP: 780086UT9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  10300000 | PA      | $7481359.35   | 0.88%             | 2025-09-29      | Fixed         | 3.37%                 | No            | 2                  | On Loan: No      |
| AIRCASTLE LTD                          | Aircastle Ltd.                                          | CUSIP: 00928QAT8<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     50000 | PA      | $49921.06     | 0.01%             | 2025-08-11      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Oracle Corp                            | Oracle Corp.                                            | CUSIP: 68389XBC8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4996442.80   | 0.59%             | 2025-05-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Synchrony Financial                    | Synchrony Financial                                     | CUSIP: 87165BAG8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     69000 | PA      | $68892.87     | 0.01%             | 2025-07-23      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORP                | John Deere Capital Corp.                                | CUSIP: 24422EYA1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1696430.00   | 0.20%             | 2028-03-06      | Floating      | 4.87%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                    | American Tower Corp.                                    | CUSIP: 03027XAS9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    500000 | PA      | $562348.13    | 0.07%             | 2026-05-22      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| HUNTINGTON BANCSHARES                  | Huntington Bancshares, Inc.                             | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180478.12    | 0.02%             | 2030-02-04      | Fixed         | 2.55%                 | No            | 2                  | On Loan: —       |

### Signature

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

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

**Signature:** Randy Olson

**Name of Signer:** Randy Olson

**Title:** Vice President