# EDGAR Filing Document

**Accession Number:** 0000355437
**File Stem:** 0001410368-26-065087
**Filing Date:** 2026-6
**Character Count:** 198723
**Document Hash:** befde8c93286df09a63689b50a0e954b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-065087.hdr.sgml**: 20260624

**ACCESSION NUMBER**: 0001410368-26-065087

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260624

**DATE AS OF CHANGE**: 20260624

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03258
- **FILM NUMBER:** 261114461

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

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

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

## Series and Classes Contracts Data

### DFA Global Core Plus Real Return Portfolio (Series ID: S000071470)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000226674 | Institutional Class |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** AUSTIN

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 78746

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

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

- **a. Name of Series:** DFA Global Core Plus Real Return Portfolio

- **b. EDGAR series identifier (if any):** S000071470

- **c. LEI of Series:** 549300O7HF1H4LLWA468

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $354600888.04

**Total Liabilities:** $47952422.50

**Net Assets:** $306648465.54

**Delayed Delivery Securities:** $4846903.13

**Cash Not Reported:** $5483780.31

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -182.08000000 | **1-Year:** -6679.79000000 | **5-Year:** -63569.33000000 | **10-Year:** -87094.19000000 | **30-Year:** -7289.00000000

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

- **3-Month:** -25.95000000 | **1-Year:** -1130.21000000 | **5-Year:** -4924.58000000 | **10-Year:** -4576.70000000 | **30-Year:** -577.79000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000226674 | 0.51%                | -1.80%               | 1.98%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1530589.35             | $2520239.21                                |
| Month 2  | $504092.45               | $-11728703.62                              |
| Month 3  | $1230690.61              | $4932629.41                                |

**Designated Index Information**

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

- **Index Identifier:** LEGATRUU

### Schedule of Portfolio Investments

| Name                                       | Title                                                                                                                                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| SHELL FINANCE US INC                       | Shell Finance U.S., Inc.                                                                                                                   | CUSIP: 822905AT2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1099999.16   | 0.36%             | 2038-12-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Dimensional Holdings Inc.                  | DFA Short Term Investment Fund                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   7587438 | NS      | $7587438.00   | 2.47%             |  |  |  | No            | N/A                | On Loan: No      |
| BNP PARIBAS                                | BNP Paribas SA                                                                                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $442590.40    | 0.14%             | 2031-07-13      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| CF INDUSTRIES INC                          | CF Industries, Inc.                                                                                                                        | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    500000 | PA      | $449781.78    | 0.15%             | 2043-06-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| DSV FINANCE BV                             | DSV Finance BV                                                                                                                             | CUSIP: 000000000<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $232205.15    | 0.08%             | 2032-11-06      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                               | Broadcom, Inc.                                                                                                                             | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    150000 | PA      | $125865.95    | 0.04%             | 2036-11-15      | Fixed         | 3.19%                 | No            | 2                  | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS                    | Duquesne Light Holdings, Inc.                                                                                                              | CUSIP: 266233AJ4<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $882864.02    | 0.29%             | 2032-01-07      | Fixed         | 2.78%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold JPY                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-54974.16    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| French Republic Government Bonds OAT       | French Republic Government Bonds OAT                                                                                                       | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    750000 | PA      | $656716.86    | 0.21%             | 2038-05-25      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B90042414 IRS USD R V 12MUSCPI RUSCPI.021435.FLOAT CCPINFLATI / Short: B90042414 IRS USD P F  2.64500 P2.645.021435.FIXED CCPINFLATI | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   9000000 | OU      | $-20536.65    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased AUD / Sold USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |         1 | NC      | $12106.51     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                                                                                                         | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   1300000 | PA      | $892451.68    | 0.29%             | 2035-06-04      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co.                                                                                                                       | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $551832.23    | 0.18%             | 2038-05-15      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| New Zealand Government Bonds               | New Zealand Government Bonds                                                                                                               | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |   1250000 | PA      | $722265.90    | 0.24%             | 2034-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| NORDSTROM INC                              | Nordstrom, Inc.                                                                                                                            | CUSIP: 655664AR1<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $769029.58    | 0.25%             | 2044-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 370000000 | PA      | $1929752.48   | 0.63%             | 2036-03-20      | Fixed         | 0.40%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-5808.59     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold AUD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-88912.88    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold AUD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-59349.84    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                   | Siemens Financieringsmaatschappij NV                                                                                                       | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $582614.32    | 0.19%             | 2036-05-27      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| New Zealand Government Bonds               | New Zealand Government Bonds                                                                                                               | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |   2750000 | PA      | $1340589.32   | 0.44%             | 2037-04-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                | Equinor ASA                                                                                                                                | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    800000 | PA      | $833898.39    | 0.27%             | 2032-05-22      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold CAD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-188121.85   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| CIGNA GROUP/THE                            | Cigna Group                                                                                                                                | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $855541.65    | 0.28%             | 2040-03-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| GATX CORP                                  | GATX Corp.                                                                                                                                 | CUSIP: 361448BJ1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    500000 | PA      | $462026.31    | 0.15%             | 2032-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| WHIRLPOOL CORP                             | Whirlpool Corp.                                                                                                                            | CUSIP: 963320BC9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    700000 | PA      | $631927.94    | 0.21%             | 2034-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| NORDEA KIINNITYSLUOTTO                     | Nordea Kiinnitysluottopankki OYJ                                                                                                           | CUSIP: 000000000<br>LEI: 7437001LESKGLAEOEU84 | Long             | DBT              | CORP              | FI        |    600000 | PA      | $626568.67    | 0.20%             | 2033-02-28      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                  | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F060659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6827000 | PA      | $6969223.68   | 2.27%             | 2056-05-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                                                                             | CUSIP: 2027A0LB3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    900000 | PA      | $902151.00    | 0.29%             | 2029-03-27      | Floating      | 4.29%                 | No            | 2                  | On Loan: No      |
| WINTERSHALL DEA FINANCE                    | Wintershall Dea Finance BV                                                                                                                 | CUSIP: 000000000<br>LEI: 529900SUC9JUI6M74U66 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1045391.36   | 0.34%             | 2031-09-25      | Fixed         | 1.82%                 | No            | 2                  | On Loan: No      |
| RTX CORP                                   | RTX Corp.                                                                                                                                  | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    500000 | PA      | $443153.92    | 0.14%             | 2042-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                           | Paramount Global                                                                                                                           | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188661.69    | 0.06%             | 2031-01-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank Securities, Inc.             | Long: 685265699 IRS USD R V 12MUSCPI RUSCPI.070229.FLOAT INFLATIONZ / Short: 685265699 IRS USD P F  2.52875 P2.52875.070229.FIXED INFLATIO | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DIR              |  | US        |   4000000 | OU      | $438230.24    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                   | Caisse d'Amortissement de la Dette Sociale                                                                                                 | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |    200000 | PA      | $226178.26    | 0.07%             | 2032-11-25      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-1723.62     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-9791.71     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CHEVRON USA INC                            | Chevron USA, Inc.                                                                                                                          | CUSIP: 166756BN5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    800000 | PA      | $808605.60    | 0.26%             | 2030-10-15      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| JAB HOLDINGS BV                            | JAB Holdings BV                                                                                                                            | CUSIP: 000000000<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |    900000 | PA      | $1074901.55   | 0.35%             | 2034-04-25      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                  | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F032658<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2109000 | PA      | $1919477.56   | 0.63%             | 2056-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                  | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F020653<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6693000 | PA      | $5353687.33   | 1.75%             | 2056-05-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-223602.90   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| NOVO NORDISK FINANCE NL                    | Novo Nordisk Finance Netherlands BV                                                                                                        | CUSIP: 000000000<br>LEI: 549300X0PCJ6M2JZQW91 | Long             | DBT              | CORP              | NL        |    650000 | PA      | $746388.55    | 0.24%             | 2033-05-27      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS CO                          | General Motors Co.                                                                                                                         | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    500000 | PA      | $473848.08    | 0.15%             | 2038-04-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| MOLINA HEALTHCARE INC                      | Molina Healthcare, Inc.                                                                                                                    | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    250000 | PA      | $224392.63    | 0.07%             | 2032-05-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| NOV INC                                    | NOV, Inc.                                                                                                                                  | CUSIP: 637071AK7<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $786759.18    | 0.26%             | 2042-12-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold EUR                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-6346.29     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TREASURY CORP VICTORIA                     | Treasury Corp. of Victoria                                                                                                                 | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |   2050000 | PA      | $1360763.08   | 0.44%             | 2036-09-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold EUR                                                                                                                   | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-29409.79    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                   | Celanese U.S. Holdings LLC                                                                                                                 | CUSIP: 000000000<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1086222.91   | 0.35%             | 2028-09-10      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| EFSF                                       | European Financial Stability Facility                                                                                                      | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |    600000 | PA      | $620813.48    | 0.20%             | 2033-05-24      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-10.57       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TELEFONICA EMISIONES SAU                   | Telefonica Emisiones SA                                                                                                                    | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    500000 | PA      | $575942.87    | 0.19%             | 2035-06-25      | Fixed         | 3.94%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased AUD / Sold USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |         1 | NC      | $5970.53      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Long: 914248164 IRS USD R V 12MUSCPI RUSCPI.012032.FLOAT INFLATIONZ / Short: 914248164 IRS USD P F  2.65650 P2.6565.012032.FIXED INFLATION | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |  11000000 | OU      | $644848.27    | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| ALTRIA GROUP INC                           | Altria Group, Inc.                                                                                                                         | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $759304.43    | 0.25%             | 2041-02-04      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                                                                                                         | CUSIP: 74814ZFV0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   3600000 | PA      | $2654541.17   | 0.87%             | 2035-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                                                                                                      | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $570773.87    | 0.19%             | 2032-08-03      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LP                       | Boston Properties LP                                                                                                                       | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |   1000000 | PA      | $1004615.72   | 0.33%             | 2035-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| CK HUTCHISON EUROPE                        | CK Hutchison Europe Finance 21 Ltd.                                                                                                        | CUSIP: 000000000<br>LEI: 254900UIPWFKU7480958 | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $961950.56    | 0.31%             | 2033-11-02      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                   | Liberty Mutual Group, Inc.                                                                                                                 | CUSIP: 000000000<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1143702.84   | 0.37%             | 2035-09-26      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| CITY OF MONTREAL                           | City of Montreal                                                                                                                           | CUSIP: 614853EV7<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $151058.27    | 0.05%             | 2033-09-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| REGIE AUTONOME DES TRANS                   | Regie Autonome des Transports Parisiens EPIC                                                                                               | CUSIP: 000000000<br>LEI: 969500K59E47ULNCAQ69 | Long             | DBT              | NUSS              | FR        |    800000 | PA      | $857071.70    | 0.28%             | 2032-05-25      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| AEROPORTS DE PARIS SA                      | Aeroports de Paris SA                                                                                                                      | CUSIP: 000000000<br>LEI: 969500PJMBSFHYC37989 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $461351.40    | 0.15%             | 2033-03-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CONAGRA BRANDS INC                         | Conagra Brands, Inc.                                                                                                                       | CUSIP: 205887CL4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    600000 | PA      | $603528.80    | 0.20%             | 2035-08-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: —       |
| Citibank NA                                | Purchased USD / Sold GBP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $9475.95      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                                                                                        | CUSIP: 91282CMX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1250000 | PA      | $1251357.31   | 0.41%             | 2027-04-30      | Floating      | 3.78%                 | No            | 2                  | On Loan: No      |
| TELEFONICA EMISIONES SAU                   | Telefonica Emisiones SA                                                                                                                    | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    500000 | PA      | $577198.57    | 0.19%             | 2036-01-24      | Fixed         | 4.06%                 | No            | 2                  | On Loan: No      |
| LYB INT FINANCE III                        | LYB International Finance III LLC                                                                                                          | CUSIP: 50249AAH6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1102550.79   | 0.36%             | 2040-10-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENER PART                    | Kinder Morgan Energy Partners LP                                                                                                           | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    100000 | PA      | $111817.82    | 0.04%             | 2038-01-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC                          | CPPIB Capital, Inc.                                                                                                                        | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |   1400000 | PA      | $1467974.41   | 0.48%             | 2033-03-04      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| CINCINNATI FINL CORP                       | Cincinnati Financial Corp.                                                                                                                 | CUSIP: 172062AE1<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |    721000 | PA      | $758275.08    | 0.25%             | 2034-11-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                                                                             | CUSIP: 2027A0KY4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    850000 | PA      | $856166.60    | 0.28%             | 2030-03-14      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-3586.13     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SPECTRA ENERGY PARTNERS                    | Spectra Energy Partners LP                                                                                                                 | CUSIP: 84756NAG4<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $843006.76    | 0.27%             | 2045-03-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B09226621 IRS USD R V 12MUSCPI RUSCPI.082736.FLOAT CCPINFLATI / Short: B09226621 IRS USD P F  2.34400 P2.344.082736.FIXED CCPINFLATI | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   9000000 | OU      | $231634.80    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| MANITOBA (PROVINCE OF)                     | Province of Manitoba                                                                                                                       | CUSIP: 563469VB8<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |   3200000 | PA      | $2369769.21   | 0.77%             | 2033-06-02      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                    | BPCE SA                                                                                                                                    | CUSIP: 05578AAN8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $469522.01    | 0.15%             | 2029-10-01      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B10379433 IRS USD R V 12MUSCPI 110379433_FLO CCPINFLATIONZERO / Short: B10379433 IRS USD P F  2.60350 110379433_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   8000000 | OU      | $12981.52     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JACOBS ENGINEERING GROUP                   | Jacobs Engineering Group, Inc.                                                                                                             | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |    750000 | PA      | $774784.58    | 0.25%             | 2033-03-01      | Fixed         | 5.90%                 | 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      | $-1839.26     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Mizuho Financial Group, Inc.               | Mizuho Financial Group, Inc.                                                                                                               | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $625486.98    | 0.20%             | 2030-10-07      | Fixed         | 0.69%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold AUD                                                                                                                   | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-63994.96    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| BROADCOM INC                               | Broadcom, Inc.                                                                                                                             | CUSIP: 11135FCR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $874667.52    | 0.29%             | 2033-02-15      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| ALTRIA GROUP INC                           | Altria Group, Inc.                                                                                                                         | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008562.95   | 0.33%             | 2039-02-14      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                   | Huntsman International LLC                                                                                                                 | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $853847.60    | 0.28%             | 2031-06-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| SWEDBANK AB                                | Swedbank AB                                                                                                                                | CUSIP: 870195AD6<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    860000 | PA      | $869133.97    | 0.28%             | 2029-11-20      | Floating      | 4.69%                 | No            | 2                  | On Loan: No      |
| AXA SA                                     | AXA SA                                                                                                                                     | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $930232.93    | 0.30%             | 2034-05-31      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                               | UBS Group AG                                                                                                                               | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $191141.15    | 0.06%             | 2033-02-24      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                   | Huntsman International LLC                                                                                                                 | CUSIP: 44701QBG6<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    300000 | PA      | $281592.57    | 0.09%             | 2034-10-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: —       |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                                                                                                        | CUSIP: 68333ZBK2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1200000 | PA      | $863141.31    | 0.28%             | 2035-06-02      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold EUR                                                                                                                   | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-209110.96   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| INTEL CORP                                 | Intel Corp.                                                                                                                                | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    800000 | PA      | $715141.44    | 0.23%             | 2040-03-25      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| KB HOME                                    | KB Home                                                                                                                                    | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1388752.05   | 0.45%             | 2031-06-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: —       |
| CAISSE FRANCAISE DE FIN                    | Caisse Francaise de Financement Local SA                                                                                                   | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |   2700000 | PA      | $3114367.26   | 1.02%             | 2033-07-20      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                | Oracle Corp.                                                                                                                               | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    600000 | PA      | $579127.79    | 0.19%             | 2039-07-08      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| NISSAN MOTOR CO                            | Nissan Motor Co. Ltd.                                                                                                                      | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   1250000 | PA      | $1167399.16   | 0.38%             | 2030-09-17      | Fixed         | 4.81%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                                                                                                        | CUSIP: 683234VR6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1400000 | PA      | $1165885.08   | 0.38%             | 2035-06-02      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| WALMART INC                                | Walmart, Inc.                                                                                                                              | CUSIP: 931142CV3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    284000 | PA      | $280306.31    | 0.09%             | 2040-07-08      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                               | Barclays PLC                                                                                                                               | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $699955.04    | 0.23%             | 2033-01-17      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| BP CAPITAL MARKETS PLC                     | BP Capital Markets PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   2300000 | PA      | $2427883.18   | 0.79%             | 2031-05-08      | Fixed         | 1.23%                 | No            | 2                  | On Loan: No      |
| PUBLIC STORAGE OP CO                       | Public Storage Operating Co.                                                                                                               | CUSIP: 000000000<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |   1000000 | PA      | $1032458.29   | 0.34%             | 2030-09-09      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B83550146 IRS USD R V 12MUSCPI 4083550146_FLO CCPINFLATIONZER / Short: B83550146 IRS USD P F  2.58750 4083550146_FIX CCPINFLATIONZER | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5000000 | OU      | $45656.45     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| KEMPER CORP                                | Kemper Corp.                                                                                                                               | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $911747.67    | 0.30%             | 2032-02-23      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| GLP CAPITAL LP / FIN II                    | GLP Capital LP/GLP Financing II, Inc.                                                                                                      | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              |  | US        |    200000 | PA      | $192210.54    | 0.06%             | 2030-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 161000000 | PA      | $971460.76    | 0.32%             | 2034-03-20      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold EUR                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-25309.37    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                                                                                                               | CUSIP: 000000000<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $353520.41    | 0.12%             | 2032-03-19      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B31623810 IRS USD R V 12MUSCPI RUSCPI.071236.FLOAT CCPINFLATI / Short: B31623810 IRS USD P F  2.55100 P2.551.071236.FIXED CCPINFLATI | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4000000 | OU      | $10252.56     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                     | Berkshire Hathaway Finance Corp.                                                                                                           | CUSIP: 084664CS8<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    600000 | PA      | $550194.06    | 0.18%             | 2039-06-19      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                   | Agence Francaise de Developpement EPIC                                                                                                     | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |   1000000 | PA      | $829174.83    | 0.27%             | 2036-05-25      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                         | Credit Agricole SA                                                                                                                         | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $121121.80    | 0.04%             | 2033-11-27      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold GBP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-10215.00    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UNEDIC                                     | UNEDIC ASSEO                                                                                                                               | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |    100000 | PA      | $85418.39     | 0.03%             | 2036-05-25      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp.                                                                                                                           | CUSIP: 126650BR0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1028310.29   | 0.34%             | 2039-09-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                                                                             | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    850000 | PA      | $617440.79    | 0.20%             | 2028-08-17      | Floating      | 4.91%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY INC                     | Berkshire Hathaway, Inc.                                                                                                                   | CUSIP: 000000000<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        | 200000000 | PA      | $1121292.29   | 0.37%             | 2032-01-23      | Fixed         | 0.47%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold CAD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-5649.81     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| FLOWSERVE CORPORATION                      | Flowserve Corp.                                                                                                                            | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1768663.04   | 0.58%             | 2032-01-15      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Long: 951030846 IRS USD R V 12MUSCPI RUSCPI.020636.FLOAT INFLATIONZ / Short: 951030846 IRS USD P F  2.44500 P2.445.020636.FIXED INFLATIONZ | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   6000000 | OU      | $111918.36    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                    | Imperial Brands Finance PLC                                                                                                                | CUSIP: 000000000<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1368932.79   | 0.45%             | 2034-02-12      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| ENEXIS HOLDING NV                          | Enexis Holding NV                                                                                                                          | CUSIP: 000000000<br>LEI: 7245009Q5867Q0YC9Q13 | Long             | DBT              | CORP              | NL        |   2076000 | PA      | $2392677.45   | 0.78%             | 2033-04-09      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| BRITISH COLUMBIA PROV OF                   | Province of British Columbia                                                                                                               | CUSIP: 000000000<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   1500000 | PA      | $1692192.79   | 0.55%             | 2039-05-24      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                  | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F062655<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2994000 | PA      | $3106183.53   | 1.01%             | 2056-05-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B30409924 IRS USD R V 12MUSCPI RUSCPI.062734.FLOAT CCPINFLATI / Short: B30409924 IRS USD P F  2.47700 P2.477.062734.FIXED CCPINFLATI | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   6000000 | OU      | $73604.28     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                                                                             | CUSIP: 2027A1KZ9<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $100578.40    | 0.03%             | 2030-10-01      | Floating      | 4.44%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold JPY                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-22897.13    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                                                                                                        | CUSIP: 000000000<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   2000000 | PA      | $1414903.69   | 0.46%             | 2034-05-08      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| BRITISH COLUMBIA PROV OF                   | Province of British Columbia                                                                                                               | CUSIP: 000000000<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   1700000 | PA      | $1190490.18   | 0.39%             | 2034-05-23      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B58836824 IRS USD R V 12MUSCPI RUSCPI.051933.FLOAT CCPINFLATI / Short: B58836824 IRS USD P F  2.50200 P2.502.051933.FIXED CCPINFLATI | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   9000000 | OU      | $92069.64     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                                                                             | CUSIP: 2027A0KZ1<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1300000 | PA      | $1307519.20   | 0.43%             | 2030-10-01      | Floating      | 4.44%                 | No            | 2                  | On Loan: No      |
| ADVANCE AUTO PARTS                         | Advance Auto Parts, Inc.                                                                                                                   | CUSIP: 00751YAE6<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140698.28    | 0.05%             | 2030-04-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B78016863 IRS USD R V 12MUSCPI RCPURNSA.112132.FLOAT CCPINFLA / Short: B78016863 IRS USD P F  2.42950 P2.4295.112132.FIXED CCPINFLAT | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  15000000 | OU      | $214105.05    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp.                                                                                                                           | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $421302.38    | 0.14%             | 2040-04-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                                                                                                        | CUSIP: 683234YD4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1400000 | PA      | $1082195.31   | 0.35%             | 2037-06-02      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| NOKIA OYJ                                  | Nokia OYJ                                                                                                                                  | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |    682000 | PA      | $718978.04    | 0.23%             | 2039-05-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold EUR                                                                                                                   | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $-119162.52   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| The DFA Investment Trust Company           | DFA Investment Trust Co.                                                                                                                   | CUSIP: 23320U405<br>LEI: 549300FSKWEXKF6YBM56 | Long             | EC               | RF                | US        |    693410 | NS      | $8019282.74   | 2.62%             |  |  |  | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                        | American Tower Corp.                                                                                                                       | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    500000 | PA      | $506454.51    | 0.17%             | 2032-01-15      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| CISCO SYSTEMS INC                          | Cisco Systems, Inc.                                                                                                                        | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1057969.79   | 0.35%             | 2039-02-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL                     | Telecom Italia Capital SA                                                                                                                  | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $452905.60    | 0.15%             | 2038-06-04      | Fixed         | 7.72%                 | No            | 2                  | On Loan: No      |
| MAPFRE SA                                  | Mapfre SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 95980020140005693107 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $1147571.11   | 0.37%             | 2036-01-20      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| SENSATA TECH INC                           | Sensata Technologies, Inc.                                                                                                                 | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    850000 | PA      | $824128.38    | 0.27%             | 2030-02-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank Securities, Inc.             | Long: 656954341 IRS USD R V 12MUSCPI RUSCPI.060928.FLOAT INFLATIONZ / Short: 656954341 IRS USD P F  2.59625 P2.59625.060928.FIXED INFLATIO | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DIR              |  | US        |   4000000 | OU      | $438715.88    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| APA CORP                                   | APA Corp.                                                                                                                                  | CUSIP: 03743QBD9<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    895000 | PA      | $709682.88    | 0.23%             | 2043-04-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold EUR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-13237.23    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group, Inc.                                                                                                                  | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211537.96    | 0.07%             | 2041-02-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| LAS VEGAS SANDS CORP                       | Las Vegas Sands Corp.                                                                                                                      | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513834.40    | 0.17%             | 2034-08-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased GBP / Sold USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $1307.59      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BLACKROCK INC                              | Blackrock, Inc.                                                                                                                            | CUSIP: 000000000<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1170566.51   | 0.38%             | 2035-07-18      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| ENERSYS                                    | EnerSys                                                                                                                                    | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $987060.80    | 0.32%             | 2027-12-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased DKK / Sold USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | DK        |         1 | NC      | $8827.37      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                   | Siemens Financieringsmaatschappij NV                                                                                                       | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    900000 | PA      | $1039783.20   | 0.34%             | 2033-05-27      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| NATL GAS TRANSMISSION                      | National Gas Transmission PLC                                                                                                              | CUSIP: 000000000<br>LEI: FPCHGTHKVH9ZWXS7S453 | Long             | DBT              | CORP              | GB        |    656000 | PA      | $677557.24    | 0.22%             | 2033-01-14      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 394000000 | PA      | $2254750.60   | 0.74%             | 2035-09-20      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| SHELL INTERNATIONAL FIN                    | Shell International Finance BV                                                                                                             | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    390000 | PA      | $420731.55    | 0.14%             | 2032-04-07      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                                                                                                               | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    900000 | PA      | $878957.99    | 0.29%             | 2036-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| NESTLE FINANCE INTL LTD                    | Nestle Finance International Ltd.                                                                                                          | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |   1546000 | PA      | $1832720.40   | 0.60%             | 2035-11-14      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| BLUE OWL FINANCE LLC                       | Blue Owl Finance LLC                                                                                                                       | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492172.26    | 0.16%             | 2034-04-18      | Fixed         | 6.25%                 | No            | 2                  | On Loan: —       |
| CAMDEN PROPERTY TRUST                      | Camden Property Trust                                                                                                                      | CUSIP: 133131BC5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |   1000000 | PA      | $972017.00    | 0.32%             | 2036-02-28      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| PROLOGIS EURO FINANCE                      | Prologis Euro Finance LLC                                                                                                                  | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |    500000 | PA      | $491872.19    | 0.16%             | 2032-02-16      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| ORIX CORP                                  | ORIX Corp.                                                                                                                                 | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1155430.61   | 0.38%             | 2031-10-22      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                   | Rockies Express Pipeline LLC                                                                                                               | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1161365.45   | 0.38%             | 2040-04-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank Securities, Inc.             | Long: 670052696 IRS USD R V 12MUSCPI RUSCPI.062129.FLOAT INFLATIONZ / Short: 670052696 IRS USD P F  2.46750 P2.4675.062129.FIXED INFLATION | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DIR              |  | US        |   5000000 | OU      | $584301.50    | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| ADVANCE AUTO PARTS                         | Advance Auto Parts, Inc.                                                                                                                   | CUSIP: 00751YAG1<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    270000 | PA      | $237377.25    | 0.08%             | 2032-03-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: —       |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                                                                               | CUSIP: 632525CP4<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   1200000 | PA      | $1203634.02   | 0.39%             | 2031-01-13      | Floating      | 4.34%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS CO                          | General Motors Co.                                                                                                                         | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991622.26    | 0.32%             | 2043-10-02      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| PUBLIC STORAGE OP CO                       | Public Storage Operating Co.                                                                                                               | CUSIP: 000000000<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    200000 | PA      | $200687.35    | 0.07%             | 2032-01-24      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| JT INTL FIN SERVICES BV                    | JT International Financial Services BV                                                                                                     | CUSIP: 000000000<br>LEI: 549300U2F0PG10VZUN93 | Long             | DBT              | CORP              | NL        |    120000 | PA      | $137049.41    | 0.04%             | 2034-04-11      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| WP CAREY INC                               | WP Carey, Inc.                                                                                                                             | CUSIP: 000000000<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    300000 | PA      | $357523.20    | 0.12%             | 2032-07-23      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 205000000 | PA      | $1216499.63   | 0.40%             | 2034-09-20      | Fixed         | 1.40%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                   | Long: 879038449 IRS USD R V 12MUSCPI RUSCPI.121833.FLOAT INFLATIONZ / Short: 879038449 IRS USD P F  2.47400 P2.474.121833.FIXED INFLATIONZ | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |   8000000 | OU      | $126953.84    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| STELLANTIS FIN US INC                      | Stellantis Finance U.S., Inc.                                                                                                              | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998583.84    | 0.33%             | 2035-03-18      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC                          | CPPIB Capital, Inc.                                                                                                                        | CUSIP: 12593CAW1<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |   2300000 | PA      | $1806761.88   | 0.59%             | 2033-06-02      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CTP NV                                     | CTP NV                                                                                                                                     | CUSIP: 000000000<br>LEI: 3157000YTVO4TN65UM14 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $114704.82    | 0.04%             | 2035-03-10      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| NOVA SCOTIA PROVINCE                       | Province of Nova Scotia                                                                                                                    | CUSIP: 669827GM3<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |   4000000 | PA      | $2924253.69   | 0.95%             | 2035-06-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-2755.31     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-2438.95     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold JPY                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-85971.34    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| ELECTRICITE DE FRANCE SA                   | Electricite de France SA                                                                                                                   | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $408575.49    | 0.13%             | 2034-06-02      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                                                                                        | CUSIP: 91282CMJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1300389.90   | 0.42%             | 2027-01-31      | Floating      | 3.72%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Long: 836179893 IRS USD R V 12MUSCPI RUSCPI.112033.FLOAT INFLATIONZ / Short: 836179893 IRS USD P F  2.53600 P2.536.112033.FIXED INFLATIONZ | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   8000000 | OU      | $80814.40     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                    | Exxon Mobil Corp.                                                                                                                          | CUSIP: 000000000<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   5290000 | PA      | $5330657.43   | 1.74%             | 2032-06-26      | Fixed         | 0.84%                 | No            | 2                  | On Loan: No      |
| CAISSE DES DEPOTS ET CON                   | Caisse des Depots et Consignations                                                                                                         | CUSIP: 000000000<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | DBT              | NUSS              | FR        |   1500000 | PA      | $1722333.59   | 0.56%             | 2033-05-25      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold JPY                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-14301.86    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DPL INC/OHIO                               | DPL LLC                                                                                                                                    | CUSIP: 233293AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1452387.30   | 0.47%             | 2029-04-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| BOARDWALK PIPELINES LP                     | Boardwalk Pipelines LP                                                                                                                     | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92419.11     | 0.03%             | 2032-09-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| MOLINA HEALTHCARE INC                      | Molina Healthcare, Inc.                                                                                                                    | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $926678.00    | 0.30%             | 2030-11-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Long: 614337268 IRS USD R V 12MUSCPI RUSCPI.050336.FLOAT.339394 INF / Short: 614337268 IRS USD P F  2.53250 P2.5325.050336.FIXED.339393 IN | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   3000000 | OU      | $300177.12    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| WHIRLPOOL CORP                             | Whirlpool Corp.                                                                                                                            | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    700000 | PA      | $670433.86    | 0.22%             | 2033-06-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: —       |
| HNI CORP                                   | HNI Corp.                                                                                                                                  | CUSIP: 404251AA8<br>LEI: 549300SKRADLC4O5HV93 | Long             | DBT              | CORP              | US        |    700000 | PA      | $691333.72    | 0.23%             | 2029-01-18      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMER PIPELINE                   | Plains All American Pipeline LP/PAA Finance Corp.                                                                                          | CUSIP: 72650RAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $539469.60    | 0.18%             | 2037-01-15      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association   | Government National Mortgage Association, TBA                                                                                              | CUSIP: 21H060655<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2622000 | PA      | $2673018.22   | 0.87%             | 2056-05-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association   | Government National Mortgage Association, TBA                                                                                              | CUSIP: 21H052652<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2169000 | PA      | $2184242.06   | 0.71%             | 2056-05-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| TREASURY CORP VICTORIA                     | Treasury Corp. of Victoria                                                                                                                 | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |   4090000 | PA      | $2277026.82   | 0.74%             | 2034-11-20      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| BANK OF NY MELLON CORP                     | Bank of New York Mellon Corp.                                                                                                              | CUSIP: 06406RCK1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1198990.68   | 0.39%             | 2030-01-22      | Floating      | 4.28%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold GBP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-8143.28     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                           | Paramount Global                                                                                                                           | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    700000 | PA      | $651176.38    | 0.21%             | 2036-04-30      | Fixed         | 6.88%                 | No            | 2                  | On Loan: —       |
| Siemens Financieringsmaatschappij NV       | Siemens Financieringsmaatschappij NV                                                                                                       | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |   2500000 | PA      | $2858049.59   | 0.93%             | 2033-09-08      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold GBP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-6340.89     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-1469.65     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold EUR                                                                                                                   | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-100953.85   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| NEW S WALES TREASURY CRP                   | New South Wales Treasury Corp.                                                                                                             | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |   2000000 | PA      | $1159940.53   | 0.38%             | 2037-11-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $1641.78      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DOW CHEMICAL CO/THE                        | Dow Chemical Co.                                                                                                                           | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    800000 | PA      | $797179.90    | 0.26%             | 2036-03-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: —       |
| AT&T INC                                   | AT&T, Inc.                                                                                                                                 | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1080001.03   | 0.35%             | 2041-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                            | Nordea Bank Abp                                                                                                                            | CUSIP: 65558RAM1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   1200000 | PA      | $1204534.84   | 0.39%             | 2028-03-17      | Floating      | 4.35%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B67883087 IRS USD R V 12MUSCPI RCPURNSA.012136.FLOAT CCPINFLA / Short: B67883087 IRS USD P F  2.44700 P2.447.012136.FIXED CCPINFLATI | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   7000000 | OU      | $78735.16     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| ORACLE CORP                                | Oracle Corp.                                                                                                                               | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    875000 | PA      | $630954.52    | 0.21%             | 2040-04-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                     | HAT Holdings I LLC/HAT Holdings II LLC                                                                                                     | CUSIP: 418751AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $555062.64    | 0.18%             | 2030-09-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| ASSURANT INC                               | Assurant, Inc.                                                                                                                             | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $876521.48    | 0.29%             | 2032-01-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| DOW CHEMICAL CO/THE                        | Dow Chemical Co.                                                                                                                           | CUSIP: 260543CE1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $447913.89    | 0.15%             | 2041-11-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                   | Province of Saskatchewan                                                                                                                   | CUSIP: 803854KX5<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |   5200000 | PA      | $3799921.96   | 1.24%             | 2035-06-02      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| ALLSTATE CORP                              | Allstate Corp.                                                                                                                             | CUSIP: 020002AT8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1473884.37   | 0.48%             | 2036-04-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC                               | Alphabet, Inc.                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1135964.09   | 0.37%             | 2034-11-06      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| ONEOK PARTNERS LP                          | ONEOK Partners LP                                                                                                                          | CUSIP: 68268NAM5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1099369.74   | 0.36%             | 2043-09-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| BAT INTL FINANCE PLC                       | BAT International Finance PLC                                                                                                              | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $561218.85    | 0.18%             | 2030-01-16      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| AUTONATION INC                             | AutoNation, Inc.                                                                                                                           | CUSIP: 05329WAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1320750.50   | 0.43%             | 2031-08-01      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER                   | Volkswagen Financial Services AG                                                                                                           | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |    900000 | PA      | $941240.71    | 0.31%             | 2030-02-12      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| FOX CORP                                   | Fox Corp.                                                                                                                                  | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487005.14    | 0.16%             | 2039-01-25      | Fixed         | 5.48%                 | No            | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL                     | Telecom Italia Capital SA                                                                                                                  | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    800000 | PA      | $873241.60    | 0.28%             | 2036-07-18      | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-1600.71     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AUTONATION INC                             | AutoNation, Inc.                                                                                                                           | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $466555.60    | 0.15%             | 2032-03-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| SOUTHERN GAS NETWORK PLC                   | Southern Gas Networks PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 549300SPX8573VZ2SK79 | Long             | DBT              | CORP              | GB        |   1250000 | PA      | $1368593.96   | 0.45%             | 2031-12-02      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Long: 315405772 IRS USD R V 12MUSCPI RUSCPI.120232.FLOAT INFLATIONZ / Short: 315405772 IRS USD P F  2.64250 P2.6425.120232.FIXED INFLATION | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |  13000000 | OU      | $160773.08    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| KOMMUNALBANKEN AS                          | Kommunalbanken AS                                                                                                                          | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |    700000 | PA      | $491108.98    | 0.16%             | 2034-04-18      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold GBP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-80170.41    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  20000000 | PA      | $101596.24    | 0.03%             | 2037-09-20      | Fixed         | 0.60%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                   | Long: 817856193 IRS USD R V 12MUSCPI RUSCPI.110835.FLOAT INFLATIONZ / Short: 817856193 IRS USD P F  2.66500 P2.665.110835.FIXED INFLATIONZ | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |   8000000 | OU      | $-51198.24    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| APACHE CORP                                | Apache Corp.                                                                                                                               | CUSIP: 037411AR6<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495680.46    | 0.16%             | 2037-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| PSP CAPITAL INC                            | PSP Capital, Inc.                                                                                                                          | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |   1400000 | PA      | $1625552.36   | 0.53%             | 2034-07-02      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| WALMART INC                                | Walmart, Inc.                                                                                                                              | CUSIP: 000000000<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1826000 | PA      | $2471779.94   | 0.81%             | 2035-09-28      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| BATH & BODY WORKS INC                      | Bath & Body Works, Inc.                                                                                                                    | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    800000 | PA      | $789166.24    | 0.26%             | 2035-11-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold GBP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-1170.68     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| COMCAST CORP                               | Comcast Corp.                                                                                                                              | CUSIP: 20030NDF5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    350000 | PA      | $334161.59    | 0.11%             | 2036-02-20      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| BMW INTL INVESTMENT BV                     | BMW International Investment BV                                                                                                            | CUSIP: 000000000<br>LEI: 724500J951RJJFEW5X49 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $116147.75    | 0.04%             | 2033-01-22      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| HCA INC                                    | HCA, Inc.                                                                                                                                  | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $838047.64    | 0.27%             | 2042-03-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| L'OREAL SA                                 | L'Oreal SA                                                                                                                                 | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1149160.44   | 0.37%             | 2036-01-19      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| VISA INC                                   | Visa, Inc.                                                                                                                                 | CUSIP: 92826CAT9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $325247.75    | 0.11%             | 2034-06-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                    | Exxon Mobil Corp.                                                                                                                          | CUSIP: 000000000<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2308053.78   | 0.75%             | 2039-06-26      | Fixed         | 1.41%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENER PART                    | Kinder Morgan Energy Partners LP                                                                                                           | CUSIP: 494550BH8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    500000 | PA      | $527708.96    | 0.17%             | 2041-03-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| SEGRO PLC                                  | Segro PLC                                                                                                                                  | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | DBT              |  | GB        |    200000 | PA      | $230254.74    | 0.08%             | 2032-09-24      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| SABRA HEALTH CARE LP                       | Sabra Health Care LP                                                                                                                       | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |    900000 | PA      | $813650.11    | 0.27%             | 2031-12-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| JACKSON FINANCIAL INC                      | Jackson Financial, Inc.                                                                                                                    | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $895392.77    | 0.29%             | 2031-11-23      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| LVMH MOET HENNESSY VUITT                   | LVMH Moet Hennessy Louis Vuitton SE                                                                                                        | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $230139.27    | 0.08%             | 2032-03-07      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold DKK                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-9872.96     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BLOCK INC                                  | Block, Inc.                                                                                                                                | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1362188.40   | 0.44%             | 2031-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold AUD                                                                                                                   | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-82882.26    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| CONAGRA BRANDS INC                         | Conagra Brands, Inc.                                                                                                                       | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186318.71    | 0.06%             | 2038-11-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank Securities, Inc.             | Long: 893097938 IRS USD R V 12MUSCPI RUSCPI.123028.FLOAT INFLATIONZ / Short: 893097938 IRS USD P F  2.81600 P2.816.123028.FIXED INFLATIONZ | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DIR              |  | US        |   6000000 | OU      | $352114.02    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| VISA INC                                   | Visa, Inc.                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3566778.00   | 1.16%             | 2033-05-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| MGM RESORTS INTL                           | MGM Resorts International                                                                                                                  | CUSIP: 552953CD1<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349837.64    | 0.11%             | 2026-09-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| TYCO ELECTRONICS GROUP S                   | Tyco Electronics Group SA                                                                                                                  | CUSIP: 000000000<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $342795.56    | 0.11%             | 2033-01-31      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| MIZUHO FINANCIAL GROUP                     | Mizuho Financial Group, Inc.                                                                                                               | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $430754.16    | 0.14%             | 2032-04-08      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| NOVARTIS CAPITAL CORP                      | Novartis Capital Corp.                                                                                                                     | CUSIP: 66989HBD9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301140.30    | 0.10%             | 2028-11-05      | Floating      | 4.19%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                                                                                        | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3100000 | PA      | $3049261.71   | 0.99%             | 2030-12-31      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 510000000 | PA      | $2847666.95   | 0.93%             | 2035-12-20      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| KYNDRYL HOLDINGS INC                       | Kyndryl Holdings, Inc.                                                                                                                     | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1274611.68   | 0.42%             | 2041-10-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| BP CAPITAL MARKETS PLC                     | BP Capital Markets PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $339094.18    | 0.11%             | 2032-04-07      | Fixed         | 2.82%                 | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                   | Western Midstream Operating LP                                                                                                             | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $898467.72    | 0.29%             | 2044-04-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| DSV FINANCE BV                             | DSV Finance BV                                                                                                                             | CUSIP: 000000000<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |    750000 | PA      | $850883.88    | 0.28%             | 2034-11-06      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B31623790 IRS USD R V 12MUSCPI RUSCPI.071227.FLOAT.393723 CCP / Short: B31623790 IRS USD P F  2.45500 P2.455.071227.FIXED CCPINFLATI | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  12000000 | OU      | $147970.08    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| IBERDROLA FINANZAS SAU                     | Iberdrola Finanzas SA                                                                                                                      | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |    300000 | PA      | $388498.55    | 0.13%             | 2036-10-31      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| VODAFONE GROUP PLC                         | Vodafone Group PLC                                                                                                                         | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     71000 | PA      | $76378.18     | 0.02%             | 2037-02-27      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-2997.37     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HCA INC                                    | HCA, Inc.                                                                                                                                  | CUSIP: 404119AJ8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    117000 | PA      | $132191.33    | 0.04%             | 2033-11-06      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| AMERICAN ASSETS TRUST LP                   | American Assets Trust LP                                                                                                                   | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |   1000000 | PA      | $909224.67    | 0.30%             | 2031-02-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| LCR FINANCE PLC                            | LCR Finance PLC                                                                                                                            | CUSIP: 000000000<br>LEI: 2138008GSNH2EM5YC581 | Long             | DBT              | NUSS              | GB        |     65000 | PA      | $80825.15     | 0.03%             | 2038-12-07      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| KRAFT HEINZ FOODS CO                       | Kraft Heinz Foods Co.                                                                                                                      | CUSIP: 50077LAX4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1060355.14   | 0.35%             | 2039-10-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                                                                                                   | CUSIP: 21688ABJ0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $605076.00    | 0.20%             | 2029-10-17      | Floating      | 4.54%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF ALBERTA                        | Province of Alberta                                                                                                                        | CUSIP: 013051EW3<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |   3800000 | PA      | $2809345.16   | 0.92%             | 2035-06-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                                                                               | CUSIP: 632525CN9<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    300000 | PA      | $300211.50    | 0.10%             | 2028-12-13      | Floating      | 4.19%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Long: 986242550 IRS USD R V 12MUSCPI RUSCPI.032232.FLOAT INFLATIONZ / Short: 986242550 IRS USD P F  3.09000 P3.09.032232.FIXED INFLATIONZE | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |  10000000 | OU      | $36785.90     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JEFFERIES FIN GROUP INC                    | Jefferies Financial Group, Inc.                                                                                                            | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    300000 | PA      | $262252.35    | 0.09%             | 2031-10-15      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                   | Capital One Financial Corp.                                                                                                                | CUSIP: 000000000<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    373000 | PA      | $412993.77    | 0.13%             | 2029-06-12      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORP                         | Realty Income Corp.                                                                                                                        | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |   1500000 | PA      | $1886636.79   | 0.62%             | 2034-07-06      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| INTERSTATE POWER & LIGHT                   | Interstate Power & Light Co.                                                                                                               | CUSIP: 461070AU8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1661042.31   | 0.54%             | 2033-10-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                   | Ford Motor Credit Co. LLC                                                                                                                  | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407551.98    | 0.13%             | 2035-02-07      | Fixed         | 6.50%                 | No            | 2                  | On Loan: —       |
| Bank of America NA                         | Long: 610077543 IRS USD R V 12MUSCPI RUSCPI.042931.FLOAT.339108 INF / Short: 610077543 IRS USD P F  2.54600 P2.546.042931.FIXED.339102 INF | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |  40000000 | OU      | $4540939.60   | 1.48%             |  |  |  | No            | 2                  | On Loan: No      |
| VF CORP                                    | VF Corp.                                                                                                                                   | CUSIP: 918204AR9<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    600000 | PA      | $601485.00    | 0.20%             | 2033-10-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF ALBERTA                        | Province of Alberta                                                                                                                        | CUSIP: 013051EW3<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |   2700000 | PA      | $1996113.67   | 0.65%             | 2035-06-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-142011.85   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| CAISSE DES DEPOTS ET CON                   | Caisse des Depots et Consignations                                                                                                         | CUSIP: 000000000<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | DBT              | NUSS              | FR        |   1700000 | PA      | $1908950.06   | 0.62%             | 2035-05-25      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| TD SYNNEX CORP                             | TD SYNNEX Corp.                                                                                                                            | CUSIP: 87162WAN0<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    900000 | PA      | $881571.35    | 0.29%             | 2035-10-10      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                                                                                        | CUSIP: 91282CLA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1550000 | PA      | $1550631.87   | 0.51%             | 2026-07-31      | Floating      | 3.80%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased DKK / Sold USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | DK        |         1 | NC      | $52.74        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-46.85       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                   | Long: 802908033 IRS USD R V 12MUSCPI RUSCPI.102635.FLOAT.380348 INF / Short: 802908033 IRS USD P F  2.67200 P2.672.102635.FIXED INFLATIONZ | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |  11000000 | OU      | $-71101.58    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Inflation-Indexed Notes                                                                                                      | CUSIP: 91282CGW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2614320 | PA      | $2630888.33   | 0.86%             | 2028-04-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold EUR                                                                                                                   | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-228954.89   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| EFSF                                       | European Financial Stability Facility                                                                                                      | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |    900000 | PA      | $859432.81    | 0.28%             | 2035-04-10      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| PPG INDUSTRIES INC                         | PPG Industries, Inc.                                                                                                                       | CUSIP: 000000000<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $114951.98    | 0.04%             | 2032-03-04      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                   | Air Products & Chemicals, Inc.                                                                                                             | CUSIP: 009158BG0<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1184028.55   | 0.39%             | 2035-03-03      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| GENERAL MILLS INC                          | General Mills, Inc.                                                                                                                        | CUSIP: 000000000<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1392494.44   | 0.45%             | 2034-04-23      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-30855.71    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| ASHTEAD CAPITAL INC                        | Ashtead Capital, Inc.                                                                                                                      | CUSIP: 045054AP8<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176644.54    | 0.06%             | 2031-08-12      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B28646222 IRS USD R V 12MUSCPI RCPURNSA.022333.FLOAT CCPINFLA / Short: B28646222 IRS USD P F  2.40250 P2.4025.022333.FIXED CCPINFLAT | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   7000000 | OU      | $117327.70    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| DOW CHEMICAL CO/THE                        | Dow Chemical Co.                                                                                                                           | CUSIP: 260543DA8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    267000 | PA      | $266349.80    | 0.09%             | 2032-03-15      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| ABERTIS FRANCE SAS                         | Abertis France SAS                                                                                                                         | CUSIP: 000000000<br>LEI: 9695004S3RCE0Q5V8G28 | Long             | DBT              | CORP              | FR        |   1100000 | PA      | $1212738.90   | 0.40%             | 2029-09-18      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-355.83      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                                                                                        | CUSIP: 91282CPG0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1201846.34   | 0.39%             | 2027-10-31      | Floating      | 3.81%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-440.03      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ALPHABET INC                               | Alphabet, Inc.                                                                                                                             | CUSIP: 02079KAU1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    458000 | PA      | $459337.36    | 0.15%             | 2028-11-15      | Floating      | 4.18%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 207600000 | PA      | $898081.67    | 0.29%             | 2041-12-20      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| SHELL INTERNATIONAL FIN                    | Shell International Finance BV                                                                                                             | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    190000 | PA      | $194594.13    | 0.06%             | 2032-11-11      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                           | T-Mobile USA, Inc.                                                                                                                         | CUSIP: 87264ADV4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $219461.66    | 0.07%             | 2033-12-15      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| VONTIER CORP                               | Vontier Corp.                                                                                                                              | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    665000 | PA      | $607366.05    | 0.20%             | 2031-04-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| VONOVIA SE                                 | Vonovia SE                                                                                                                                 | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $227984.93    | 0.07%             | 2036-11-12      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                                                                                                         | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    700000 | PA      | $808526.13    | 0.26%             | 2033-01-24      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group, Inc.                                                                                                                   | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    600000 | PA      | $490768.10    | 0.16%             | 2039-08-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| HA SUSTAINABLE INF CAP                     | HA Sustainable Infrastructure Capital, Inc.                                                                                                | CUSIP: 40408AAB7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    600000 | PA      | $627395.58    | 0.20%             | 2035-07-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: S19459110 IRS USD R F  2.45500 R2.455.071227.FIXED CCPINFLATI / Short: S19459110 IRS USD P V 12MUSCPI PCPURNSA.071227.FLOAT.406677 C | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $-73952.80    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| CONOCOPHILLIPS                             | ConocoPhillips                                                                                                                             | CUSIP: 20825CAQ7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    300000 | PA      | $332019.95    | 0.11%             | 2039-02-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| CITY OF MONTREAL                           | City of Montreal                                                                                                                           | CUSIP: 614852NQ0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |   3000000 | PA      | $2224065.96   | 0.73%             | 2034-12-01      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-40226.30    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                   | Long: 455192485 IRS USD R V 12MUSCPI RUSCPI.032130.FLOAT.373200 INF / Short: 455192485 IRS USD P F  2.38500 P2.385.032130.FIXED INFLATIONZ | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |  10000000 | OU      | $325141.40    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| ASHLAND INC                                | Ashland, Inc.                                                                                                                              | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |    400000 | PA      | $356801.56    | 0.12%             | 2031-09-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: —       |
| BERKSHIRE HATHAWAY INC                     | Berkshire Hathaway, Inc.                                                                                                                   | CUSIP: 000000000<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        | 100000000 | PA      | $506410.21    | 0.17%             | 2040-04-16      | Fixed         | 1.59%                 | No            | 2                  | On Loan: No      |
| DENTSPLY SIRONA INC                        | Dentsply Sirona, Inc.                                                                                                                      | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |    650000 | PA      | $601399.01    | 0.20%             | 2030-06-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: —       |
| ALPHABET INC                               | Alphabet, Inc.                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1371000 | PA      | $1570145.02   | 0.51%             | 2033-05-06      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BRITISH COLUMBIA PROV OF                   | Province of British Columbia                                                                                                               | CUSIP: 110709AK8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   1900000 | PA      | $1430647.48   | 0.47%             | 2034-06-18      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMER PIPELINE                   | Plains All American Pipeline LP/PAA Finance Corp.                                                                                          | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $193641.12    | 0.06%             | 2029-12-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B34853781 IRS USD R V 12MUSCPI RCPURNSA.041633.FLOAT.411270 C / Short: B34853781 IRS USD P F  2.52000 P2.52.041633.FIXED.411269 CCPI | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   8000000 | OU      | $73556.64     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp.                                                                                                      | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $972871.77    | 0.32%             | 2034-02-09      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| CANADIAN NATL RAILWAY                      | Canadian National Railway Co.                                                                                                              | CUSIP: 136375DU3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |   1200000 | PA      | $875279.57    | 0.29%             | 2035-06-10      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-362.63      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CAPITAL ONE NA                             | Capital One NA                                                                                                                             | CUSIP: 25466AAP6<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200607.95    | 0.07%             | 2028-09-13      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                                                                                                         | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1043987.57   | 0.34%             | 2042-02-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: —       |
| Citibank NA                                | Purchased USD / Sold EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-34520.85    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold JPY                                                                                                                   | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-35410.80    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JAB HOLDINGS BV                            | JAB Holdings BV                                                                                                                            | CUSIP: 000000000<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $373607.26    | 0.12%             | 2033-06-12      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| KILROY REALTY LP                           | Kilroy Realty LP                                                                                                                           | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |   1600000 | PA      | $1318707.41   | 0.43%             | 2032-11-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold EUR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-26463.24    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BAT INTL FINANCE PLC                       | BAT International Finance PLC                                                                                                              | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $237698.27    | 0.08%             | 2032-04-12      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd    | Seagate Data Storage Technology Pte. Ltd.                                                                                                  | CUSIP: 81180LAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    500000 | PA      | $482900.00    | 0.16%             | 2031-01-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| FEDEX CORP                                 | FedEx Corp.                                                                                                                                | CUSIP: 31428XDL7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $902918.15    | 0.29%             | 2041-05-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| BPIFRANCE SACA                             | Bpifrance SACA                                                                                                                             | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |   1200000 | PA      | $1378919.90   | 0.45%             | 2034-05-25      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| SHELL FINANCE US INC                       | Shell Finance U.S., Inc.                                                                                                                   | CUSIP: 822905AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2206446.40   | 0.72%             | 2043-08-12      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| TELEFONICA EMISIONES SAU                   | Telefonica Emisiones SA                                                                                                                    | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $459014.98    | 0.15%             | 2034-01-23      | Fixed         | 3.72%                 | No            | 2                  | On Loan: No      |
| DIGITAL DUTCH FINCO BV                     | Digital Dutch Finco BV                                                                                                                     | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |   1000000 | PA      | $1000527.91   | 0.33%             | 2032-01-15      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| MANITOBA (PROVINCE OF)                     | Province of Manitoba                                                                                                                       | CUSIP: 563469EZ4<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $833179.96    | 0.27%             | 2037-03-05      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| KRAFT HEINZ FOODS CO                       | Kraft Heinz Foods Co.                                                                                                                      | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    400000 | PA      | $435202.17    | 0.14%             | 2039-01-26      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank Securities, Inc.             | Long: 656954375 IRS USD R V 12MUSCPI RUSCPI.060936.FLOAT INFLATIONZ / Short: 656954375 IRS USD P F  2.51500 P2.515.060936.FIXED INFLATIONZ | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DIR              |  | US        |   4000000 | OU      | $390899.44    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Banque Federative du Credit Mutuel SA      | Banque Federative du Credit Mutuel SA                                                                                                      | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $612069.44    | 0.20%             | 2031-02-21      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| New Zealand Government Bonds               | New Zealand Government Bonds                                                                                                               | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    500000 | PA      | $278160.62    | 0.09%             | 2033-04-14      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| SNCF RESEAU                                | SNCF Reseau                                                                                                                                | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |    800000 | PA      | $821093.88    | 0.27%             | 2034-03-30      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B28646250 IRS USD R V 12MUSCPI RCPURNSA.022338.FLOAT CCPINFLA / Short: B28646250 IRS USD P F  2.42900 P2.429.022338.FIXED CCPINFLATI | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   7000000 | OU      | $94662.33     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| SARTORIUS FINANCE BV                       | Sartorius Finance BV                                                                                                                       | CUSIP: 000000000<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $614231.01    | 0.20%             | 2035-09-14      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| FINNVERA PLC                               | Finnvera OYJ                                                                                                                               | CUSIP: 000000000<br>LEI: 743700T69OBBJO7TCA15 | Long             | DBT              | NUSS              | FI        |    700000 | PA      | $719620.34    | 0.23%             | 2033-07-14      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| BATH & BODY WORKS INC                      | Bath & Body Works, Inc.                                                                                                                    | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243124.53    | 0.08%             | 2036-07-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BAHN AG                           | Deutsche Bahn AG                                                                                                                           | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $416746.97    | 0.14%             | 2033-08-16      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| BROADSTONE NET LEASE LLC                   | Broadstone Net Lease LLC                                                                                                                   | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              |  | US        |   1504000 | PA      | $1325940.01   | 0.43%             | 2031-09-15      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                   | Long: 627848087 IRS USD R V 12MUSCPI RUSCPI.071830.FLOAT INFLATIONZ / Short: 627848087 IRS USD P F  2.50375 P2.50375.071830.FIXED INFLATIO | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |   7000000 | OU      | $145506.97    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                                                                                                         | CUSIP: 74814ZDK6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    400000 | PA      | $313818.97    | 0.10%             | 2038-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ARCELORMITTAL SA                           | ArcelorMittal SA                                                                                                                           | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $232709.83    | 0.08%             | 2031-12-13      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold EUR                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-11348.97    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| INVITATION HOMES OP                        | Invitation Homes Operating Partnership LP                                                                                                  | CUSIP: 46188BAC6<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    900000 | PA      | $755187.07    | 0.25%             | 2034-01-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY INC                     | Berkshire Hathaway, Inc.                                                                                                                   | CUSIP: 000000000<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        | 410000000 | PA      | $2363135.40   | 0.77%             | 2031-04-15      | Fixed         | 0.44%                 | No            | 2                  | On Loan: No      |
| DEVON ENERGY CORPORATION                   | Devon Energy Corp.                                                                                                                         | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $974625.69    | 0.32%             | 2041-07-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| FORTESCUE TREASURY PTY L                   | Fortescue Treasury Pty. Ltd.                                                                                                               | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    112000 | PA      | $107020.27    | 0.03%             | 2031-04-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| CITY OF MONTREAL                           | City of Montreal                                                                                                                           | CUSIP: 614853CP2<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $151706.11    | 0.05%             | 2032-12-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased NZD / Sold USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NZ        |         1 | NC      | $114.82       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold GBP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-3017.37     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                   | Siemens Financieringsmaatschappij NV                                                                                                       | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $225658.02    | 0.07%             | 2037-02-22      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| MACQUARIE BANK LTD                         | Macquarie Bank Ltd.                                                                                                                        | CUSIP: 55608PBY9<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    800000 | PA      | $803331.90    | 0.26%             | 2028-06-12      | Floating      | 4.40%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                                                                                                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 349000000 | PA      | $1758832.49   | 0.57%             | 2037-12-20      | Fixed         | 0.60%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                                                                                                         | CUSIP: 74814ZFT5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    300000 | PA      | $230233.74    | 0.08%             | 2034-09-01      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                                                                                                                   | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $434989.58    | 0.14%             | 2029-07-17      | Floating      | 5.24%                 | No            | 2                  | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                     | Mitsubishi UFJ Financial Group, Inc.                                                                                                       | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1480000 | PA      | $1731310.93   | 0.56%             | 2032-06-15      | Fixed         | 3.56%                 | No            | 2                  | On Loan: No      |
| NOVO NORDISK FINANCE NL                    | Novo Nordisk Finance Netherlands BV                                                                                                        | CUSIP: 000000000<br>LEI: 549300X0PCJ6M2JZQW91 | Long             | DBT              | CORP              | NL        |   1300000 | PA      | $1497103.36   | 0.49%             | 2034-05-21      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| SELP FINANCE SARL                          | SELP Finance SARL                                                                                                                          | CUSIP: 000000000<br>LEI: 549300Y4VYEJE1MH6D45 | Long             | DBT              |  | LU        |   1000000 | PA      | $1165961.37   | 0.38%             | 2032-01-16      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                | Equinor ASA                                                                                                                                | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    500000 | PA      | $472986.15    | 0.15%             | 2036-11-09      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| COLGATE-PALMOLIVE CO                       | Colgate-Palmolive Co.                                                                                                                      | CUSIP: 000000000<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300711.01    | 0.10%             | 2034-03-06      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| VIATRIS INC                                | Viatris, Inc.                                                                                                                              | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1152156.51   | 0.38%             | 2040-06-22      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-569.92      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                                                                                                          | CUSIP: 718172CL1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    800000 | PA      | $814721.67    | 0.27%             | 2031-08-01      | Fixed         | 0.80%                 | No            | 2                  | On Loan: No      |
| ASHTEAD CAPITAL INC                        | Ashtead Capital, Inc.                                                                                                                      | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1021047.10   | 0.33%             | 2032-08-11      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                               | UBS Group AG                                                                                                                               | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1870000 | PA      | $1903298.85   | 0.62%             | 2031-11-03      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B69020570 IRS USD R V 12MUSCPI RUSCPI.091733.FLOAT CCPINFLATI / Short: B69020570 IRS USD P F  2.55650 P2.5565.091733.FIXED CCPINFLAT | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  11000000 | OU      | $73236.90     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| NORFINA LTD                                | Norfina Ltd.                                                                                                                               | CUSIP: 000000000<br>LEI: JEBU6C6ITPD2YZ9N7F22 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $362808.09    | 0.12%             | 2029-03-19      | Floating      | 5.25%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased AUD / Sold USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |         1 | NC      | $26353.83     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| AGENCE FRANCE LOCALE                       | Agence France Locale                                                                                                                       | CUSIP: 000000000<br>LEI: 969500NMI4UP00IO8G47 | Long             | DBT              | NUSS              | FR        |   2500000 | PA      | $2854728.55   | 0.93%             | 2032-08-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold GBP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-8873.19     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AKER BP ASA                                | Aker BP ASA                                                                                                                                | CUSIP: 000000000<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    900000 | PA      | $1063899.09   | 0.35%             | 2032-05-29      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BAYER US FINANCE II LLC                    | Bayer U.S. Finance II LLC                                                                                                                  | CUSIP: 07274NBA0<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    450000 | PA      | $444440.66    | 0.14%             | 2035-07-30      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co.                                                                                                                          | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1876990.24   | 0.61%             | 2035-11-02      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| BLACKROCK FUNDING INC                      | BlackRock Funding, Inc.                                                                                                                    | CUSIP: 09290DAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1972000 | PA      | $1999245.59   | 0.65%             | 2034-03-14      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold AUD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-3078.85     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-314.46      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JCDECAUX SE                                | JCDecaux SE                                                                                                                                | CUSIP: 000000000<br>LEI: 9695009KV7AFPDEI5S30 | Long             | DBT              | CORP              | FR        |   1200000 | PA      | $1314946.24   | 0.43%             | 2030-02-07      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED PLC                     | Standard Chartered PLC                                                                                                                     | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $410261.88    | 0.13%             | 2038-01-18      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                    | Principal Financial Group, Inc.                                                                                                            | CUSIP: 74251VAA0<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    147000 | PA      | $157301.52    | 0.05%             | 2036-10-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| REGION OF ILE DE FRANCE                    | Region of Ile de France                                                                                                                    | CUSIP: 000000000<br>LEI: 969500X7E3U7ZNH95E23 | Long             | DBT              | NUSS              | FR        |    500000 | PA      | $509449.22    | 0.17%             | 2033-06-20      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMER PIPELINE                   | Plains All American Pipeline LP/PAA Finance Corp.                                                                                          | CUSIP: 72650RAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $215865.39    | 0.07%             | 2036-05-15      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA PIPELINES                      | TransCanada PipeLines Ltd.                                                                                                                 | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   1200000 | PA      | $1162164.49   | 0.38%             | 2034-03-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| MICRON TECHNOLOGY INC                      | Micron Technology, Inc.                                                                                                                    | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    500000 | PA      | $386175.06    | 0.13%             | 2041-11-01      | Fixed         | 3.37%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                                                                                             | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    150000 | PA      | $161610.30    | 0.05%             | 2042-07-24      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                   | Ford Motor Credit Co. LLC                                                                                                                  | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    600000 | PA      | $636585.18    | 0.21%             | 2033-11-07      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| MANITOBA (PROVINCE OF)                     | Province of Manitoba                                                                                                                       | CUSIP: 563469VE2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $757897.45    | 0.25%             | 2034-06-02      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                                                                                                      | CUSIP: 961214FU2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   3000000 | PA      | $3027030.00   | 0.99%             | 2029-04-16      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased GBP / Sold USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $32715.76     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Long: B30245627 IRS USD R V 12MUSCPI RUSCPI.050635.FLOAT CCPINFLATI / Short: B30245627 IRS USD P F  2.41500 P2.415.050635.FIXED CCPINFLATI | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   9000000 | OU      | $136181.52    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold AUD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-5306.93     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-24180.08    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BANQUE FED CRED MUTUEL                     | Banque Federative du Credit Mutuel SA                                                                                                      | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   1300000 | PA      | $1393466.82   | 0.45%             | 2030-06-03      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Long: 897924049 IRS USD R V 12MUSCPI RUSCPI.010231.FLOAT INFLATIONZ / Short: 897924049 IRS USD P F  2.38750 P2.3875.010231.FIXED INFLATION | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   8000000 | OU      | $191062.16    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| ALLY FINANCIAL INC                         | Ally Financial, Inc.                                                                                                                       | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $335091.19    | 0.11%             | 2031-11-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Inflation-Indexed Notes                                                                                                      | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5323166 | PA      | $5306180.52   | 1.73%             | 2027-04-15      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| JOHNSON & JOHNSON                          | Johnson & Johnson                                                                                                                          | CUSIP: 000000000<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    200000 | PA      | $231199.92    | 0.08%             | 2033-02-26      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased EUR / Sold USD                                                                                                                   | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | XX        |         1 | NC      | $29851.48     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| TAPESTRY INC                               | Tapestry, Inc.                                                                                                                             | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    300000 | PA      | $270572.37    | 0.09%             | 2032-03-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-257.37      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UNICREDIT SPA                              | UniCredit SpA                                                                                                                              | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   1000000 | PA      | $1062876.39   | 0.35%             | 2032-01-18      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| F&G ANNUITIES & LIFE INC                   | F&G Annuities & Life, Inc.                                                                                                                 | CUSIP: 30190AAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $878791.83    | 0.29%             | 2034-10-04      | Fixed         | 6.25%                 | No            | 2                  | On Loan: —       |
| INTEL CORP                                 | Intel Corp.                                                                                                                                | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    700000 | PA      | $674236.61    | 0.22%             | 2043-02-10      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-1211.84     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UMBS, TBA                                  | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F022659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7620000 | PA      | $6379485.64   | 2.08%             | 2056-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BRITISH COLUMBIA PROV OF                   | Province of British Columbia                                                                                                               | CUSIP: 110709AP7<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   3000000 | PA      | $2215960.54   | 0.72%             | 2035-06-18      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                    | MPLX LP                                                                                                                                    | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $902657.77    | 0.29%             | 2038-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| PIEDMONT OPERATING PARTN                   | Piedmont Operating Partnership LP                                                                                                          | CUSIP: 720198AE0<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |   1000000 | PA      | $910364.09    | 0.30%             | 2030-08-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| AETNA INC                                  | Aetna, Inc.                                                                                                                                | CUSIP: 00817YAM0<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    400000 | PA      | $309228.38    | 0.10%             | 2042-11-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-4837.94     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |

### Signature

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

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

**Signature:** Randy Olson

**Name of Signer:** Randy Olson

**Title:** Vice President