# EDGAR Filing Document

**Accession Number:** 0000355437
**File Stem:** 0001410368-26-064982
**Filing Date:** 2026-6
**Character Count:** 334496
**Document Hash:** e49daf699bdd2a154798295955c790e8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-064982.hdr.sgml**: 20260624

**ACCESSION NUMBER**: 0001410368-26-064982

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260624

**DATE AS OF CHANGE**: 20260624

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03258
- **FILM NUMBER:** 261114353

**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:** 2026-10-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $6023879715.80

**Total Liabilities:** $154502207.47

**Net Assets:** $5869377508.33

**Cash Not Reported:** $57043477.03

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -15151.45000000 | **1-Year:** -467566.74000000 | **5-Year:** -951464.77000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** -130.37000000 | **1-Year:** -2958.38000000 | **5-Year:** -4919.24000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000071023 | 0.47%                | -0.55%               | 0.50%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-13644001.49            | $5265240.37                                |
| Month 2  | $12308069.53             | $-96653598.94                              |
| Month 3  | $13532834.98             | $37604153.66                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| TOYOTA MOTOR CREDIT CORP                   | Toyota Motor Credit Corp.                                          | CUSIP: 89236TPR0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10004850.00  | 0.17%             | 2029-03-13      | Floating      | 4.30%                 | No            | 2                  | On Loan: No      |
| DSV FINANCE BV                             | DSV Finance BV                                                     | CUSIP: 000000000<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |   1760000 | PA      | $1925244.61   | 0.03%             | 2030-03-16      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| FIVE CORNERS FND TR II                     | Five Corners Funding Trust II                                      | CUSIP: 33834DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4163000 | PA      | $3887950.13   | 0.07%             | 2030-05-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| FRESENIUS MEDICAL CARE A                   | Fresenius Medical Care AG                                          | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | DBT              | CORP              | DE        |    933000 | PA      | $1019224.83   | 0.02%             | 2029-11-29      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                              | CUSIP: 961214GD9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   7022000 | PA      | $7087011.50   | 0.12%             | 2030-07-01      | Floating      | 4.48%                 | No            | 2                  | On Loan: No      |
| Dimensional Holdings Inc.                  | DFA Short Term Investment Fund                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  66871422 | NS      | $66871422.00  | 1.14%             |  |  |  | No            | N/A                | On Loan: No      |
| COPT DEFENSE PROP LP                       | COPT Defense Properties LP                                         | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |   4600000 | PA      | $4547498.36   | 0.08%             | 2030-10-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| KEYCORP                                    | KeyCorp                                                            | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $1986066.94   | 0.03%             | 2029-10-01      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| NOMURA HOLDINGS INC                        | Nomura Holdings, Inc.                                              | CUSIP: 65535HAW9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |  13898000 | PA      | $13828171.17  | 0.24%             | 2026-07-14      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| EQUINIX INC                                | Equinix, Inc.                                                      | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    250000 | PA      | $225293.45    | 0.00%             | 2030-07-15      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| BROWN & BROWN INC                          | Brown & Brown, Inc.                                                | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2210187.10   | 0.04%             | 2031-03-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| WESTERN UNION CO/THE                       | Western Union Co.                                                  | CUSIP: 959802BA6<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |   4125000 | PA      | $3726046.67   | 0.06%             | 2031-03-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: —       |
| Societe Generale SA                        | Purchased USD / Sold EUR                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-651115.69   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| KOMMUNALBANKEN AS                          | Kommunalbanken AS                                                  | CUSIP: 50047JAP3<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |  34000000 | PA      | $34071957.60  | 0.58%             | 2028-03-03      | Floating      | 4.06%                 | No            | 2                  | On Loan: No      |
| SANDOZ FINANCE B.V.                        | Sandoz Finance BV                                                  | CUSIP: 000000000<br>LEI: 213800DFA3WXJ7KC9R74 | Long             | DBT              | CORP              | NL        |  11500000 | PA      | $13856670.00  | 0.24%             | 2030-04-17      | Fixed         | 4.22%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                       | CUSIP: 632525BW0<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   5776000 | PA      | $5792548.24   | 0.10%             | 2027-10-26      | Floating      | 4.26%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                 | AbbVie, Inc.                                                       | CUSIP: 00287YEC9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  12330000 | PA      | $12347631.90  | 0.21%             | 2028-03-03      | Floating      | 4.14%                 | No            | 2                  | On Loan: No      |
| International Business Machines Corp.      | International Business Machines Corp.                              | CUSIP: 459200JV4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2176046.54   | 0.04%             | 2031-01-31      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| BAXTER INTERNATIONAL INC                   | Baxter International, Inc.                                         | CUSIP: 071813BY4<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |  22200000 | PA      | $21324553.88  | 0.36%             | 2030-04-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| CATERPILLAR FINL SERVICE                   | Caterpillar Financial Services Corp.                               | CUSIP: 14913UAM2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   7858000 | PA      | $7870865.27   | 0.13%             | 2027-05-14      | Floating      | 4.18%                 | No            | 2                  | On Loan: No      |
| CIGNA GROUP/THE                            | Cigna Group                                                        | CUSIP: 125523CT5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |  14500000 | PA      | $14745348.56  | 0.25%             | 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      | $10038613.70  | 0.17%             | 2027-03-05      | Floating      | 4.55%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                  | Boeing Co.                                                         | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   6587000 | PA      | $6587000.00   | 0.11%             | 2026-05-01      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                              | Citigroup, Inc.                                                    | CUSIP: 172967KN0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2178000 | PA      | $2178000.00   | 0.04%             | 2026-05-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| ERG SPA                                    | ERG SpA                                                            | CUSIP: 000000000<br>LEI: 8156004604684CA44A90 | Long             | DBT              | CORP              | IT        |   7600000 | PA      | $9137794.43   | 0.16%             | 2030-07-03      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| PAYPAL HOLDINGS INC                        | PayPal Holdings, Inc.                                              | CUSIP: 70450YAR4<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7011570.02   | 0.12%             | 2028-03-06      | Floating      | 4.32%                 | No            | 2                  | On Loan: No      |
| HIGHWOODS REALTY LP                        | Highwoods Realty LP                                                | CUSIP: 431282AT9<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |    500000 | PA      | $444324.90    | 0.01%             | 2031-02-01      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| VICINITY CENTRES TRUST                     | Vicinity Centres Trust                                             | CUSIP: 000000000<br>LEI: 254900YANM8VTQCFYX66 | Long             | DBT              |  | AU        |   6342000 | PA      | $6864333.65   | 0.12%             | 2029-11-07      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| ABB FINANCE BV                             | ABB Finance BV                                                     | CUSIP: 000000000<br>LEI: 5493004JXXFB454B6L79 | Long             | DBT              | CORP              | NL        |   1300000 | PA      | $1358834.17   | 0.02%             | 2030-01-19      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                       | Glencore Funding LLC                                               | CUSIP: 378272BW7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   8404000 | PA      | $8435809.64   | 0.14%             | 2027-04-04      | Floating      | 4.71%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                                           | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  21400000 | PA      | $15571788.03  | 0.27%             | 2028-01-19      | Floating      | 5.51%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                                    | CUSIP: 4581X0DY1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |  33290000 | PA      | $33292330.30  | 0.57%             | 2026-09-16      | Floating      | 3.82%                 | No            | 2                  | On Loan: No      |
| PSP Capital Inc                            | PSP Capital, Inc.                                                  | CUSIP: 69370BEK4<br>LEI: 549300B456N0WEIC5249 | Long             | STIV             | CORP              | CA        |   2500000 | PA      | $2495098.75   | 0.04%             | 2026-05-19      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ICADE                                      | ICADE                                                              | CUSIP: 000000000<br>LEI: 969500UDH342QLTE1M42 | Long             | DBT              |  | FR        |    300000 | PA      | $318038.48    | 0.01%             | 2030-01-19      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                              | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   9200000 | PA      | $6678185.87   | 0.11%             | 2028-02-16      | Floating      | 4.94%                 | No            | 2                  | On Loan: No      |
| MERCEDES-BENZ FIN NA                       | Mercedes-Benz Finance North America LLC                            | CUSIP: 233835AQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  12500000 | PA      | $14488300.25  | 0.25%             | 2031-01-18      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| ATHENE HOLDING LTD                         | Athene Holding Ltd.                                                | CUSIP: 04686JAC5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |  38800000 | PA      | $36102516.52  | 0.62%             | 2031-01-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: —       |
| PARKER-HANNIFIN CORP                       | Parker-Hannifin Corp.                                              | CUSIP: 000000000<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4614363.64   | 0.08%             | 2030-03-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP LP                    | Simon Property Group LP                                            | CUSIP: 828807EB9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |   1000000 | PA      | $985957.88    | 0.02%             | 2031-01-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| KOMMUNALBANKEN AS                          | Kommunalbanken AS                                                  | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |   5200000 | PA      | $5205760.66   | 0.09%             | 2026-06-17      | Floating      | 4.65%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM INC                             | Amazon.com, Inc.                                                   | CUSIP: 023135DA1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |  20875000 | PA      | $20918315.63  | 0.36%             | 2029-03-13      | Floating      | 4.24%                 | No            | 2                  | On Loan: No      |
| HCA INC                                    | HCA, Inc.                                                          | CUSIP: 404119CJ6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   5608000 | PA      | $5434765.35   | 0.09%             | 2029-03-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                    | Nationwide Building Society                                        | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $5791950.88   | 0.10%             | 2030-03-03      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                                       | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  19600000 | PA      | $17825621.41  | 0.30%             | 2031-03-21      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| REVVITY INC                                | Revvity, Inc.                                                      | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    520000 | PA      | $498518.05    | 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      | $4272777.83   | 0.07%             | 2029-09-06      | Fixed         | 0.40%                 | No            | 2                  | On Loan: No      |
| AKZO NOBEL NV                              | Akzo Nobel NV                                                      | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | DBT              | CORP              | NL        |   5000000 | PA      | $5457959.75   | 0.09%             | 2030-04-14      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                    | Autostrade per l'Italia SpA                                        | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |   3830000 | PA      | $4269870.75   | 0.07%             | 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      | $9983406.75   | 0.17%             | 2029-03-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                              | CUSIP: 89115KAM2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $495916.93    | 0.01%             | 2031-01-13      | Fixed         | 4.41%                 | No            | 2                  | On Loan: No      |
| AMADEUS IT GROUP SA                        | Amadeus IT Group SA                                                | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | DBT              | CORP              | ES        |   5300000 | PA      | $6177546.70   | 0.11%             | 2030-03-25      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| 3M COMPANY                                 | 3M Co.                                                             | CUSIP: 000000000<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   9880000 | PA      | $10869982.04  | 0.19%             | 2030-05-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| BMW US CAPITAL LLC                         | BMW U.S. Capital LLC                                               | CUSIP: 05565EDH5<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5468774.52   | 0.09%             | 2031-03-19      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                           | Bank of Montreal                                                   | CUSIP: 06368LNU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   6000000 | PA      | $6005520.00   | 0.10%             | 2026-06-05      | Floating      | 4.99%                 | No            | 2                  | On Loan: No      |
| NTT FINANCE CORP                           | NTT Finance Corp.                                                  | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   4045000 | PA      | $4073287.53   | 0.07%             | 2030-07-16      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATL INFO SERV                    | Fidelity National Information Services, Inc.                       | CUSIP: 31620MCE4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2486639.60   | 0.04%             | 2031-03-10      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                   | Toyota Motor Credit Corp.                                          | CUSIP: 89236TLL7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403998.34    | 0.01%             | 2029-01-05      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| NATIONAL RURAL UTIL COOP                   | National Rural Utilities Cooperative Finance Corp.                 | CUSIP: 63743HGC0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495270.43    | 0.01%             | 2030-12-10      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| ARCELORMITTAL SA                           | ArcelorMittal SA                                                   | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   8920000 | PA      | $10427542.85  | 0.18%             | 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      | $3998903.12   | 0.07%             | 2026-09-10      | Floating      | 4.24%                 | No            | 2                  | On Loan: No      |
| AVALONBAY COMMUNITIES                      | AvalonBay Communities, Inc.                                        | CUSIP: 05348EAX7<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |   1107000 | PA      | $1106661.38   | 0.02%             | 2026-05-11      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                            | Nordea Bank Abp                                                    | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |  10000000 | PA      | $9999964.50   | 0.17%             | 2030-08-28      | Floating      | 4.49%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                     | CUSIP: 2027A0LB3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   5000000 | PA      | $5011950.00   | 0.09%             | 2029-03-27      | Floating      | 4.29%                 | No            | 2                  | On Loan: No      |
| VOLVO TREASURY AB                          | Volvo Treasury AB                                                  | CUSIP: 000000000<br>LEI: 549300PD69T87IGZG395 | Long             | DBT              | CORP              | SE        |   2000000 | PA      | $2318253.63   | 0.04%             | 2030-05-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CNH Industrial Finance Europe SA           | CNH Industrial Finance Europe SA                                   | CUSIP: 000000000<br>LEI: 5493007GVB1I2FDSS786 | Long             | DBT              | CORP              | LU        |    690000 | PA      | $766403.97    | 0.01%             | 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      | $769936.50    | 0.01%             | 2029-06-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| SWEDBANK AB                                | Swedbank AB                                                        | CUSIP: 87019DAD9<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   8900000 | PA      | $8955865.30   | 0.15%             | 2031-03-30      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Societe Generale SA                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1500000 | PA      | $1683247.68   | 0.03%             | 2029-03-22      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| MACQUARIE BANK LTD                         | Macquarie Bank Ltd.                                                | CUSIP: 55608PCA0<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   2600000 | PA      | $2598218.71   | 0.04%             | 2028-02-03      | Floating      | 4.15%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                      | Deutsche Lufthansa AG                                              | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |   3300000 | PA      | $3861856.60   | 0.07%             | 2029-07-14      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| EQUIFAX INC                                | Equifax, Inc.                                                      | CUSIP: 294429AL9<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |   5517000 | PA      | $5509981.93   | 0.09%             | 2026-06-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| CHEVRON USA INC                            | Chevron USA, Inc.                                                  | CUSIP: 166756BN5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |  26472000 | PA      | $26756759.30  | 0.46%             | 2030-10-15      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| Credit Mutuel Arkea SA                     | Credit Mutuel Arkea SA                                             | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |  10100000 | PA      | $11138672.36  | 0.19%             | 2029-05-23      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| VIDEOTRON LTD                              | Videotron Ltd.                                                     | CUSIP: 92660FAR5<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |   3500000 | PA      | $2645941.77   | 0.05%             | 2029-07-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| AVIATION CAPITAL GROUP                     | Aviation Capital Group LLC                                         | CUSIP: 000000000<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1986311.76   | 0.03%             | 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      | $203605.01    | 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      | $12658146.43  | 0.22%             | 2030-01-13      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                | Oracle Corp.                                                       | CUSIP: 68389XCX1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5622000 | PA      | $5519463.66   | 0.09%             | 2028-08-03      | Floating      | 4.43%                 | No            | 2                  | On Loan: No      |
| AKER BP ASA                                | Aker BP ASA                                                        | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   4400000 | PA      | $4240204.14   | 0.07%             | 2030-01-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| ILLUMINA INC                               | Illumina, Inc.                                                     | CUSIP: 452327AM1<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   2575000 | PA      | $2319660.94   | 0.04%             | 2031-03-23      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| FIRST AMERICAN FINANCIAL                   | First American Financial Corp.                                     | CUSIP: 31847RAG7<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |  19000000 | PA      | $18218460.27  | 0.31%             | 2030-05-15      | Fixed         | 4.00%                 | 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      | $195879.69    | 0.00%             | 2029-05-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                   | Element Fleet Management Corp.                                     | CUSIP: 286181AR3<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |  10360000 | PA      | $10282309.43  | 0.18%             | 2030-11-24      | Fixed         | 4.64%                 | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                             | Home Depot, Inc.                                                   | CUSIP: 437076CZ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    849000 | PA      | $850619.08    | 0.01%             | 2026-06-25      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| KFW                                        | Kreditanstalt fuer Wiederaufbau                                    | CUSIP: 500769JZ8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |  10835000 | PA      | $10857152.37  | 0.18%             | 2026-08-07      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK                     | Canadian Imperial Bank of Commerce                                 | CUSIP: 13608JAA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $818262.58    | 0.01%             | 2029-04-08      | Fixed         | 5.26%                 | No            | 2                  | On Loan: No      |
| EUROFINS SCIENTIFIC SE                     | Eurofins Scientific SE                                             | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | DBT              | CORP              | LU        |   6030000 | PA      | $7354309.85   | 0.13%             | 2030-09-06      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| AMERICAN NATIONAL GROUP                    | American National Group, Inc.                                      | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |  12345000 | PA      | $12509743.78  | 0.21%             | 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      | $7217983.41   | 0.12%             | 2026-07-17      | Floating      | 4.73%                 | No            | 2                  | On Loan: No      |
| AMDOCS LTD                                 | Amdocs Ltd.                                                        | CUSIP: 02342TAE9<br>LEI: 549300HQV672RJ7RQV66 | Long             | DBT              | CORP              | GG        |   4400000 | PA      | $3990729.69   | 0.07%             | 2030-06-15      | Fixed         | 2.54%                 | No            | 2                  | On Loan: No      |
| KEURIG DR PEPPER INC                       | Keurig Dr. Pepper, Inc.                                            | CUSIP: 49271VAS9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |  15443000 | PA      | $15460343.88  | 0.26%             | 2027-03-15      | Floating      | 4.53%                 | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold EUR                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-197931.47   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LINCOLN NATIONAL CORP                      | Lincoln National Corp.                                             | CUSIP: 534187BK4<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2804984.37   | 0.05%             | 2031-01-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: —       |
| LAS VEGAS SANDS CORP                       | Las Vegas Sands Corp.                                              | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2268349.47   | 0.04%             | 2030-06-14      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| SYNCHRONY FINANCIAL                        | Synchrony Financial                                                | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $5313041.71   | 0.09%             | 2029-03-19      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| PERNOD RICARD SA                           | Pernod Ricard SA                                                   | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |   1600000 | PA      | $1689351.76   | 0.03%             | 2029-10-04      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                           | Bank of Montreal                                                   | CUSIP: 06368LC61<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   6300000 | PA      | $6332839.00   | 0.11%             | 2026-12-11      | Floating      | 4.81%                 | No            | 2                  | On Loan: No      |
| ADVENTIST HEALTH SYS/W                     | Adventist Health System                                            | CUSIP: 007944AN1<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |  12400000 | PA      | $12252693.08  | 0.21%             | 2030-12-01      | Fixed         | 4.74%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                       | CUSIP: 632525CC3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   4017000 | PA      | $4048352.69   | 0.07%             | 2030-01-14      | Floating      | 4.45%                 | No            | 2                  | On Loan: No      |
| GlaxoSmithKline Capital PLC                | GlaxoSmithKline Capital PLC                                        | CUSIP: 000000000<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |    720000 | PA      | $798318.93    | 0.01%             | 2029-09-12      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                       | Edison International                                               | CUSIP: 281020BD8<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244032.88    | 0.00%             | 2031-03-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                   | Sumitomo Mitsui Trust Bank Ltd.                                    | CUSIP: 86563VCC1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   2550000 | PA      | $2555923.50   | 0.04%             | 2028-09-11      | Floating      | 4.41%                 | No            | 2                  | On Loan: —       |
| DANAHER CORP                               | Danaher Corp.                                                      | CUSIP: 000000000<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |   6800000 | PA      | $7758797.67   | 0.13%             | 2030-03-30      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Castellum Helsinki Finance Holding Abp     | Castellum Helsinki Finance Holding Abp                             | CUSIP: 000000000<br>LEI: 743700WAF2AHZ4LRAR98 | Long             | DBT              | CORP              | FI        |   2920000 | PA      | $3202977.01   | 0.05%             | 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      | $8245688.19   | 0.14%             | 2028-02-16      | Floating      | 4.73%                 | No            | 2                  | On Loan: No      |
| SAGAX AB                                   | Sagax AB                                                           | CUSIP: 000000000<br>LEI: 549300LJX28T6OM8DT95 | Long             | DBT              | CORP              | SE        |    583000 | PA      | $666547.84    | 0.01%             | 2031-01-26      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| TRATON FINANCE LUX SA                      | Traton Finance Luxembourg SA                                       | CUSIP: 000000000<br>LEI: 529900BRKIE6LKIEXD84 | Long             | DBT              | CORP              | LU        |  10400000 | PA      | $12224828.86  | 0.21%             | 2030-03-27      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                   | Penske Truck Leasing Co. LP/PTL Finance Corp.                      | CUSIP: 709599CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1652716.41   | 0.03%             | 2030-02-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| MERCEDES-BENZ FIN NA                       | Mercedes-Benz Finance North America LLC                            | CUSIP: 58769JBK2<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4500659.57   | 0.08%             | 2028-03-10      | Floating      | 4.36%                 | No            | 2                  | On Loan: No      |
| AMCO SPA                                   | AMCO - Asset Management Co. SpA                                    | CUSIP: 000000000<br>LEI: 815600188E751D28E867 | Long             | DBT              | CORP              | IT        |   5000000 | PA      | $5828012.79   | 0.10%             | 2030-04-02      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                   | Enterprise Products Operating LLC                                  | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |  10200000 | PA      | $10216854.99  | 0.17%             | 2031-01-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| NEW ZEALAND GOVERNMENT                     | New Zealand Government Bonds                                       | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        | 272000000 | PA      | $163237310.83 | 2.78%             | 2030-05-15      | Fixed         | 4.50%                 | 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      | $16019728.96  | 0.27%             | 2027-01-12      | Floating      | 4.02%                 | No            | 2                  | On Loan: No      |
| FRESENIUS MEDICAL CARE A                   | Fresenius Medical Care AG                                          | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | DBT              | CORP              | DE        |   2019000 | PA      | $2196315.61   | 0.04%             | 2030-05-29      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| EVERSOURCE ENERGY                          | Eversource Energy                                                  | CUSIP: 30040WAF5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496042.74    | 0.01%             | 2029-04-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                    | GlaxoSmithKline Capital PLC                                        | CUSIP: 000000000<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $3321422.72   | 0.06%             | 2030-05-21      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| FISERV INC                                 | Fiserv, Inc.                                                       | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6371381.25   | 0.11%             | 2031-02-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| JERSEY CENTRAL PWR & LT                    | Jersey Central Power & Light Co.                                   | CUSIP: 476556DG7<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   7750000 | PA      | $7650578.82   | 0.13%             | 2031-01-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| VAR ENERGI ASA                             | Var Energi ASA                                                     | CUSIP: 92212WAF7<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   1640000 | PA      | $1693863.23   | 0.03%             | 2030-05-22      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Autoroutes du Sud de la France SA          | Autoroutes du Sud de la France SA                                  | CUSIP: 000000000<br>LEI: 213800U12KWYZEECZ934 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $2140437.44   | 0.04%             | 2031-02-21      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| MAGNA INTERNATIONAL INC                    | Magna International, Inc.                                          | CUSIP: 559222AV6<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |   6300000 | PA      | $5798057.01   | 0.10%             | 2030-06-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LP                       | Boston Properties LP                                               | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |  10200000 | PA      | $9429653.87   | 0.16%             | 2031-01-30      | Fixed         | 3.25%                 | No            | 2                  | On Loan: —       |
| EUROFINS SCIENTIFIC SE                     | Eurofins Scientific SE                                             | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | DBT              | CORP              | LU        |   6745000 | PA      | $8030912.89   | 0.14%             | 2029-07-06      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Albemarle New Holding GmbH                 | Albemarle New Holding GmbH                                         | CUSIP: 000000000<br>LEI: 549300SIM4N1U1700V02 | Long             | DBT              | CORP              | DE        |   2000000 | PA      | $2261809.86   | 0.04%             | 2028-11-25      | Fixed         | 1.63%                 | 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      | $8279605.85   | 0.14%             | 2028-01-13      | Floating      | 4.49%                 | No            | 2                  | On Loan: No      |
| VOLVO TREASURY AB                          | Volvo Treasury AB                                                  | CUSIP: 000000000<br>LEI: 549300PD69T87IGZG395 | Long             | DBT              | CORP              | SE        |    800000 | PA      | $937811.80    | 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      | $5610106.94   | 0.10%             | 2027-04-28      | Floating      | 4.08%                 | 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      | $36094.26     | 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      | $20078004.80  | 0.34%             | 2027-07-16      | Floating      | 4.34%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                | CUSIP: 91282CMX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10010858.50  | 0.17%             | 2027-04-30      | Floating      | 3.78%                 | No            | 2                  | On Loan: No      |
| CATERPILLAR FINL SERVICE                   | Caterpillar Financial Services Corp.                               | CUSIP: 14913UBE9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5001126.55   | 0.09%             | 2028-11-14      | Floating      | 4.24%                 | No            | 2                  | On Loan: No      |
| Sanofi SA                                  | Sanofi SA                                                          | CUSIP: 8010M3JH4<br>LEI: 549300E9PC51EN656011 | Long             | STIV             | CORP              | FR        |  18000000 | PA      | $17742166.20  | 0.30%             | 2026-09-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| RICHEMONT INTERNATIONAL                    | Richemont International Holding SA                                 | CUSIP: 000000000<br>LEI: 549300V9893NUQX6X069 | Long             | DBT              | CORP              | LU        |    440000 | PA      | $483832.14    | 0.01%             | 2030-03-26      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                  | Goldman Sachs Group, Inc.                                          | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4527000 | PA      | $5043240.20   | 0.09%             | 2029-02-07      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| NATWEST MARKETS PLC                        | NatWest Markets PLC                                                | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |  21908000 | PA      | $25519848.55  | 0.43%             | 2030-01-10      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                       | CUSIP: 632525CL3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   3600000 | PA      | $3611054.45   | 0.06%             | 2028-06-13      | Floating      | 4.31%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                         | CUSIP: 05252ADM0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  24947000 | PA      | $25033855.48  | 0.43%             | 2027-09-30      | Floating      | 4.31%                 | No            | 2                  | On Loan: No      |
| GILEAD SCIENCES INC                        | Gilead Sciences, Inc.                                              | CUSIP: 375558CB7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406691.18    | 0.01%             | 2029-11-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                     | CUSIP: 2027A0KY4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   8860000 | PA      | $8924277.71   | 0.15%             | 2030-03-14      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| DBS GROUP HOLDINGS LTD                     | DBS Group Holdings Ltd.                                            | CUSIP: 24023KAM0<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |  54500000 | PA      | $54670884.21  | 0.93%             | 2028-03-21      | Floating      | 4.26%                 | No            | 2                  | On Loan: No      |
| NYKREDIT REALKREDIT A/S                    | Nykredit Realkredit AS                                             | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |   7735000 | PA      | $9190564.29   | 0.16%             | 2029-07-09      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| OMERS Finance Trust                        | OMERS Finance Trust                                                | CUSIP: 68217YEL1<br>LEI: 529900M039WCPES03P17 | Long             | STIV             | CORP              | CA        |   7500000 | PA      | $7484316.75   | 0.13%             | 2026-05-20      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold NZD                                           | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-34003.83    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GLP CAPITAL LP / FIN II                    | GLP Capital LP/GLP Financing II, Inc.                              | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              |  | US        |   3000000 | PA      | $2843507.40   | 0.05%             | 2031-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| EPR PROPERTIES                             | EPR Properties                                                     | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   4400000 | PA      | $4234711.67   | 0.07%             | 2029-08-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| BANQUE FED CRED MUTUEL                     | Banque Federative du Credit Mutuel SA                              | CUSIP: 06675DCQ3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   6649000 | PA      | $6683614.69   | 0.11%             | 2028-10-16      | Floating      | 4.64%                 | No            | 2                  | On Loan: No      |
| CDW LLC/CDW FINANCE                        | CDW LLC/CDW Finance Corp.                                          | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4713743.36   | 0.08%             | 2030-03-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| EPR PROPERTIES                             | EPR Properties                                                     | CUSIP: 26884UAH2<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   8680000 | PA      | $8530109.77   | 0.15%             | 2030-11-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| JABIL INC                                  | Jabil, Inc.                                                        | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   6700000 | PA      | $6182134.82   | 0.11%             | 2031-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CATERPILLAR FINL SERVICE                   | Caterpillar Financial Services Corp.                               | CUSIP: 14913UBC3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8029920.00   | 0.14%             | 2028-08-15      | Floating      | 4.30%                 | No            | 2                  | On Loan: No      |
| FIRMENICH PRODUCTIONS                      | Firmenich Productions Participations SAS                           | CUSIP: 000000000<br>LEI: 635400DX7HXMEAP36T24 | Long             | DBT              | CORP              | FR        |   1190000 | PA      | $1314026.92   | 0.02%             | 2030-04-30      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                  | Boeing Co.                                                         | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    600000 | PA      | $567033.57    | 0.01%             | 2030-02-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                                 | CUSIP: 37046UED9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | STIV             | CORP              | US        |   6000000 | PA      | $5991474.60   | 0.10%             | 2026-05-13      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-531199.37   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                              | RCI Banque SA                                                      | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |  15640000 | PA      | $19062611.52  | 0.32%             | 2029-10-02      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| PROGRESSIVE CORP                           | Progressive Corp.                                                  | CUSIP: 743315BC6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |   8700000 | PA      | $8730588.77   | 0.15%             | 2031-03-26      | Fixed         | 4.60%                 | No            | 2                  | On Loan: —       |
| MANPOWERGROUP                              | ManpowerGroup, Inc.                                                | CUSIP: 000000000<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | DBT              | CORP              | US        |    900000 | PA      | $1036869.42   | 0.02%             | 2030-12-13      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                   | Toyota Motor Credit Corp.                                          | CUSIP: 89236TLZ6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1025254.15   | 0.02%             | 2031-03-21      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                            | Citigroup, Inc.                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $4215733.90   | 0.07%             | 2029-04-10      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                                  | CUSIP: 718172DS5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10031970.00  | 0.17%             | 2028-04-28      | Floating      | 4.48%                 | No            | 2                  | On Loan: No      |
| DIGITAL DUTCH FINCO BV                     | Digital Dutch Finco BV                                             | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |   1280000 | PA      | $1341676.46   | 0.02%             | 2031-02-01      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                                 | CUSIP: 37045XFF8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1704676.97   | 0.03%             | 2028-04-04      | Floating      | 4.82%                 | No            | 2                  | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                   | Brookfield Asset Management Ltd.                                   | CUSIP: 113004AB1<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |  13500000 | PA      | $13380813.63  | 0.23%             | 2030-11-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| FISERV INC                                 | Fiserv, Inc.                                                       | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $4208375.96   | 0.07%             | 2030-06-01      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| BAE SYSTEMS PLC                            | BAE Systems PLC                                                    | CUSIP: 05523RAF4<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   2200000 | PA      | $1947168.56   | 0.03%             | 2031-02-15      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| CARGILL INC                                | Cargill, Inc.                                                      | CUSIP: 000000000<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $3345901.63   | 0.06%             | 2030-04-24      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BANQUE FED CRED MUTUEL                     | Banque Federative du Credit Mutuel SA                              | CUSIP: 06675DCH3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   8670000 | PA      | $8711349.66   | 0.15%             | 2027-01-23      | Floating      | 4.78%                 | No            | 2                  | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau            | Kreditanstalt fuer Wiederaufbau                                    | CUSIP: 48246UGL4<br>LEI: 549300GDPG70E3MBBU98 | Long             | STIV             | CORP              | DE        |  15000000 | PA      | $14875800.00  | 0.25%             | 2026-07-20      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| STEDIN HOLDING NV                          | Stedin Holding NV                                                  | CUSIP: 000000000<br>LEI: 724500R5IP6TFKTNRU48 | Long             | DBT              | CORP              | NL        |   3500000 | PA      | $3962362.70   | 0.07%             | 2030-06-03      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| CHEVRON USA INC                            | Chevron USA, Inc.                                                  | CUSIP: 166756BC9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3106031.02   | 0.05%             | 2028-02-26      | Floating      | 4.13%                 | No            | 2                  | On Loan: No      |
| CARLSBERG BREWERIES A/S                    | Carlsberg Breweries AS                                             | CUSIP: 000000000<br>LEI: 5493008YL42784DMWN61 | Long             | DBT              | CORP              | DK        |  13393000 | PA      | $15580405.86  | 0.27%             | 2029-08-28      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| JACOBS SOLUTIONS INC                       | Jacobs Solutions, Inc.                                             | CUSIP: 46982LAA6<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |  13500000 | PA      | $13360067.91  | 0.23%             | 2031-03-03      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                  | Boeing Co.                                                         | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $386080.95    | 0.01%             | 2029-03-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| NYKREDIT REALKREDIT A/S                    | Nykredit Realkredit AS                                             | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |   5400000 | PA      | $6338082.10   | 0.11%             | 2030-07-24      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP                   | Citizens Financial Group, Inc.                                     | CUSIP: 174610AS4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   3960000 | PA      | $3643501.24   | 0.06%             | 2030-02-06      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CATERPILLAR FINL SERVICE                   | Caterpillar Financial Services Corp.                               | CUSIP: 14913UBK5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |  22500000 | PA      | $22475730.15  | 0.38%             | 2029-02-23      | Floating      | 4.15%                 | No            | 2                  | On Loan: No      |
| MITSUBISHI HC FIN AMER                     | Mitsubishi HC Finance America LLC                                  | CUSIP: 000000000<br>LEI: 3538008O2MCHLB9FAL82 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1822117.10   | 0.03%             | 2031-01-14      | Fixed         | 4.56%                 | No            | 2                  | On Loan: No      |
| CK HUTCHISON EUROPE                        | CK Hutchison Europe Finance 21 Ltd.                                | CUSIP: 000000000<br>LEI: 254900UIPWFKU7480958 | Long             | DBT              | CORP              | KY        |   5400000 | PA      | $5791776.79   | 0.10%             | 2029-11-02      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY BANK NA                     | Morgan Stanley Bank NA                                             | CUSIP: 61690U7X2<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1445189.76   | 0.02%             | 2026-10-30      | Floating      | 4.81%                 | No            | 2                  | On Loan: No      |
| LANSFORSAKRINGAR BANK                      | Lansforsakringar Bank AB                                           | CUSIP: 000000000<br>LEI: 549300C6TUMDXNOVXS82 | Long             | DBT              | CORP              | SE        |   9016000 | PA      | $10556226.51  | 0.18%             | 2030-01-22      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold GBP                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $5160.50      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DXC TECHNOLOGY CO                          | DXC Technology Co.                                                 | CUSIP: 23355LAL0<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |   1509000 | PA      | $1493618.14   | 0.03%             | 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      | $8525963.41   | 0.15%             | 2029-06-26      | Fixed         | 1.64%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                 | Intel Corp.                                                        | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3167771.98   | 0.05%             | 2029-11-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| PHILLIPS 66                                | Phillips 66 Co.                                                    | CUSIP: 718547AK8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    300000 | PA      | $286167.29    | 0.00%             | 2029-12-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| ABERTIS FRANCE SAS                         | Abertis France SAS                                                 | CUSIP: 000000000<br>LEI: 9695004S3RCE0Q5V8G28 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $440995.96    | 0.01%             | 2029-09-18      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| ALLSTATE CORP                              | Allstate Corp.                                                     | CUSIP: 020002BL4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305641.04    | 0.01%             | 2029-06-24      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| ATHENE HOLDING LTD                         | Athene Holding Ltd.                                                | CUSIP: 04686JAB7<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3306418.94   | 0.06%             | 2030-04-03      | Fixed         | 6.15%                 | No            | 2                  | On Loan: —       |
| INTL FINANCE CORP                          | International Finance Corp.                                        | CUSIP: 45950KDL1<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |   8090000 | PA      | $8111656.28   | 0.14%             | 2029-08-28      | Floating      | 4.02%                 | No            | 2                  | On Loan: —       |
| REALTY INCOME CORP                         | Realty Income Corp.                                                | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |   3000000 | PA      | $3691922.90   | 0.06%             | 2030-07-06      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| DELL BANK INTERNATIONAL                    | Dell Bank International DAC                                        | CUSIP: 000000000<br>LEI: 9P9HXM53DT5S724JQ665 | Long             | DBT              | CORP              | IE        |   5490000 | PA      | $6480455.11   | 0.11%             | 2029-06-24      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| HAMBURG COMMERCIAL BANK                    | Hamburg Commercial Bank AG                                         | CUSIP: 000000000<br>LEI: TUKDD90GPC79G1KOE162 | Long             | DBT              | CORP              | DE        |  11164000 | PA      | $13066278.42  | 0.22%             | 2030-01-31      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ELIS SA                                    | Elis SA                                                            | CUSIP: 000000000<br>LEI: 969500UX71LCE8MAY492 | Long             | DBT              | CORP              | FR        |   4200000 | PA      | $4950486.69   | 0.08%             | 2030-03-21      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| BP CAPITAL MARKETS BV                      | BP Capital Markets BV                                              | CUSIP: 000000000<br>LEI: 7245003VD7E4T30HJD24 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $2392455.66   | 0.04%             | 2030-05-12      | Fixed         | 3.77%                 | No            | 2                  | On Loan: No      |
| OP CORPORATE BANK PLC                      | OP Corporate Bank PLC                                              | CUSIP: 000000000<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |   8860000 | PA      | $9429790.19   | 0.16%             | 2029-11-12      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| EAST OHIO GAS CO/THE                       | East Ohio Gas Co.                                                  | CUSIP: 27409LAC7<br>LEI: BC95Y6MXLT75BGO7UM71 | Long             | DBT              | CORP              | US        |   3623000 | PA      | $3259905.08   | 0.06%             | 2030-06-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $343.89       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FERGUSON ENTERPRISES INC                   | Ferguson Enterprises, Inc.                                         | CUSIP: 31488VAB3<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4924705.15   | 0.08%             | 2031-03-15      | Fixed         | 4.35%                 | 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      | $202978.43    | 0.00%             | 2029-07-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings, Inc.                              | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   6346000 | PA      | $5790122.26   | 0.10%             | 2030-06-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| VIER GAS TRANSPORT GMBH                    | Vier Gas Transport GmbH                                            | CUSIP: 000000000<br>LEI: 529900AGED6PJE9AVL37 | Long             | DBT              | CORP              | DE        |   4300000 | PA      | $4538177.09   | 0.08%             | 2029-09-10      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| Daimler Truck International Finance BV     | Daimler Truck International Finance BV                             | CUSIP: 000000000<br>LEI: 724500G15MVL6UCWXF95 | Long             | DBT              | CORP              | NL        |   1200000 | PA      | $1431330.86   | 0.02%             | 2029-06-19      | Fixed         | 3.88%                 | 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      | $3214071.10   | 0.05%             | 2029-01-21      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| NATWEST MARKETS PLC                        | NatWest Markets PLC                                                | CUSIP: 63906YAN8<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   6500000 | PA      | $6530952.48   | 0.11%             | 2028-03-21      | Floating      | 4.60%                 | No            | 2                  | On Loan: —       |
| MID-AMERICA APARTMENTS                     | Mid-America Apartments LP                                          | CUSIP: 59523UAS6<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |   1038000 | PA      | $910077.77    | 0.02%             | 2031-02-15      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| NATL GAS TRANSMISSION                      | National Gas Transmission PLC                                      | CUSIP: 000000000<br>LEI: FPCHGTHKVH9ZWXS7S453 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $902670.80    | 0.02%             | 2030-04-05      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| GELF BOND ISSUER I SA                      | GELF Bond Issuer I SA                                              | CUSIP: 000000000<br>LEI: 213800L6LMHEP8TLAY43 | Long             | DBT              |  | LU        |   8718000 | PA      | $9444933.80   | 0.16%             | 2029-07-18      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| SANTANDER UK PLC                           | Santander U.K. PLC                                                 | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |  12900000 | PA      | $15112125.70  | 0.26%             | 2030-03-25      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold EUR                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-21782.58    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group, Inc.                              | CUSIP: 86562MEH9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   6735000 | PA      | $6717095.81   | 0.11%             | 2029-01-15      | Floating      | 4.42%                 | No            | 2                  | On Loan: No      |
| CARDINAL HEALTH INC                        | Cardinal Health, Inc.                                              | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1461236.46   | 0.02%             | 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      | $202832.94    | 0.00%             | 2029-09-25      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold EUR                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $23270.43     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                    | Nationwide Building Society                                        | CUSIP: 63859VBH3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    782000 | PA      | $773009.36    | 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      | $546838.81    | 0.01%             | 2030-01-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| MIZUHO FINANCIAL GROUP                     | Mizuho Financial Group, Inc.                                       | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    700000 | PA      | $857848.18    | 0.01%             | 2030-08-28      | Fixed         | 4.61%                 | No            | 2                  | On Loan: No      |
| STEDIN HOLDING NV                          | Stedin Holding NV                                                  | CUSIP: 000000000<br>LEI: 724500R5IP6TFKTNRU48 | Long             | DBT              | CORP              | NL        |   2950000 | PA      | $3153506.21   | 0.05%             | 2029-11-14      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                                    | CUSIP: 4581X0EQ7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |  17000000 | PA      | $17063679.11  | 0.29%             | 2029-08-01      | Floating      | 4.02%                 | No            | 2                  | On Loan: No      |
| EXPERIAN FINANCE PLC                       | Experian Finance PLC                                               | CUSIP: 30217AAC7<br>LEI: 635400RKRK5EGXSPC782 | Long             | DBT              | CORP              | GB        |   6300000 | PA      | $5894294.18   | 0.10%             | 2030-03-08      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| PVH CORP                                   | PVH Corp.                                                          | CUSIP: 693656AE0<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |   9100000 | PA      | $9228535.50   | 0.16%             | 2030-06-13      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CELLNEX TELECOM SA                         | Cellnex Telecom SA                                                 | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |   3500000 | PA      | $3924465.31   | 0.07%             | 2029-06-26      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| JDE PEET'S NV                              | JDE Peet's NV                                                      | CUSIP: 000000000<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |   3850000 | PA      | $4582579.80   | 0.08%             | 2030-01-23      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| DSV FINANCE BV                             | DSV Finance BV                                                     | CUSIP: 000000000<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $2331896.09   | 0.04%             | 2030-11-06      | Fixed         | 3.25%                 | 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      | $-1196517.84  | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                                       | CUSIP: 02665WEH0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496097.14    | 0.01%             | 2030-04-17      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| TEREGA SA                                  | Terega SA                                                          | CUSIP: 000000000<br>LEI: 969500Y0L922VYT3UI51 | Long             | DBT              | CORP              | FR        |   3500000 | PA      | $3651795.64   | 0.06%             | 2030-09-17      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| KFW                                        | Kreditanstalt fuer Wiederaufbau                                    | CUSIP: 48246UGT7<br>LEI: 549300GDPG70E3MBBU98 | Long             | STIV             | CORP              | GE        |  20000000 | PA      | $19820088.00  | 0.34%             | 2026-07-27      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| HARLEY-DAVIDSON FINL SER                   | Harley-Davidson Financial Services, Inc.                           | CUSIP: 000000000<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1168969.63   | 0.02%             | 2030-03-12      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ILLUMINA INC                               | Illumina, Inc.                                                     | CUSIP: 452327AR0<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   4735000 | PA      | $4712733.95   | 0.08%             | 2030-12-12      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ACCIONA ENERGIA FINANCIA                   | Acciona Energia Financiacion Filiales SA                           | CUSIP: 000000000<br>LEI: 254900CO48EPLIMJDK17 | Long             | DBT              | CORP              | ES        |   5800000 | PA      | $6814031.37   | 0.12%             | 2030-04-25      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Societe Generale SA                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   4100000 | PA      | $4419043.16   | 0.08%             | 2029-09-24      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| WERFEN SA/SPAIN                            | Werfen SA                                                          | CUSIP: 000000000<br>LEI: 9598003BHZ02SG7LKD16 | Long             | DBT              | CORP              | ES        |   6500000 | PA      | $7787358.90   | 0.13%             | 2030-05-03      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                    | Nationwide Building Society                                        | CUSIP: 63861VAP2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $4941833.95   | 0.08%             | 2030-09-30      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-574.72      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NEDER WATERSCHAPSBANK                      | Nederlandse Waterschapsbank NV                                     | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |   3700000 | PA      | $2613656.02   | 0.04%             | 2027-07-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORP                    | John Deere Capital Corp.                                           | CUSIP: 24422EYJ2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   8425000 | PA      | $8426367.97   | 0.14%             | 2029-03-09      | Floating      | 4.21%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                         | Banco Santander SA                                                 | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  15100000 | PA      | $17979698.30  | 0.31%             | 2029-04-22      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold GBP                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-6644.43     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                        | Bank of Nova Scotia                                                | CUSIP: 06418GAK3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $412261.42    | 0.01%             | 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      | $60925246.78  | 1.04%             | 2027-10-04      | Floating      | 4.00%                 | No            | 2                  | On Loan: No      |
| BLACK HILLS CORP                           | Black Hills Corp.                                                  | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |  12943000 | PA      | $12817350.52  | 0.22%             | 2031-01-31      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| BRITISH COLUMBIA PROV OF                   | Province of British Columbia                                       | CUSIP: 110709AH5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |  17200000 | PA      | $17089648.07  | 0.29%             | 2026-07-20      | Fixed         | 0.90%                 | 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      | $14262376.77  | 0.24%             | 2027-05-08      | Floating      | 5.02%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $2488.56      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GEORGIA POWER CO                           | Georgia Power Co.                                                  | CUSIP: 373334KL4<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    400000 | PA      | $378840.30    | 0.01%             | 2029-09-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                     | CUSIP: 2027A1KZ9<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |  22641000 | PA      | $22771955.54  | 0.39%             | 2030-10-01      | Floating      | 4.44%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE NA                             | Capital One NA                                                     | CUSIP: 25466AAR2<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7032898.43   | 0.12%             | 2030-02-06      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| BAYER US FINANCE LLC                       | Bayer U.S. Finance LLC                                             | CUSIP: 07274EAK9<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    623000 | PA      | $656934.34    | 0.01%             | 2030-11-21      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| PERNOD RICARD SA                           | Pernod Ricard SA                                                   | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |   1800000 | PA      | $1984922.29   | 0.03%             | 2030-04-08      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| EATON CAPITAL ULC                          | Eaton Capital ULC                                                  | CUSIP: 000000000<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |   1555000 | PA      | $1652280.82   | 0.03%             | 2030-03-08      | Fixed         | 0.58%                 | No            | 2                  | On Loan: No      |
| ILLINOIS TOOL WORKS INC                    | Illinois Tool Works, Inc.                                          | CUSIP: 000000000<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1234153.97   | 0.02%             | 2030-05-22      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP LP                    | Simon Property Group LP                                            | CUSIP: 828807DM6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |   5000000 | PA      | $4499078.00   | 0.08%             | 2031-02-01      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| Nordea Bank Abp                            | Nordea Bank Abp                                                    | CUSIP: 65558KF90<br>LEI: 529900ODI3047E2LIV03 | Long             | STIV             | CORP              | FI        |  18000000 | PA      | $17924916.60  | 0.31%             | 2026-06-09      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| AMPHENOL CORP                              | Amphenol Corp.                                                     | CUSIP: 032095AV3<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   8893000 | PA      | $8883188.98   | 0.15%             | 2027-11-15      | Floating      | 4.19%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                     | CUSIP: 2027A0KZ1<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |  13300000 | PA      | $13376927.20  | 0.23%             | 2030-10-01      | Floating      | 4.44%                 | No            | 2                  | On Loan: No      |
| SHELL FINANCE US INC                       | Shell Finance U.S., Inc.                                           | CUSIP: 822905AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  52000000 | PA      | $52165586.20  | 0.89%             | 2030-11-06      | Floating      | 4.45%                 | 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      | $192307.56    | 0.00%             | 2029-11-07      | Fixed         | 3.14%                 | No            | 2                  | On Loan: No      |
| SECURITAS TREASURY IRELA                   | Securitas Treasury Ireland DAC                                     | CUSIP: 000000000<br>LEI: 635400BJYMDVAXBPJ960 | Long             | DBT              | CORP              | IE        |  12577000 | PA      | $14961896.74  | 0.25%             | 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      | $7437486.29   | 0.13%             | 2030-01-21      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                   | Sumitomo Mitsui Trust Bank Ltd.                                    | CUSIP: 86563VCH0<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   4000000 | PA      | $4000652.56   | 0.07%             | 2029-03-05      | Floating      | 4.37%                 | No            | 2                  | On Loan: —       |
| Thermo Fisher Scientific Finance I BV      | Thermo Fisher Scientific Finance I BV                              | CUSIP: 000000000<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1055138.51   | 0.02%             | 2030-10-18      | Fixed         | 0.80%                 | No            | 2                  | On Loan: No      |
| The DFA Investment Trust Company           | DFA Investment Trust Co.                                           | CUSIP: 23320U405<br>LEI: 549300FSKWEXKF6YBM56 | Long             | EC               | RF                | US        |   5679000 | NS      | $65677636.09  | 1.12%             |  |  |  | No            | 2                  | On Loan: No      |
| NTT FINANCE CORP                           | NTT Finance Corp.                                                  | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   5700000 | PA      | $5987097.46   | 0.10%             | 2030-03-03      | Fixed         | 0.34%                 | No            | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                         | Royalty Pharma PLC                                                 | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   5400000 | PA      | $5492813.26   | 0.09%             | 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      | $23197775.81  | 0.40%             | 2028-02-20      | Floating      | 3.99%                 | No            | 2                  | On Loan: No      |
| BROOKFIELD FINANCE INC                     | Brookfield Finance, Inc.                                           | CUSIP: 11271LAD4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100353.44    | 0.00%             | 2029-03-29      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                           | CUSIP: 21688ABY7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   5600000 | PA      | $5618065.60   | 0.10%             | 2029-04-01      | Floating      | 4.30%                 | No            | 2                  | On Loan: No      |
| OMNICOM GROUP INC                          | Omnicom Group, Inc.                                                | CUSIP: 681919BR6<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |   8100000 | PA      | $7240740.26   | 0.12%             | 2031-03-01      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                   | Asian Infrastructure Investment Bank                               | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   6000000 | PA      | $6027085.98   | 0.10%             | 2027-08-16      | Floating      | 4.28%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                       | Royal Bank of Canada                                               | CUSIP: 78016HZU7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   3700000 | PA      | $3715725.00   | 0.06%             | 2027-01-19      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased EUR / Sold USD                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |         1 | NC      | $2806.37      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                       | Royal Bank of Canada                                               | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    890000 | PA      | $1012872.32   | 0.02%             | 2029-04-26      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-28644.07    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                           | CUSIP: 21688ABL5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1450000 | PA      | $1454183.74   | 0.02%             | 2028-01-21      | Floating      | 4.25%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                                       | CUSIP: 02665WFY2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500481.79    | 0.01%             | 2030-03-05      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| BAYER AG                                   | Bayer AG                                                           | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |  10900000 | PA      | $11760729.81  | 0.20%             | 2030-01-06      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold EUR                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-429456.54   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| SWEDBANK AB                                | Swedbank AB                                                        | CUSIP: 87019DAA5<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   5000000 | PA      | $5079293.90   | 0.09%             | 2030-05-21      | Fixed         | 5.08%                 | No            | 2                  | On Loan: —       |
| TOYOTA FINANCE AUSTRALIA                   | Toyota Finance Australia Ltd.                                      | CUSIP: 000000000<br>LEI: 3UKPTDP5PGQRH8AUK042 | Long             | DBT              | CORP              | AU        |   9800000 | PA      | $11510673.09  | 0.20%             | 2030-03-18      | Fixed         | 3.39%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                                       | CUSIP: 02665WFS5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   3154000 | PA      | $3152827.66   | 0.05%             | 2027-10-22      | Floating      | 4.37%                 | No            | 2                  | On Loan: No      |
| LAZARD GROUP LLC                           | Lazard Group LLC                                                   | CUSIP: 52107QAJ4<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398547.46    | 0.01%             | 2028-09-19      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BRIXMOR OPERATING PART                     | Brixmor Operating Partnership LP                                   | CUSIP: 11120VAC7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    948000 | PA      | $947532.30    | 0.02%             | 2026-06-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE INC                               | Enbridge, Inc.                                                     | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $124041.47    | 0.00%             | 2029-11-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| CDP FINANCIAL INC                          | CDP Financial, Inc.                                                | CUSIP: 125094AV4<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |  40400000 | PA      | $40320036.68  | 0.69%             | 2026-05-26      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| SIKA CAPITAL BV                            | Sika Capital BV                                                    | CUSIP: 000000000<br>LEI: 549300QW8B2Z3FSBS808 | Long             | DBT              | CORP              | NL        |  10070000 | PA      | $11981000.09  | 0.20%             | 2030-05-03      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                   | AT&T, Inc.                                                         | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   5080000 | PA      | $5903028.59   | 0.10%             | 2030-06-01      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| BAYER US FINANCE LLC                       | Bayer U.S. Finance LLC                                             | CUSIP: 000000000<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   7200000 | PA      | $7591643.21   | 0.13%             | 2030-11-21      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| SWEDBANK AB                                | Swedbank AB                                                        | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   3140000 | PA      | $3673991.04   | 0.06%             | 2029-09-24      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                               | Comcast Corp.                                                      | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  13156000 | PA      | $11672738.36  | 0.20%             | 2031-01-15      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                         | CUSIP: 05252ADS7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   9100000 | PA      | $9128119.55   | 0.16%             | 2028-06-18      | Floating      | 4.28%                 | No            | 2                  | On Loan: No      |
| INMOBILIARIA COLONIAL SO                   | Colonial SFL Socimi SA                                             | CUSIP: 000000000<br>LEI: 95980020140005007414 | Long             | DBT              |  | ES        |   2600000 | PA      | $3016521.83   | 0.05%             | 2030-01-22      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| BMW US CAPITAL LLC                         | BMW U.S. Capital LLC                                               | CUSIP: 05565EBS3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   7800000 | PA      | $7041163.82   | 0.12%             | 2031-04-01      | Fixed         | 2.55%                 | No            | 2                  | On Loan: —       |
| HSBC USA INC                               | HSBC USA, Inc.                                                     | CUSIP: 40428HS29<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7540793.78   | 0.13%             | 2028-06-03      | Floating      | 4.63%                 | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold EUR                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-73238.22    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                           | T-Mobile USA, Inc.                                                 | CUSIP: 87264ADL6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    156000 | PA      | $154598.34    | 0.00%             | 2029-10-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| AVALONBAY COMMUNITIES                      | AvalonBay Communities, Inc.                                        | CUSIP: 053484AH4<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |   7500000 | PA      | $7439285.40   | 0.13%             | 2030-12-01      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| MATTEL INC                                 | Mattel, Inc.                                                       | CUSIP: 577081BG6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $11028405.63  | 0.19%             | 2030-11-17      | Fixed         | 5.00%                 | No            | 2                  | On Loan: —       |
| ELEVANCE HEALTH INC                        | Elevance Health, Inc.                                              | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   7430000 | PA      | $6740970.03   | 0.11%             | 2031-03-15      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                             | BNP Paribas SA                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   3500000 | PA      | $3873694.92   | 0.07%             | 2029-05-28      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| STATNETT SF                                | Statnett SF                                                        | CUSIP: 000000000<br>LEI: 5967007LIEEXZXHAI017 | Long             | DBT              | CORP              | NO        |   5200000 | PA      | $5629248.16   | 0.10%             | 2030-04-26      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN INC                          | Kinder Morgan, Inc.                                                | CUSIP: 49456BAZ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    292000 | PA      | $297443.62    | 0.01%             | 2029-08-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| FED CAISSES DESJARDINS                     | Federation des Caisses Desjardins du Quebec                        | CUSIP: 000000000<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   1400000 | PA      | $1646904.56   | 0.03%             | 2029-09-05      | Fixed         | 3.47%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Floating Rate Notes                                  | CUSIP: 91282CPX3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 111246000 | PA      | $111254017.50 | 1.90%             | 2028-01-31      | Floating      | 3.72%                 | 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      | $4414126.24   | 0.08%             | 2029-08-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group, Inc.                                          | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5700000 | PA      | $5311339.57   | 0.09%             | 2030-02-07      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| SWEDISH EXPORT CREDIT                      | Svensk Exportkredit AB                                             | CUSIP: 01021NAG7<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |  25000000 | PA      | $25048467.25  | 0.43%             | 2029-11-21      | Floating      | 4.03%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                                 | CUSIP: 29273VBJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2279717.15   | 0.04%             | 2031-01-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| BAYER CAPITAL CORP BV                      | Bayer Capital Corp. BV                                             | CUSIP: 000000000<br>LEI: 529900KEOKKPYZLTAU90 | Long             | DBT              | CORP              | NL        |   2200000 | PA      | $2463062.08   | 0.04%             | 2029-12-15      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                    | Southern Co. Gas Capital Corp.                                     | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   4350000 | PA      | $3826079.17   | 0.07%             | 2031-01-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| BANQUE FED CRED MUTUEL                     | Banque Federative du Credit Mutuel SA                              | CUSIP: 06675DCG5<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   4850000 | PA      | $4861489.65   | 0.08%             | 2026-07-13      | Floating      | 5.05%                 | No            | 2                  | On Loan: No      |
| NATIONAL GRID NA INC                       | National Grid North America, Inc.                                  | CUSIP: 000000000<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |  10208000 | PA      | $11933865.36  | 0.20%             | 2029-11-25      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                       | Edison International                                               | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   6700000 | PA      | $6745172.74   | 0.11%             | 2029-06-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| CNO FINANCIAL GROUP INC                    | CNO Financial Group, Inc.                                          | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |  12509000 | PA      | $12565991.88  | 0.21%             | 2029-05-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| APA INFRASTRUCTURE LTD                     | APA Infrastructure Ltd.                                            | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |   6500000 | PA      | $7172045.18   | 0.12%             | 2030-07-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| GLOBAL PAYMENTS INC                        | Global Payments, Inc.                                              | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   5465000 | PA      | $5160794.87   | 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      | $11006717.81  | 0.19%             | 2028-03-20      | Floating      | 3.92%                 | No            | 2                  | On Loan: No      |
| ORIX CORP                                  | ORIX Corp.                                                         | CUSIP: 686330AV3<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |   7500000 | PA      | $7436898.98   | 0.13%             | 2030-09-09      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| RADIAN GROUP INC                           | Radian Group, Inc.                                                 | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |   5130000 | PA      | $5305949.10   | 0.09%             | 2029-05-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| REPSOL E&P CAP MARKETS                     | Repsol E&P Capital Markets U.S. LLC                                | CUSIP: 76026AAB3<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |  22900000 | PA      | $23188144.06  | 0.40%             | 2030-09-16      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK                     | Canadian Imperial Bank of Commerce                                 | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   7302000 | PA      | $8708211.26   | 0.15%             | 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      | $304234.25    | 0.01%             | 2029-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ELECTROLUX AB                              | Electrolux AB                                                      | CUSIP: 000000000<br>LEI: 549300Y3HHZB1ZGFPJ93 | Long             | DBT              | CORP              | SE        |   6500000 | PA      | $7262915.56   | 0.12%             | 2030-05-18      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                       | CUSIP: 632525CP4<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  25490000 | PA      | $25567192.64  | 0.44%             | 2031-01-13      | Floating      | 4.34%                 | No            | 2                  | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                   | New Zealand Local Government Funding Agency Bonds                  | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |  14900000 | PA      | $8180555.80   | 0.14%             | 2029-04-20      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group, Inc.                              | CUSIP: 86562MDL1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2300000 | PA      | $2322779.41   | 0.04%             | 2029-07-09      | Floating      | 4.83%                 | No            | 2                  | On Loan: No      |
| NATIONAL RURAL UTIL COOP                   | National Rural Utilities Cooperative Finance Corp.                 | CUSIP: 63743HFS6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    472000 | PA      | $483088.82    | 0.01%             | 2029-06-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| NIPPON LIFE INSURANCE                      | Nippon Life Insurance Co.                                          | CUSIP: 654579AQ4<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |  11400000 | PA      | $11406730.33  | 0.19%             | 2031-04-02      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| FORTIVE CORPORATION                        | Fortive Corp.                                                      | CUSIP: 000000000<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |  13700000 | PA      | $16220156.17  | 0.28%             | 2029-08-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| New Zealand Government Bonds               | New Zealand Government Bonds                                       | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |  15000000 | PA      | $8642379.35   | 0.15%             | 2029-04-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                              | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1182487.13   | 0.02%             | 2029-12-13      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                              | CUSIP: 89115A2X9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   9000000 | PA      | $9030857.49   | 0.15%             | 2027-04-05      | Floating      | 4.38%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings, Inc.                              | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     51000 | PA      | $48310.91     | 0.00%             | 2029-11-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| PSP Capital Inc                            | PSP Capital, Inc.                                                  | CUSIP: 69370BES7<br>LEI: 549300B456N0WEIC5249 | Long             | STIV             | CORP              | CA        |  40000000 | PA      | $39892580.00  | 0.68%             | 2026-05-26      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| DELTA AIR LINES INC                        | Delta Air Lines, Inc.                                              | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3930439.54   | 0.07%             | 2030-07-10      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                              | RCI Banque SA                                                      | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |  12005000 | PA      | $14038546.34  | 0.24%             | 2029-07-26      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| FRESENIUS MED CARE III                     | Fresenius Medical Care U.S. Finance III, Inc.                      | CUSIP: 35805BAB4<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3559167.72   | 0.06%             | 2031-02-16      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| PUBLIC STORAGE OP CO                       | Public Storage Operating Co.                                       | CUSIP: 74464AAA9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |  13400000 | PA      | $13423249.00  | 0.23%             | 2027-04-16      | Floating      | 4.35%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-119911.88   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                        | American Express Co.                                               | CUSIP: 025816CL1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  30122000 | PA      | $30164923.85  | 0.51%             | 2026-11-04      | Floating      | 4.32%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased AUD / Sold USD                                           | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | AU        |         1 | NC      | $57094.60     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| COMCAST CORP                               | Comcast Corp.                                                      | CUSIP: 20030NED9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402446.88    | 0.01%             | 2029-01-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: —       |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                         | CUSIP: 05252ADJ7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  20000000 | PA      | $20070800.00  | 0.34%             | 2027-01-18      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                                       | CUSIP: 02665WEV9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    400000 | PA      | $410087.32    | 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      | $494318.81    | 0.01%             | 2029-02-08      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Booking Holdings, Inc.                     | Booking Holdings, Inc.                                             | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $2047705.96   | 0.03%             | 2029-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| EQUINIX EU 2 FINANCING C                   | Equinix Europe 2 Financing Corp. LLC                               | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |  13700000 | PA      | $13605529.60  | 0.23%             | 2030-11-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| KBC GROUP NV                               | KBC Group NV                                                       | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |   1200000 | PA      | $1280042.96   | 0.02%             | 2030-01-24      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Nationwide Building Society                | Nationwide Building Society                                        | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $3518449.08   | 0.06%             | 2029-09-05      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| CREDIT MUTUEL ARKEA                        | Credit Mutuel Arkea SA                                             | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $320587.21    | 0.01%             | 2030-01-18      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| SKANDINAVISKA ENSKILDA                     | Skandinaviska Enskilda Banken AB                                   | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   1030000 | PA      | $1100319.40   | 0.02%             | 2029-11-12      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| EASTMAN CHEMICAL CO                        | Eastman Chemical Co.                                               | CUSIP: 277432BB5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |  36125000 | PA      | $35480062.90  | 0.60%             | 2031-02-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| MEDTRONIC INC                              | Medtronic, Inc.                                                    | CUSIP: 000000000<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $15462153.25  | 0.26%             | 2029-10-15      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development                | CUSIP: 459058LD3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  29500000 | PA      | $29533630.00  | 0.50%             | 2027-02-23      | Floating      | 3.94%                 | No            | 2                  | On Loan: No      |
| AYVENS SA                                  | Ayvens SA                                                          | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | DBT              | CORP              | FR        |  13900000 | PA      | $16525430.83  | 0.28%             | 2029-07-16      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                   | Broadridge Financial Solutions, Inc.                               | CUSIP: 11133TAC7<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |    634000 | PA      | $632720.73    | 0.01%             | 2026-06-27      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| CSX CORP                                   | CSX Corp.                                                          | CUSIP: 126408HM8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399652.72    | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| ALLSTATE CORP                              | Allstate Corp.                                                     | CUSIP: 020002BJ9<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1741868.22   | 0.03%             | 2030-12-15      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| CADENT FINANCE PLC                         | Cadent Finance PLC                                                 | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $1927455.56   | 0.03%             | 2029-07-05      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| PRAEMIA HEALTHCARE SACA                    | Praemia Healthcare SACA                                            | CUSIP: 000000000<br>LEI: 96950067NFR9MWI0CJ45 | Long             | DBT              |  | FR        |   6300000 | PA      | $6673627.86   | 0.11%             | 2029-11-04      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold EUR                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-1211503.06  | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| WASTE MANAGEMENT INC                       | Waste Management, Inc.                                             | CUSIP: 94106LBQ1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    400000 | PA      | $373499.60    | 0.01%             | 2029-06-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                            | Nordea Bank Abp                                                    | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   5000000 | PA      | $5764715.87   | 0.10%             | 2030-05-02      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                                             | CUSIP: 04517PBE1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |  26800000 | PA      | $26828140.00  | 0.46%             | 2026-06-16      | Floating      | 4.65%                 | No            | 2                  | On Loan: No      |
| RIO TINTO FIN USA PLC                      | Rio Tinto Finance USA PLC                                          | CUSIP: 76720AAY2<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   3400000 | PA      | $3411710.48   | 0.06%             | 2028-03-14      | Floating      | 4.49%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold EUR                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $22810.69     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CHEVRON USA INC                            | Chevron USA, Inc.                                                  | CUSIP: 166756BM7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7019670.00   | 0.12%             | 2028-08-13      | Floating      | 4.23%                 | No            | 2                  | On Loan: No      |
| APRR SA                                    | APRR SA                                                            | CUSIP: 000000000<br>LEI: 9695002SV2VP9CU42826 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1148481.43   | 0.02%             | 2031-01-14      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                                       | CUSIP: 02665WFJ5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  10808000 | PA      | $10808491.55  | 0.18%             | 2027-07-09      | Floating      | 4.36%                 | 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      | $31204773.03  | 0.53%             | 2029-02-16      | Floating      | 3.96%                 | No            | 2                  | On Loan: No      |
| VONOVIA SE                                 | Vonovia SE                                                         | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |   2400000 | PA      | $2543473.91   | 0.04%             | 2030-07-09      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group, Inc.                                           | CUSIP: 91324PEU2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249702.82    | 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      | $262353.25    | 0.00%             | 2029-11-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| SANOFI SA                                  | Sanofi SA                                                          | CUSIP: 801060AH7<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |   6700000 | PA      | $6714163.80   | 0.11%             | 2028-11-03      | Floating      | 4.21%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased EUR / Sold USD                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $1833.61      | 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      | $1658768.00   | 0.03%             | 2027-07-15      | Floating      | 4.33%                 | No            | 2                  | On Loan: No      |
| CENTERPOINT ENERGY RES                     | CenterPoint Energy Resources Corp.                                 | CUSIP: 15189YAF3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    500000 | PA      | $444215.67    | 0.01%             | 2030-10-01      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                               | Broadcom, Inc.                                                     | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4554522.05   | 0.08%             | 2031-02-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: —       |
| FLOWSERVE CORPORATION                      | Flowserve Corp.                                                    | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3023312.32   | 0.05%             | 2030-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                         | Banco Santander SA                                                 | CUSIP: 05971KAT6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  10000000 | PA      | $10018379.70  | 0.17%             | 2030-11-06      | Floating      | 4.79%                 | No            | 2                  | On Loan: No      |
| GLENCORE CAP FIN DAC                       | Glencore Capital Finance DAC                                       | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |   4920000 | PA      | $5382530.17   | 0.09%             | 2029-03-01      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| APRR SA                                    | APRR SA                                                            | CUSIP: 000000000<br>LEI: 9695002SV2VP9CU42826 | Long             | DBT              | CORP              | FR        |   5200000 | PA      | $6063117.93   | 0.10%             | 2030-01-24      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATL FINANCIAL                    | Fidelity National Financial, Inc.                                  | CUSIP: 31620RAK1<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $4655842.22   | 0.08%             | 2031-03-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| NTT FINANCE CORP                           | NTT Finance Corp.                                                  | CUSIP: 62954WAT2<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |  21228000 | PA      | $21581237.32  | 0.37%             | 2030-07-16      | Floating      | 4.97%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                         | CUSIP: 05252ADN8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   7250000 | PA      | $7323027.95   | 0.12%             | 2029-12-16      | Floating      | 4.51%                 | No            | 2                  | On Loan: No      |
| BANK OF NY MELLON CORP                     | Bank of New York Mellon Corp.                                      | CUSIP: 06406RCK1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |  15500000 | PA      | $15486962.95  | 0.26%             | 2030-01-22      | Floating      | 4.28%                 | No            | 2                  | On Loan: No      |
| HIGHMARK INC                               | Highmark, Inc.                                                     | CUSIP: 431116AD4<br>LEI: 549300B6868ZXXEB2Y57 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1697970.69   | 0.03%             | 2026-05-10      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| HP ENTERPRISE CO                           | Hewlett Packard Enterprise Co.                                     | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   8300000 | PA      | $8160890.84   | 0.14%             | 2030-10-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| GENUINE PARTS CO                           | Genuine Parts Co.                                                  | CUSIP: 372460AA3<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    500000 | PA      | $434154.12    | 0.01%             | 2030-11-01      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| ENBW INTL FINANCE BV                       | EnBW International Finance BV                                      | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |   1200000 | PA      | $1403551.91   | 0.02%             | 2029-05-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| KERING                                     | Kering SA                                                          | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | DBT              | CORP              | FR        |   4400000 | PA      | $5112575.64   | 0.09%             | 2029-11-27      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| DIGITAL DUTCH FINCO BV                     | Digital Dutch Finco BV                                             | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |    900000 | PA      | $980187.20    | 0.02%             | 2030-03-15      | Fixed         | 1.50%                 | 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      | $32454.58     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                                       | CUSIP: 02665WER8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $519614.18    | 0.01%             | 2030-10-04      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                                    | CUSIP: 45828RAA3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |  40300000 | PA      | $40410808.07  | 0.69%             | 2028-10-05      | Floating      | 4.00%                 | No            | 2                  | On Loan: No      |
| ROPER TECHNOLOGIES INC                     | Roper Technologies, Inc.                                           | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |  17800000 | PA      | $15432821.61  | 0.26%             | 2031-02-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| BRUNSWICK CORP                             | Brunswick Corp.                                                    | CUSIP: 117043AW9<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133447.39    | 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      | $1365752.17   | 0.02%             | 2029-05-04      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| FED CAISSES DESJARDINS                     | Federation des Caisses Desjardins du Quebec                        | CUSIP: 31429KAP8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $9977550.60   | 0.17%             | 2030-08-26      | Fixed         | 4.57%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                           | CUSIP: 21688ABU5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  28340000 | PA      | $28358992.33  | 0.48%             | 2031-01-14      | Floating      | 4.35%                 | No            | 2                  | On Loan: No      |
| CHUBB INA HOLDINGS LLC                     | Chubb INA Holdings LLC                                             | CUSIP: 171239AL0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403609.80    | 0.01%             | 2029-08-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| NATIONAL SECS CLEARING                     | National Securities Clearing Corp.                                 | CUSIP: 637639AP0<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2002278.04   | 0.03%             | 2027-05-20      | Floating      | 4.23%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                         | Credit Agricole SA                                                 | CUSIP: 22534PAF0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |  12000000 | PA      | $12023369.76  | 0.20%             | 2026-07-05      | Floating      | 4.94%                 | No            | 2                  | On Loan: No      |
| SIXT SE                                    | Sixt SE                                                            | CUSIP: 000000000<br>LEI: 5299004ZME6CSBR7WP07 | Long             | DBT              | CORP              | DE        |   3350000 | PA      | $3894377.41   | 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      | $12600462.70  | 0.21%             | 2026-05-05      | Floating      | 4.30%                 | 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      | $891936.55    | 0.02%             | 2026-07-13      | Floating      | 4.96%                 | No            | 2                  | On Loan: No      |
| NASDAQ INC                                 | Nasdaq, Inc.                                                       | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |  11430000 | PA      | $12225205.07  | 0.21%             | 2030-02-13      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-401808.77   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| TELE2 AB                                   | Tele2 AB                                                           | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | DBT              | CORP              | SE        |   2232000 | PA      | $2649455.46   | 0.05%             | 2029-11-22      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                       | American Tower Corp.                                               | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    830000 | PA      | $906585.01    | 0.02%             | 2029-05-21      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| DAIMLER TRUCK INTL                         | Daimler Truck International Finance BV                             | CUSIP: 000000000<br>LEI: 724500G15MVL6UCWXF95 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $2319763.93   | 0.04%             | 2029-11-27      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased AUD / Sold USD                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | AU        |         1 | NC      | $-4535.33     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DOLLAR GENERAL CORP                        | Dollar General Corp.                                               | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3441163.72   | 0.06%             | 2030-04-03      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| MERCEDES-BENZ FIN NA                       | Mercedes-Benz Finance North America LLC                            | CUSIP: 58769JBG1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7594360.65   | 0.13%             | 2030-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CREDIT MUTUEL ARKEA                        | Credit Mutuel Arkea SA                                             | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |   5000000 | PA      | $5782413.50   | 0.10%             | 2030-12-05      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                                       | CUSIP: 02665WGJ4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4702802.56   | 0.08%             | 2028-09-01      | Floating      | 4.56%                 | No            | 2                  | On Loan: No      |
| HCA INC                                    | HCA, Inc.                                                          | CUSIP: 404119CX5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  13500000 | PA      | $13541744.16  | 0.23%             | 2028-03-01      | Floating      | 4.53%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold NZD                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-32054.14    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AUTOLIV INC                                | Autoliv, Inc.                                                      | CUSIP: 000000000<br>LEI: A23RUXWKASG834LTMK28 | Long             | DBT              | CORP              | US        |   3460000 | PA      | $3957452.96   | 0.07%             | 2030-10-29      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| FISERV INC                                 | Fiserv, Inc.                                                       | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    400000 | PA      | $384575.15    | 0.01%             | 2029-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group, Inc.                              | CUSIP: 86562MDR8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   8634000 | PA      | $8675103.71   | 0.15%             | 2030-04-15      | Floating      | 4.71%                 | No            | 2                  | On Loan: No      |
| CADENT FINANCE PLC                         | Cadent Finance PLC                                                 | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |   6690000 | PA      | $7035506.46   | 0.12%             | 2030-03-19      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                         | CUSIP: 05252ADV0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  23900000 | PA      | $23960156.30  | 0.41%             | 2028-12-08      | Floating      | 4.25%                 | No            | 2                  | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                    | Principal Financial Group, Inc.                                    | CUSIP: 74251VAR3<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195353.30    | 0.00%             | 2029-05-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                    | Unibail-Rodamco-Westfield SE                                       | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |   2913000 | PA      | $3153011.67   | 0.05%             | 2030-04-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                              | CUSIP: 89114TZD7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  31440000 | PA      | $31359555.10  | 0.53%             | 2026-06-03      | Fixed         | 1.20%                 | No            | 2                  | On Loan: —       |
| NATIONAL RURAL UTIL COOP                   | National Rural Utilities Cooperative Finance Corp.                 | CUSIP: 63743HFQ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |  16700000 | PA      | $16738061.81  | 0.29%             | 2027-02-05      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold NZD                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $9104.11      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                   | African Development Bank                                           | CUSIP: 00828EEF2<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |   7713000 | PA      | $7663273.98   | 0.13%             | 2026-07-22      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| BUNGE LTD FINANCE CORP                     | Bunge Ltd. Finance Corp.                                           | CUSIP: 120568BQ2<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |  28466000 | PA      | $28393969.92  | 0.48%             | 2030-08-04      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold EUR                                           | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $-2244870.53  | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| NATIONAL FUEL GAS CO                       | National Fuel Gas Co.                                              | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   2820000 | PA      | $2570783.60   | 0.04%             | 2031-03-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp.                              | CUSIP: 459200JZ5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    700000 | PA      | $699793.82    | 0.01%             | 2026-05-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group, Inc.                                           | CUSIP: 91324PDS8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    400000 | PA      | $382830.63    | 0.01%             | 2029-08-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LP                       | Boston Properties LP                                               | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |  13885000 | PA      | $13346359.61  | 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      | $1024976.61   | 0.02%             | 2026-12-07      | Floating      | 4.86%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold EUR                                           | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-128651.12   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SANDOZ FINANCE B.V.                        | Sandoz Finance BV                                                  | CUSIP: 000000000<br>LEI: 213800DFA3WXJ7KC9R74 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $2343540.97   | 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      | $18522594.42  | 0.32%             | 2026-08-03      | Floating      | 4.51%                 | No            | 2                  | On Loan: No      |
| MARATHON PETROLEUM CORP                    | Marathon Petroleum Corp.                                           | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   6100000 | PA      | $6224648.56   | 0.11%             | 2030-03-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| BAT INTL FINANCE PLC                       | BAT International Finance PLC                                      | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |  18200000 | PA      | $20428365.81  | 0.35%             | 2030-01-16      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| JT INTL FIN SERVICES BV                    | JT International Financial Services BV                             | CUSIP: 000000000<br>LEI: 549300U2F0PG10VZUN93 | Long             | DBT              | CORP              | NL        |   1600000 | PA      | $1732088.90   | 0.03%             | 2029-11-26      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                   | Omega Healthcare Investors, Inc.                                   | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |  16200000 | PA      | $16323358.30  | 0.28%             | 2030-07-01      | Fixed         | 5.20%                 | 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      | $819363.77    | 0.01%             | 2028-06-23      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| DOW CHEMICAL CO/THE                        | Dow Chemical Co.                                                   | CUSIP: 260543DN0<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |  31743000 | PA      | $31432239.52  | 0.54%             | 2031-01-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| BOARDWALK PIPELINES LP                     | Boardwalk Pipelines LP                                             | CUSIP: 096630AH1<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   2137000 | PA      | $1996679.19   | 0.03%             | 2031-02-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| DSV FINANCE BV                             | DSV Finance BV                                                     | CUSIP: 000000000<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |    680000 | PA      | $805040.58    | 0.01%             | 2029-06-26      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| SBAB BANK AB                               | SBAB Bank AB                                                       | CUSIP: 000000000<br>LEI: H0YX5LBGKDVOWCXBZ594 | Long             | DBT              | CORP              | SE        |   4400000 | PA      | $5180882.91   | 0.09%             | 2030-02-06      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| GILDAN ACTIVEWEAR INC                      | Gildan Activewear, Inc.                                            | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |   5700000 | PA      | $5642711.69   | 0.10%             | 2030-10-07      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased EUR / Sold USD                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $1670.90      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MOODY'S CORPORATION                        | Moody's Corp.                                                      | CUSIP: 000000000<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2156182.92   | 0.04%             | 2030-02-25      | Fixed         | 0.95%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                                       | CUSIP: 02665WDT5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $7411185.02   | 0.13%             | 2031-01-13      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| WPP FINANCE 2013                           | WPP Finance 2013                                                   | CUSIP: 000000000<br>LEI: 549300L84EKSLWWPGI24 | Long             | DBT              | CORP              | GB        |   5924000 | PA      | $6964956.97   | 0.12%             | 2029-09-12      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased AUD / Sold USD                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | AU        |         1 | NC      | $32748.58     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank/The                  | Toronto-Dominion Bank                                              | CUSIP: 89119BJN7<br>LEI: PT3QB789TSUIDF371261 | Long             | STIV             | CORP              | CA        |  10000000 | PA      | $9846735.00   | 0.17%             | 2026-09-22      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORP                    | John Deere Capital Corp.                                           | CUSIP: 24422EWY1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |  24897000 | PA      | $24913845.06  | 0.42%             | 2026-06-08      | Floating      | 4.45%                 | No            | 2                  | On Loan: No      |
| ITALGAS SPA                                | Italgas SpA                                                        | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | DBT              | CORP              | IT        |   1200000 | PA      | $1380622.57   | 0.02%             | 2030-03-06      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| NOMURA HOLDINGS INC                        | Nomura Holdings, Inc.                                              | CUSIP: 000000000<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   7912000 | PA      | $9219640.87   | 0.16%             | 2030-05-28      | Fixed         | 3.46%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold EUR                                           | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $-176713.41   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| VMWARE LLC                                 | VMware LLC                                                         | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    470000 | PA      | $466387.93    | 0.01%             | 2026-08-15      | Fixed         | 1.40%                 | No            | 2                  | On Loan: No      |
| NETFLIX INC                                | Netflix, Inc.                                                      | CUSIP: 000000000<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2395372.70   | 0.04%             | 2029-11-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| SWEDBANK                                   | Swedbank AB                                                        | CUSIP: 87020XGN4<br>LEI: M312WZV08Y7LYUC71685 | Long             | STIV             | CORP              | SE        |   1000000 | PA      | $991229.80    | 0.02%             | 2026-07-22      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TELSTRA GROUP LTD                          | Telstra Group Ltd.                                                 | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | DBT              | CORP              | AU        |   2500000 | PA      | $2686121.98   | 0.05%             | 2030-04-23      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| NATURGY FIN IBERIA SA                      | Naturgy Finance Iberia SA                                          | CUSIP: 000000000<br>LEI: 2138005FTXOJUBQ5J563 | Long             | DBT              | CORP              | ES        |   1600000 | PA      | $1858325.01   | 0.03%             | 2030-10-02      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| BANQUE FED CRED MUTUEL                     | Banque Federative du Credit Mutuel SA                              | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $846342.40    | 0.01%             | 2030-05-02      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                            | Nordea Bank Abp                                                    | CUSIP: 65558RAH2<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   3400000 | PA      | $3443475.80   | 0.06%             | 2029-09-10      | Floating      | 4.67%                 | No            | 2                  | On Loan: No      |
| AKER BP ASA                                | Aker BP ASA                                                        | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |  12741000 | PA      | $12236291.40  | 0.21%             | 2031-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| FISERV INC                                 | Fiserv, Inc.                                                       | CUSIP: 337738BM9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247960.17    | 0.00%             | 2030-03-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORP                         | Realty Income Corp.                                                | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    500000 | PA      | $470606.11    | 0.01%             | 2031-01-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| ENI SPA                                    | Eni SpA                                                            | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   5510000 | PA      | $5889648.10   | 0.10%             | 2030-01-23      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| PRAEMIA HEALTHCARE SACA                    | Praemia Healthcare SACA                                            | CUSIP: 000000000<br>LEI: 96950067NFR9MWI0CJ45 | Long             | DBT              |  | FR        |   2000000 | PA      | $2107610.23   | 0.04%             | 2030-09-17      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold EUR                                           | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $-29972.05    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| KLEPIERRE SA                               | Klepierre SA                                                       | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | DBT              |  | FR        |   1700000 | PA      | $1922059.41   | 0.03%             | 2029-05-12      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                                  | CUSIP: 718172EB1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   7249000 | PA      | $7248725.63   | 0.12%             | 2028-10-27      | Floating      | 4.31%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold EUR                                           | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $-689860.13   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| NATIONAL BANK OF CANADA                    | National Bank of Canada                                            | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   6100000 | PA      | $7267309.47   | 0.12%             | 2029-05-02      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| ATLAS WAREHOUSE LEND                       | Atlas Warehouse Lending Co. LP                                     | CUSIP: 049463AG7<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |  10700000 | PA      | $10521515.98  | 0.18%             | 2030-11-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| MERCEDES-BENZ FIN NA                       | Mercedes-Benz Finance North America LLC                            | CUSIP: 58769JBM8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6429159.10   | 0.11%             | 2031-03-10      | Fixed         | 4.50%                 | No            | 2                  | On Loan: —       |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                         | CUSIP: 05252ADW8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  18943000 | PA      | $19039148.42  | 0.32%             | 2030-12-08      | Floating      | 4.34%                 | No            | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                        | Charles Schwab Corp.                                               | CUSIP: 808513BZ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15070650.00  | 0.26%             | 2027-03-03      | Floating      | 4.71%                 | No            | 2                  | On Loan: No      |
| WASTE MANAGEMENT INC                       | Waste Management, Inc.                                             | CUSIP: 94106LBP3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |  22400000 | PA      | $19490188.70  | 0.33%             | 2031-03-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased EUR / Sold USD                                           | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | XX        |         1 | NC      | $44641.28     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO BANK NA                        | Wells Fargo Bank NA                                                | CUSIP: 94988J6G7<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   8360000 | PA      | $8392436.80   | 0.14%             | 2026-12-11      | Floating      | 4.72%                 | No            | 2                  | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                   | Omega Healthcare Investors, Inc.                                   | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |   2030000 | PA      | $1884444.31   | 0.03%             | 2031-02-01      | Fixed         | 3.38%                 | 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      | $7936261.00   | 0.14%             | 2027-09-16      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| HP INC                                     | HP, Inc.                                                           | CUSIP: 40434LAK1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    400000 | PA      | $393396.10    | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| WP CAREY INC                               | WP Carey, Inc.                                                     | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |   5900000 | PA      | $5766855.59   | 0.10%             | 2029-07-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                     | CUSIP: 2027A0KW8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   9700000 | PA      | $9733585.47   | 0.17%             | 2028-03-14      | Floating      | 4.30%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK NA                    | JPMorgan Chase Bank NA                                             | CUSIP: 48125LRV6<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |   7700000 | PA      | $7730030.00   | 0.13%             | 2026-12-08      | Floating      | 4.65%                 | 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      | $6018480.06   | 0.10%             | 2026-09-14      | Floating      | 4.81%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC                           | Crown Castle, Inc.                                                 | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   7900000 | PA      | $7003937.52   | 0.12%             | 2031-01-15      | Fixed         | 2.25%                 | 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      | $23815.36     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC                           | Crown Castle, Inc.                                                 | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    200000 | PA      | $200937.54    | 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      | $4572108.74   | 0.08%             | 2029-11-28      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| HEIDELBERG MATERIALS FIN                   | Heidelberg Materials Finance Luxembourg SA                         | CUSIP: 000000000<br>LEI: 529900RYHTCF5X9DD509 | Long             | DBT              | CORP              | LU        |   9576000 | PA      | $11078252.81  | 0.19%             | 2030-07-10      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BMS IRELAND CAP FUNDING                    | BMS Ireland Capital Funding DAC                                    | CUSIP: 000000000<br>LEI: 9845002AC2D55DFID596 | Long             | DBT              | CORP              | IE        |   2000000 | PA      | $2313446.34   | 0.04%             | 2030-11-10      | Fixed         | 2.97%                 | No            | 2                  | On Loan: No      |
| NOVARTIS CAPITAL CORP                      | Novartis Capital Corp.                                             | CUSIP: 66989HBD9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |  13550000 | PA      | $13601503.55  | 0.23%             | 2028-11-05      | Floating      | 4.19%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased AUD / Sold USD                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | AU        |         1 | NC      | $30045.39     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NATIONAL GRID PLC                          | National Grid PLC                                                  | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |   8300000 | PA      | $8883806.76   | 0.15%             | 2029-09-18      | Fixed         | 0.55%                 | No            | 2                  | On Loan: No      |
| LA BANQUE POSTALE                          | La Banque Postale SA                                               | CUSIP: 000000000<br>LEI: 96950066U5XAAIRCPA78 | Long             | DBT              | CORP              | FR        |   5900000 | PA      | $7133109.02   | 0.12%             | 2030-01-17      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                 | AbbVie, Inc.                                                       | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    800000 | PA      | $769828.10    | 0.01%             | 2029-11-21      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| BANQUE FED CRED MUTUEL                     | Banque Federative du Credit Mutuel SA                              | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   7800000 | PA      | $8994977.96   | 0.15%             | 2031-03-11      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold EUR                                           | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $344785.21    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| REALTY INCOME CORP                         | Realty Income Corp.                                                | CUSIP: 756109BS2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    400000 | PA      | $402910.43    | 0.01%             | 2028-12-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                                  | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10227223.90  | 0.17%             | 2031-02-13      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased AUD / Sold USD                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |         1 | NC      | $414420.65    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                                 | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  12900000 | PA      | $13768715.80  | 0.23%             | 2030-12-01      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                    | BPCE SA                                                            | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1800000 | PA      | $2141592.55   | 0.04%             | 2029-01-11      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                                             | CUSIP: 045167GQ0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |  10000000 | PA      | $10009319.50  | 0.17%             | 2031-01-29      | Floating      | 3.93%                 | No            | 2                  | On Loan: No      |
| SSE PLC                                    | SSE PLC                                                            | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $928774.56    | 0.02%             | 2029-08-01      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                                       | CUSIP: 02665WFE6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231658.62    | 0.00%             | 2029-03-13      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                           | CUSIP: 21688AAZ5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   2500000 | PA      | $2506025.00   | 0.04%             | 2026-10-05      | Floating      | 4.55%                 | No            | 2                  | On Loan: No      |
| KRAFT HEINZ FOODS CO                       | Kraft Heinz Foods Co.                                              | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499410.48    | 0.01%             | 2026-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| FINGRID OYJ                                | Fingrid OYJ                                                        | CUSIP: 000000000<br>LEI: 7437006ZZI1F7CUA5518 | Long             | DBT              | CORP              | FI        |   1160000 | PA      | $1341544.95   | 0.02%             | 2029-12-04      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| CONAGRA BRANDS INC                         | Conagra Brands, Inc.                                               | CUSIP: 205887CK6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |  17428000 | PA      | $17441008.61  | 0.30%             | 2030-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: —       |
| Citibank NA                                | Purchased USD / Sold CAD                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-9857.30     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PFIZER INC                                 | Pfizer, Inc.                                                       | CUSIP: 717081FC2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $5264017.50   | 0.09%             | 2027-11-15      | Floating      | 4.16%                 | No            | 2                  | On Loan: No      |
| CHEVRON PHILLIPS CHEM CO                   | Chevron Phillips Chemical Co. LLC/Chevron Phillips Chemical Co. LP | CUSIP: 166754AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5023139.90   | 0.09%             | 2030-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                   | Svenska Handelsbanken AB                                           | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    900000 | PA      | $1005566.60   | 0.02%             | 2029-02-23      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| RYDER SYSTEM INC                           | Ryder System, Inc.                                                 | CUSIP: 78355HLC1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202822.42    | 0.00%             | 2029-09-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $15305.24     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TYCO ELECTRONICS GROUP S                   | Tyco Electronics Group SA                                          | CUSIP: 902133BC0<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    250000 | PA      | $248930.81    | 0.00%             | 2031-02-09      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ARROW ELECTRONICS INC                      | Arrow Electronics, Inc.                                            | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |   8100000 | PA      | $8184340.44   | 0.14%             | 2029-08-21      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold NZD                                           | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $-192583.52   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PROLOGIS EURO FINANCE                      | Prologis Euro Finance LLC                                          | CUSIP: 74341EAP7<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |   1398000 | PA      | $1664390.56   | 0.03%             | 2030-01-31      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                                       | CUSIP: 02665WGS4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491906.46    | 0.01%             | 2031-01-08      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| NATIONAL GRID NA INC                       | National Grid North America, Inc.                                  | CUSIP: 000000000<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |   5480000 | PA      | $6352492.50   | 0.11%             | 2030-06-03      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| AMERICAN MEDICAL SYST EU                   | American Medical Systems Europe BV                                 | CUSIP: 000000000<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |   5000000 | PA      | $5753469.84   | 0.10%             | 2031-03-08      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CTP NV                                     | CTP NV                                                             | CUSIP: 000000000<br>LEI: 3157000YTVO4TN65UM14 | Long             | DBT              | CORP              | NL        |   3100000 | PA      | $3586212.25   | 0.06%             | 2031-03-10      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| MOTABILITY OPERATIONS GR                   | Motability Operations Group PLC                                    | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $3549980.24   | 0.06%             | 2029-07-24      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| TRATON FINANCE LUX SA                      | Traton Finance Luxembourg SA                                       | CUSIP: 000000000<br>LEI: 529900BRKIE6LKIEXD84 | Long             | DBT              | CORP              | LU        |   3100000 | PA      | $3633586.51   | 0.06%             | 2031-01-14      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                            | Nordea Bank Abp                                                    | CUSIP: 65558RAF6<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |  13438000 | PA      | $13483259.18  | 0.23%             | 2027-03-19      | Floating      | 4.39%                 | No            | 2                  | On Loan: No      |
| DBS Bank Ltd                               | DBS Bank Ltd.                                                      | CUSIP: 23305EEC3<br>LEI: ATUEL7OJR5057F2PV266 | Long             | STIV             | CORP              | SG        |  27000000 | PA      | $26966673.90  | 0.46%             | 2026-05-12      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| STORA ENSO OYJ                             | Stora Enso OYJ                                                     | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | DBT              | CORP              | FI        |   3680000 | PA      | $4415924.50   | 0.08%             | 2029-09-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| HONDA MOTOR CO LTD                         | Honda Motor Co. Ltd.                                               | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   1760000 | PA      | $1752339.02   | 0.03%             | 2030-07-08      | Fixed         | 4.69%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                       | CUSIP: 632525CN9<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  10200000 | PA      | $10207191.00  | 0.17%             | 2028-12-13      | Floating      | 4.19%                 | No            | 2                  | On Loan: No      |
| SUEZ                                       | Suez SACA                                                          | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |  10900000 | PA      | $12267296.59  | 0.21%             | 2030-05-24      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| GLOBAL PAYMENTS INC                        | Global Payments, Inc.                                              | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1191212.75   | 0.02%             | 2030-05-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                   | Rogers Communications, Inc.                                        | CUSIP: 775109BJ9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   3700000 | PA      | $2688237.20   | 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      | $11142327.67  | 0.19%             | 2028-05-12      | Floating      | 4.96%                 | No            | 2                  | On Loan: No      |
| WPC EUROBOND BV                            | WPC Eurobond BV                                                    | CUSIP: 000000000<br>LEI: 5493005XDMOLBARL5M14 | Long             | DBT              |  | NL        |  18688000 | PA      | $19719542.21  | 0.34%             | 2030-06-01      | Fixed         | 0.95%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased AUD / Sold USD                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |         1 | NC      | $13292.56     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| WALMART INC                                | Walmart, Inc.                                                      | CUSIP: 931142FR9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   5620000 | PA      | $5621343.18   | 0.10%             | 2029-04-30      | Floating      | 4.05%                 | No            | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                   | Penske Truck Leasing Co. LP/PTL Finance Corp.                      | CUSIP: 709599CC6<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494804.12    | 0.01%             | 2031-01-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                            | Nordea Bank Abp                                                    | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    300000 | PA      | $344960.04    | 0.01%             | 2029-05-23      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold AUD                                           | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-985501.63   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                         | Credit Agricole SA                                                 | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   7400000 | PA      | $8951436.79   | 0.15%             | 2030-03-07      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| ORIGIN ENERGY FINANCE                      | Origin Energy Finance Ltd.                                         | CUSIP: 000000000<br>LEI: 5493002W5C9Z753C7Q57 | Long             | DBT              | CORP              | AU        |  13280000 | PA      | $14368997.32  | 0.24%             | 2029-09-17      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| OMERS Finance Trust                        | OMERS Finance Trust                                                | CUSIP: 68217YFB2<br>LEI: 529900M039WCPES03P17 | Long             | STIV             | CORP              | CA        |  10000000 | PA      | $9955597.00   | 0.17%             | 2026-06-11      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NYKREDIT REALKREDIT A/S                    | Nykredit Realkredit AS                                             | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |  10055000 | PA      | $11728493.82  | 0.20%             | 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      | $2589662.61   | 0.04%             | 2029-10-02      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                   | AerCap Ireland Capital DAC/AerCap Global Aviation Trust            | CUSIP: 00774MBR5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    500000 | PA      | $490756.60    | 0.01%             | 2030-11-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp.                              | CUSIP: 459200LR0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1479277.46   | 0.03%             | 2031-02-03      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| EVERSOURCE ENERGY                          | Eversource Energy                                                  | CUSIP: 30040WBB3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |  10600000 | PA      | $10444823.10  | 0.18%             | 2030-12-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| LLOYDS BK CORP MKTS PLC                    | Lloyds Bank Corporate Markets PLC                                  | CUSIP: 000000000<br>LEI: 213800MBWEIJDM5CU638 | Long             | DBT              | CORP              | GB        |  14080000 | PA      | $16523105.56  | 0.28%             | 2030-03-24      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| NATWEST MARKETS PLC                        | NatWest Markets PLC                                                | CUSIP: 63906YAU2<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |  17500000 | PA      | $17589576.55  | 0.30%             | 2031-03-27      | Fixed         | 4.89%                 | No            | 2                  | On Loan: No      |
| HOCHTIEF AKTIENGESELLSCH                   | HOCHTIEF AG                                                        | CUSIP: 000000000<br>LEI: 529900Y25S8NZIYTT924 | Long             | DBT              | CORP              | DE        |   4080000 | PA      | $4922104.60   | 0.08%             | 2030-05-31      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| SERVICENOW INC                             | ServiceNow, Inc.                                                   | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |  47736000 | PA      | $41596758.01  | 0.71%             | 2030-09-01      | Fixed         | 1.40%                 | No            | 2                  | On Loan: No      |
| PROLOGIS INTL FUND II                      | Prologis International Funding II SA                               | CUSIP: 000000000<br>LEI: 213800JNRWW2C9DWI388 | Long             | DBT              | CORP              | LU        |    620000 | PA      | $729365.16    | 0.01%             | 2030-03-07      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group, Inc.                              | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   5560000 | PA      | $5954784.97   | 0.10%             | 2029-10-23      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| BMW US CAPITAL LLC                         | BMW U.S. Capital LLC                                               | CUSIP: 05565ECX1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  22000000 | PA      | $22104940.00  | 0.38%             | 2028-03-21      | Floating      | 4.57%                 | 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      | $-264665.29   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold NZD                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-295209.97   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK                     | Canadian Imperial Bank of Commerce                                 | CUSIP: 13607LWU3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   4600000 | PA      | $4617844.92   | 0.08%             | 2026-10-02      | Floating      | 4.87%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE POST AG                           | Deutsche Post AG                                                   | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | DBT              | CORP              | DE        |   3213000 | PA      | $3751015.11   | 0.06%             | 2030-03-24      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                                       | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3782000 | PA      | $4232042.16   | 0.07%             | 2029-10-26      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| MIZUHO FINANCIAL GROUP                     | Mizuho Financial Group, Inc.                                       | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |  17850000 | PA      | $18944358.64  | 0.32%             | 2030-04-15      | Fixed         | 0.80%                 | No            | 2                  | On Loan: No      |
| GEORGIA-PACIFIC LLC                        | Georgia-Pacific LLC                                                | CUSIP: 373298BR8<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    500000 | PA      | $554914.06    | 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        |  21900000 | PA      | $26454735.96  | 0.45%             | 2030-02-21      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group, Inc.                              | CUSIP: 86562MDC1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $521168.70    | 0.01%             | 2030-07-13      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| GRAND CITY PROPERTIES SA                   | Grand City Properties SA                                           | CUSIP: 000000000<br>LEI: 5299002QLUYKK2WBMB18 | Long             | DBT              | CORP              | LU        |   3300000 | PA      | $3955682.45   | 0.07%             | 2030-01-09      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| BOUYGUES SA                                | Bouygues SA                                                        | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | DBT              | CORP              | FR        |   5400000 | PA      | $5741156.68   | 0.10%             | 2030-02-11      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| BHP BILLITON FINANCE LTD                   | BHP Billiton Finance Ltd.                                          | CUSIP: 000000000<br>LEI: 549300KZMIS43NMT0A66 | Long             | DBT              | CORP              | AU        |  10190000 | PA      | $11132756.69  | 0.19%             | 2030-04-29      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| NATWEST MARKETS PLC                        | NatWest Markets PLC                                                | CUSIP: 63906YAR9<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   2050000 | PA      | $2051640.00   | 0.03%             | 2028-11-06      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| IHG FINANCE LLC                            | IHG Finance LLC                                                    | CUSIP: 000000000<br>LEI: 213800DXTXQ1YC8UP313 | Long             | DBT              | CORP              | US        |   9300000 | PA      | $10764217.65  | 0.18%             | 2030-09-10      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                   | Toyota Motor Credit Corp.                                          | CUSIP: 89236TNA9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407083.08    | 0.01%             | 2030-01-09      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| WOODSIDE FINANCE LTD                       | Woodside Finance Ltd.                                              | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   4749000 | PA      | $4851135.27   | 0.08%             | 2030-05-19      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                           | CUSIP: 21688ABQ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  13100000 | PA      | $13106548.82  | 0.22%             | 2028-10-17      | Floating      | 4.24%                 | No            | 2                  | On Loan: No      |
| PHILLIPS 66                                | Phillips 66                                                        | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    500000 | PA      | $448924.44    | 0.01%             | 2030-12-15      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER                   | Volkswagen Financial Services AG                                   | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |   2600000 | PA      | $3054516.60   | 0.05%             | 2029-05-19      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp.                                                   | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22273.65     | 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      | $1062623.96   | 0.02%             | 2027-04-12      | Floating      | 3.93%                 | No            | 2                  | On Loan: No      |
| BMW US CAPITAL LLC                         | BMW U.S. Capital LLC                                               | CUSIP: 05565EBL8<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   8100000 | PA      | $7931705.33   | 0.14%             | 2030-04-09      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                    | Unibail-Rodamco-Westfield SE                                       | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |   1000000 | PA      | $1176239.38   | 0.02%             | 2029-09-11      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| NORINCHUKIN BANK                           | Norinchukin Bank                                                   | CUSIP: 656029AR6<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |   3100000 | PA      | $3076003.64   | 0.05%             | 2031-03-10      | Fixed         | 4.68%                 | No            | 2                  | On Loan: —       |
| BOSTON PROPERTIES LP                       | Boston Properties LP                                               | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    600000 | PA      | $598631.86    | 0.01%             | 2028-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: —       |
| BANCO BILBAO VIZCAYA ARG                   | Banco Bilbao Vizcaya Argentaria SA                                 | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   2000000 | PA      | $2379075.19   | 0.04%             | 2030-06-07      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| STATE STREET CORP                          | State Street Corp.                                                 | CUSIP: 857477CQ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   5320000 | PA      | $5328482.74   | 0.09%             | 2027-10-22      | Floating      | 4.29%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                    | BPCE SA                                                            | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   5800000 | PA      | $6180990.74   | 0.11%             | 2030-01-15      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| EIDP INC                                   | EIDP, Inc.                                                         | CUSIP: 263534CQ0<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    622000 | PA      | $622062.99    | 0.01%             | 2026-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| NTT FINANCE CORP                           | NTT Finance Corp.                                                  | CUSIP: 62954WAR6<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   3000000 | PA      | $3020879.25   | 0.05%             | 2028-07-16      | Floating      | 4.74%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                                 | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $447812.96    | 0.01%             | 2031-01-08      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| CONTINENTAL AG                             | Continental AG                                                     | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | DBT              | CORP              | DE        |   6924000 | PA      | $8147112.45   | 0.14%             | 2029-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BELFIUS BANK SA/NV                         | Belfius Bank SA                                                    | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |   3100000 | PA      | $3738517.49   | 0.06%             | 2029-09-12      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                   | Element Fleet Management Corp.                                     | CUSIP: 286181AH5<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   1251000 | PA      | $1252646.55   | 0.02%             | 2026-06-26      | Fixed         | 6.27%                 | No            | 2                  | On Loan: No      |
| ABN AMRO BANK NV                           | ABN AMRO Bank NV                                                   | CUSIP: 00084DBK5<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   5200000 | PA      | $5110938.77   | 0.09%             | 2031-02-26      | Fixed         | 4.20%                 | No            | 2                  | On Loan: —       |
| VOLKSWAGEN GROUP AMERICA                   | Volkswagen Group of America Finance LLC                            | CUSIP: 000000000<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5016052.55   | 0.09%             | 2029-08-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| KOMMUNALBANKEN AS                          | Kommunalbanken AS                                                  | CUSIP: 50048MDE7<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |  41500000 | PA      | $41545974.53  | 0.71%             | 2026-06-17      | Floating      | 4.65%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                   | Toyota Motor Credit Corp.                                          | CUSIP: 89236TMA0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  11400000 | PA      | $11431347.95  | 0.19%             | 2027-03-19      | Floating      | 4.30%                 | No            | 2                  | On Loan: No      |
| WALT DISNEY COMPANY/THE                    | Walt Disney Co.                                                    | CUSIP: 254687GB6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |  28300000 | PA      | $28230382.00  | 0.48%             | 2029-03-14      | Floating      | 4.14%                 | No            | 2                  | On Loan: No      |
| COMPASS GROUP PLC                          | Compass Group PLC                                                  | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2332715.81   | 0.04%             | 2031-02-06      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| SNAM SPA                                   | Snam SpA                                                           | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |   9696000 | PA      | $11634292.58  | 0.20%             | 2029-11-27      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ALBERTA PROVINCE                           | Province of Alberta                                                | CUSIP: 01306NEM6<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | STIV             | CORP              | CA        |  20000000 | PA      | $19957366.00  | 0.34%             | 2026-05-21      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| BELFIUS BANK SA/NV                         | Belfius Bank SA                                                    | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |   1500000 | PA      | $1778880.61   | 0.03%             | 2029-01-22      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                   | Export Development Canada                                          | CUSIP: 30216BKG6<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |  14380000 | PA      | $14411892.11  | 0.25%             | 2028-08-01      | Floating      | 3.98%                 | No            | 2                  | On Loan: No      |
| BANQUE FED CRED MUTUEL                     | Banque Federative du Credit Mutuel SA                              | CUSIP: 06675DCU4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $988254.38    | 0.02%             | 2031-01-15      | Fixed         | 4.54%                 | No            | 2                  | On Loan: No      |
| ABN AMRO BANK NV                           | ABN AMRO Bank NV                                                   | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   4000000 | PA      | $4275145.88   | 0.07%             | 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      | $829278.14    | 0.01%             | 2029-02-02      | Fixed         | 5.93%                 | No            | 2                  | On Loan: No      |
| DELL INT LLC / EMC CORP                    | Dell International LLC/EMC Corp.                                   | CUSIP: 24703DBS9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   8300000 | PA      | $8216867.78   | 0.14%             | 2031-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER                   | Volkswagen Financial Services AG                                   | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |   2900000 | PA      | $3439630.29   | 0.06%             | 2030-09-10      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| NATWEST MARKETS PLC                        | NatWest Markets PLC                                                | CUSIP: 63906YAS7<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $494282.72    | 0.01%             | 2030-11-06      | Fixed         | 4.41%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                | CUSIP: 91282CPG0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18500000 | PA      | $18528464.47  | 0.32%             | 2027-10-31      | Floating      | 3.81%                 | No            | 2                  | On Loan: No      |
| ASN BANK NV                                | ASN Bank NV                                                        | CUSIP: 000000000<br>LEI: 724500A1FNICHSDF2I11 | Long             | DBT              | CORP              | NL        |  12600000 | PA      | $15435792.85  | 0.26%             | 2030-03-07      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| KEMPER CORP                                | Kemper Corp.                                                       | CUSIP: 488401AC4<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $4030219.94   | 0.07%             | 2030-09-30      | Fixed         | 2.40%                 | No            | 2                  | On Loan: —       |
| ALPHABET INC                               | Alphabet, Inc.                                                     | CUSIP: 02079KAU1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |  12100000 | PA      | $12135332.00  | 0.21%             | 2028-11-15      | Floating      | 4.18%                 | No            | 2                  | On Loan: No      |
| SELP FINANCE SARL                          | SELP Finance SARL                                                  | CUSIP: 000000000<br>LEI: 549300Y4VYEJE1MH6D45 | Long             | DBT              |  | LU        |  11640000 | PA      | $12640142.89  | 0.22%             | 2029-05-27      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold EUR                                           | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-286569.71   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MACQUARIE GROUP LTD                        | Macquarie Group Ltd.                                               | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |  12200000 | PA      | $14945947.39  | 0.25%             | 2030-01-23      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| INTL FINANCE CORP                          | International Finance Corp.                                        | CUSIP: 45950KDJ6<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |  27520000 | PA      | $27584962.34  | 0.47%             | 2028-08-28      | Floating      | 3.97%                 | No            | 2                  | On Loan: No      |
| SEMPRA                                     | Sempra                                                             | CUSIP: 816851BQ1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   4980000 | PA      | $4989975.84   | 0.09%             | 2026-08-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| HORACE MANN EDUCATORS CO                   | Horace Mann Educators Corp.                                        | CUSIP: 440327AM6<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |   3611000 | PA      | $3558033.42   | 0.06%             | 2030-10-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| TEMASEK FINANCIAL I LTD                    | Temasek Financial I Ltd.                                           | CUSIP: 87976EAD8<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |   8920000 | PA      | $8909296.00   | 0.15%             | 2027-08-20      | Floating      | 4.05%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased EUR / Sold USD                                           | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | XX        |         1 | NC      | $44974.80     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                              | RCI Banque SA                                                      | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |   2240000 | PA      | $2643395.59   | 0.05%             | 2030-09-30      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased EUR / Sold USD                                           | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | XX        |         1 | NC      | $44641.27     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| IBM INTERNAT CAPITAL                       | IBM International Capital Pte. Ltd.                                | CUSIP: 449276AD6<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |  22250000 | PA      | $22267874.54  | 0.38%             | 2031-02-05      | Fixed         | 4.75%                 | No            | 2                  | On Loan: —       |
| KNORR-BREMSE AG                            | Knorr-Bremse AG                                                    | CUSIP: 000000000<br>LEI: 5299001GRRO0Z25YZT52 | Long             | DBT              | CORP              | DE        |   3100000 | PA      | $3620208.18   | 0.06%             | 2029-09-30      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| FISERV INC                                 | Fiserv, Inc.                                                       | CUSIP: 337738BK3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   3470000 | PA      | $3512898.64   | 0.06%             | 2031-03-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| CHOICE HOTELS INTL INC                     | Choice Hotels International, Inc.                                  | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |   7900000 | PA      | $7561437.44   | 0.13%             | 2029-12-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| NESTE OYJ                                  | Neste OYJ                                                          | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | DBT              | CORP              | FI        |  13000000 | PA      | $15418347.75  | 0.26%             | 2030-03-20      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                        | Elevance Health, Inc.                                              | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2286381.43   | 0.04%             | 2030-05-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: —       |
| SWEDBANK AB                                | Swedbank AB                                                        | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   3300000 | PA      | $3829120.67   | 0.07%             | 2029-04-30      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATL INFO SERV                    | Fidelity National Information Services, Inc.                       | CUSIP: 31620MCC8<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19978400.00  | 0.34%             | 2029-03-10      | Floating      | 4.86%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMER PIPELINE                   | Plains All American Pipeline LP/PAA Finance Corp.                  | CUSIP: 72650RBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2993239.74   | 0.05%             | 2031-01-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATL INFO SERV                    | Fidelity National Information Services, Inc.                       | CUSIP: 000000000<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |  13360000 | PA      | $14746179.32  | 0.25%             | 2030-05-21      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                   | FirstEnergy Pennsylvania Electric Co.                              | CUSIP: 33767QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4970557.50   | 0.08%             | 2031-03-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-30126.59    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold NZD                                           | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $3586.73      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                   | New Zealand Local Government Funding Agency Bonds                  | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |  11100000 | PA      | $6604257.74   | 0.11%             | 2030-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| DENTSPLY SIRONA INC                        | Dentsply Sirona, Inc.                                              | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |   4550000 | PA      | $4209793.09   | 0.07%             | 2030-06-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: —       |
| Bank of New York Mellon                    | Purchased USD / Sold EUR                                           | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $-185017.09   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                                 | CUSIP: 000000000<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  12380000 | PA      | $14722867.95  | 0.25%             | 2030-07-10      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                         | Credit Agricole SA                                                 | CUSIP: 22534PAJ2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   6257000 | PA      | $6282808.19   | 0.11%             | 2027-03-11      | Floating      | 4.52%                 | No            | 2                  | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE        | LVMH Moet Hennessy Louis Vuitton SE                                | CUSIP: 50244MG97<br>LEI: IOG4E947OATN0KJYSD45 | Long             | STIV             | CORP              | FR        |  46000000 | PA      | $45670842.40  | 0.78%             | 2026-07-09      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CASTELLUM AB                               | Castellum AB                                                       | CUSIP: 000000000<br>LEI: 549300GU5OHTR1T5IY68 | Long             | DBT              | CORP              | SE        |   1800000 | PA      | $2125352.97   | 0.04%             | 2030-12-10      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                     | CUSIP: 2027A1KW6<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    254000 | PA      | $254879.45    | 0.00%             | 2028-03-14      | Floating      | 4.30%                 | No            | 2                  | On Loan: No      |
| OPTUS FINANCE PTY LTD                      | Optus Finance Pty. Ltd.                                            | CUSIP: 000000000<br>LEI: 254900UAM2PKZZ3FLH23 | Long             | DBT              | CORP              | AU        |   1760000 | PA      | $1920823.14   | 0.03%             | 2029-06-20      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| NORDIC INVESTMENT BANK                     | Nordic Investment Bank                                             | CUSIP: 65562QBR5<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |  11000000 | PA      | $11002714.58  | 0.19%             | 2026-05-12      | Floating      | 4.67%                 | No            | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                        | Charles Schwab Corp.                                               | CUSIP: 8085A3FC4<br>LEI: 549300VSGCJ7E698NM85 | Long             | STIV             | CORP              | US        |  12000000 | PA      | $11945858.40  | 0.20%             | 2026-06-12      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ENGIE SA                                   | Engie SA                                                           | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |   1100000 | PA      | $1305145.75   | 0.02%             | 2030-01-11      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| VICI PROPERTIES LP                         | VICI Properties LP                                                 | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |   4200000 | PA      | $4200794.09   | 0.07%             | 2030-02-15      | Fixed         | 4.95%                 | 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      | $387282.25    | 0.01%             | 2029-12-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                                       | CUSIP: 02665WGL9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  10500000 | PA      | $10367652.44  | 0.18%             | 2030-09-04      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                                  | CUSIP: 718172CS6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $222089.60    | 0.00%             | 2030-11-01      | Fixed         | 1.75%                 | No            | 2                  | On Loan: —       |
| EUROPEAN BK RECON & DEV                    | European Bank for Reconstruction & Development                     | CUSIP: 29875BAM8<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |  10000000 | PA      | $10012122.20  | 0.17%             | 2030-07-22      | Floating      | 4.07%                 | No            | 2                  | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                   | Banco Bilbao Vizcaya Argentaria SA                                 | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   1300000 | PA      | $1590711.03   | 0.03%             | 2029-10-14      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| CONSTELLATION EN GEN LLC                   | Constellation Energy Generation LLC                                | CUSIP: 210385AL4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   9587000 | PA      | $9156748.57   | 0.16%             | 2031-03-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| NBN CO LTD                                 | NBN Co. Ltd.                                                       | CUSIP: 000000000<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |   5000000 | PA      | $6022310.96   | 0.10%             | 2029-03-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co.                                                  | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    380000 | PA      | $401528.37    | 0.01%             | 2030-03-25      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS CO                          | General Motors Co.                                                 | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    320000 | PA      | $327115.07    | 0.01%             | 2029-10-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                                 | CUSIP: 37045XFM3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494309.38    | 0.01%             | 2031-01-08      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| ERSTE GROUP BANK AG                        | Erste Group Bank AG                                                | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |   2700000 | PA      | $2865147.28   | 0.05%             | 2029-09-14      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                   | Healthcare Realty Holdings LP                                      | CUSIP: 42225UAL8<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |   1600000 | PA      | $1462001.89   | 0.02%             | 2030-03-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE BANK SA                         | John Deere Bank SA                                                 | CUSIP: 000000000<br>LEI: RUOKPID0PZ0UWJYU9J61 | Long             | DBT              | CORP              | LU        |   2000000 | PA      | $2357563.74   | 0.04%             | 2029-10-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE NA                             | Capital One NA                                                     | CUSIP: 25466AAP6<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    800000 | PA      | $802431.82    | 0.01%             | 2028-09-13      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| JUNIPER NETWORKS INC                       | Juniper Networks, Inc.                                             | CUSIP: 48203RAP9<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |   7060000 | PA      | $6195637.21   | 0.11%             | 2030-12-10      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                         | CUSIP: 05252BDL0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   7100000 | PA      | $7127691.70   | 0.12%             | 2027-07-16      | Floating      | 4.34%                 | No            | 2                  | On Loan: No      |
| TEOLLISUUDEN VOIMA OYJ                     | Teollisuuden Voima OYJ                                             | CUSIP: 000000000<br>LEI: 743700LQ48IZBTZN4S52 | Long             | DBT              | CORP              | FI        |   4590000 | PA      | $5623893.37   | 0.10%             | 2030-06-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ELI LILLY & CO                             | Eli Lilly & Co.                                                    | CUSIP: 532457DA3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7018312.00   | 0.12%             | 2028-10-15      | Floating      | 4.18%                 | No            | 2                  | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                    | GlaxoSmithKline Capital PLC                                        | CUSIP: 377373AH8<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $389691.20    | 0.01%             | 2029-06-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold EUR                                           | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $849143.12    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| RTX CORP                                   | RTX Corp.                                                          | CUSIP: 000000000<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   6817000 | PA      | $7612730.25   | 0.13%             | 2030-05-18      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| WISCONSIN POWER & LIGHT                    | Wisconsin Power & Light Co.                                        | CUSIP: 976826BM8<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |   2795000 | PA      | $2679481.34   | 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      | $5179922.15   | 0.09%             | 2029-06-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                        | Charles Schwab Corp.                                               | CUSIP: 808513BG9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $875187.83    | 0.01%             | 2031-03-11      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| AVIATION CAPITAL GROUP                     | Aviation Capital Group LLC                                         | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406320.08    | 0.01%             | 2029-07-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Caisse des Depots et Consignations         | Caisse des Depots et Consignations                                 | CUSIP: 12800BEM0<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | STIV             | CORP              | CA        |  25000000 | PA      | $24945655.00  | 0.43%             | 2026-05-21      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp.                                                   | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  16061000 | PA      | $16040336.56  | 0.27%             | 2026-06-01      | Fixed         | 2.88%                 | 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      | $2502717.55   | 0.04%             | 2026-07-31      | Floating      | 4.28%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.               | Verizon Communications, Inc.                                       | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1084541.14   | 0.02%             | 2029-03-22      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| NTT FINANCE CORP                           | NTT Finance Corp.                                                  | CUSIP: 62954WAE5<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $264780.30    | 0.00%             | 2031-04-03      | Fixed         | 2.07%                 | No            | 2                  | On Loan: No      |
| STORE CAPITAL LLC                          | Store Capital LLC                                                  | CUSIP: 862123AC0<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |    500000 | PA      | $496411.54    | 0.01%             | 2031-02-11      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                                 | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    560000 | PA      | $579146.81    | 0.01%             | 2031-02-08      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold NZD                                           | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-413669.84   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| NTT FINANCE CORP                           | NTT Finance Corp.                                                  | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1007034.79   | 0.02%             | 2030-07-16      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| APA INFRASTRUCTURE LTD                     | APA Infrastructure Ltd.                                            | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |   4400000 | PA      | $4803149.54   | 0.08%             | 2029-03-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group, Inc.                                          | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3500791.78   | 0.06%             | 2030-03-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| AMERICAN MEDICAL SYST EU                   | American Medical Systems Europe BV                                 | CUSIP: 000000000<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |   5000000 | PA      | $5896078.43   | 0.10%             | 2029-03-08      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                           | Societe Generale SA                                                | CUSIP: 83368RAK8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   4000000 | PA      | $3991242.48   | 0.07%             | 2027-01-12      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                       | Edison International                                               | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   6900000 | PA      | $7245297.46   | 0.12%             | 2029-11-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                    | BPCE SA                                                            | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   6400000 | PA      | $7428931.58   | 0.13%             | 2030-09-05      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| ORIX CORP                                  | ORIX Corp.                                                         | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |   3000000 | PA      | $3545779.29   | 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      | $499322.70    | 0.01%             | 2029-08-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-186.85      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CIE DE SAINT-GOBAIN SA                     | Cie de Saint-Gobain SA                                             | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | DBT              | CORP              | FR        |   6400000 | PA      | $7516420.58   | 0.13%             | 2030-04-08      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| MOTABILITY OPERATIONS GR                   | Motability Operations Group PLC                                    | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |  22300000 | PA      | $26661597.06  | 0.45%             | 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        |  10500000 | PA      | $10514570.33  | 0.18%             | 2029-08-14      | Floating      | 3.98%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FIN GROUP INC                    | Jefferies Financial Group, Inc.                                    | CUSIP: 47233JBH0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485405.14    | 0.01%             | 2030-01-23      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| AMPRION GMBH                               | Amprion GmbH                                                       | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |   4700000 | PA      | $5441350.73   | 0.09%             | 2030-08-27      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                   | Alexandria Real Estate Equities, Inc.                              | CUSIP: 015271AU3<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |   5500000 | PA      | $5498535.46   | 0.09%             | 2030-12-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: —       |
| RYDER SYSTEM INC                           | Ryder System, Inc.                                                 | CUSIP: 78355HKU2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    283000 | PA      | $283041.44    | 0.00%             | 2027-06-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| GENERAL MILLS INC                          | General Mills, Inc.                                                | CUSIP: 000000000<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    600000 | PA      | $706299.76    | 0.01%             | 2030-10-23      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| General Electric Co.                       | General Electric Co.                                               | CUSIP: 000000000<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    670000 | PA      | $747987.79    | 0.01%             | 2029-05-17      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| HIGHWOODS REALTY LP                        | Highwoods Realty LP                                                | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |    600000 | PA      | $555676.42    | 0.01%             | 2030-02-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| MOLNLYCKE HOLDING AB                       | Molnlycke Holding AB                                               | CUSIP: 000000000<br>LEI: 549300WAUZKYD5PU9L16 | Long             | DBT              | CORP              | SE        |    240000 | PA      | $259492.38    | 0.00%             | 2029-09-05      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Bank USA                     | Purchased USD / Sold EUR                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $23254.98     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NOMURA HOLDINGS INC                        | Nomura Holdings, Inc.                                              | CUSIP: 65535HAS8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $229187.62    | 0.00%             | 2030-07-16      | Fixed         | 2.68%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                           | Bank of Montreal                                                   | CUSIP: 06368FAD1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1545000 | PA      | $1546607.25   | 0.03%             | 2026-09-15      | Floating      | 4.27%                 | No            | 2                  | On Loan: No      |
| AEROPORTS DE PARIS SA                      | Aeroports de Paris SA                                              | CUSIP: 000000000<br>LEI: 969500PJMBSFHYC37989 | Long             | DBT              | CORP              | FR        |   2400000 | PA      | $2753505.70   | 0.05%             | 2030-04-02      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| 7-ELEVEN INC                               | 7-Eleven, Inc.                                                     | CUSIP: 817826AE0<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   7525000 | PA      | $6556292.98   | 0.11%             | 2031-02-10      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| BNG BANK NV                                | BNG Bank NV                                                        | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |  20000000 | PA      | $20042121.80  | 0.34%             | 2026-08-05      | Floating      | 4.67%                 | No            | 2                  | On Loan: No      |
| HF SINCLAIR CORP                           | HF Sinclair Corp.                                                  | CUSIP: 403949AR1<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   7300000 | PA      | $7476903.16   | 0.13%             | 2031-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: —       |
| KONINKLIJKE PHILIPS NV                     | Koninklijke Philips NV                                             | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |   3500000 | PA      | $4074806.27   | 0.07%             | 2030-05-23      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| CONAGRA BRANDS INC                         | Conagra Brands, Inc.                                               | CUSIP: 205887AX0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |  12490000 | PA      | $14109907.29  | 0.24%             | 2030-09-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                   | Penske Truck Leasing Co. LP/PTL Finance Corp.                      | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  34400000 | PA      | $34290375.46  | 0.58%             | 2026-06-15      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-86307.72    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AT&T INC                                   | AT&T, Inc.                                                         | CUSIP: 04650NAE4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   7900000 | PA      | $9045917.84   | 0.15%             | 2029-12-17      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| MACQUARIE BANK LTD                         | Macquarie Bank Ltd.                                                | CUSIP: 55608PBY9<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   9637000 | PA      | $9677136.95   | 0.16%             | 2028-06-12      | Floating      | 4.40%                 | No            | 2                  | On Loan: No      |
| E.ON SE                                    | E.ON SE                                                            | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |   2400000 | PA      | $2810731.95   | 0.05%             | 2030-03-05      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| ICCREA BANCA SPA                           | Iccrea Banca SpA                                                   | CUSIP: 000000000<br>LEI: NNVPP80YIZGEY2314M97 | Long             | DBT              | CORP              | IT        |   1610000 | PA      | $1878747.99   | 0.03%             | 2030-01-30      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                                       | CUSIP: 02665WGP0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   9100000 | PA      | $9081926.49   | 0.15%             | 2027-11-19      | Floating      | 4.31%                 | No            | 2                  | On Loan: No      |
| HCA INC                                    | HCA, Inc.                                                          | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2953301.28   | 0.05%             | 2030-03-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased AUD / Sold USD                                           | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | AU        |         1 | NC      | $64792.78     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                                  | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506545.84    | 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      | $471693.75    | 0.01%             | 2030-01-25      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| HUMANA INC                                 | Humana, Inc.                                                       | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486968.66    | 0.01%             | 2029-03-23      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp.                              | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |  10166000 | PA      | $11758748.54  | 0.20%             | 2030-02-10      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| EDENRED SE                                 | Edenred SE                                                         | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | DBT              | CORP              | FR        |  11500000 | PA      | $13324601.72  | 0.23%             | 2030-08-27      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                                       | CUSIP: 02665WFW6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4999100.00   | 0.09%             | 2028-03-03      | Floating      | 4.48%                 | No            | 2                  | On Loan: No      |
| ABERTIS INFRAESTRUCTURAS                   | Abertis Infraestructuras SA                                        | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |   2000000 | PA      | $2303996.07   | 0.04%             | 2030-07-07      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| HIGHWOODS REALTY LP                        | Highwoods Realty LP                                                | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |   9427000 | PA      | $9206881.06   | 0.16%             | 2029-04-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased EUR / Sold USD                                           | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | XX        |         1 | NC      | $291114.71    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased EUR / Sold USD                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $2790.50      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BASF SE                                    | BASF SE                                                            | CUSIP: 05526MFW0<br>LEI: 529900PM64WH8AF1E917 | Long             | STIV             | CORP              | DE        |  30000000 | PA      | $29793582.00  | 0.51%             | 2026-06-30      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ASTRAZENECA PLC                            | AstraZeneca PLC                                                    | CUSIP: 046353AT5<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    564000 | PA      | $561698.55    | 0.01%             | 2029-01-17      | Fixed         | 4.00%                 | No            | 2                  | On Loan: —       |
| Province of Alberta Canada                 | Province of Alberta                                                | CUSIP: 01306NGX0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | STIV             | CORP              | CA        |  35000000 | PA      | $34671738.50  | 0.59%             | 2026-07-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                              | Comcast Corp.                                                      | CUSIP: 000000000<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1595483.77   | 0.03%             | 2029-09-14      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| MITSUBISHI HC FIN AMER                     | Mitsubishi HC Finance America LLC                                  | CUSIP: 606790AE3<br>LEI: 3538008O2MCHLB9FAL82 | Long             | DBT              | CORP              | US        |  17738000 | PA      | $17565604.91  | 0.30%             | 2031-01-14      | Fixed         | 4.56%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Bank USA                     | Purchased EUR / Sold USD                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | XX        |         1 | NC      | $44726.05     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| INFINEON TECHNOLOGIES AG                   | Infineon Technologies AG                                           | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | DBT              | CORP              | DE        |   2300000 | PA      | $2648745.96   | 0.05%             | 2030-02-13      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group, Inc.                                           | CUSIP: 91324PDP4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    155000 | PA      | $153493.37    | 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      | $4590169.49   | 0.08%             | 2029-07-17      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                    | Veolia Environnement SA                                            | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |   5400000 | PA      | $6018713.07   | 0.10%             | 2030-01-07      | Fixed         | 1.94%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                   | Toyota Motor Credit Corp.                                          | CUSIP: 89236TKV6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  14372000 | PA      | $14377292.06  | 0.24%             | 2026-05-18      | Floating      | 4.55%                 | No            | 2                  | On Loan: No      |
| EQUINIX INC                                | Equinix, Inc.                                                      | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    270000 | PA      | $257662.87    | 0.00%             | 2029-11-18      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                   | Healthcare Realty Holdings LP                                      | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |  13900000 | PA      | $13087678.02  | 0.22%             | 2030-02-15      | Fixed         | 3.10%                 | 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      | $19028648.39  | 0.32%             | 2027-06-15      | Floating      | 3.92%                 | No            | 2                  | On Loan: No      |
| KEYCORP                                    | KeyCorp                                                            | CUSIP: 49326EEG4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397428.02    | 0.01%             | 2028-04-30      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| EMERSON ELECTRIC CO                        | Emerson Electric Co.                                               | CUSIP: 000000000<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |   2520000 | PA      | $2844153.98   | 0.05%             | 2029-10-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| AVIATION CAPITAL GROUP                     | Aviation Capital Group LLC                                         | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |  15950000 | PA      | $15838705.84  | 0.27%             | 2030-10-24      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| NATWEST MARKETS PLC                        | NatWest Markets PLC                                                | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2316543.65   | 0.04%             | 2031-01-13      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| RECKITT BENCKISER TSY                      | Reckitt Benckiser Treasury Services PLC                            | CUSIP: 000000000<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |   8401000 | PA      | $9965274.51   | 0.17%             | 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      | $2663463.54   | 0.05%             | 2027-01-14      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased AUD / Sold USD                                           | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | AU        |         1 | NC      | $28753.86     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                           | CUSIP: 21688ABE1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  17750000 | PA      | $17804466.59  | 0.30%             | 2027-03-05      | Floating      | 4.37%                 | No            | 2                  | On Loan: No      |
| BAYER AG                                   | Bayer AG                                                           | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |    970000 | PA      | $1170184.43   | 0.02%             | 2029-08-26      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| CHUBB INA HOLDINGS LLC                     | Chubb INA Holdings LLC                                             | CUSIP: 000000000<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3458788.44   | 0.06%             | 2029-12-15      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| AUTOLIV INC                                | Autoliv, Inc.                                                      | CUSIP: 000000000<br>LEI: A23RUXWKASG834LTMK28 | Long             | DBT              | CORP              | US        |  11160000 | PA      | $13162462.96  | 0.22%             | 2029-08-07      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| BEST BUY CO INC                            | Best Buy Co., Inc.                                                 | CUSIP: 08652BAB5<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |  17834000 | PA      | $15951553.53  | 0.27%             | 2030-10-01      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| Province of Alberta Canada                 | Province of Alberta                                                | CUSIP: 01306NGL6<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | STIV             | CORP              | CA        |   2500000 | PA      | $2479339.50   | 0.04%             | 2026-07-20      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| BMW US CAPITAL LLC                         | BMW U.S. Capital LLC                                               | CUSIP: 000000000<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489611.44    | 0.01%             | 2030-04-09      | Fixed         | 4.15%                 | No            | 2                  | On Loan: —       |
| DEUTSCHE LUFTHANSA AG                      | Deutsche Lufthansa AG                                              | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |   1700000 | PA      | $2023901.53   | 0.03%             | 2030-05-21      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| PROLOGIS LP                                | Prologis LP                                                        | CUSIP: 74340XCA7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |   1000000 | PA      | $881561.84    | 0.02%             | 2031-02-01      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| AMPHENOL CORP                              | Amphenol Corp.                                                     | CUSIP: 032095AP6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    400000 | PA      | $408416.26    | 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        |   6500000 | PA      | $7122625.48   | 0.12%             | 2030-02-07      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                         | Banco Santander SA                                                 | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $986485.55    | 0.02%             | 2030-11-06      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| ITALGAS SPA                                | Italgas SpA                                                        | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | DBT              | CORP              | IT        |   2740000 | PA      | $2910883.50   | 0.05%             | 2030-04-24      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                                  | ONEOK, Inc.                                                        | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    366000 | PA      | $363849.52    | 0.01%             | 2029-10-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| DOLLAR GENERAL CORP                        | Dollar General Corp.                                               | CUSIP: 256677AN5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    252000 | PA      | $255663.57    | 0.00%             | 2028-07-05      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| LA BANQUE POSTALE                          | La Banque Postale SA                                               | CUSIP: 000000000<br>LEI: 96950066U5XAAIRCPA78 | Long             | DBT              | CORP              | FR        |   1900000 | PA      | $2247611.56   | 0.04%             | 2030-06-13      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                        | Bank of Nova Scotia                                                | CUSIP: 06418GAJ6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   6000000 | PA      | $6053655.24   | 0.10%             | 2029-08-01      | Floating      | 4.73%                 | 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      | $266365.01    | 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      | $812387.32    | 0.01%             | 2029-06-25      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                   | Volkswagen Group of America Finance LLC                            | CUSIP: 928668CC4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    500000 | PA      | $528209.81    | 0.01%             | 2030-11-16      | Fixed         | 6.45%                 | No            | 2                  | On Loan: —       |
| BANCO BILBAO VIZCAYA ARG                   | Banco Bilbao Vizcaya Argentaria SA                                 | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   2000000 | PA      | $2324476.58   | 0.04%             | 2030-07-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| DOW CHEMICAL CO/THE                        | Dow Chemical Co.                                                   | CUSIP: 260543DC4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   8358000 | PA      | $7393226.03   | 0.13%             | 2030-11-15      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| ABERTIS FRANCE SAS                         | Abertis France SAS                                                 | CUSIP: 000000000<br>LEI: 9695004S3RCE0Q5V8G28 | Long             | DBT              | CORP              | FR        |   7500000 | PA      | $8791677.33   | 0.15%             | 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      | $4227406.03   | 0.07%             | 2029-11-06      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| VOLVO TREASURY AB                          | Volvo Treasury AB                                                  | CUSIP: 000000000<br>LEI: 549300PD69T87IGZG395 | Long             | DBT              | CORP              | SE        |   4220000 | PA      | $4927870.41   | 0.08%             | 2029-08-26      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                   | Sumitomo Mitsui Trust Bank Ltd.                                    | CUSIP: 86563VCA5<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   9400000 | PA      | $9481082.52   | 0.16%             | 2030-03-13      | Floating      | 4.65%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                                           | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   2700000 | PA      | $1962643.23   | 0.03%             | 2029-02-26      | Floating      | 5.02%                 | No            | 2                  | On Loan: No      |
| BAYERISCHE LANDESBANK                      | Bayerische Landesbank                                              | CUSIP: 000000000<br>LEI: VDYMYTQGZZ6DU0912C88 | Long             | DBT              | CORP              | DE        |    700000 | PA      | $814936.14    | 0.01%             | 2030-02-18      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                                 | CUSIP: 37045XEW2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    440000 | PA      | $440164.28    | 0.01%             | 2027-07-15      | Floating      | 4.70%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                             | BNP Paribas SA                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   4000000 | PA      | $4728446.48   | 0.08%             | 2029-09-01      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| CIGNA GROUP/THE                            | Cigna Group                                                        | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |  11745000 | PA      | $10596321.62  | 0.18%             | 2031-03-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                   | Export Development Canada                                          | CUSIP: 000000000<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |  12500000 | PA      | $7263586.44   | 0.12%             | 2030-08-08      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Sanofi SA                                  | Sanofi SA                                                          | CUSIP: 8010M3JN1<br>LEI: 549300E9PC51EN656011 | Long             | STIV             | CORP              | FR        |  28000000 | PA      | $27584225.20  | 0.47%             | 2026-09-22      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                           | Societe Generale SA                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   4000000 | PA      | $4292497.21   | 0.07%             | 2030-06-12      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| LYB INT FINANCE III                        | LYB International Finance III LLC                                  | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   4620000 | PA      | $4648055.97   | 0.08%             | 2031-01-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased EUR / Sold USD                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $1670.89      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| COMCAST CORP                               | Comcast Corp.                                                      | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $6938816.64   | 0.12%             | 2031-02-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: —       |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                                             | CUSIP: 04517PBZ4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |  27700000 | PA      | $27725468.77  | 0.47%             | 2028-06-20      | Floating      | 3.95%                 | No            | 2                  | On Loan: No      |
| KOMMUNALBANKEN AS                          | Kommunalbanken AS                                                  | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |  20000000 | PA      | $20078544.60  | 0.34%             | 2029-04-09      | Floating      | 4.06%                 | No            | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP LP                    | Simon Property Group LP                                            | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    400000 | PA      | $375122.15    | 0.01%             | 2029-09-13      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                         | CUSIP: 05252BDN6<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1419000 | PA      | $1433293.33   | 0.02%             | 2029-12-16      | Floating      | 4.51%                 | No            | 2                  | On Loan: —       |
| WEA FINANCE LLC                            | WEA Finance LLC                                                    | CUSIP: 92928QAE8<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              |  | US        |   1700000 | PA      | $1677650.75   | 0.03%             | 2028-09-20      | Fixed         | 4.13%                 | No            | 2                  | On Loan: —       |
| TELEFONICA EMISIONES SAU                   | Telefonica Emisiones SA                                            | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $212528.28    | 0.00%             | 2030-02-03      | Fixed         | 0.66%                 | No            | 2                  | On Loan: No      |
| VW CREDIT INC                              | VW Credit, Inc.                                                    | CUSIP: 91842KEM4<br>LEI: 549300UUPJ2NXDB68M19 | Long             | STIV             | CORP              | US        |   8750000 | PA      | $8729037.63   | 0.15%             | 2026-05-21      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| MCDONALD'S CORP                            | McDonald's Corp.                                                   | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2883503.14   | 0.05%             | 2030-03-07      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ELECTRICITE DE FRANCE SA                   | Electricite de France SA                                           | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   2200000 | PA      | $2701219.66   | 0.05%             | 2030-04-26      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| DBS Bank Ltd                               | DBS Bank Ltd.                                                      | CUSIP: 23305EES8<br>LEI: ATUEL7OJR5057F2PV266 | Long             | STIV             | CORP              | SG        |   2000000 | PA      | $1994598.40   | 0.03%             | 2026-05-26      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| MACQUARIE BANK LTD                         | Macquarie Bank Ltd.                                                | CUSIP: 55608PBU7<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |  12130000 | PA      | $12195423.03  | 0.21%             | 2027-07-02      | Floating      | 4.58%                 | No            | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                        | Charles Schwab Corp.                                               | CUSIP: 808513BQ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |  26530000 | PA      | $26532493.82  | 0.45%             | 2026-05-13      | Floating      | 4.18%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                                       | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  29761000 | PA      | $26165370.92  | 0.45%             | 2031-01-20      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| UTAH ACQUISITION SUB                       | Utah Acquisition Sub, Inc.                                         | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | NL        |   8318000 | PA      | $8311024.36   | 0.14%             | 2026-06-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold EUR                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-2363411.27  | -0.04%            |  |  |  | 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      | $47896.51     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                                       | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $883752.16    | 0.02%             | 2030-10-30      | Fixed         | 1.68%                 | No            | 2                  | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                   | Liberty Mutual Group, Inc.                                         | CUSIP: 000000000<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    800000 | PA      | $983128.54    | 0.02%             | 2030-12-02      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Swiss Life Finance I AG                    | Swiss Life Finance I AG                                            | CUSIP: 000000000<br>LEI: 549300GDVNT1NHIHOW12 | Long             | DBT              | CORP              | LI        |   2600000 | PA      | $3053827.91   | 0.05%             | 2029-08-31      | Fixed         | 3.25%                 | 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      | $130843.25    | 0.00%             | 2029-10-06      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| ENEL FINANCE INTL NV                       | ENEL Finance International NV                                      | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $983645.43    | 0.02%             | 2030-09-30      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| ABERTIS FRANCE SAS                         | Abertis France SAS                                                 | CUSIP: 000000000<br>LEI: 9695004S3RCE0Q5V8G28 | Long             | DBT              | CORP              | FR        |   1300000 | PA      | $1388086.41   | 0.02%             | 2031-01-18      | Fixed         | 1.48%                 | No            | 2                  | On Loan: No      |
| BG ENERGY CAPITAL PLC                      | BG Energy Capital PLC                                              | CUSIP: 000000000<br>LEI: S2M8QDKEE05NZN8JD460 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $906835.24    | 0.02%             | 2029-11-21      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FIN GROUP INC                    | Jefferies Financial Group, Inc.                                    | CUSIP: 000000000<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   8700000 | PA      | $10299882.65  | 0.18%             | 2029-04-16      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                        | Intesa Sanpaolo SpA                                                | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   4000000 | PA      | $4961212.05   | 0.08%             | 2030-05-19      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold EUR                                           | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $-1734571.07  | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                       | Edison International                                               | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    550000 | PA      | $568525.09    | 0.01%             | 2030-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold EUR                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-2570128.84  | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| AMERIPRISE FINANCIAL INC                   | Ameriprise Financial, Inc.                                         | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |   2415000 | PA      | $2495874.05   | 0.04%             | 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      | $61859280.42  | 1.05%             | 2027-08-19      | Floating      | 4.09%                 | No            | 2                  | On Loan: No      |
| BRITISH TELECOMMUNICATIO                   | British Telecommunications PLC                                     | CUSIP: 11102AAE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $191495.96    | 0.00%             | 2029-11-08      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| MARSH & MCLENNAN COS INC                   | Marsh & McLennan Cos., Inc.                                        | CUSIP: 000000000<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2229457.83   | 0.04%             | 2030-03-21      | Fixed         | 1.98%                 | No            | 2                  | On Loan: No      |
| WILLIS NORTH AMERICA INC                   | Willis North America, Inc.                                         | CUSIP: 970648AP6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   7700000 | PA      | $7604479.65   | 0.13%             | 2031-03-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold NZD                                           | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-32001.71    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                        | Bank of Nova Scotia                                                | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    880000 | PA      | $1040945.82   | 0.02%             | 2029-04-17      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BELFIUS BANK SA/NV                         | Belfius Bank SA                                                    | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |   7800000 | PA      | $9096120.37   | 0.15%             | 2030-05-28      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |

### Signature

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

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

**Signature:** Randy Olson

**Name of Signer:** Randy Olson

**Title:** Vice President