# EDGAR Filing Document

**Accession Number:** 0000355437
**File Stem:** 0001752724-25-158594
**Filing Date:** 2025-6
**Character Count:** 276436
**Document Hash:** 2be40b28d98820c8462d35a2cb9e960d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-158594.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-158594

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03258
- **FILM NUMBER:** 251078011

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

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

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

## Series and Classes Contracts Data

### DFA Short-Term Extended Quality Portfolio (Series ID: S000024202)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000071023 | Institutional Class Shares |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** AUSTIN

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 78746

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

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

- **a. Name of Series:** DFA Short-Term Extended Quality Portfolio

- **b. EDGAR series identifier (if any):** S000024202

- **c. LEI of Series:** 549300UKO8H5DQFJFW90

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $5733548465.11

**Total Liabilities:** $131050398.11

**Net Assets:** $5602498067.00

**Cash Not Reported:** $68298569.91

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -32141.73000000 | **1-Year:** -266657.64000000 | **5-Year:** -258534.08000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** -1302.25000000 | **1-Year:** -413.30000000 | **5-Year:** -13.37000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000071023 | 0.36%                | 0.36%                | 0.36%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1169660.09              | $10264845.64                               |
| Month 2  | $-5603894.10             | $15431193.01                               |
| Month 3  | $-11862905.32            | $37878372.58                               |

**Designated Index Information**

- **Index Name:** Securities Portfolio VaR

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

### Schedule of Portfolio Investments

| Name                                       | Title                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                          | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    7500000 | PA      | $4838475.67   | 0.09%             | 2027-08-18      | Floating      | 5.19%                 | No            | 2                  | On Loan: No      |
| Dimensional Holdings Inc.                  | DFA Short Term Investment Fund                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   49167440 | NS      | $49167440.00  | 0.88%             |  |  |  | No            | N/A                | On Loan: No      |
| KEYCORP                                    | KeyCorp                                                 | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    2120000 | PA      | $1923074.62   | 0.03%             | 2029-10-01      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Purchased USD / Sold AUD                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-3103022.66  | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| NOMURA HOLDINGS INC                        | Nomura Holdings, Inc.                                   | CUSIP: 65535HAW9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   13898000 | PA      | $13413331.57  | 0.24%             | 2026-07-14      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| KOMMUNALBANKEN AS                          | Kommunalbanken AS                                       | CUSIP: 50047JAP3<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |   34000000 | PA      | $34024020.32  | 0.61%             | 2028-03-03      | Floating      | 4.77%                 | No            | 2                  | On Loan: No      |
| Canada Government Bonds                    | Canada Government Bonds                                 | CUSIP: 135087Q64<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   35500000 | PA      | $25805868.27  | 0.46%             | 2025-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CATERPILLAR FINL SERVICE                   | Caterpillar Financial Services Corp.                    | CUSIP: 14913UAM2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    7858000 | PA      | $7845741.52   | 0.14%             | 2027-05-14      | Floating      | 4.88%                 | No            | 2                  | On Loan: No      |
| CIGNA GROUP/THE                            | Cigna Group                                             | CUSIP: 125523CT5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   14500000 | PA      | $14788179.53  | 0.26%             | 2029-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| SKANDINAVISKA ENSKILDA                     | Skandinaviska Enskilda Banken AB                        | CUSIP: 830505BA0<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   10000000 | PA      | $10026589.00  | 0.18%             | 2027-03-05      | Floating      | 5.26%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                  | Boeing Co.                                              | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    5910000 | PA      | $5809823.55   | 0.10%             | 2026-05-01      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc                              | Citigroup, Inc.                                         | CUSIP: 172967KN0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2009000 | PA      | $1989599.95   | 0.04%             | 2026-05-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |          1 | NC      | $140175.17    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                   | AerCap Ireland Capital DAC/AerCap Global Aviation Trust | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   16100000 | PA      | $15739973.41  | 0.28%             | 2026-01-30      | Fixed         | 1.75%                 | No            | 2                  | On Loan: —       |
| GLENCORE FUNDING LLC                       | Glencore Funding LLC                                    | CUSIP: 378272BW7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    8404000 | PA      | $8441763.54   | 0.15%             | 2027-04-04      | Floating      | 5.44%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                                | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   21400000 | PA      | $13859792.54  | 0.25%             | 2028-01-19      | Floating      | 5.13%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                         | CUSIP: 4581X0DY1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   33290000 | PA      | $33250052.00  | 0.59%             | 2026-09-16      | Floating      | 4.54%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $17726.56     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                   | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   39300000 | PA      | $25319879.86  | 0.45%             | 2028-02-16      | Floating      | 5.15%                 | No            | 2                  | On Loan: No      |
| EXPEDIA GROUP INC                          | Expedia Group, Inc.                                     | CUSIP: 30212PAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22491000 | PA      | $22521814.92  | 0.40%             | 2026-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: —       |
| PARKER-HANNIFIN CORP                       | Parker-Hannifin Corp.                                   | CUSIP: 000000000<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4506452.15   | 0.08%             | 2030-03-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| KOMMUNALBANKEN AS                          | Kommunalbanken AS                                       | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |    5200000 | PA      | $5238715.56   | 0.09%             | 2026-06-17      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| TELUS Corp                                 | TELUS Corp.                                             | CUSIP: 87974PTJ2<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | STIV             | CORP              | CA        |    7750000 | PA      | $7700765.80   | 0.14%             | 2025-06-18      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-1357732.60  | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                       | Glencore Funding LLC                                    | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    9399000 | PA      | $9119059.71   | 0.16%             | 2026-04-27      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| HCA INC                                    | HCA, Inc.                                               | CUSIP: 404119CJ6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    5608000 | PA      | $5342653.72   | 0.10%             | 2029-03-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Walt Disney Co/The                         | Walt Disney Co.                                         | CUSIP: 2546R2TJ5<br>LEI: 549300GZKULIZ0WOW665 | Long             | STIV             | CORP              | US        |   38265000 | PA      | $38036875.55  | 0.68%             | 2025-06-18      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| REVVITY INC                                | Revvity, Inc.                                           | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     520000 | PA      | $490129.12    | 0.01%             | 2029-09-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Mizuho Financial Group, Inc.               | Mizuho Financial Group, Inc.                            | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    4000000 | PA      | $4065691.74   | 0.07%             | 2029-09-06      | Fixed         | 0.40%                 | No            | 2                  | On Loan: No      |
| SWEDISH EXPORT CREDIT                      | Svensk Exportkredit AB                                  | CUSIP: 01021NAC6<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   28500000 | PA      | $28854746.91  | 0.52%             | 2027-05-05      | Floating      | 5.36%                 | No            | 2                  | On Loan: No      |
| CATERPILLAR FINL SERVICE                   | Caterpillar Financial Services Corp.                    | CUSIP: 14913UAK6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3800305.25   | 0.07%             | 2026-02-27      | Floating      | 4.82%                 | 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      | $-443772.54   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                    | Autostrade per l'Italia SpA                             | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |    3240000 | PA      | $3508143.68   | 0.06%             | 2029-09-26      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                 | AbbVie, Inc.                                            | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    9841000 | PA      | $10036180.59  | 0.18%             | 2029-03-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE        | LVMH Moet Hennessy Louis Vuitton SE                     | CUSIP: 50244LSD7<br>LEI: IOG4E947OATN0KJYSD45 | Long             | STIV             | CORP              | FR        |   12000000 | PA      | $11981269.20  | 0.21%             | 2025-05-13      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings Inc        | NextEra Energy Capital Holdings, Inc.                   | CUSIP: 65339MTA4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | STIV             | CORP              | US        |   12000000 | PA      | $11936176.80  | 0.21%             | 2025-06-10      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                           | Bank of Montreal                                        | CUSIP: 06368LNU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    6000000 | PA      | $6043798.68   | 0.11%             | 2026-06-05      | Floating      | 5.70%                 | No            | 2                  | On Loan: No      |
| RTX Corp                                   | RTX Corp.                                               | CUSIP: 78109FSU7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | STIV             | CORP              | US        |   15000000 | PA      | $14945355.00  | 0.27%             | 2025-05-28      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Boardwalk Pipelines LP                     | Boardwalk Pipelines LP                                  | CUSIP: 096630AE8<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    2123000 | PA      | $2150493.17   | 0.04%             | 2026-06-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                   | Toyota Motor Credit Corp.                               | CUSIP: 89236TLL7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     400000 | PA      | $404232.77    | 0.01%             | 2029-01-05      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Tyco Electronics Group SA                  | Tyco Electronics Group SA                               | CUSIP: 90212HS81<br>LEI: C33G1C5SYE2YM95EE712 | Long             | STIV             | CORP              | LU        |    5000000 | PA      | $4994896.00   | 0.09%             | 2025-05-08      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ARCELORMITTAL SA                           | ArcelorMittal SA                                        | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    5420000 | PA      | $6133357.12   | 0.11%             | 2028-12-13      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                   | CUSIP: 89114TZH8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    3995000 | PA      | $3988128.60   | 0.07%             | 2026-09-10      | Floating      | 4.96%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold CAD                                | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |          1 | NC      | $-809475.63   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CNH Industrial Finance Europe SA           | CNH Industrial Finance Europe SA                        | CUSIP: 000000000<br>LEI: 5493007GVB1I2FDSS786 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $107077.03    | 0.00%             | 2029-07-03      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                             | Home Depot, Inc.                                        | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     800000 | PA      | $761842.34    | 0.01%             | 2029-06-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| TELUS Corp                                 | TELUS Corp.                                             | CUSIP: 87974PU76<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | STIV             | CORP              | CA        |    6000000 | PA      | $5947156.20   | 0.11%             | 2025-07-07      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                   | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    1500000 | PA      | $962160.78    | 0.02%             | 2026-06-04      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| STOCKLAND TRUST                            | Stockland Trust                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | AU        |    1250000 | PA      | $1396888.23   | 0.02%             | 2026-04-27      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| WILLIAMS COMPANIES INC                     | Williams Cos., Inc.                                     | CUSIP: 96949LAB1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1993260.32   | 0.04%             | 2025-09-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.              | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    4718000 | PA      | $3030819.33   | 0.05%             | 2027-02-05      | Floating      | 5.02%                 | No            | 2                  | On Loan: No      |
| SOUTHWESTERN ELEC POWER                    | Southwestern Electric Power Co.                         | CUSIP: 845437BS0<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   21360000 | PA      | $20827219.23  | 0.37%             | 2026-03-15      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                       | Royal Bank of Canada                                    | CUSIP: 78016EZM2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   16224000 | PA      | $15839789.07  | 0.28%             | 2026-01-20      | Fixed         | 0.88%                 | No            | 2                  | On Loan: —       |
| Barclays PLC                               | Barclays PLC                                            | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    5380000 | PA      | $5366809.21   | 0.10%             | 2026-01-12      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| NOMURA HOLDINGS INC                        | Nomura Holdings, Inc.                                   | CUSIP: 65535HAR0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   26055000 | PA      | $25902407.85  | 0.46%             | 2025-07-16      | Fixed         | 1.85%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased CAD / Sold USD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |          1 | NC      | $32218.20     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Emerson Electric Co                        | Emerson Electric Co.                                    | CUSIP: 291011BG8<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    9400000 | PA      | $9382633.97   | 0.17%             | 2025-06-01      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| AVIATION CAPITAL GROUP                     | Aviation Capital Group LLC                              | CUSIP: 000000000<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $2008489.58   | 0.04%             | 2028-10-25      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                        | Elevance Health, Inc.                                   | CUSIP: 036752AY9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     200000 | PA      | $205021.69    | 0.00%             | 2029-06-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                        | Intesa Sanpaolo SpA                                     | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   10120000 | PA      | $12585486.69  | 0.22%             | 2030-01-13      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc                                 | AbbVie, Inc.                                            | CUSIP: 00287YAQ2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   10118000 | PA      | $10113951.99  | 0.18%             | 2025-05-14      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| REINSURANCE GRP OF AMER                    | Reinsurance Group of America, Inc.                      | CUSIP: 759351AN9<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     200000 | PA      | $195145.95    | 0.00%             | 2029-05-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| ECOLAB INC                                 | Ecolab, Inc.                                            | CUSIP: 278865AS9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    1155000 | PA      | $1308331.13   | 0.02%             | 2025-07-08      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| ISS FINANCE B.V.                           | ISS Finance BV                                          | CUSIP: 000000000<br>LEI: 724500PIMPESBMB5Q552 | Long             | DBT              | CORP              | NL        |    9433000 | PA      | $10661408.33  | 0.19%             | 2025-07-07      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Stanley Black & Decker Inc                 | Stanley Black & Decker, Inc.                            | CUSIP: 85462CTR6<br>LEI: 549300DJ09SMTO561131 | Long             | STIV             | CORP              | US        |   10000000 | PA      | $9927822.00   | 0.18%             | 2025-06-25      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK                     | Canadian Imperial Bank of Commerce                      | CUSIP: 13608JAA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     800000 | PA      | $821019.29    | 0.01%             | 2029-04-08      | Fixed         | 5.26%                 | No            | 2                  | On Loan: —       |
| AMERICAN NATIONAL GROUP                    | American National Group, Inc.                           | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $4370096.06   | 0.08%             | 2029-10-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                   | CUSIP: 89115A2T8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    7205000 | PA      | $7242527.82   | 0.13%             | 2026-07-17      | Floating      | 5.46%                 | No            | 2                  | On Loan: No      |
| BP Capital Markets PLC                     | BP Capital Markets PLC                                  | CUSIP: 05568TTS8<br>LEI: 549300CRVT18MXX0AG93 | Long             | STIV             | CORP              | GB        |   25000000 | PA      | $24823577.50  | 0.44%             | 2025-06-26      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| KEURIG DR PEPPER INC                       | Keurig Dr. Pepper, Inc.                                 | CUSIP: 49271VAS9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15037662.60  | 0.27%             | 2027-03-15      | Floating      | 5.25%                 | 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      | $-1025177.81  | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                   | Volkswagen Group of America Finance LLC                 | CUSIP: 928668BE1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $999531.75    | 0.02%             | 2025-05-13      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| NISOURCE INC                               | NiSource, Inc.                                          | CUSIP: 65473PAK1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    7100000 | PA      | $7025924.21   | 0.13%             | 2025-08-15      | Fixed         | 0.95%                 | No            | 2                  | On Loan: No      |
| Synchrony Financial                        | Synchrony Financial                                     | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $5240571.47   | 0.09%             | 2029-03-19      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                   | Sumitomo Mitsui Trust Bank Ltd.                         | CUSIP: 86563VBF5<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   10000000 | PA      | $10031291.70  | 0.18%             | 2026-03-09      | Floating      | 5.49%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK NA                    | JPMorgan Chase Bank NA                                  | CUSIP: 46632FTV7<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2096901.70   | 0.04%             | 2026-04-29      | Floating      | 5.00%                 | No            | 2                  | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                   | Fortune Brands Innovations, Inc.                        | CUSIP: 34964CAA4<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2396078.50   | 0.04%             | 2025-06-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                           | Bank of Montreal                                        | CUSIP: 06368LC61<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    6300000 | PA      | $6346363.65   | 0.11%             | 2026-12-11      | Floating      | 5.53%                 | No            | 2                  | On Loan: No      |
| ALTRIA GROUP INC                           | Altria Group, Inc.                                      | CUSIP: 02209SBH5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    8200000 | PA      | $8196796.10   | 0.15%             | 2025-05-06      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                            | CUSIP: 632525CC3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |     667000 | PA      | $668424.05    | 0.01%             | 2030-01-14      | Floating      | 5.17%                 | No            | 2                  | On Loan: No      |
| Castellum Helsinki Finance Holding Abp     | Castellum Helsinki Finance Holding Abp                  | CUSIP: 000000000<br>LEI: 743700WAF2AHZ4LRAR98 | Long             | DBT              | CORP              | FI        |     920000 | PA      | $931385.24    | 0.02%             | 2029-09-17      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| BANQUE FED CRED MUTUEL                     | Banque Federative du Credit Mutuel SA                   | CUSIP: 06675DCL4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    8200000 | PA      | $8180713.60   | 0.15%             | 2028-02-16      | Floating      | 5.43%                 | No            | 2                  | On Loan: No      |
| Nutrien Ltd                                | Nutrien Ltd.                                            | CUSIP: 67077USM3<br>LEI: 5493002QQ7GD21OWF963 | Long             | STIV             | CORP              | CA        |    2750000 | PA      | $2742504.33   | 0.05%             | 2025-05-21      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| BAT International Finance PLC              | BAT International Finance PLC                           | CUSIP: 05531MVR6<br>LEI: 21380041YBGOQDFAC823 | Long             | STIV             | CORP              | US        |    1500000 | PA      | $1477431.15   | 0.03%             | 2025-08-25      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TRATON FINANCE LUX SA                      | Traton Finance Luxembourg SA                            | CUSIP: 000000000<br>LEI: 529900BRKIE6LKIEXD84 | Long             | DBT              | CORP              | LU        |    3600000 | PA      | $4133110.39   | 0.07%             | 2030-03-27      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| MERCEDES-BENZ FIN NA                       | Mercedes-Benz Finance North America LLC                 | CUSIP: 58769JAN7<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    5700000 | PA      | $5700904.76   | 0.10%             | 2026-01-09      | Floating      | 5.05%                 | No            | 2                  | On Loan: No      |
| UBS AG LONDON                              | UBS AG                                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    5320000 | PA      | $5904590.15   | 0.11%             | 2026-03-31      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| CANADIAN GOVERNMENT                        | Canada Government Bonds                                 | CUSIP: 135087Q31<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   35300000 | PA      | $25609271.72  | 0.46%             | 2025-05-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Whirlpool Corp                             | Whirlpool Corp.                                         | CUSIP: 963320AT3<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     380000 | PA      | $380000.00    | 0.01%             | 2025-05-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development     | CUSIP: 459058KN2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   16000000 | PA      | $16031370.88  | 0.29%             | 2027-01-12      | Floating      | 4.75%                 | No            | 2                  | On Loan: No      |
| TELUS Corp                                 | TELUS Corp.                                             | CUSIP: 87974PTB9<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | STIV             | CORP              | CA        |   15285000 | PA      | $15201722.73  | 0.27%             | 2025-06-11      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| Eversource Energy                          | Eversource Energy                                       | CUSIP: 30040WAF5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     500000 | PA      | $493965.69    | 0.01%             | 2029-04-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| RTX CORP                                   | RTX Corp.                                               | CUSIP: 913017DD8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     400000 | PA      | $399015.04    | 0.01%             | 2025-08-16      | Fixed         | 3.95%                 | 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      | $-251646.17   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold CAD                                | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |          1 | NC      | $-1554797.23  | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased CAD / Sold USD                                | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |          1 | NC      | $93901.46     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Eurofins Scientific SE                     | Eurofins Scientific SE                                  | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | DBT              | CORP              | LU        |    1000000 | PA      | $1163081.76   | 0.02%             | 2029-07-06      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                       | Glencore Funding LLC                                    | CUSIP: 378272AX6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    2244000 | PA      | $2219167.96   | 0.04%             | 2025-09-01      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                       | Royal Bank of Canada                                    | CUSIP: 78015K7H1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    1000000 | PA      | $996090.00    | 0.02%             | 2025-06-10      | Fixed         | 1.15%                 | No            | 2                  | On Loan: No      |
| HP INC                                     | HP, Inc.                                                | CUSIP: 40434LAA3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   10859000 | PA      | $10819536.11  | 0.19%             | 2025-06-17      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| NORFINA LTD                                | Norfina Ltd.                                            | CUSIP: 000000000<br>LEI: JEBU6C6ITPD2YZ9N7F22 | Long             | DBT              | CORP              | AU        |    7000000 | PA      | $4469099.22   | 0.08%             | 2026-09-15      | Floating      | 4.59%                 | No            | 2                  | On Loan: No      |
| MASTERCARD INC                             | Mastercard, Inc.                                        | CUSIP: 57636QBE3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    4140000 | PA      | $4130479.86   | 0.07%             | 2028-03-15      | Floating      | 4.81%                 | No            | 2                  | On Loan: No      |
| DAIMLER TRUCK FINAN NA                     | Daimler Truck Finance North America LLC                 | CUSIP: 233853BB5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    8270000 | PA      | $8226357.80   | 0.15%             | 2028-01-13      | Floating      | 5.22%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                               | UBS Group AG                                            | CUSIP: 90351DAF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2700000 | PA      | $2691465.30   | 0.05%             | 2026-04-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| VOLVO TREASURY AB                          | Volvo Treasury AB                                       | CUSIP: 000000000<br>LEI: 549300PD69T87IGZG395 | Long             | DBT              | CORP              | SE        |     800000 | PA      | $920816.24    | 0.02%             | 2029-02-08      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| WALMART INC                                | Walmart, Inc.                                           | CUSIP: 931142FM0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    5600000 | PA      | $5608344.00   | 0.10%             | 2027-04-28      | Floating      | 4.81%                 | No            | 2                  | On Loan: No      |
| Dow Chemical Co/The                        | Dow Chemical Co.                                        | CUSIP: 26055AT63<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | STIV             | CORP              | US        |   10000000 | PA      | $9951694.00   | 0.18%             | 2025-06-06      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| LABORATORY CORP OF AMER                    | Laboratory Corp. of America Holdings                    | CUSIP: 50540RAW2<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |      38000 | PA      | $35396.30     | 0.00%             | 2029-12-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.              | CUSIP: 05252ADL2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   20000000 | PA      | $20048629.60  | 0.36%             | 2027-07-16      | Floating      | 5.06%                 | No            | 2                  | On Loan: No      |
| Canadian Natural Resources Ltd             | Canadian Natural Resources Ltd.                         | CUSIP: 13638WS78<br>LEI: 549300T15RIMIKZC5Q38 | Long             | STIV             | CORP              | CA        |    8000000 | PA      | $7992642.41   | 0.14%             | 2025-05-07      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| HELMERICH & PAYNE INC                      | Helmerich & Payne, Inc.                                 | CUSIP: 423452AJ0<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1511674.99   | 0.03%             | 2029-12-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: —       |
| SYNCHRONY FINANCIAL                        | Synchrony Financial                                     | CUSIP: 87165BAS2<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    7310000 | PA      | $7304447.25   | 0.13%             | 2025-06-13      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.              | CUSIP: 05252ADM0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   24947000 | PA      | $24941586.50  | 0.45%             | 2027-09-30      | Floating      | 5.03%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-209091.05   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GILEAD SCIENCES INC                        | Gilead Sciences, Inc.                                   | CUSIP: 375558CB7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     400000 | PA      | $407022.76    | 0.01%             | 2029-11-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| DBS GROUP HOLDINGS LTD                     | DBS Group Holdings Ltd.                                 | CUSIP: 24023KAM0<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |   54500000 | PA      | $54425513.76  | 0.97%             | 2028-03-21      | Floating      | 4.97%                 | No            | 2                  | On Loan: No      |
| JUNIPER NETWORKS INC                       | Juniper Networks, Inc.                                  | CUSIP: 48203RAN4<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |   19528000 | PA      | $19135643.03  | 0.34%             | 2025-12-10      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| EPR PROPERTIES                             | EPR Properties                                          | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    4400000 | PA      | $4117343.38   | 0.07%             | 2029-08-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORP                    | John Deere Capital Corp.                                | CUSIP: 24422EXL8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4599639.50   | 0.08%             | 2026-03-06      | Floating      | 4.81%                 | No            | 2                  | On Loan: No      |
| EQUINIX INC                                | Equinix, Inc.                                           | CUSIP: 29444UBF2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    6775000 | PA      | $6725054.50   | 0.12%             | 2025-07-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Amgen Inc                                  | Amgen, Inc.                                             | CUSIP: 031162BY5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    1561000 | PA      | $1561000.00   | 0.03%             | 2025-05-01      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                      | CUSIP: 748148RX3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    9100000 | PA      | $6600833.45   | 0.12%             | 2025-07-06      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                  | Boeing Co.                                              | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     600000 | PA      | $550522.34    | 0.01%             | 2030-02-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-3045742.41  | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| UNITED OVERSEAS BANK/SYD                   | United Overseas Bank Ltd.                               | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |    2000000 | PA      | $1281830.54   | 0.02%             | 2027-04-16      | Floating      | 4.72%                 | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                              | RCI Banque SA                                           | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |    2700000 | PA      | $3254783.29   | 0.06%             | 2029-10-02      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased CAD / Sold USD                                | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |          1 | NC      | $698916.92    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                   | Penske Truck Leasing Co. LP/PTL Finance Corp.           | CUSIP: 709599BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3072000 | PA      | $3062031.73   | 0.05%             | 2026-01-29      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                       | CUSIP: 718172DS5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10008040.00  | 0.18%             | 2028-04-28      | Floating      | 5.21%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.              | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   10300000 | PA      | $6620362.58   | 0.12%             | 2026-03-31      | Floating      | 4.96%                 | No            | 2                  | On Loan: No      |
| Magna International Inc                    | Magna International, Inc.                               | CUSIP: 559222AR5<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    5000000 | PA      | $4984523.70   | 0.09%             | 2025-10-01      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc            | Philip Morris International, Inc.                       | CUSIP: 71838LS78<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | STIV             | CORP              | US        |    5000000 | PA      | $4995771.00   | 0.09%             | 2025-05-07      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                   | Public Service Enterprise Group, Inc.                   | CUSIP: 744573AP1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2372906.54   | 0.04%             | 2025-08-15      | Fixed         | 0.80%                 | No            | 2                  | On Loan: No      |
| BANQUE FED CRED MUTUEL                     | Banque Federative du Credit Mutuel SA                   | CUSIP: 06675DCH3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    8670000 | PA      | $8699131.20   | 0.16%             | 2027-01-23      | Floating      | 5.51%                 | No            | 2                  | On Loan: No      |
| AFFILIATED MANAGERS GROU                   | Affiliated Managers Group, Inc.                         | CUSIP: 008252AN8<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    3712000 | PA      | $3699274.08   | 0.07%             | 2025-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| PSP Capital Inc                            | PSP Capital, Inc.                                       | CUSIP: 69370AS54<br>LEI: 549300B456N0WEIC5249 | Long             | STIV             | NUSS              | CA        |    5000000 | PA      | $4997002.00   | 0.09%             | 2025-05-05      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| ALLY FINANCIAL INC                         | Ally Financial, Inc.                                    | CUSIP: 02005NBJ8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    3019000 | PA      | $3019000.00   | 0.05%             | 2025-05-01      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                  | Boeing Co.                                              | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     400000 | PA      | $377573.39    | 0.01%             | 2029-03-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP                   | Citizens Financial Group, Inc.                          | CUSIP: 174610AS4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    3960000 | PA      | $3539497.34   | 0.06%             | 2030-02-06      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                   | Svenska Handelsbanken AB                                | CUSIP: 86959LAK9<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    7750000 | PA      | $7754293.58   | 0.14%             | 2025-06-10      | Floating      | 5.28%                 | No            | 2                  | On Loan: —       |
| CK HUTCHISON EUROPE                        | CK Hutchison Europe Finance 21 Ltd.                     | CUSIP: 000000000<br>LEI: 254900UIPWFKU7480958 | Long             | DBT              | CORP              | KY        |    5400000 | PA      | $5475494.74   | 0.10%             | 2029-11-02      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Floating Rate Notes                       | CUSIP: 91282CJD4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  136400000 | PA      | $136447404.46 | 2.44%             | 2025-10-31      | Floating      | 4.42%                 | No            | 2                  | On Loan: No      |
| Erste Abwicklungsanstalt                   | Erste Abwicklungsanstalt                                | CUSIP: 29604CSN3<br>LEI: 7TG4VWERK338227TR435 | Long             | STIV             | CORP              | DE        |   40000000 | PA      | $39894108.00  | 0.71%             | 2025-05-22      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                            | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   12980000 | PA      | $8302118.94   | 0.15%             | 2026-08-24      | Floating      | 4.54%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY BANK NA                     | Morgan Stanley Bank NA                                  | CUSIP: 61690U7X2<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    1440000 | PA      | $1448568.00   | 0.03%             | 2026-10-30      | Floating      | 5.55%                 | No            | 2                  | On Loan: No      |
| DBS Bank Ltd                               | DBS Bank Ltd.                                           | CUSIP: 23305DSF3<br>LEI: ATUEL7OJR5057F2PV266 | Long             | STIV             | CORP              | SG        |   29000000 | PA      | $28947715.90  | 0.52%             | 2025-05-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| DXC TECHNOLOGY CO                          | DXC Technology Co.                                      | CUSIP: 23355LAL0<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |    2639000 | PA      | $2532605.07   | 0.05%             | 2026-09-15      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| BP CAPITAL MARKETS PLC                     | BP Capital Markets PLC                                  | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    7600000 | PA      | $8223950.95   | 0.15%             | 2029-06-26      | Fixed         | 1.64%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                         | Credit Agricole SA                                      | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    3000000 | PA      | $3381422.84   | 0.06%             | 2025-09-18      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                 | Intel Corp.                                             | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3061988.86   | 0.05%             | 2029-11-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                | CUSIP: 21688ABB7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   22100000 | PA      | $22155020.82  | 0.40%             | 2026-01-09      | Floating      | 5.09%                 | No            | 2                  | On Loan: No      |
| PHILLIPS 66                                | Phillips 66 Co.                                         | CUSIP: 718547AK8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     300000 | PA      | $280798.30    | 0.01%             | 2029-12-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Conagra Brands Inc                         | Conagra Brands, Inc.                                    | CUSIP: 205887CB6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    1809000 | PA      | $1807460.63   | 0.03%             | 2025-11-01      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| ALLSTATE CORP                              | Allstate Corp.                                          | CUSIP: 020002BL4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     300000 | PA      | $306364.98    | 0.01%             | 2029-06-24      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| INTL FINANCE CORP                          | International Finance Corp.                             | CUSIP: 45950KDL1<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    8090000 | PA      | $8085164.77   | 0.14%             | 2029-08-28      | Floating      | 4.73%                 | No            | 2                  | On Loan: —       |
| Societe Generale SA                        | Purchased USD / Sold AUD                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-585445.82   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Crown Castle Inc                           | Crown Castle, Inc.                                      | CUSIP: 22823PS79<br>LEI: 54930012H97VSM0I2R19 | Long             | STIV             |  | US        |    3000000 | PA      | $2997170.70   | 0.05%             | 2025-05-07      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| DAIMLER TRUCK FI CANADA                    | Daimler Truck Finance Canada, Inc.                      | CUSIP: 233852AG7<br>LEI: 54930098P2A2K13NYP58 | Long             | DBT              | CORP              | CA        |    3800000 | PA      | $2776210.65   | 0.05%             | 2025-09-19      | Fixed         | 5.18%                 | No            | 2                  | On Loan: No      |
| HAMBURG COMMERCIAL BANK                    | Hamburg Commercial Bank AG                              | CUSIP: 000000000<br>LEI: TUKDD90GPC79G1KOE162 | Long             | DBT              | CORP              | DE        |    8564000 | PA      | $9731632.53   | 0.17%             | 2030-01-31      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                   | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   10000000 | PA      | $6427728.65   | 0.11%             | 2026-12-15      | Floating      | 4.93%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-245001.78   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ELIS SA                                    | Elis SA                                                 | CUSIP: 000000000<br>LEI: 969500UX71LCE8MAY492 | Long             | DBT              | CORP              | FR        |    1800000 | PA      | $2082572.57   | 0.04%             | 2030-03-21      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| OVINTIV INC                                | Ovintiv, Inc.                                           | CUSIP: 69047QAA0<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   11560000 | PA      | $11555679.45  | 0.21%             | 2025-05-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| WENDEL SE                                  | Wendel SE                                               | CUSIP: 000000000<br>LEI: 969500M98ZMIZYJD5O34 | Long             | DBT              | CORP              | FR        |    2000000 | PA      | $2242328.05   | 0.04%             | 2026-04-26      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| OP CORPORATE BANK PLC                      | OP Corporate Bank PLC                                   | CUSIP: 000000000<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |    1880000 | PA      | $1917613.67   | 0.03%             | 2029-11-12      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                    | Principal Financial Group, Inc.                         | CUSIP: 74251VAK8<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |   11430000 | PA      | $11422741.49  | 0.20%             | 2025-05-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                   | Penske Truck Leasing Co. LP/PTL Finance Corp.           | CUSIP: 709599CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $203345.78    | 0.00%             | 2029-07-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                   | Penske Truck Leasing Co. LP/PTL Finance Corp.           | CUSIP: 709599BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     795000 | PA      | $793364.22    | 0.01%             | 2025-07-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: —       |
| Mosaic Co/The                              | Mosaic Co.                                              | CUSIP: 61945NS67<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | STIV             | CORP              | US        |   17655000 | PA      | $17641442.73  | 0.31%             | 2025-05-06      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Vier Gas Transport GmbH                    | Vier Gas Transport GmbH                                 | CUSIP: 000000000<br>LEI: 529900AGED6PJE9AVL37 | Long             | DBT              | CORP              | DE        |    3500000 | PA      | $3502660.50   | 0.06%             | 2029-09-10      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| Host Hotels & Resorts LP                   | Host Hotels & Resorts LP                                | CUSIP: 44107TAV8<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    2849000 | PA      | $2844849.18   | 0.05%             | 2025-06-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Purchased SGD / Sold USD                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | SG        |          1 | NC      | $1568963.89   | 0.03%             |  |  |  | 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      | $-420139.79   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BAYER US FINANCE LLC                       | Bayer U.S. Finance LLC                                  | CUSIP: 07274EAJ2<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $3231481.42   | 0.06%             | 2029-01-21      | Fixed         | 6.25%                 | No            | 2                  | On Loan: —       |
| MERCEDES-BENZ FIN NA                       | Mercedes-Benz Finance North America LLC                 | CUSIP: 58769JAJ6<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    1740000 | PA      | $1741805.44   | 0.03%             | 2025-08-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Parker-Hannifin Corp                       | Parker-Hannifin Corp.                                   | CUSIP: 70109LS72<br>LEI: 5493002CONDB4N2HKI23 | Long             | STIV             | CORP              | US        |   12900000 | PA      | $12888486.75  | 0.23%             | 2025-05-07      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE        | LVMH Moet Hennessy Louis Vuitton SE                     | CUSIP: 50244LUM4<br>LEI: IOG4E947OATN0KJYSD45 | Long             | STIV             | CORP              | FR        |    5000000 | PA      | $4950572.00   | 0.09%             | 2025-07-21      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased CAD / Sold USD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |          1 | NC      | $249227.02    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CARDINAL HEALTH INC                        | Cardinal Health, Inc.                                   | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    1440000 | PA      | $1463963.57   | 0.03%             | 2029-11-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| DAIMLER TRUCK FINAN NA                     | Daimler Truck Finance North America LLC                 | CUSIP: 233853AZ3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     200000 | PA      | $202153.17    | 0.00%             | 2029-09-25      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                   | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     800000 | PA      | $516073.33    | 0.01%             | 2027-05-20      | Floating      | 5.20%                 | No            | 2                  | On Loan: No      |
| Amcor Flexibles North America Inc          | Amcor Flexibles North America, Inc.                     | CUSIP: 02343BSK4<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | STIV             | CORP              | US        |    1500000 | PA      | $1496226.45   | 0.03%             | 2025-05-19      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                    | Nationwide Building Society                             | CUSIP: 63859VBH3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     782000 | PA      | $751249.89    | 0.01%             | 2026-10-13      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| JABIL INC                                  | Jabil, Inc.                                             | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     570000 | PA      | $538055.63    | 0.01%             | 2030-01-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                         | CUSIP: 4581X0EQ7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   17000000 | PA      | $17014161.68  | 0.30%             | 2029-08-01      | Floating      | 4.75%                 | No            | 2                  | On Loan: No      |
| VIATRIS INC                                | Viatris, Inc.                                           | CUSIP: 92556VAB2<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    5800000 | PA      | $5764252.86   | 0.10%             | 2025-06-22      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                   | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    9000000 | PA      | $5778037.84   | 0.10%             | 2026-02-16      | Floating      | 4.92%                 | No            | 2                  | On Loan: No      |
| NOMURA HOLDINGS INC                        | Nomura Holdings, Inc.                                   | CUSIP: 65535HBE8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     833000 | PA      | $833379.94    | 0.01%             | 2025-07-03      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                           | Bank of Montreal                                        | CUSIP: 06367WB85<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    6905000 | PA      | $6905000.00   | 0.12%             | 2025-05-01      | Fixed         | 1.85%                 | 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      | $263662.43    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Magna International Inc                    | Magna International, Inc.                               | CUSIP: 55922PU35<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | STIV             | CORP              | CA        |   18000000 | PA      | $17851158.00  | 0.32%             | 2025-07-03      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| PEPSICO INC                                | PepsiCo, Inc.                                           | CUSIP: 713448FP8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    6383000 | PA      | $6392649.76   | 0.11%             | 2026-02-13      | Floating      | 4.76%                 | No            | 2                  | On Loan: No      |
| VW Credit Inc                              | VW Credit, Inc.                                         | CUSIP: 91842JST7<br>LEI: 549300UUPJ2NXDB68M19 | Long             | STIV             | CORP              | US        |   15000000 | PA      | $14947579.50  | 0.27%             | 2025-05-27      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| PNC Bank NA                                | PNC Bank NA                                             | CUSIP: 69353REQ7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    5488000 | PA      | $5480720.77   | 0.10%             | 2025-06-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Societe Generale SA                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    4100000 | PA      | $4190599.27   | 0.07%             | 2029-09-24      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                          | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    6500000 | PA      | $4181021.40   | 0.07%             | 2028-08-17      | Floating      | 5.12%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                          | CUSIP: 2027A0KQ1<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    1800000 | PA      | $1804809.10   | 0.03%             | 2026-03-13      | Floating      | 5.12%                 | No            | 2                  | On Loan: No      |
| NEDER WATERSCHAPSBANK                      | Nederlandse Waterschapsbank NV                          | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |    3700000 | PA      | $2360436.93   | 0.04%             | 2027-07-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                         | Banco Santander SA                                      | CUSIP: 05964HAR6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    1200000 | PA      | $1199732.87   | 0.02%             | 2025-08-18      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                        | Bank of Nova Scotia                                     | CUSIP: 06418GAK3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     400000 | PA      | $414422.90    | 0.01%             | 2029-08-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                         | CUSIP: 4581X0EG9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   60800000 | PA      | $60826630.40  | 1.09%             | 2027-10-04      | Floating      | 4.73%                 | No            | 2                  | On Loan: No      |
| NRW.BANK                                   | NRW Bank                                                | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |    5600000 | PA      | $3493960.25   | 0.06%             | 2026-03-31      | Fixed         | 1.05%                 | No            | 2                  | On Loan: No      |
| HEINEKEN NV                                | Heineken NV                                             | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |    3000000 | PA      | $3401032.48   | 0.06%             | 2025-08-04      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                      | CUSIP: 37045XES1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   14200000 | PA      | $14071873.40  | 0.25%             | 2027-05-08      | Floating      | 5.71%                 | No            | 2                  | On Loan: No      |
| L3Harris Technologies Inc                  | L3Harris Technologies, Inc.                             | CUSIP: 50248BT36<br>LEI: 549300UTE50ZMDBG8A20 | Long             | STIV             | CORP              | US        |   23000000 | PA      | $22898774.70  | 0.41%             | 2025-06-03      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |          1 | NC      | $-1827960.41  | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| GEORGIA POWER CO                           | Georgia Power Co.                                       | CUSIP: 373334KL4<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     400000 | PA      | $373234.76    | 0.01%             | 2029-09-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Aon Corp                                   | Aon Corp.                                               | CUSIP: 03739NSK8<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | STIV             | CORP              | US        |   35000000 | PA      | $34915548.50  | 0.62%             | 2025-05-19      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                            | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   38400000 | PA      | $24696744.34  | 0.44%             | 2026-11-16      | Floating      | 5.02%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased CAD / Sold USD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |          1 | NC      | $458769.47    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| DISCOVER BANK                              | Discover Bank                                           | CUSIP: 25466AAR2<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $6749631.68   | 0.12%             | 2030-02-06      | Fixed         | 2.70%                 | No            | 2                  | On Loan: —       |
| MERCEDES-BENZ CA FIN INC                   | Mercedes-Benz Finance Canada, Inc.                      | CUSIP: 23384NBS5<br>LEI: 549300G6QKWRPOX3M965 | Long             | DBT              | CORP              | CA        |    4000000 | PA      | $2886348.47   | 0.05%             | 2025-09-22      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| Canadian Pacific Railway Co                | Canadian Pacific Railway Co.                            | CUSIP: 13645WSW4<br>LEI: 54930036474DURYNB481 | Long             | STIV             | CORP              | CA        |    4920000 | PA      | $4900852.84   | 0.09%             | 2025-05-30      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CDP FINANCIAL INC                          | CDP Financial, Inc.                                     | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |    6340000 | PA      | $6340602.30   | 0.11%             | 2025-05-19      | Floating      | 4.76%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                    | MPLX LP                                                 | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    8782000 | PA      | $8556059.08   | 0.15%             | 2026-03-01      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| LSEGA Financing PLC                        | LSEGA Financing PLC                                     | CUSIP: 50221FS62<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | STIV             | CORP              | GB        |    4250000 | PA      | $4246753.00   | 0.08%             | 2025-05-06      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                       | CUSIP: 718172CN7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1286000 | PA      | $1286000.00   | 0.02%             | 2025-05-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Reynolds American Inc                      | Reynolds American, Inc.                                 | CUSIP: 761713BG0<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    7736000 | PA      | $7731769.96   | 0.14%             | 2025-06-12      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                        | Bank of Nova Scotia                                     | CUSIP: 06418GAB3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   25933000 | PA      | $25956483.11  | 0.46%             | 2025-06-12      | Floating      | 5.46%                 | No            | 2                  | On Loan: —       |
| Citibank NA                                | Purchased CAD / Sold USD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |          1 | NC      | $168717.40    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                    | Baker Hughes Holdings LLC/Baker Hughes Co-Obligor, Inc. | CUSIP: 05723KAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $189079.53    | 0.00%             | 2029-11-07      | Fixed         | 3.14%                 | No            | 2                  | On Loan: —       |
| SECURITAS TREASURY IRELA                   | Securitas Treasury Ireland DAC                          | CUSIP: 000000000<br>LEI: 635400BJYMDVAXBPJ960 | Long             | DBT              | CORP              | IE        |    3348000 | PA      | $3928322.43   | 0.07%             | 2030-02-23      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BANCO BPM SPA                              | Banco BPM SpA                                           | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |    6350000 | PA      | $7252372.47   | 0.13%             | 2030-01-21      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| ONTARIO T-BILL                             | Ontario Treasury Bills                                  | CUSIP: 6832Z5NK2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   43000000 | PA      | $30981459.45  | 0.55%             | 2025-07-30      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| The DFA Investment Trust Company           | DFA Investment Trust Co.                                | CUSIP: 23320U405<br>LEI: 549300FSKWEXKF6YBM56 | Long             | EC               | RF                | US        |    4263294 | NS      | $49304998.88  | 0.88%             |  |  |  | No            | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                         | Royalty Pharma PLC                                      | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    5400000 | PA      | $5456207.84   | 0.10%             | 2029-09-02      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| EUROPEAN BK RECON & DEV                    | European Bank for Reconstruction & Development          | CUSIP: 29875BAK2<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |   23180000 | PA      | $23198544.00  | 0.41%             | 2028-02-20      | Floating      | 4.69%                 | No            | 2                  | On Loan: No      |
| Brookfield Finance Inc                     | Brookfield Finance, Inc.                                | CUSIP: 11271LAD4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $100538.71    | 0.00%             | 2029-03-29      | Fixed         | 4.85%                 | No            | 2                  | On Loan: —       |
| ASIAN INFRASTRUCTURE INV                   | Asian Infrastructure Investment Bank                    | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    6000000 | PA      | $6040931.46   | 0.11%             | 2027-08-16      | Floating      | 4.98%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                       | Royal Bank of Canada                                    | CUSIP: 78016HZU7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    3700000 | PA      | $3711338.13   | 0.07%             | 2027-01-19      | Floating      | 5.33%                 | No            | 2                  | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                     | Mitsubishi UFJ Financial Group, Inc.                    | CUSIP: 606822BS2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    1222000 | PA      | $1213674.66   | 0.02%             | 2025-07-17      | Fixed         | 1.41%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                | CUSIP: 21688ABL5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    1450000 | PA      | $1439850.00   | 0.03%             | 2028-01-21      | Floating      | 4.98%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO BANK NA                        | Wells Fargo Bank NA                                     | CUSIP: 94988J6E2<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    1310000 | PA      | $1314558.34   | 0.02%             | 2026-08-07      | Floating      | 5.42%                 | No            | 2                  | On Loan: No      |
| Constellation Brands Inc                   | Constellation Brands, Inc.                              | CUSIP: 21037CS23<br>LEI: 5493005GKEG8QCVY7037 | Long             | STIV             | CORP              | US        |   20000000 | PA      | $19994688.00  | 0.36%             | 2025-05-02      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| BAT INTL FINANCE PLC                       | BAT International Finance PLC                           | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    9826000 | PA      | $9562564.94   | 0.17%             | 2026-03-25      | Fixed         | 1.67%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                            | CUSIP: 02665WFS5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    3154000 | PA      | $3135139.84   | 0.06%             | 2027-10-22      | Floating      | 5.10%                 | No            | 2                  | On Loan: No      |
| Lazard Group LLC                           | Lazard Group LLC                                        | CUSIP: 52107QAJ4<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |     400000 | PA      | $395340.35    | 0.01%             | 2028-09-19      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Purchased USD / Sold CAD                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-163327.11   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ENBRIDGE INC                               | Enbridge, Inc.                                          | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     130000 | PA      | $121632.03    | 0.00%             | 2029-11-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| CANADA HOUSING TRUST                       | Canada Housing Trust No. 1                              | CUSIP: 13509PHN6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |   59500000 | PA      | $43064775.86  | 0.77%             | 2025-06-15      | Fixed         | 0.95%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold GBP                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-110562.91   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group, Inc.                   | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     680000 | PA      | $762656.53    | 0.01%             | 2026-06-15      | Fixed         | 1.55%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.              | CUSIP: 05252ADG3<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   11820000 | PA      | $11829896.53  | 0.21%             | 2025-07-03      | Floating      | 5.13%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                               | UBS Group AG                                            | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   21000000 | PA      | $20943659.73  | 0.37%             | 2025-09-24      | Fixed         | 4.13%                 | No            | 2                  | On Loan: —       |
| Constellation Brands Inc                   | Constellation Brands, Inc.                              | CUSIP: 21037CSD9<br>LEI: 5493005GKEG8QCVY7037 | Long             | STIV             | CORP              | US        |   11500000 | PA      | $11479970.45  | 0.20%             | 2025-05-13      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| AES Corp/The                               | AES Corp.                                               | CUSIP: 00809GS99<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | STIV             | CORP              | US        |   17000000 | PA      | $16979368.80  | 0.30%             | 2025-05-09      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                                | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     870000 | PA      | $556325.69    | 0.01%             | 2027-01-27      | Floating      | 4.63%                 | No            | 2                  | On Loan: No      |
| MERCEDES-BENZ FIN NA                       | Mercedes-Benz Finance North America LLC                 | CUSIP: 58769JAH0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   20450000 | PA      | $20454253.80  | 0.37%             | 2025-08-01      | Floating      | 4.95%                 | No            | 2                  | On Loan: No      |
| INMOBILIARIA COLONIAL SO                   | Inmobiliaria Colonial Socimi SA                         | CUSIP: 000000000<br>LEI: 95980020140005007414 | Long             | DBT              |  | ES        |     900000 | PA      | $1024583.76   | 0.02%             | 2030-01-22      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| EUROPEAN BK RECON & DEV                    | European Bank for Reconstruction & Development          | CUSIP: 29874QEN0<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    2078000 | PA      | $2076732.42   | 0.04%             | 2026-04-14      | Floating      | 4.57%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                       | Bank of America Corp.                                   | CUSIP: 06051GFS3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1176000 | PA      | $1173947.50   | 0.02%             | 2025-08-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-379675.85   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                           | T-Mobile USA, Inc.                                      | CUSIP: 87264ADL6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     156000 | PA      | $154093.82    | 0.00%             | 2029-10-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                       | CUSIP: 718172BQ1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    9400000 | PA      | $9363064.96   | 0.17%             | 2025-08-11      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp.                   | CUSIP: 459200KS9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $4292964.04   | 0.08%             | 2025-07-27      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| OVINTIV INC                                | Ovintiv, Inc.                                           | CUSIP: 651290AR9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     687000 | PA      | $686930.57    | 0.01%             | 2026-01-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| CNO Financial Group Inc                    | CNO Financial Group, Inc.                               | CUSIP: 12621EAK9<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    6709000 | PA      | $6708604.30   | 0.12%             | 2025-05-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| QUALCOMM Inc                               | QUALCOMM, Inc.                                          | CUSIP: 747525AF0<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     178000 | PA      | $177885.97    | 0.00%             | 2025-05-20      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN INC                          | Kinder Morgan, Inc.                                     | CUSIP: 49456BAZ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     292000 | PA      | $296457.12    | 0.01%             | 2029-08-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                   | Volkswagen Group of America Finance LLC                 | CUSIP: 928668CM2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    4400000 | PA      | $4364958.80   | 0.08%             | 2029-08-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| BANQUE FED CRED MUTUEL                     | Banque Federative du Credit Mutuel SA                   | CUSIP: 06675DCG5<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    3850000 | PA      | $3893349.27   | 0.07%             | 2026-07-13      | Floating      | 5.78%                 | No            | 2                  | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                   | Volkswagen Group of America Finance LLC                 | CUSIP: 928668BY7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2002344.44   | 0.04%             | 2025-09-12      | Floating      | 5.30%                 | No            | 2                  | On Loan: No      |
| CDP FINANCIAL INC                          | CDP Financial, Inc.                                     | CUSIP: 125094BD3<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |   22500000 | PA      | $22502137.50  | 0.40%             | 2025-05-19      | Floating      | 4.76%                 | No            | 2                  | On Loan: No      |
| NATIONAL GRID NA INC                       | National Grid North America, Inc.                       | CUSIP: 000000000<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |    7708000 | PA      | $8844392.74   | 0.16%             | 2029-11-25      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| CNO Financial Group Inc                    | CNO Financial Group, Inc.                               | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |   12509000 | PA      | $12518368.99  | 0.22%             | 2029-05-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Dollar Tree Inc                            | Dollar Tree, Inc.                                       | CUSIP: 256746AG3<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |   12327000 | PA      | $12320114.51  | 0.22%             | 2025-05-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| GLOBAL PAYMENTS INC                        | Global Payments, Inc.                                   | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    5465000 | PA      | $5088248.15   | 0.09%             | 2029-08-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                         | CUSIP: 4581X0DU9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   11000000 | PA      | $10982179.45  | 0.20%             | 2028-03-20      | Floating      | 4.64%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA NA                         | Bank of America NA                                      | CUSIP: 06428CAD6<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |     420000 | PA      | $420292.65    | 0.01%             | 2025-08-18      | Floating      | 5.14%                 | No            | 2                  | On Loan: No      |
| RADIAN GROUP INC                           | Radian Group, Inc.                                      | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    5130000 | PA      | $5295684.64   | 0.09%             | 2029-05-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                      | CUSIP: 37045XCX2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   22533000 | PA      | $22463194.79  | 0.40%             | 2025-06-20      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                   | AerCap Ireland Capital DAC/AerCap Global Aviation Trust | CUSIP: 00774MAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     410000 | PA      | $408150.62    | 0.01%             | 2026-04-03      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| FISERV INC                                 | Fiserv, Inc.                                            | CUSIP: 337738AZ1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    3627000 | PA      | $4810097.78   | 0.09%             | 2025-07-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK                     | Canadian Imperial Bank of Commerce                      | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    2300000 | PA      | $2695971.98   | 0.05%             | 2029-07-09      | Fixed         | 3.81%                 | No            | 2                  | On Loan: No      |
| ERAC USA FINANCE LLC                       | ERAC USA Finance LLC                                    | CUSIP: 26884TAY8<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     300000 | PA      | $305179.92    | 0.01%             | 2029-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: —       |
| ILLUMINA INC                               | Illumina, Inc.                                          | CUSIP: 452327AN9<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3422941.43   | 0.06%             | 2025-12-12      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| VIRGINIA ELEC & POWER CO                   | Virginia Electric & Power Co.                           | CUSIP: 927804FS8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     964000 | PA      | $963297.13    | 0.02%             | 2025-05-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group, Inc.                   | CUSIP: 86562MDL1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    2300000 | PA      | $2314956.90   | 0.04%             | 2029-07-09      | Floating      | 5.55%                 | No            | 2                  | On Loan: No      |
| LOWE'S COS INC                             | Lowe's Cos., Inc.                                       | CUSIP: 548661EK9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    4068000 | PA      | $4064693.41   | 0.07%             | 2025-09-08      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| NATIONAL RURAL UTIL COOP                   | National Rural Utilities Cooperative Finance Corp.      | CUSIP: 63743HFS6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     472000 | PA      | $484839.41    | 0.01%             | 2029-06-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Autodesk Inc                               | Autodesk, Inc.                                          | CUSIP: 052769AD8<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $4896138.16   | 0.09%             | 2025-06-15      | Fixed         | 4.38%                 | 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      | $-858101.14   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Honeywell International Inc                | Honeywell International, Inc.                           | CUSIP: 43851TVK9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | STIV             | CORP              | US        |   15341000 | PA      | $15137674.99  | 0.27%             | 2025-08-19      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK                     | Canadian Imperial Bank of Commerce                      | CUSIP: 13607H6M9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    9910000 | PA      | $9890367.70   | 0.18%             | 2025-08-04      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                   | CUSIP: 89115A2X9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    9000000 | PA      | $8961054.66   | 0.16%             | 2027-04-05      | Floating      | 5.11%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings, Inc.                   | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      51000 | PA      | $47232.18     | 0.00%             | 2029-11-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                              | RCI Banque SA                                           | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |    2100000 | PA      | $2392631.94   | 0.04%             | 2029-07-26      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| PUBLIC STORAGE OP CO                       | Public Storage Operating Co.                            | CUSIP: 74464AAA9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |   13400000 | PA      | $13323802.37  | 0.24%             | 2027-04-16      | Floating      | 5.08%                 | No            | 2                  | On Loan: No      |
| CONSTELLATION EN GEN LLC                   | Constellation Energy Generation LLC                     | CUSIP: 30161MAS2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   40500000 | PA      | $40420755.68  | 0.72%             | 2025-06-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                        | American Express Co.                                    | CUSIP: 025816CL1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   30122000 | PA      | $30058234.14  | 0.54%             | 2026-11-04      | Floating      | 5.01%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                               | Comcast Corp.                                           | CUSIP: 20030NED9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     400000 | PA      | $404309.16    | 0.01%             | 2029-01-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.              | CUSIP: 05252ADJ7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   20000000 | PA      | $20073800.20  | 0.36%             | 2027-01-18      | Floating      | 5.19%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                            | CUSIP: 02665WEV9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     400000 | PA      | $415724.94    | 0.01%             | 2028-11-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                            | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     500000 | PA      | $491848.66    | 0.01%             | 2029-02-08      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| MAS BILL                                   | Monetary Authority of Singapore Bills                   | CUSIP: 000000000<br>LEI: 54930035WQZLGC45RZ35 | Long             | DBT              | NUSS              | SG        |   61000000 | PA      | $46681836.77  | 0.83%             | 2025-05-08      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                    | Nationwide Building Society                             | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    5791000 | PA      | $6529910.47   | 0.12%             | 2025-07-22      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                        | Elevance Health, Inc.                                   | CUSIP: 036752AR4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    9100000 | PA      | $8862117.90   | 0.16%             | 2026-03-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-350452.20   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development     | CUSIP: 459058LD3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   29500000 | PA      | $29521240.00  | 0.53%             | 2027-02-23      | Floating      | 4.79%                 | No            | 2                  | On Loan: No      |
| AYVENS SA                                  | Ayvens SA                                               | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | DBT              | CORP              | FR        |   12200000 | PA      | $14242448.14  | 0.25%             | 2029-07-16      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| CSX Corp                                   | CSX Corp.                                               | CUSIP: 126408HM8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     400000 | PA      | $399113.25    | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| WESTERN UNION CO/THE                       | Western Union Co.                                       | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |   55086000 | PA      | $53381769.16  | 0.95%             | 2026-03-15      | Fixed         | 1.35%                 | No            | 2                  | On Loan: No      |
| WASTE MANAGEMENT INC                       | Waste Management, Inc.                                  | CUSIP: 94106LBQ1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     400000 | PA      | $366587.98    | 0.01%             | 2029-06-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Stanley Black & Decker Inc                 | Stanley Black & Decker, Inc.                            | CUSIP: 85462CTQ8<br>LEI: 549300DJ09SMTO561131 | Long             | STIV             | CORP              | US        |   11500000 | PA      | $11418477.65  | 0.20%             | 2025-06-24      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Jabil Inc                                  | Jabil, Inc.                                             | CUSIP: 46652LS24<br>LEI: 5493000CGCQY2OQU7669 | Long             | STIV             | CORP              | US        |   24500000 | PA      | $24493002.80  | 0.44%             | 2025-05-02      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold CAD                                | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-797164.03   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Boston Properties LP                       | Boston Properties LP                                    | CUSIP: 10113BSE9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | STIV             |  | US        |    4000000 | PA      | $3992780.00   | 0.07%             | 2025-05-14      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Canada Government Bonds                    | Canada Government Bonds                                 | CUSIP: 135087D50<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   10000000 | PA      | $7250616.57   | 0.13%             | 2025-06-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| SANTANDER HOLDINGS USA                     | Santander Holdings USA, Inc.                            | CUSIP: 80282KAE6<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    1160000 | PA      | $1158141.96   | 0.02%             | 2025-07-17      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                                  | CUSIP: 04517PBE1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   26800000 | PA      | $27022708.00  | 0.48%             | 2026-06-16      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                   | Svenska Handelsbanken AB                                | CUSIP: 86959NAN9<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   13000000 | PA      | $13079103.70  | 0.23%             | 2026-06-15      | Floating      | 5.62%                 | No            | 2                  | On Loan: —       |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings, Inc.                   | CUSIP: 65339KCG3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    3327000 | PA      | $3323814.66   | 0.06%             | 2025-06-20      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| BRITISH COLUMBIA PROV OF                   | Province of British Columbia                            | CUSIP: 11070TAF5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    1000000 | PA      | $725504.13    | 0.01%             | 2025-06-18      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| TELUS Corp                                 | TELUS Corp.                                             | CUSIP: 87974PT52<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | STIV             | CORP              | CA        |    8000000 | PA      | $7962640.00   | 0.14%             | 2025-06-05      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ONTARIO T-BILL                             | Ontario Treasury Bills                                  | CUSIP: 6832Z5M80<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   17000000 | PA      | $12318649.35  | 0.22%             | 2025-05-14      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ONTARIO T-BILL                             | Ontario Treasury Bills                                  | CUSIP: 6832Z5M72<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   15100000 | PA      | $10947445.23  | 0.20%             | 2025-05-07      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                            | CUSIP: 02665WFJ5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   10808000 | PA      | $10777804.18  | 0.19%             | 2027-07-09      | Floating      | 5.09%                 | No            | 2                  | On Loan: No      |
| EUROPEAN BK RECON & DEV                    | European Bank for Reconstruction & Development          | CUSIP: 29874QEU4<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |   31230000 | PA      | $31193742.59  | 0.56%             | 2029-02-16      | Floating      | 4.66%                 | No            | 2                  | On Loan: No      |
| MAS BILL                                   | Monetary Authority of Singapore Bills                   | CUSIP: 000000000<br>LEI: 54930035WQZLGC45RZ35 | Long             | DBT              | NUSS              | SG        |   81100000 | PA      | $62030422.56  | 1.11%             | 2025-05-16      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| AVALONBAY COMMUNITIES                      | AvalonBay Communities, Inc.                             | CUSIP: 05348EAV1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    5362000 | PA      | $5352837.52   | 0.10%             | 2025-06-01      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co                        | JPMorgan Chase & Co.                                    | CUSIP: 46625HMN7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $4694623.25   | 0.08%             | 2025-07-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group, Inc.                                | CUSIP: 91324PEU2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     250000 | PA      | $249965.23    | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| WILLIAMS COMPANIES INC                     | Williams Cos., Inc.                                     | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     260000 | PA      | $261672.14    | 0.00%             | 2029-11-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| RYDER SYSTEM INC                           | Ryder System, Inc.                                      | CUSIP: 78355HKR9<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    2626000 | PA      | $2612891.80   | 0.05%             | 2025-09-01      | Fixed         | 3.35%                 | 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      | $-389979.68   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| QUEBEC T-BILL                              | Quebec Treasury Bills                                   | CUSIP: 0985ZUEH6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   31000000 | PA      | $22459821.56  | 0.40%             | 2025-05-16      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORP                    | John Deere Capital Corp.                                | CUSIP: 24422EXW4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1653465.00   | 0.03%             | 2027-07-15      | Floating      | 5.06%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                   | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    8000000 | PA      | $5130140.58   | 0.09%             | 2025-08-11      | Floating      | 4.99%                 | No            | 2                  | On Loan: No      |
| DISCOVER FINANCIAL SVS                     | Discover Financial Services                             | CUSIP: 254709AP3<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    1502000 | PA      | $1497033.71   | 0.03%             | 2026-01-30      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CATERPILLAR FINL SERVICE                   | Caterpillar Financial Services Corp.                    | CUSIP: 14913UAD2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   34000000 | PA      | $34011837.78  | 0.61%             | 2025-08-11      | Floating      | 4.82%                 | No            | 2                  | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                   | Asian Infrastructure Investment Bank                    | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |     800000 | PA      | $498342.90    | 0.01%             | 2026-05-06      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Harley-Davidson Inc                        | Harley-Davidson, Inc.                                   | CUSIP: 412822AD0<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | DBT              | CORP              | US        |     600000 | PA      | $596726.38    | 0.01%             | 2025-07-28      | Fixed         | 3.50%                 | No            | 2                  | On Loan: —       |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.              | CUSIP: 05252ADN8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    2250000 | PA      | $2265900.75   | 0.04%             | 2029-12-16      | Floating      | 5.22%                 | No            | 2                  | On Loan: No      |
| Dow Chemical Co/The                        | Dow Chemical Co.                                        | CUSIP: 26055ATG1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | STIV             | CORP              | US        |   10000000 | PA      | $9938656.00   | 0.18%             | 2025-06-16      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| COUNCIL OF EUROPE                          | Council of Europe Development Bank                      | CUSIP: 222213BA7<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |     800000 | PA      | $798458.65    | 0.01%             | 2025-06-16      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Eversource Energy                          | Eversource Energy                                       | CUSIP: 30040XSN7<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | STIV             | CORP              | US        |   12000000 | PA      | $11965951.20  | 0.21%             | 2025-05-22      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                         | CUSIP: 45828RAA3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   40300000 | PA      | $40318538.00  | 0.72%             | 2028-10-05      | Floating      | 4.73%                 | No            | 2                  | On Loan: No      |
| Enbridge US Inc                            | Enbridge U.S., Inc.                                     | CUSIP: 29251USL3<br>LEI: 5493003FRODSVHJWFS32 | Long             | STIV             | CORP              | US        |   14000000 | PA      | $13963948.60  | 0.25%             | 2025-05-20      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| BRUNSWICK CORP                             | Brunswick Corp.                                         | CUSIP: 117043AW9<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     130000 | PA      | $131702.14    | 0.00%             | 2029-03-18      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| VAR ENERGI ASA                             | Var Energi ASA                                          | CUSIP: 000000000<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    1110000 | PA      | $1347518.62   | 0.02%             | 2029-05-04      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CHUBB INA HOLDINGS LLC                     | Chubb INA Holdings LLC                                  | CUSIP: 171239AL0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     400000 | PA      | $406798.21    | 0.01%             | 2029-08-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                         | Credit Agricole SA                                      | CUSIP: 22534PAF0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   12000000 | PA      | $12068363.16  | 0.22%             | 2026-07-05      | Floating      | 5.67%                 | No            | 2                  | On Loan: No      |
| CIE GENERALE DES ESTABLI                   | Cie Generale des Etablissements Michelin SCA            | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | DBT              | CORP              | FR        |    3500000 | PA      | $3945643.57   | 0.07%             | 2025-09-03      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| SIXT SE                                    | Sixt SE                                                 | CUSIP: 000000000<br>LEI: 5299004ZME6CSBR7WP07 | Long             | DBT              | CORP              | DE        |    3350000 | PA      | $3824718.91   | 0.07%             | 2030-01-22      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| GENERAL ELECTRIC CO                        | General Electric Co.                                    | CUSIP: 36962GW75<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   12605000 | PA      | $12583066.67  | 0.22%             | 2026-05-05      | Floating      | 4.94%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group, Inc.                   | CUSIP: 86562MCZ1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     890000 | PA      | $897157.26    | 0.02%             | 2026-07-13      | Floating      | 5.68%                 | No            | 2                  | On Loan: No      |
| NASDAQ INC                                 | Nasdaq, Inc.                                            | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    2830000 | PA      | $2905135.04   | 0.05%             | 2030-02-13      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                       | American Tower Corp.                                    | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     830000 | PA      | $864546.31    | 0.02%             | 2029-05-21      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| DOLLAR GENERAL CORP                        | Dollar General Corp.                                    | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $3379911.84   | 0.06%             | 2030-04-03      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FISERV INC                                 | Fiserv, Inc.                                            | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     400000 | PA      | $381233.12    | 0.01%             | 2029-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CRH America Finance Inc                    | CRH America Finance, Inc.                               | CUSIP: 12636CUQ1<br>LEI: 549300WEVUODRJ4CWK56 | Long             | STIV             | CORP              | US        |    6000000 | PA      | $5933865.60   | 0.11%             | 2025-07-24      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| PVH CORP                                   | PVH Corp.                                               | CUSIP: 693656AC4<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |   36464000 | PA      | $36479364.47  | 0.65%             | 2025-07-10      | Fixed         | 4.63%                 | No            | 2                  | On Loan: —       |
| Canadian National Railway Co               | Canadian National Railway Co.                           | CUSIP: 13639CSM8<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | STIV             | CORP              | CA        |   15000000 | PA      | $14961219.00  | 0.27%             | 2025-05-21      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CADENT FINANCE PLC                         | Cadent Finance PLC                                      | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |    1900000 | PA      | $1913273.95   | 0.03%             | 2030-03-19      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                    | Principal Financial Group, Inc.                         | CUSIP: 74251VAR3<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     200000 | PA      | $193735.91    | 0.00%             | 2029-05-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                   | CUSIP: 89114TZD7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   31440000 | PA      | $30419028.44  | 0.54%             | 2026-06-03      | Fixed         | 1.20%                 | No            | 2                  | On Loan: —       |
| HEALTH CARE SERVICE CORP                   | Health Care Service Corp. A Mutual Legal Reserve Co.    | CUSIP: 42218SAD0<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |     876000 | PA      | $873482.87    | 0.02%             | 2025-06-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| NATIONAL RURAL UTIL COOP                   | National Rural Utilities Cooperative Finance Corp.      | CUSIP: 63743HFQ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   16700000 | PA      | $16697374.09  | 0.30%             | 2027-02-05      | Floating      | 5.16%                 | No            | 2                  | On Loan: No      |
| DTE ENERGY CO                              | DTE Energy Co.                                          | CUSIP: 233331BG1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   24043000 | PA      | $23959058.43  | 0.43%             | 2025-06-01      | Fixed         | 1.05%                 | No            | 2                  | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                   | Amcor Flexibles North America, Inc.                     | CUSIP: 02343JAA8<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   16150000 | PA      | $16137227.45  | 0.29%             | 2025-05-17      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold CAD                                | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-243232.98   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased EUR / Sold USD                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $300943.10    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group, Inc.                                | CUSIP: 91324PDS8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     400000 | PA      | $378694.74    | 0.01%             | 2029-08-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Magna International Inc                    | Magna International, Inc.                               | CUSIP: 55922PUQ4<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | STIV             | CORP              | CA        |    1500000 | PA      | $1483501.80   | 0.03%             | 2025-07-24      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LP                       | Boston Properties LP                                    | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |   13885000 | PA      | $13015234.57  | 0.23%             | 2029-06-21      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| MACQUARIE BANK LTD                         | Macquarie Bank Ltd.                                     | CUSIP: 55608PBS2<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    1020000 | PA      | $1027241.90   | 0.02%             | 2026-12-07      | Floating      | 5.57%                 | No            | 2                  | On Loan: No      |
| SANDOZ FINANCE B.V.                        | Sandoz Finance BV                                       | CUSIP: 000000000<br>LEI: 213800DFA3WXJ7KC9R74 | Long             | DBT              | CORP              | NL        |    2000000 | PA      | $2290143.41   | 0.04%             | 2029-09-12      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| STATE STREET CORP                          | State Street Corp.                                      | CUSIP: 857477CE1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   18500000 | PA      | $18498981.39  | 0.33%             | 2026-08-03      | Floating      | 5.21%                 | No            | 2                  | On Loan: No      |
| MARATHON PETROLEUM CORP                    | Marathon Petroleum Corp.                                | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    6100000 | PA      | $6138746.65   | 0.11%             | 2030-03-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                      | CUSIP: 29278NAP8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   11635000 | PA      | $11625771.58  | 0.21%             | 2025-05-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                      | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     800000 | PA      | $816111.01    | 0.01%             | 2028-06-23      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                            | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   19921000 | PA      | $12797787.62  | 0.23%             | 2026-05-12      | Floating      | 4.98%                 | No            | 2                  | On Loan: No      |
| Japan Government Five Year Bonds           | Japan Government Five Year Bonds                        | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 2420000000 | PA      | $16786316.97  | 0.30%             | 2026-09-20      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORP                    | John Deere Capital Corp.                                | CUSIP: 24422EWY1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   33997000 | PA      | $34126188.60  | 0.61%             | 2026-06-08      | Floating      | 5.16%                 | No            | 2                  | On Loan: No      |
| Conagra Brands Inc                         | Conagra Brands, Inc.                                    | CUSIP: 20600GS98<br>LEI: 54930035UDEIH090K650 | Long             | STIV             | CORP              | US        |   31500000 | PA      | $31462915.05  | 0.56%             | 2025-05-09      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| Entergy Corp                               | Entergy Corp.                                           | CUSIP: 29366ETR7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | STIV             | CORP              | US        |   20250000 | PA      | $20103126.75  | 0.36%             | 2025-06-25      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                   | Healthcare Realty Holdings LP                           | CUSIP: 42225UAJ3<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    7570000 | PA      | $7570000.00   | 0.14%             | 2025-05-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BMW US CAPITAL LLC                         | BMW U.S. Capital LLC                                    | CUSIP: 05565ECL7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    8900000 | PA      | $8885620.54   | 0.16%             | 2026-04-02      | Floating      | 4.93%                 | No            | 2                  | On Loan: No      |
| FRESENIUS MEDICAL CARE A                   | Fresenius Medical Care AG                               | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | DBT              | CORP              | DE        |     325000 | PA      | $367340.66    | 0.01%             | 2025-07-11      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                   | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   15200000 | PA      | $9850764.62   | 0.18%             | 2027-11-11      | Floating      | 5.42%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold SGD                                | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |          1 | NC      | $-707536.57   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold JPY                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-840156.71   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| ENI SPA                                    | Eni SpA                                                 | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    2900000 | PA      | $2957640.00   | 0.05%             | 2030-01-23      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| GRP BRUXELLES LAMBERT SA                   | Groupe Bruxelles Lambert NV                             | CUSIP: 000000000<br>LEI: 549300KV0ZEHT2KVU152 | Long             | DBT              | CORP              | BE        |    6300000 | PA      | $7128422.43   | 0.13%             | 2025-06-19      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Canadian Natural Resources Ltd             | Canadian Natural Resources Ltd.                         | CUSIP: 13638WSD5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | STIV             | CORP              | CA        |   18000000 | PA      | $17969221.80  | 0.32%             | 2025-05-13      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group PLC                   | Lloyds Banking Group PLC                                | CUSIP: 53944YAF0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    4900000 | PA      | $4899839.82   | 0.09%             | 2025-05-08      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| AYVENS BANK NV                             | Ayvens Bank NV                                          | CUSIP: 000000000<br>LEI: 724500C60L930FVHS484 | Long             | DBT              | CORP              | NL        |    4500000 | PA      | $5098036.32   | 0.09%             | 2025-05-06      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| BAT International Finance PLC              | BAT International Finance PLC                           | CUSIP: 05531MS74<br>LEI: 21380041YBGOQDFAC823 | Long             | STIV             | CORP              | US        |   15000000 | PA      | $14986612.50  | 0.27%             | 2025-05-07      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                        | American Tower Corp.                                    | CUSIP: 03027XBB5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    1100000 | PA      | $1085831.82   | 0.02%             | 2025-09-15      | Fixed         | 1.30%                 | No            | 2                  | On Loan: No      |
| NATIONAL BANK OF CANADA                    | National Bank of Canada                                 | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    1400000 | PA      | $1643276.70   | 0.03%             | 2029-05-02      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| NATIONAL BANK OF CANADA                    | National Bank of Canada                                 | CUSIP: 63306AHK5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   21500000 | PA      | $15778467.29  | 0.28%             | 2025-11-03      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold CAD                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-2099699.18  | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                        | Charles Schwab Corp.                                    | CUSIP: 808513BZ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15072150.00  | 0.27%             | 2027-03-03      | Floating      | 5.42%                 | No            | 2                  | On Loan: No      |
| Norfolk Southern Corp                      | Norfolk Southern Corp.                                  | CUSIP: 655844AW8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1500660.99   | 0.03%             | 2025-05-17      | Fixed         | 5.59%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO BANK NA                        | Wells Fargo Bank NA                                     | CUSIP: 94988J6G7<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    8360000 | PA      | $8407652.17   | 0.15%             | 2026-12-11      | Floating      | 5.44%                 | No            | 2                  | On Loan: No      |
| Mosaic Co/The                              | Mosaic Co.                                              | CUSIP: 61945NTQ2<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | STIV             | CORP              | US        |    6000000 | PA      | $5957161.20   | 0.11%             | 2025-06-24      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ARES CAPITAL CORP                          | ARES Capital Corp.                                      | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   11400000 | PA      | $11540045.92  | 0.21%             | 2029-07-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| SWEDISH EXPORT CREDIT                      | Svensk Exportkredit AB                                  | CUSIP: 87031CAF0<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   28980000 | PA      | $29234676.24  | 0.52%             | 2026-08-03      | Floating      | 5.36%                 | No            | 2                  | On Loan: No      |
| Mosaic Co/The                              | Mosaic Co.                                              | CUSIP: 61945NSF7<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | STIV             | CORP              | US        |   13000000 | PA      | $12974897.00  | 0.23%             | 2025-05-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NATIONAL RURAL UTIL COOP                   | National Rural Utilities Cooperative Finance Corp.      | CUSIP: 63743HFU1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    7900000 | PA      | $7891584.13   | 0.14%             | 2027-09-16      | Floating      | 5.19%                 | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC                          | CPPIB Capital, Inc.                                     | CUSIP: 22411VAS7<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |    1517000 | PA      | $1529803.48   | 0.03%             | 2026-03-11      | Floating      | 5.62%                 | No            | 2                  | On Loan: No      |
| BUNGE LTD FINANCE CORP                     | Bunge Ltd. Finance Corp.                                | CUSIP: 120568BB5<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    1753000 | PA      | $1736653.20   | 0.03%             | 2025-08-17      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                    | Nationwide Building Society                             | CUSIP: 638602BP6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   31371000 | PA      | $31313533.35  | 0.56%             | 2025-07-21      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                            | Nordea Bank Abp                                         | CUSIP: 65558RAA7<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     870000 | PA      | $868870.07    | 0.02%             | 2025-06-06      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| HP INC                                     | HP, Inc.                                                | CUSIP: 40434LAK1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     400000 | PA      | $387937.26    | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE FINANCIALS IN                   | John Deere Financial, Inc.                              | CUSIP: 47788ZAL5<br>LEI: CWQ698NK2DINVLMZRZ97 | Long             | DBT              | CORP              | CA        |    5000000 | PA      | $3623567.39   | 0.06%             | 2025-06-20      | Fixed         | 2.31%                 | No            | 2                  | On Loan: No      |
| WP CAREY INC                               | WP Carey, Inc.                                          | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    5900000 | PA      | $5706713.76   | 0.10%             | 2029-07-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK NA                    | JPMorgan Chase Bank NA                                  | CUSIP: 48125LRV6<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |    7700000 | PA      | $7740394.66   | 0.14%             | 2026-12-08      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                   | Sumitomo Mitsui Trust Bank Ltd.                         | CUSIP: 86563VBL2<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    6000000 | PA      | $6037822.26   | 0.11%             | 2026-09-14      | Floating      | 5.52%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC                           | Crown Castle, Inc.                                      | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     200000 | PA      | $200483.63    | 0.00%             | 2029-09-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| FRESENIUS SE & CO KGAA                     | Fresenius SE & Co. KGaA                                 | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | DBT              | CORP              | DE        |    3700000 | PA      | $4513751.11   | 0.08%             | 2029-11-28      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.              | CUSIP: 05252ADK4<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   18706000 | PA      | $18717591.17  | 0.33%             | 2026-03-18      | Floating      | 4.93%                 | No            | 2                  | On Loan: No      |
| MARATHON PETROLEUM CORP                    | Marathon Petroleum Corp.                                | CUSIP: 56585ABH4<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   12089000 | PA      | $12089000.00  | 0.22%             | 2025-05-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Tyco Electronics Group SA                  | Tyco Electronics Group SA                               | CUSIP: 90212HS65<br>LEI: C33G1C5SYE2YM95EE712 | Long             | STIV             | CORP              | LU        |   37750000 | PA      | $37721147.68  | 0.67%             | 2025-05-06      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                 | AbbVie, Inc.                                            | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     800000 | PA      | $762542.69    | 0.01%             | 2029-11-21      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased EUR / Sold USD                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |          1 | NC      | $136.38       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| REALTY INCOME CORP                         | Realty Income Corp.                                     | CUSIP: 756109BS2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     400000 | PA      | $403781.25    | 0.01%             | 2028-12-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Conagra Brands Inc                         | Conagra Brands, Inc.                                    | CUSIP: 20600GSV9<br>LEI: 54930035UDEIH090K650 | Long             | STIV             | CORP              | US        |    5000000 | PA      | $4980433.50   | 0.09%             | 2025-05-29      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| ARES CAPITAL CORP                          | ARES Capital Corp.                                      | CUSIP: 04010LAY9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   16869000 | PA      | $16814479.39  | 0.30%             | 2025-07-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co.                                       | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1131955.56   | 0.02%             | 2025-06-02      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased CAD / Sold USD                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CA        |          1 | NC      | $136136.76    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| American Tower Corp                        | American Tower Corp.                                    | CUSIP: 03027XAG5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    8679000 | PA      | $8670011.33   | 0.15%             | 2025-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ROCHE HOLDINGS INC                         | Roche Holdings, Inc.                                    | CUSIP: 771196CD2<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   10410000 | PA      | $10424557.14  | 0.19%             | 2026-11-13      | Floating      | 5.10%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased EUR / Sold USD                                | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $-15643.38    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                            | CUSIP: 02665WFE6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     230000 | PA      | $233379.09    | 0.00%             | 2029-03-13      | Fixed         | 4.90%                 | No            | 2                  | On Loan: —       |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                | CUSIP: 21688AAZ5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    2500000 | PA      | $2512275.00   | 0.04%             | 2026-10-05      | Floating      | 5.28%                 | No            | 2                  | On Loan: No      |
| Telstra Group Ltd                          | Telstra Group Ltd.                                      | CUSIP: 8796VQU35<br>LEI: 894500WRW54CVN62K416 | Long             | STIV             | CORP              | AU        |    8000000 | PA      | $7935260.80   | 0.14%             | 2025-07-03      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                               | UBS Group AG                                            | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    4000000 | PA      | $3987356.00   | 0.07%             | 2026-04-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                             | Morgan Stanley                                          | CUSIP: 6174468C6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    5100000 | PA      | $5092608.72   | 0.09%             | 2025-07-23      | Fixed         | 4.00%                 | No            | 2                  | On Loan: —       |
| ARCELORMITTAL                              | ArcelorMittal SA                                        | CUSIP: 03938LAZ7<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    1000000 | PA      | $999013.32    | 0.02%             | 2025-06-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                       | Royal Bank of Canada                                    | CUSIP: 78016EZR1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    8500000 | PA      | $8512053.00   | 0.15%             | 2026-04-27      | Floating      | 4.95%                 | No            | 2                  | On Loan: No      |
| RYDER SYSTEM INC                           | Ryder System, Inc.                                      | CUSIP: 78355HLC1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     200000 | PA      | $201585.33    | 0.00%             | 2029-09-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| RYDER SYSTEM INC                           | Ryder System, Inc.                                      | CUSIP: 78355HKQ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    5636000 | PA      | $5630676.40   | 0.10%             | 2025-06-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Waste Management Inc                       | Waste Management, Inc.                                  | CUSIP: 94107MSM9<br>LEI: 549300YX8JIID70NFS41 | Long             | STIV             | CORP              | US        |   10000000 | PA      | $9972976.00   | 0.18%             | 2025-05-21      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| ARROW ELECTRONICS INC                      | Arrow Electronics, Inc.                                 | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    8100000 | PA      | $8166282.71   | 0.15%             | 2029-08-21      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                        | American Express Co.                                    | CUSIP: 025816CY3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   10577000 | PA      | $10555653.82  | 0.19%             | 2025-08-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| PROLOGIS EURO FINANCE                      | Prologis Euro Finance LLC                               | CUSIP: 74341EAP7<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |     440000 | PA      | $513490.60    | 0.01%             | 2030-01-31      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| PUBLIC STORAGE OP CO                       | Public Storage Operating Co.                            | CUSIP: 74460WAJ6<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    3700000 | PA      | $3702257.00   | 0.07%             | 2025-07-25      | Floating      | 4.98%                 | No            | 2                  | On Loan: No      |
| WELLTOWER OP LLC                           | Welltower OP LLC                                        | CUSIP: 42217KBF2<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    7100000 | PA      | $7096061.06   | 0.13%             | 2025-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold GBP                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-4165.12     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SUNCOR ENERGY INC                          | Suncor Energy, Inc.                                     | CUSIP: 86721ZAW9<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    3800000 | PA      | $2791619.03   | 0.05%             | 2025-11-17      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| MERCEDES-BENZ FIN NA                       | Mercedes-Benz Finance North America LLC                 | CUSIP: 233851BW3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2698231.50   | 0.05%             | 2025-05-19      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| MOTABILITY OPERATIONS GR                   | Motability Operations Group PLC                         | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |    3000000 | PA      | $3494730.55   | 0.06%             | 2029-07-24      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                            | Nordea Bank Abp                                         | CUSIP: 65558RAF6<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   13438000 | PA      | $13460006.34  | 0.24%             | 2027-03-19      | Floating      | 5.11%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                   | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   27500000 | PA      | $17633272.87  | 0.31%             | 2027-01-25      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| Stora Enso OYJ                             | Stora Enso OYJ                                          | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | DBT              | CORP              | FI        |     980000 | PA      | $1151492.70   | 0.02%             | 2029-09-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| NATIONAL RURAL UTIL COOP                   | National Rural Utilities Cooperative Finance Corp.      | CUSIP: 63743HFL1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    1392000 | PA      | $1392067.18   | 0.02%             | 2025-05-07      | Floating      | 5.06%                 | No            | 2                  | On Loan: No      |
| CATERPILLAR FINL SERVICE                   | Caterpillar Financial Services Corp.                    | CUSIP: 14913R2Z9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    1130000 | PA      | $1126868.77   | 0.02%             | 2025-08-12      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| JPN BANK FOR INT'L COOP                    | Japan Bank for International Cooperation                | CUSIP: 471048CJ5<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   13608000 | PA      | $13500327.11  | 0.24%             | 2025-07-15      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                   | AerCap Ireland Capital DAC/AerCap Global Aviation Trust | CUSIP: 00774MAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   13220000 | PA      | $13239735.87  | 0.24%             | 2025-07-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| NEWMONT CORP                               | Newmont Corp.                                           | CUSIP: 651639AX4<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     400000 | PA      | $376479.31    | 0.01%             | 2029-10-01      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| AES CORP/THE                               | AES Corp.                                               | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    8849000 | PA      | $8628886.70   | 0.15%             | 2026-01-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE        | LVMH Moet Hennessy Louis Vuitton SE                     | CUSIP: 50244LTJ3<br>LEI: IOG4E947OATN0KJYSD45 | Long             | STIV             | CORP              | FR        |    8500000 | PA      | $8449788.80   | 0.15%             | 2025-06-18      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                   | Rogers Communications, Inc.                             | CUSIP: 775109BJ9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    3700000 | PA      | $2637719.43   | 0.05%             | 2029-05-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                            | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   15340000 | PA      | $9879198.26   | 0.18%             | 2028-05-12      | Floating      | 5.20%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold JPY                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $57040.55     | 0.00%             |  |  |  | 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        |     282000 | PA      | $281802.10    | 0.01%             | 2025-05-17      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| NETFLIX INC                                | Netflix, Inc.                                           | CUSIP: 64110LAY2<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     775000 | PA      | $773430.21    | 0.01%             | 2025-06-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.              | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    7000000 | PA      | $4495553.94   | 0.08%             | 2025-11-04      | Floating      | 5.15%                 | No            | 2                  | On Loan: No      |
| ORIGIN ENERGY FINANCE                      | Origin Energy Finance Ltd.                              | CUSIP: 000000000<br>LEI: 5493002W5C9Z753C7Q57 | Long             | DBT              | CORP              | AU        |    2400000 | PA      | $2464637.73   | 0.04%             | 2029-09-17      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Purchased USD / Sold SGD                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-1181373.44  | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| NYKREDIT REALKREDIT AS                     | Nykredit Realkredit AS                                  | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |    8280000 | PA      | $9424932.45   | 0.17%             | 2030-01-10      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| CRITERIA CAIXA SA                          | Criteria Caixa SA                                       | CUSIP: 000000000<br>LEI: 959800DQQUAMV0K08004 | Long             | DBT              | CORP              | ES        |    2200000 | PA      | $2510903.35   | 0.04%             | 2029-10-02      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| SANTANDER HOLDINGS USA                     | Santander Holdings USA, Inc.                            | CUSIP: 80282KBB1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    5800000 | PA      | $5789658.31   | 0.10%             | 2025-06-02      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| NORFINA LTD                                | Norfina Ltd.                                            | CUSIP: 000000000<br>LEI: JEBU6C6ITPD2YZ9N7F22 | Long             | DBT              | CORP              | AU        |   13670000 | PA      | $8752993.23   | 0.16%             | 2027-01-25      | Floating      | 4.68%                 | No            | 2                  | On Loan: No      |
| PROLOGIS INTL FUND II                      | Prologis International Funding II SA                    | CUSIP: 000000000<br>LEI: 213800JNRWW2C9DWI388 | Long             | DBT              | CORP              | LU        |     620000 | PA      | $717594.64    | 0.01%             | 2030-03-07      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Amphenol Corp                              | Amphenol Corp.                                          | CUSIP: 03209LS72<br>LEI: 549300D3L3G0R4U4VT04 | Long             | STIV             | CORP              | US        |    3500000 | PA      | $3496930.85   | 0.06%             | 2025-05-07      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC                          | CPPIB Capital, Inc.                                     | CUSIP: 22411WAS5<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |    4550000 | PA      | $4588402.00   | 0.08%             | 2026-03-11      | Floating      | 5.62%                 | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK                     | Canadian Imperial Bank of Commerce                      | CUSIP: 13607LWU3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    4600000 | PA      | $4627804.88   | 0.08%             | 2026-10-02      | Floating      | 5.60%                 | No            | 2                  | On Loan: No      |
| Georgia-Pacific LLC                        | Georgia-Pacific LLC                                     | CUSIP: 373298BR8<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     500000 | PA      | $569831.67    | 0.01%             | 2029-11-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| ABN AMRO BANK NV                           | ABN AMRO Bank NV                                        | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   18900000 | PA      | $22432730.09  | 0.40%             | 2030-02-21      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Telstra Group Ltd                          | Telstra Group Ltd.                                      | CUSIP: 8796VQTS2<br>LEI: 894500WRW54CVN62K416 | Long             | STIV             | CORP              | AU        |   30000000 | PA      | $29785539.00  | 0.53%             | 2025-06-26      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TELUS Corp                                 | TELUS Corp.                                             | CUSIP: 87974PT94<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | STIV             | CORP              | CA        |    1250000 | PA      | $1243513.88   | 0.02%             | 2025-06-09      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORP                    | John Deere Capital Corp.                                | CUSIP: 24422EWU9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2103654.00   | 0.04%             | 2026-03-03      | Floating      | 4.94%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                            | CVS Health Corp.                                        | CUSIP: 126650CL2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   13400000 | PA      | $13364849.25  | 0.24%             | 2025-07-20      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN INC                          | Kinder Morgan, Inc.                                     | CUSIP: 49456BAF8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    9160000 | PA      | $9153423.39   | 0.16%             | 2025-06-01      | Fixed         | 4.30%                 | No            | 2                  | On Loan: —       |
| MEDTRONIC GLOBAL HLDINGS                   | Medtronic Global Holdings SCA                           | CUSIP: 000000000<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |   12099000 | PA      | $13555862.54  | 0.24%             | 2025-10-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                            | CUSIP: 632525BM2<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   14390000 | PA      | $14412195.28  | 0.26%             | 2025-12-10      | Floating      | 5.02%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                   | Toyota Motor Credit Corp.                               | CUSIP: 000000000<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     400000 | PA      | $408330.57    | 0.01%             | 2030-01-09      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| General Dynamics Corp                      | General Dynamics Corp.                                  | CUSIP: 369550BG2<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   20800000 | PA      | $20789094.35  | 0.37%             | 2025-05-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp.                                        | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      22000 | PA      | $22241.57     | 0.00%             | 2029-01-30      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                         | CUSIP: 4581X0ED6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    1062000 | PA      | $1062053.10   | 0.02%             | 2027-04-12      | Floating      | 4.66%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                   | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    7300000 | PA      | $4693130.36   | 0.08%             | 2028-09-19      | Floating      | 5.05%                 | No            | 2                  | On Loan: No      |
| Crown Castle Inc                           | Crown Castle, Inc.                                      | CUSIP: 22823PT45<br>LEI: 54930012H97VSM0I2R19 | Long             | STIV             |  | US        |   25000000 | PA      | $24878675.00  | 0.44%             | 2025-06-04      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| Boston Properties LP                       | Boston Properties LP                                    | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     600000 | PA      | $591213.72    | 0.01%             | 2028-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| TIKEHAU CAPITAL SCA                        | Tikehau Capital SCA                                     | CUSIP: 000000000<br>LEI: 969500BY8TEU16U3SJ94 | Long             | DBT              | CORP              | FR        |    4500000 | PA      | $5682308.50   | 0.10%             | 2030-03-14      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| STATE STREET CORP                          | State Street Corp.                                      | CUSIP: 857477CQ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    5320000 | PA      | $5300316.00   | 0.09%             | 2027-10-22      | Floating      | 5.02%                 | No            | 2                  | On Loan: No      |
| Boston Properties LP                       | Boston Properties LP                                    | CUSIP: 10113BSE9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | STIV             |  | US        |     500000 | PA      | $499097.50    | 0.01%             | 2025-05-14      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| American Honda Finance Corp                | American Honda Finance Corp.                            | CUSIP: 02665JUB4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | STIV             | CORP              | US        |   16000000 | PA      | $15848896.00  | 0.28%             | 2025-07-11      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| BMW US CAPITAL LLC                         | BMW U.S. Capital LLC                                    | CUSIP: 05565ECD5<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   31650000 | PA      | $31660522.36  | 0.57%             | 2025-08-11      | Floating      | 4.98%                 | No            | 2                  | On Loan: No      |
| Japan Government Two Year Bonds            | Japan Government Two Year Bonds                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1280000000 | PA      | $8933322.14   | 0.16%             | 2026-07-01      | Fixed         | 0.40%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased CAD / Sold USD                                | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |          1 | NC      | $430782.51    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Eni SpA                                    | Eni SpA                                                 | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     320000 | PA      | $364126.79    | 0.01%             | 2025-09-12      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| CONTINENTAL AG                             | Continental AG                                          | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | DBT              | CORP              | DE        |    3690000 | PA      | $4262255.18   | 0.08%             | 2029-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                   | Volkswagen Group of America Finance LLC                 | CUSIP: 000000000<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4960180.45   | 0.09%             | 2029-08-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: —       |
| KOMMUNALBANKEN AS                          | Kommunalbanken AS                                       | CUSIP: 50048MDE7<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |   41500000 | PA      | $41808979.95  | 0.75%             | 2026-06-17      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                   | Toyota Motor Credit Corp.                               | CUSIP: 89236TMA0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   11400000 | PA      | $11400105.45  | 0.20%             | 2027-03-19      | Floating      | 5.02%                 | No            | 2                  | On Loan: No      |
| SNAM SPA                                   | Snam SpA                                                | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |     530000 | PA      | $627691.04    | 0.01%             | 2029-11-27      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                            | CUSIP: 02665WEX5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    2767000 | PA      | $2768720.71   | 0.05%             | 2026-01-09      | Floating      | 5.09%                 | No            | 2                  | On Loan: No      |
| BELFIUS BANK SA/NV                         | Belfius Bank SA                                         | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |    4500000 | PA      | $5224120.88   | 0.09%             | 2029-01-22      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                     | CNH Industrial Capital LLC                              | CUSIP: 12592BAN4<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   18240000 | PA      | $18230903.35  | 0.33%             | 2025-05-23      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                   | Export Development Canada                               | CUSIP: 30216BKG6<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   14380000 | PA      | $14386543.04  | 0.26%             | 2028-08-01      | Floating      | 4.71%                 | No            | 2                  | On Loan: No      |
| ABN AMRO Bank NV                           | ABN AMRO Bank NV                                        | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    1000000 | PA      | $1016567.94   | 0.02%             | 2029-09-23      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| BAT INTL FINANCE PLC                       | BAT International Finance PLC                           | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     800000 | PA      | $836956.66    | 0.01%             | 2029-02-02      | Fixed         | 5.93%                 | No            | 2                  | On Loan: No      |
| AVIATION CAPITAL GROUP                     | Aviation Capital Group LLC                              | CUSIP: 05369AAD3<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   12800000 | PA      | $12765104.13  | 0.23%             | 2025-08-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| TELUS Corp                                 | TELUS Corp.                                             | CUSIP: 87974PUB7<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | STIV             | CORP              | CA        |    2000000 | PA      | $1981344.00   | 0.04%             | 2025-07-11      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| SELP FINANCE SARL                          | SELP Finance SARL                                       | CUSIP: 000000000<br>LEI: 549300Y4VYEJE1MH6D45 | Long             | DBT              |  | LU        |   11640000 | PA      | $12049714.01  | 0.22%             | 2029-05-27      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| RTX Corp                                   | RTX Corp.                                               | CUSIP: 78109FSM5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | STIV             | CORP              | US        |   10000000 | PA      | $9971960.00   | 0.18%             | 2025-05-21      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| INTL FINANCE CORP                          | International Finance Corp.                             | CUSIP: 45950KDJ6<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |   27520000 | PA      | $27523852.80  | 0.49%             | 2028-08-28      | Floating      | 4.67%                 | No            | 2                  | On Loan: No      |
| NETFLIX INC                                | Netflix, Inc.                                           | CUSIP: 000000000<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $3286022.10   | 0.06%             | 2025-06-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $17395.15     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Whirlpool Corp                             | Whirlpool Corp.                                         | CUSIP: 963320AW6<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     130000 | PA      | $123220.02    | 0.00%             | 2029-02-26      | Fixed         | 4.75%                 | No            | 2                  | On Loan: —       |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                          | CUSIP: 2027A0KR9<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   19900000 | PA      | $19920471.93  | 0.36%             | 2025-09-12      | Floating      | 5.00%                 | No            | 2                  | On Loan: No      |
| eBay Inc                                   | eBay, Inc.                                              | CUSIP: 27864ATP0<br>LEI: OML71K8X303XQONU6T67 | Long             | STIV             | CORP              | US        |    9500000 | PA      | $9433680.50   | 0.17%             | 2025-06-23      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $18261.07     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CHOICE HOTELS INTL INC                     | Choice Hotels International, Inc.                       | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    7900000 | PA      | $7407346.99   | 0.13%             | 2029-12-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| TRUIST FINANCIAL CORP                      | Truist Financial Corp.                                  | CUSIP: 89788MAA0<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     900000 | PA      | $891846.82    | 0.02%             | 2025-08-05      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc            | Philip Morris International, Inc.                       | CUSIP: 71838LSC7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | STIV             | CORP              | US        |   10500000 | PA      | $10484767.65  | 0.19%             | 2025-05-12      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                                | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   21400000 | PA      | $13726415.90  | 0.25%             | 2027-02-26      | Floating      | 4.99%                 | No            | 2                  | On Loan: No      |
| Flex Ltd                                   | Flex Ltd.                                               | CUSIP: 33938EAU1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   15825000 | PA      | $15818111.69  | 0.28%             | 2025-06-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| THOMSON REUTERS CORP                       | Thomson Reuters Corp.                                   | CUSIP: 884903BW4<br>LEI: 549300561UZND4C7B569 | Long             | DBT              | CORP              | CA        |    3600000 | PA      | $2610822.57   | 0.05%             | 2025-05-14      | Fixed         | 2.24%                 | No            | 2                  | On Loan: No      |
| DBS BANK LTD/AUSTRALIA                     | DBS Bank Ltd.                                           | CUSIP: 000000000<br>LEI: ATUEL7OJR5057F2PV266 | Long             | DBT              | CORP              | SG        |    4000000 | PA      | $2564967.80   | 0.05%             | 2027-02-26      | Floating      | 4.89%                 | No            | 2                  | On Loan: No      |
| Marriott International Inc/MD              | Marriott International, Inc.                            | CUSIP: 57163TSM2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | STIV             | CORP              | US        |   10000000 | PA      | $9972358.00   | 0.18%             | 2025-05-21      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| BANK OF NEW ZEALAND                        | Bank of New Zealand                                     | CUSIP: 06407EAC9<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |      20000 | PA      | $19472.98     | 0.00%             | 2026-03-03      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co.                                       | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1197000 | PA      | $1581485.41   | 0.03%             | 2025-07-28      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold GBP                                | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-263735.38   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                         | Credit Agricole SA                                      | CUSIP: 22534PAJ2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    6257000 | PA      | $6261558.66   | 0.11%             | 2027-03-11      | Floating      | 5.24%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |          1 | NC      | $-972192.34   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| NORDIC INVESTMENT BANK                     | Nordic Investment Bank                                  | CUSIP: 65562QBR5<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |   11000000 | PA      | $11086426.34  | 0.20%             | 2026-05-12      | Floating      | 5.36%                 | No            | 2                  | On Loan: No      |
| ENGIE SA                                   | Engie SA                                                | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    1100000 | PA      | $1281869.75   | 0.02%             | 2030-01-11      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| SHELL INTERNATIONAL FIN                    | Shell International Finance BV                          | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    4500000 | PA      | $5088544.16   | 0.09%             | 2025-09-15      | Fixed         | 1.88%                 | 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        |     400000 | PA      | $378420.70    | 0.01%             | 2029-12-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                   | Volkswagen Group of America Finance LLC                 | CUSIP: 928668BR2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    1273000 | PA      | $1271236.16   | 0.02%             | 2025-06-06      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| NBN CO LTD                                 | NBN Co. Ltd.                                            | CUSIP: 000000000<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |    5000000 | PA      | $5953695.87   | 0.11%             | 2029-03-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                          | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    5400000 | PA      | $3464228.48   | 0.06%             | 2027-01-14      | Floating      | 4.75%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group, Inc.                               | CUSIP: 38148LAE6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   26919000 | PA      | $26902206.31  | 0.48%             | 2025-05-22      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Simon Property Group LP                    | Simon Property Group LP                                 | CUSIP: 828807CV7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |   11400000 | PA      | $11354459.85  | 0.20%             | 2025-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: —       |
| GENERAL MOTORS CO                          | General Motors Co.                                      | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     320000 | PA      | $322469.07    | 0.01%             | 2029-10-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| LSEGA Financing PLC                        | LSEGA Financing PLC                                     | CUSIP: 50221FSK1<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | STIV             | CORP              | GB        |   14000000 | PA      | $13966218.00  | 0.25%             | 2025-05-19      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                   | Healthcare Realty Holdings LP                           | CUSIP: 42225UAL8<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    1600000 | PA      | $1407641.81   | 0.03%             | 2030-03-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Discover Bank                              | Discover Bank                                           | CUSIP: 25466AAP6<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |     800000 | PA      | $798618.39    | 0.01%             | 2028-09-13      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                         | Royalty Pharma PLC                                      | CUSIP: 78081BAH6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   10662000 | PA      | $10527850.50  | 0.19%             | 2025-09-02      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.              | CUSIP: 05252BDL0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    7100000 | PA      | $7117263.51   | 0.13%             | 2027-07-16      | Floating      | 5.06%                 | No            | 2                  | On Loan: No      |
| Intel Corp                                 | Intel Corp.                                             | CUSIP: 458140AS9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1141000 | PA      | $1138031.68   | 0.02%             | 2025-07-29      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                    | GlaxoSmithKline Capital PLC                             | CUSIP: 377373AH8<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $386982.35    | 0.01%             | 2029-06-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings, Inc.                   | CUSIP: 65339KBS8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    7700000 | PA      | $7724039.32   | 0.14%             | 2025-09-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold SGD                                | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-1448938.37  | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| EIDP INC                                   | EIDP, Inc.                                              | CUSIP: 263534CN7<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    2075000 | PA      | $2061690.56   | 0.04%             | 2025-07-15      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| WISCONSIN POWER & LIGHT                    | Wisconsin Power & Light Co.                             | CUSIP: 976826BM8<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    2795000 | PA      | $2632069.08   | 0.05%             | 2029-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| HYATT HOTELS CORP                          | Hyatt Hotels Corp.                                      | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    5100000 | PA      | $5116013.29   | 0.09%             | 2029-06-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| AVIATION CAPITAL GROUP                     | Aviation Capital Group LLC                              | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     400000 | PA      | $403767.87    | 0.01%             | 2029-07-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                   | Svenska Handelsbanken AB                                | CUSIP: 86959LAN3<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   22350000 | PA      | $22485997.52  | 0.40%             | 2026-06-15      | Floating      | 5.62%                 | No            | 2                  | On Loan: No      |
| MERCEDES-BENZ FIN NA                       | Mercedes-Benz Finance North America LLC                 | CUSIP: 58769JAV9<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2493326.88   | 0.04%             | 2026-07-31      | Floating      | 5.01%                 | No            | 2                  | On Loan: No      |
| APA INFRASTRUCTURE LTD                     | APA Infrastructure Ltd.                                 | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    2800000 | PA      | $2918416.41   | 0.05%             | 2029-03-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Broadcom Inc                               | Broadcom, Inc.                                          | CUSIP: 11135MTQ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | STIV             | CORP              | US        |    9500000 | PA      | $9432171.90   | 0.17%             | 2025-06-24      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| UNITED OVERSEAS BANK/SYD                   | United Overseas Bank Ltd.                               | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |     500000 | PA      | $320566.53    | 0.01%             | 2027-02-24      | Floating      | 4.85%                 | No            | 2                  | On Loan: No      |
| Tyco Electronics Group SA                  | Tyco Electronics Group SA                               | CUSIP: 90212HS73<br>LEI: C33G1C5SYE2YM95EE712 | Long             | STIV             | CORP              | LU        |   13300000 | PA      | $13288129.75  | 0.24%             | 2025-05-07      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                           | Societe Generale SA                                     | CUSIP: 83368RAK8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    4000000 | PA      | $3954850.32   | 0.07%             | 2027-01-12      | Fixed         | 4.00%                 | No            | 2                  | On Loan: —       |
| ORIX CORP                                  | ORIX Corp.                                              | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    3000000 | PA      | $3485415.12   | 0.06%             | 2029-05-29      | Fixed         | 3.78%                 | No            | 2                  | On Loan: No      |
| GENUINE PARTS CO                           | Genuine Parts Co.                                       | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     500000 | PA      | $502474.37    | 0.01%             | 2029-08-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| BECTON DICKINSON & CO                      | Becton Dickinson & Co.                                  | CUSIP: 075887CG2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2661523.33   | 0.05%             | 2025-05-24      | Fixed         | 3.02%                 | No            | 2                  | On Loan: No      |
| FLEX LTD                                   | Flex Ltd.                                               | CUSIP: 33938XAC9<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   31223000 | PA      | $30942743.29  | 0.55%             | 2026-02-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| MOTABILITY OPERATIONS GR                   | Motability Operations Group PLC                         | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |     800000 | PA      | $943212.24    | 0.02%             | 2030-01-17      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                                | CUSIP: 298785KD7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    5500000 | PA      | $5504275.54   | 0.10%             | 2029-08-14      | Floating      | 4.68%                 | No            | 2                  | On Loan: No      |
| Kommunalbanken AS                          | Kommunalbanken AS                                       | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |     190000 | PA      | $121723.28    | 0.00%             | 2025-07-16      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Intesa Sanpaolo Funding LLC                | Intesa Sanpaolo Funding LLC                             | CUSIP: 4611K0UE5<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   10000000 | PA      | $9900521.00   | 0.18%             | 2025-07-14      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                            | CUSIP: 02665WFB2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     225000 | PA      | $225052.06    | 0.00%             | 2025-08-14      | Floating      | 4.96%                 | No            | 2                  | On Loan: —       |
| HONEYWELL INTERNATIONAL                    | Honeywell International, Inc.                           | CUSIP: 438516CB0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     979000 | PA      | $975926.37    | 0.02%             | 2025-06-01      | Fixed         | 1.35%                 | No            | 2                  | On Loan: No      |
| KEY BANK NA                                | KeyBank NA                                              | CUSIP: 49327M2K9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |     780000 | PA      | $778711.33    | 0.01%             | 2025-06-01      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| NTT FINANCE CORP                           | NTT Finance Corp.                                       | CUSIP: 62954WAJ4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    4200000 | PA      | $4196895.65   | 0.07%             | 2025-07-25      | Fixed         | 4.24%                 | No            | 2                  | On Loan: No      |
| RYDER SYSTEM INC                           | Ryder System, Inc.                                      | CUSIP: 78355HKU2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     283000 | PA      | $281434.85    | 0.01%             | 2027-06-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| HIGHWOODS REALTY LP                        | Highwoods Realty LP                                     | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |     600000 | PA      | $535176.25    | 0.01%             | 2030-02-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| KUNTARAHOITUS OYJ                          | Kuntarahoitus OYJ                                       | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |    8900000 | PA      | $8965148.00   | 0.16%             | 2026-07-15      | Floating      | 5.38%                 | 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      | $-57771.49    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Lennar Corp                                | Lennar Corp.                                            | CUSIP: 526057BV5<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |   18642000 | PA      | $18639240.24  | 0.33%             | 2025-05-30      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                           | Bank of Montreal                                        | CUSIP: 06368FAD1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    1545000 | PA      | $1543150.36   | 0.03%             | 2026-09-15      | Floating      | 4.99%                 | No            | 2                  | On Loan: No      |
| CATERPILLAR FINL SERVICE                   | Caterpillar Financial Services Corp.                    | CUSIP: 14913R2V8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    3419000 | PA      | $3417622.72   | 0.06%             | 2025-05-13      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| FED CAISSES DESJARDINS                     | Federation des Caisses Desjardins du Quebec             | CUSIP: 31430WTH7<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   13000000 | PA      | $9515668.07   | 0.17%             | 2025-10-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| BNG BANK NV                                | BNG Bank NV                                             | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |   20000000 | PA      | $20170016.80  | 0.36%             | 2026-08-05      | Floating      | 5.36%                 | 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      | $-87894.69    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold CAD                                | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-1924771.63  | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| McDonald's Corp                            | McDonald's Corp.                                        | CUSIP: 58013MEU4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     837000 | PA      | $836134.85    | 0.01%             | 2025-05-26      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Exelon Corp                                | Exelon Corp.                                            | CUSIP: 30161NAN1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    3022000 | PA      | $3018021.27   | 0.05%             | 2025-06-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                   | Penske Truck Leasing Co. LP/PTL Finance Corp.           | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   31500000 | PA      | $30481277.40  | 0.54%             | 2026-06-15      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased CAD / Sold USD                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |          1 | NC      | $186047.29    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE        | LVMH Moet Hennessy Louis Vuitton SE                     | CUSIP: 50244LTG9<br>LEI: IOG4E947OATN0KJYSD45 | Long             | STIV             | CORP              | FR        |   10000000 | PA      | $9943339.00   | 0.18%             | 2025-06-16      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Glencore Funding LLC                       | Glencore Funding LLC                                    | CUSIP: 37790AUA9<br>LEI: 213800STG1QDNBY87K49 | Long             | STIV             | CORP              | US        |    1150000 | PA      | $1139647.13   | 0.02%             | 2025-07-10      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| Appalachian Power Co                       | Appalachian Power Co.                                   | CUSIP: 037735CU9<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    1390000 | PA      | $1387371.04   | 0.02%             | 2025-06-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| ARES CAPITAL CORP                          | ARES Capital Corp.                                      | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     200000 | PA      | $201357.59    | 0.00%             | 2029-03-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| E.ON SE                                    | E.ON SE                                                 | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |    2400000 | PA      | $2769819.50   | 0.05%             | 2030-03-05      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| STRYKER CORP                               | Stryker Corp.                                           | CUSIP: 863667BA8<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    5009000 | PA      | $4986487.95   | 0.09%             | 2025-06-15      | Fixed         | 1.15%                 | No            | 2                  | On Loan: No      |
| ICCREA BANCA SPA                           | Iccrea Banca SpA                                        | CUSIP: 000000000<br>LEI: NNVPP80YIZGEY2314M97 | Long             | DBT              | CORP              | IT        |    1610000 | PA      | $1827376.60   | 0.03%             | 2030-01-30      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| HUNTINGTON BANCSHARES                      | Huntington Bancshares, Inc.                             | CUSIP: 446150AM6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    2850000 | PA      | $2848421.56   | 0.05%             | 2025-05-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| HCA INC                                    | HCA, Inc.                                               | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2949157.35   | 0.05%             | 2030-03-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                       | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     500000 | PA      | $508049.21    | 0.01%             | 2029-02-13      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| ALIMENTATION COUCHE-TARD                   | Alimentation Couche-Tard, Inc.                          | CUSIP: 01626PAM8<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |     500000 | PA      | $462164.00    | 0.01%             | 2030-01-25      | Fixed         | 2.95%                 | No            | 2                  | On Loan: —       |
| HUMANA INC                                 | Humana, Inc.                                            | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     500000 | PA      | $481571.21    | 0.01%             | 2029-03-23      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                   | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   39700000 | PA      | $25499773.25  | 0.46%             | 2026-08-10      | Floating      | 4.95%                 | No            | 2                  | On Loan: No      |
| Highwoods Realty LP                        | Highwoods Realty LP                                     | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |    9427000 | PA      | $8989441.93   | 0.16%             | 2029-04-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Stanley Black & Decker Inc                 | Stanley Black & Decker, Inc.                            | CUSIP: 85462CTR6<br>LEI: 549300DJ09SMTO561131 | Long             | STIV             | CORP              | US        |    2000000 | PA      | $1985564.40   | 0.04%             | 2025-06-25      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                            | CUSIP: 632525BF7<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    2220000 | PA      | $2220370.74   | 0.04%             | 2025-05-13      | Floating      | 5.12%                 | No            | 2                  | On Loan: No      |
| AstraZeneca PLC                            | AstraZeneca PLC                                         | CUSIP: 046353AT5<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     564000 | PA      | $561000.95    | 0.01%             | 2029-01-17      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                                | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    9050000 | PA      | $5824746.44   | 0.10%             | 2028-11-21      | Floating      | 5.29%                 | No            | 2                  | On Loan: No      |
| MUFG Bank Ltd/New York NY                  | MUFG Bank Ltd.                                          | CUSIP: 62479LSF3<br>LEI: C3GTMMZIHMY46P4OIX74 | Long             | STIV             | CORP              | US        |   20000000 | PA      | $19964010.00  | 0.36%             | 2025-05-15      | None          | 0.00%                 | 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      | $-325839.74   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc                     | UnitedHealth Group, Inc.                                | CUSIP: 91324PDP4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     155000 | PA      | $153195.15    | 0.00%             | 2028-12-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| WESTLAKE CORP                              | Westlake Corp.                                          | CUSIP: 960413AV4<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    4169000 | PA      | $4431264.79   | 0.08%             | 2029-07-17      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| MACQUARIE BANK LTD                         | Macquarie Bank Ltd.                                     | CUSIP: 000000000<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |     500000 | PA      | $320246.25    | 0.01%             | 2025-12-09      | Floating      | 4.59%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                   | Toyota Motor Credit Corp.                               | CUSIP: 89236TKV6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   14372000 | PA      | $14416416.95  | 0.26%             | 2026-05-18      | Floating      | 5.25%                 | No            | 2                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                    | Bristol-Myers Squibb Co.                                | CUSIP: 110122EM6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   10750000 | PA      | $10749128.50  | 0.19%             | 2026-02-20      | Floating      | 4.85%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                            | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |     800000 | PA      | $513188.29    | 0.01%             | 2027-02-25      | Floating      | 4.84%                 | No            | 2                  | On Loan: No      |
| EQUINIX INC                                | Equinix, Inc.                                           | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     270000 | PA      | $254018.80    | 0.00%             | 2029-11-18      | Fixed         | 3.20%                 | No            | 2                  | On Loan: —       |
| United States Treasury                     | U.S. Treasury Floating Rate Notes                       | CUSIP: 91282CJU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  194500000 | PA      | $194726864.80 | 3.48%             | 2026-01-31      | Floating      | 4.49%                 | No            | 2                  | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                   | Healthcare Realty Holdings LP                           | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    4700000 | PA      | $4314937.51   | 0.08%             | 2030-02-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Parker-Hannifin Corp                       | Parker-Hannifin Corp.                                   | CUSIP: 70109LT63<br>LEI: 5493002CONDB4N2HKI23 | Long             | STIV             | CORP              | US        |    4500000 | PA      | $4478447.70   | 0.08%             | 2025-06-06      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings, Inc.                   | CUSIP: 65339KCR9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   19274000 | PA      | $19283550.27  | 0.34%             | 2026-01-29      | Floating      | 5.14%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development     | CUSIP: 459058LH4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   19000000 | PA      | $19006270.00  | 0.34%             | 2027-06-15      | Floating      | 4.64%                 | No            | 2                  | On Loan: No      |
| KeyCorp                                    | KeyCorp                                                 | CUSIP: 49326EEG4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     400000 | PA      | $394413.60    | 0.01%             | 2028-04-30      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc                                 | AbbVie, Inc.                                            | CUSIP: 00287BSL4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | STIV             | CORP              | US        |   30000000 | PA      | $29922747.00  | 0.53%             | 2025-05-20      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                   | AerCap Ireland Capital DAC/AerCap Global Aviation Trust | CUSIP: 00774MAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    1800000 | PA      | $1796607.32   | 0.03%             | 2025-10-01      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group, Inc.                                | CUSIP: 91324PFE7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    5172000 | PA      | $5166320.47   | 0.09%             | 2026-07-15      | Floating      | 4.88%                 | No            | 2                  | On Loan: No      |
| FMC CORP                                   | FMC Corp.                                               | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    3880000 | PA      | $3568702.21   | 0.06%             | 2029-10-01      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| RECKITT BENCKISER TSY                      | Reckitt Benckiser Treasury Services PLC                 | CUSIP: 000000000<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |    4000000 | PA      | $4682324.93   | 0.08%             | 2029-06-20      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORP                         | Realty Income Corp.                                     | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    2000000 | PA      | $2531848.88   | 0.05%             | 2027-01-14      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                          | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    3000000 | PA      | $1926935.01   | 0.03%             | 2026-08-17      | Floating      | 4.92%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                | CUSIP: 21688ABE1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   17750000 | PA      | $17778382.25  | 0.32%             | 2027-03-05      | Floating      | 5.08%                 | No            | 2                  | On Loan: No      |
| BAYER AG                                   | Bayer AG                                                | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |     970000 | PA      | $1150858.89   | 0.02%             | 2029-08-26      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings Inc        | NextEra Energy Capital Holdings, Inc.                   | CUSIP: 65339MTA4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | STIV             | CORP              | US        |    7000000 | PA      | $6962769.80   | 0.12%             | 2025-06-10      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| AUTOLIV INC                                | Autoliv, Inc.                                           | CUSIP: 000000000<br>LEI: A23RUXWKASG834LTMK28 | Long             | DBT              | CORP              | US        |    2460000 | PA      | $2841704.10   | 0.05%             | 2029-08-07      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Japan Government Five Year Bonds           | Japan Government Five Year Bonds                        | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1350000000 | PA      | $9381451.95   | 0.17%             | 2026-06-20      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| NATIONAL RURAL UTIL COOP                   | National Rural Utilities Cooperative Finance Corp.      | CUSIP: 63743HFE7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     686000 | PA      | $684790.10    | 0.01%             | 2025-06-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| INTL FINANCE CORP                          | International Finance Corp.                             | CUSIP: 45950KDB3<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    3810000 | PA      | $3812019.30   | 0.07%             | 2026-03-16      | Floating      | 4.65%                 | No            | 2                  | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                    | Nationwide Building Society                             | CUSIP: 63859UBF9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    3900000 | PA      | $3848676.00   | 0.07%             | 2025-08-28      | Fixed         | 1.00%                 | No            | 2                  | On Loan: —       |
| State Street Bank & Trust Co.              | Purchased CAD / Sold USD                                | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |          1 | NC      | $113737.58    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CANADIAN NATL RESOURCES                    | Canadian Natural Resources Ltd.                         | CUSIP: 136385AZ4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    8109000 | PA      | $8060808.78   | 0.14%             | 2025-07-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| American Honda Finance Corp                | American Honda Finance Corp.                            | CUSIP: 02665JTQ3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | STIV             | CORP              | US        |   18500000 | PA      | $18366783.35  | 0.33%             | 2025-06-24      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| PFIZER INVESTMENT ENTER                    | Pfizer Investment Enterprises Pte. Ltd.                 | CUSIP: 716973AA0<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    1110000 | PA      | $1110005.05   | 0.02%             | 2025-05-19      | Fixed         | 4.65%                 | 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      | $-1057637.37  | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| AMPHENOL CORP                              | Amphenol Corp.                                          | CUSIP: 032095AP6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     400000 | PA      | $410996.26    | 0.01%             | 2029-04-05      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| JCDECAUX SE                                | JCDecaux SE                                             | CUSIP: 000000000<br>LEI: 9695009KV7AFPDEI5S30 | Long             | DBT              | CORP              | FR        |    4000000 | PA      | $4201470.67   | 0.07%             | 2030-02-07      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                        | American Tower Corp.                                    | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     830000 | PA      | $806278.41    | 0.01%             | 2026-04-15      | Fixed         | 1.60%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                                  | ONEOK, Inc.                                             | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     366000 | PA      | $360311.32    | 0.01%             | 2029-10-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA PIPELINES                      | TransCanada PipeLines Ltd.                              | CUSIP: 89353ZBY3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   12700000 | PA      | $9212612.80   | 0.16%             | 2025-07-17      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| DOLLAR GENERAL CORP                        | Dollar General Corp.                                    | CUSIP: 256677AN5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     252000 | PA      | $256054.09    | 0.00%             | 2028-07-05      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold CAD                                | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-873116.37   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Eversource Energy                          | Eversource Energy                                       | CUSIP: 30040XSV9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | STIV             | CORP              | US        |   20000000 | PA      | $19922440.00  | 0.36%             | 2025-05-29      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                      | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     260000 | PA      | $261886.35    | 0.00%             | 2029-07-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                             | Home Depot, Inc.                                        | CUSIP: 437076DC3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     800000 | PA      | $817270.03    | 0.01%             | 2029-06-25      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| STEEL DYNAMICS INC                         | Steel Dynamics, Inc.                                    | CUSIP: 858119BL3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3389005.56   | 0.06%             | 2025-06-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| HOLDING D'INFRASTRUCTURE                   | Holding d'Infrastructures de Transport SASU             | CUSIP: 000000000<br>LEI: 9695004S3RCE0Q5V8G28 | Long             | DBT              | CORP              | FR        |    1800000 | PA      | $2068469.94   | 0.04%             | 2029-04-21      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| BANQUE FED CRED MUTUEL                     | Banque Federative du Credit Mutuel SA                   | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    3700000 | PA      | $4107715.96   | 0.07%             | 2029-11-06      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| KEY BANK NA                                | KeyBank NA                                              | CUSIP: 49327M3E2<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $4092011.15   | 0.07%             | 2025-08-08      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                                | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    2700000 | PA      | $1733497.83   | 0.03%             | 2029-02-26      | Floating      | 5.15%                 | No            | 2                  | On Loan: No      |
| DNB Bank ASA                               | DNB Bank ASA                                            | CUSIP: 2332K0UJ9<br>LEI: 549300GKFG0RYRRQ1414 | Long             | STIV             | CORP              | NO        |   10000000 | PA      | $9904964.00   | 0.18%             | 2025-07-18      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| HCA Inc                                    | HCA, Inc.                                               | CUSIP: 197677AG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1102577.69   | 0.02%             | 2025-06-15      | Fixed         | 7.69%                 | No            | 2                  | On Loan: No      |
| BAXTER INTERNATIONAL INC                   | Baxter International, Inc.                              | CUSIP: 071813BS7<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     850000 | PA      | $962041.86    | 0.02%             | 2025-05-30      | Fixed         | 1.30%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                     | CUSIP: 68323ACX0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   30600000 | PA      | $22193767.59  | 0.40%             | 2025-06-02      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| CZECH GAS NETWORKS INV                     | Czech Gas Networks Investments SARL                     | CUSIP: 000000000<br>LEI: 549300K11JPENR1PEH43 | Long             | DBT              | CORP              | LU        |     880000 | PA      | $887328.27    | 0.02%             | 2029-09-08      | Fixed         | 0.45%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.              | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     500000 | PA      | $322135.88    | 0.01%             | 2027-05-12      | Floating      | 5.17%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                | CUSIP: 21688ABG6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    5250000 | PA      | $5256148.01   | 0.09%             | 2026-08-28      | Floating      | 4.98%                 | No            | 2                  | On Loan: No      |
| NUCOR CORP                                 | Nucor Corp.                                             | CUSIP: 670346AR6<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    3186000 | PA      | $3176239.98   | 0.06%             | 2025-06-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| QUEBEC T-BILL                              | Quebec Treasury Bills                                   | CUSIP: 0985ZUE29<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    8000000 | PA      | $5802118.09   | 0.10%             | 2025-05-02      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                             | BNP Paribas SA                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    3400000 | PA      | $3938031.26   | 0.07%             | 2029-09-01      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-79241.28    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BELFIUS BANK SA/NV                         | Belfius Bank SA                                         | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |    5000000 | PA      | $5607870.59   | 0.10%             | 2025-10-15      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| MANITOBA (PROVINCE OF)                     | Province of Manitoba                                    | CUSIP: 563469UE3<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    1000000 | PA      | $725213.99    | 0.01%             | 2025-06-02      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-438900.35   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EIDP Inc                                   | EIDP, Inc.                                              | CUSIP: 28249KTP2<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | STIV             | CORP              | US        |   23000000 | PA      | $22841231.00  | 0.41%             | 2025-06-23      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| American Electric Power Co Inc             | American Electric Power Co., Inc.                       | CUSIP: 0255E2S50<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | STIV             | CORP              | US        |   20000000 | PA      | $19987274.00  | 0.36%             | 2025-05-05      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| SKY LTD                                    | Sky Ltd.                                                | CUSIP: 000000000<br>LEI: 2138003TS48MQKF4BZ29 | Long             | DBT              | CORP              | GB        |    2100000 | PA      | $2375738.76   | 0.04%             | 2025-11-17      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                           | Societe Generale SA                                     | CUSIP: 83368RAX0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    6600000 | PA      | $6556250.91   | 0.12%             | 2025-07-08      | Fixed         | 1.38%                 | No            | 2                  | On Loan: —       |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                                  | CUSIP: 04517PBZ4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   27700000 | PA      | $27667626.73  | 0.49%             | 2028-06-20      | Floating      | 4.67%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                                  | ONEOK, Inc.                                             | CUSIP: 682680BA0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    3160000 | PA      | $3126852.11   | 0.06%             | 2025-09-15      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP LP                    | Simon Property Group LP                                 | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |     400000 | PA      | $368370.95    | 0.01%             | 2029-09-13      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Aon Corp                                   | Aon Corp.                                               | CUSIP: 03739NU90<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | STIV             | CORP              | US        |   20400000 | PA      | $20217401.64  | 0.36%             | 2025-07-09      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| MONDELEZ INTERNATIONAL                     | Mondelez International, Inc.                            | CUSIP: 609207AU9<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     338000 | PA      | $337886.14    | 0.01%             | 2025-05-04      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold CAD                                | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |          1 | NC      | $-996806.65   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| WEA Finance LLC                            | WEA Finance LLC                                         | CUSIP: 92928QAE8<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              |  | US        |    1700000 | PA      | $1664293.40   | 0.03%             | 2028-09-20      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| MCDONALD'S CORP                            | McDonald's Corp.                                        | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2843445.72   | 0.05%             | 2030-03-07      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                   | Anheuser-Busch InBev SA                                 | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |    1155000 | PA      | $1533792.64   | 0.03%             | 2025-09-24      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                        | Charles Schwab Corp.                                    | CUSIP: 808513AX3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   15246000 | PA      | $15234191.67  | 0.27%             | 2025-05-21      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| MACQUARIE BANK LTD                         | Macquarie Bank Ltd.                                     | CUSIP: 55608PBU7<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    7130000 | PA      | $7160365.89   | 0.13%             | 2027-07-02      | Floating      | 5.30%                 | No            | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                        | Charles Schwab Corp.                                    | CUSIP: 808513BQ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   26530000 | PA      | $26506812.78  | 0.47%             | 2026-05-13      | Floating      | 4.88%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                            | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    9200000 | PA      | $5960654.85   | 0.11%             | 2027-11-25      | Floating      | 5.32%                 | No            | 2                  | On Loan: No      |
| UTAH ACQUISITION SUB                       | Utah Acquisition Sub, Inc.                              | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | NL        |    3918000 | PA      | $3862358.72   | 0.07%             | 2026-06-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Discover Bank                              | Discover Bank                                           | CUSIP: 25466AAJ0<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    1293000 | PA      | $1272845.52   | 0.02%             | 2026-07-27      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| QUEBEC T-BILL                              | Quebec Treasury Bills                                   | CUSIP: 0985ZUE94<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   15400000 | PA      | $11163268.53  | 0.20%             | 2025-05-09      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| AIRCASTLE LTD                              | Aircastle Ltd.                                          | CUSIP: 00928QAT8<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    1375000 | PA      | $1372829.26   | 0.02%             | 2025-08-11      | Fixed         | 5.25%                 | No            | 2                  | On Loan: —       |
| Oracle Corp                                | Oracle Corp.                                            | CUSIP: 68389XBC8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    8583000 | PA      | $8576893.71   | 0.15%             | 2025-05-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                      | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     130000 | PA      | $127837.46    | 0.00%             | 2029-10-06      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| ESB FINANCE DAC                            | ESB Finance DAC                                         | CUSIP: 000000000<br>LEI: 635400VCPRSU89DLMZ57 | Long             | DBT              | CORP              | IE        |    5000000 | PA      | $5880910.22   | 0.10%             | 2028-10-03      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Synchrony Financial                        | Synchrony Financial                                     | CUSIP: 87165BAG8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   24850000 | PA      | $24811416.90  | 0.44%             | 2025-07-23      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| TRUIST FINANCIAL CORP                      | Truist Financial Corp.                                  | CUSIP: 05531FBE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   12239000 | PA      | $12225602.70  | 0.22%             | 2025-06-05      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| AMERIPRISE FINANCIAL INC                   | Ameriprise Financial, Inc.                              | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    2415000 | PA      | $2529042.92   | 0.05%             | 2028-12-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development     | CUSIP: 459058JF1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   61638000 | PA      | $61840789.02  | 1.10%             | 2027-08-19      | Floating      | 4.79%                 | No            | 2                  | On Loan: No      |
| BRITISH TELECOMMUNICATIO                   | British Telecommunications PLC                          | CUSIP: 11102AAE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $189757.42    | 0.00%             | 2029-11-08      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK NY                           | Deutsche Bank AG                                        | CUSIP: 251526CQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    4462000 | PA      | $4461024.12   | 0.08%             | 2025-05-13      | Fixed         | 4.16%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                               | UBS Group AG                                            | CUSIP: 90351DAB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   17000000 | PA      | $16954391.21  | 0.30%             | 2025-09-24      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |

### Signature

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

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

**Signature:** Randy Olson

**Name of Signer:** Randy Olson

**Title:** Vice President