# EDGAR Filing Document

**Accession Number:** 0000355437
**File Stem:** 0001410368-25-040500
**Filing Date:** 2025-12
**Character Count:** 147287
**Document Hash:** ce1691d3f7cb09491e4748876778b8be
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-040500.hdr.sgml**: 20251222

**ACCESSION NUMBER**: 0001410368-25-040500

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251222

**DATE AS OF CHANGE**: 20251222

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03258
- **FILM NUMBER:** 251590409

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** AUSTIN

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 78746

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

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $318253863.69

**Total Liabilities:** $31113853.84

**Net Assets:** $287140009.85

**Delayed Delivery Securities:** $3615778.52

**Cash Not Reported:** $1882253.73

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -172.33000000 | **1-Year:** -5438.69000000 | **5-Year:** -62715.93000000 | **10-Year:** -78320.34000000 | **30-Year:** -6702.08000000

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

- **3-Month:** -33.57000000 | **1-Year:** -1556.03000000 | **5-Year:** -5027.21000000 | **10-Year:** -1576.62000000 | **30-Year:** -9.92000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000226674 | 1.12%                | 0.71%                | 0.30%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-130449.31              | $3840632.71                                |
| Month 2  | $-535997.60              | $1771796.47                                |
| Month 3  | $2111746.23              | $-2514395.24                               |

**Designated Index Information**

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

- **Index Identifier:** LEGATRUU

### Schedule of Portfolio Investments

| Name                                       | Title                                                    | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| AT&T INC                                   | AT&T, Inc.                                               | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1107690.61   | 0.39%             | 2041-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ACCENTURE CAPITAL INC                      | Accenture Capital, Inc.                                  | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1281790.52   | 0.45%             | 2034-10-04      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ADVANCE AUTO PARTS                         | Advance Auto Parts, Inc.                                 | CUSIP: 00751YAE6<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137538.65    | 0.05%             | 2030-04-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: —       |
| ADVANCE AUTO PARTS                         | Advance Auto Parts, Inc.                                 | CUSIP: 00751YAG1<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    270000 | PA      | $233889.96    | 0.08%             | 2032-03-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: —       |
| AETNA INC                                  | Aetna, Inc.                                              | CUSIP: 00817YAM0<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    400000 | PA      | $319680.42    | 0.11%             | 2042-11-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF ALBERTA                        | Province of Alberta                                      | CUSIP: 013051EW3<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |   3800000 | PA      | $2782720.05   | 0.97%             | 2035-06-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                  | Uniform Mortgage-Backed Security, TBA                    | CUSIP: 01F0206B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7998000 | PA      | $6484358.27   | 2.26%             | 2055-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                  | Uniform Mortgage-Backed Security, TBA                    | CUSIP: 01F0226B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7503000 | PA      | $6369045.05   | 2.22%             | 2055-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                  | Uniform Mortgage-Backed Security, TBA                    | CUSIP: 01F0306B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    905000 | PA      | $801773.44    | 0.28%             | 2055-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                  | Uniform Mortgage-Backed Security, TBA                    | CUSIP: 01F0606B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5852000 | PA      | $5984003.39   | 2.08%             | 2054-11-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                  | Uniform Mortgage-Backed Security, TBA                    | CUSIP: 01F0626B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3875000 | PA      | $4012503.37   | 1.40%             | 2054-11-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ALLSTATE CORP                              | Allstate Corp.                                           | CUSIP: 020002AT8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1503099.77   | 0.52%             | 2036-04-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| ALTRIA GROUP INC                           | Altria Group, Inc.                                       | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192172.08    | 0.07%             | 2030-05-06      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| ALTRIA GROUP INC                           | Altria Group, Inc.                                       | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $770815.86    | 0.27%             | 2041-02-04      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| AMERICAN ASSETS TRUST LP                   | American Assets Trust LP                                 | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |   1000000 | PA      | $910481.14    | 0.32%             | 2031-02-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| APA CORP                                   | APA Corp.                                                | CUSIP: 03743QBD9<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    895000 | PA      | $700506.10    | 0.24%             | 2043-04-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ARES CAPITAL CORP                          | ARES Capital Corp.                                       | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    800000 | PA      | $707966.86    | 0.25%             | 2031-11-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| ASHLAND INC                                | Ashland, Inc.                                            | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |    400000 | PA      | $356554.60    | 0.12%             | 2031-09-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| ASHTEAD CAPITAL INC                        | Ashtead Capital, Inc.                                    | CUSIP: 045054AP8<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177411.80    | 0.06%             | 2031-08-12      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| ASHTEAD CAPITAL INC                        | Ashtead Capital, Inc.                                    | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1031094.75   | 0.36%             | 2032-08-11      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ASSURANT INC                               | Assurant, Inc.                                           | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $879350.49    | 0.31%             | 2032-01-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| AUTONATION INC                             | AutoNation, Inc.                                         | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $466703.73    | 0.16%             | 2032-03-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| AUTONATION INC                             | AutoNation, Inc.                                         | CUSIP: 05329WAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1310846.69   | 0.46%             | 2031-08-01      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| LCR FINANCE PLC                            | LCR Finance PLC                                          | CUSIP: 000000000<br>LEI: 2138008GSNH2EM5YC581 | Long             | DBT              | NUSS              | GB        |     65000 | PA      | $81983.79     | 0.03%             | 2038-12-07      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                    | BPCE SA                                                  | CUSIP: 05578AAN8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1500000 | PA      | $1410638.90   | 0.49%             | 2029-10-01      | Fixed         | 2.70%                 | No            | 2                  | On Loan: —       |
| BANK OF AMERICA CORP                       | Bank of America Corp.                                    | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1126707.57   | 0.39%             | 2042-02-07      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| BAYER US FINANCE II LLC                    | Bayer U.S. Finance II LLC                                | CUSIP: 07274NBA0<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    450000 | PA      | $454904.36    | 0.16%             | 2035-07-30      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BLACKROCK FUNDING INC                      | BlackRock Funding, Inc.                                  | CUSIP: 09290DAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    972000 | PA      | $1005435.42   | 0.35%             | 2034-03-14      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BLUE OWL FINANCE LLC                       | Blue Owl Finance LLC                                     | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $518850.62    | 0.18%             | 2034-04-18      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| BOARDWALK PIPELINES LP                     | Boardwalk Pipelines LP                                   | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92362.00     | 0.03%             | 2032-09-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LP                       | Boston Properties LP                                     | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |   1000000 | PA      | $1022574.57   | 0.36%             | 2035-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| BRITISH COLUMBIA PROV OF                   | Province of British Columbia                             | CUSIP: 110709AK8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   1900000 | PA      | $1419726.93   | 0.49%             | 2034-06-18      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| BRITISH COLUMBIA PROV OF                   | Province of British Columbia                             | CUSIP: 110709AP7<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   3000000 | PA      | $2196007.27   | 0.76%             | 2035-06-18      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BROADSTONE NET LEASE LLC                   | Broadstone Net Lease LLC                                 | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              |  | US        |   1504000 | PA      | $1322950.99   | 0.46%             | 2031-09-15      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                               | Broadcom, Inc.                                           | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128016.75    | 0.04%             | 2036-11-15      | Fixed         | 3.19%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                               | Broadcom, Inc.                                           | CUSIP: 11135FCR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $882577.11    | 0.31%             | 2033-02-15      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| CF INDUSTRIES INC                          | CF Industries, Inc.                                      | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    500000 | PA      | $458045.96    | 0.16%             | 2043-06-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC                          | CPPIB Capital, Inc.                                      | CUSIP: 12593CAW1<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |   3300000 | PA      | $2576519.91   | 0.90%             | 2033-06-02      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp.                                         | CUSIP: 126650BR0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1045455.62   | 0.36%             | 2039-09-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp.                                         | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $427902.11    | 0.15%             | 2040-04-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| CANADIAN NATL RESOURCES                    | Canadian Natural Resources Ltd.                          | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $468508.91    | 0.16%             | 2030-07-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| CINCINNATI FINL CORP                       | Cincinnati Financial Corp.                               | CUSIP: 172062AE1<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |    721000 | PA      | $780240.56    | 0.27%             | 2034-11-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                           | CUSIP: 2027A0KY4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    850000 | PA      | $856323.15    | 0.30%             | 2030-03-14      | Floating      | 5.07%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                           | CUSIP: 2027A0KZ1<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1300000 | PA      | $1308420.10   | 0.46%             | 2030-10-01      | Floating      | 5.05%                 | No            | 2                  | On Loan: No      |
| CONAGRA BRANDS INC                         | Conagra Brands, Inc.                                     | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192445.61    | 0.07%             | 2038-11-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| CONAGRA BRANDS INC                         | Conagra Brands, Inc.                                     | CUSIP: 205887CL4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    600000 | PA      | $612998.43    | 0.21%             | 2035-08-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| CONOCOPHILLIPS                             | ConocoPhillips                                           | CUSIP: 20825CAQ7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    300000 | PA      | $338110.77    | 0.12%             | 2039-02-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association   | Government National Mortgage Association, TBA            | CUSIP: 21H0606B2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3554000 | PA      | $3616911.74   | 1.26%             | 2054-11-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| The DFA Investment Trust Company           | DFA Investment Trust Co.                                 | CUSIP: 23320U405<br>LEI: 549300FSKWEXKF6YBM56 | Long             | EC               | RF                | US        |    123638 | NS      | $1430124.14   | 0.50%             |  |  |  | No            | 2                  | On Loan: No      |
| Dimensional Holdings Inc.                  | DFA Short Term Investment Fund                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1669421 | NS      | $1669421.00   | 0.58%             |  |  |  | No            | N/A                | On Loan: No      |
| DPL INC/OHIO                               | DPL LLC                                                  | CUSIP: 233293AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1473240.90   | 0.51%             | 2029-04-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| DENTSPLY SIRONA INC                        | Dentsply Sirona, Inc.                                    | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |    650000 | PA      | $602748.33    | 0.21%             | 2030-06-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: —       |
| DEVON ENERGY CORPORATION                   | Devon Energy Corp.                                       | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $963190.12    | 0.34%             | 2041-07-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| DICK'S SPORTING GOODS                      | Dick's Sporting Goods, Inc.                              | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    500000 | PA      | $459029.36    | 0.16%             | 2032-01-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE NA                             | Capital One NA                                           | CUSIP: 25466AAP6<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202427.80    | 0.07%             | 2028-09-13      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold EUR                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $223574.82    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $440.41       | 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      | $31604.00     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased EUR / Sold USD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $-25388.57    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold EUR                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $266777.28    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold AUD                                 | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $59487.76     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold CAD                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $77331.21     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $240609.67    | 0.08%             |  |  |  | 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      | $-28148.41    | -0.01%            |  |  |  | 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      | $34322.84     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold GBP                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $53680.75     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold CAD                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $57435.27     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold CAD                                 | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $52415.57     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $150744.01    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold AUD                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $36729.64     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $7368.59      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $143916.83    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold AUD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $20400.74     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold JPY                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $64187.18     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $60194.39     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold GBP                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $28539.73     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold EUR                                 | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $9255.54      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold GBP                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $1262.53      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold GBP                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $45035.03     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold JPY                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $114250.61    | 0.04%             |  |  |  | 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      | $17179.61     | 0.01%             |  |  |  | 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      | $-17950.46    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $76.59        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $4223.03      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased CAD / Sold USD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |         1 | NC      | $-164.32      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $7556.75      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold AUD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-10322.71    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold GBP                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $1234.81      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased EUR / Sold USD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $-3130.40     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $1257.68      | 0.00%             |  |  |  | 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      | $77557.13     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold JPY                                 | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $60344.99     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased JPY / Sold USD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |         1 | NC      | $-5160.01     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $12689.17     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $13668.59     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $697.78       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold EUR                                 | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $151196.31    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $478.40       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $34077.37     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold AUD                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $13065.99     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased CAD / Sold USD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |         1 | NC      | $-33919.27    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold EUR                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $87412.55     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased EUR / Sold USD                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |         1 | NC      | $-86417.35    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased AUD / Sold USD                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |         1 | NC      | $-13040.01    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DOW CHEMICAL CO/THE                        | Dow Chemical Co.                                         | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    800000 | PA      | $800774.30    | 0.28%             | 2036-03-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS                    | Duquesne Light Holdings, Inc.                            | CUSIP: 266233AJ4<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $887947.73    | 0.31%             | 2032-01-07      | Fixed         | 2.78%                 | No            | 2                  | On Loan: No      |
| EPR PROPERTIES                             | EPR Properties                                           | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   1200000 | PA      | $1155901.88   | 0.40%             | 2029-08-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                       | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1053409.87   | 0.37%             | 2042-02-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ENERSYS                                    | EnerSys                                                  | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $987435.20    | 0.34%             | 2027-12-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| F&G ANNUITIES & LIFE INC                   | F&G Annuities & Life, Inc.                               | CUSIP: 30190AAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $914812.68    | 0.32%             | 2034-10-04      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| EXPERIAN FINANCE PLC                       | Experian Finance PLC                                     | CUSIP: 30217AAC7<br>LEI: 635400RKRK5EGXSPC782 | Long             | DBT              | CORP              | GB        |    602000 | PA      | $565952.90    | 0.20%             | 2030-03-08      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| FORTESCUE TREASURY PTY L                   | Fortescue Treasury Pty. Ltd.                             | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   1150000 | PA      | $1145408.05   | 0.40%             | 2027-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| FORTESCUE TREASURY PTY L                   | Fortescue Treasury Pty. Ltd.                             | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    112000 | PA      | $108401.66    | 0.04%             | 2031-04-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                     | Fairfax Financial Holdings Ltd.                          | CUSIP: 303901BF8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $501958.85    | 0.17%             | 2030-04-29      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| FEDEX CORP                                 | FedEx Corp.                                              | CUSIP: 31428XDL7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $897650.35    | 0.31%             | 2041-05-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| FLOWSERVE CORPORATION                      | Flowserve Corp.                                          | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1779115.92   | 0.62%             | 2032-01-15      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                   | Ford Motor Credit Co. LLC                                | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    600000 | PA      | $644685.71    | 0.22%             | 2033-11-07      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| FOX CORP                                   | Fox Corp.                                                | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502727.51    | 0.18%             | 2039-01-25      | Fixed         | 5.48%                 | 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        |    750000 | PA      | $664518.87    | 0.23%             | 2031-02-16      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| GATX CORP                                  | GATX Corp.                                               | CUSIP: 361448BJ1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    500000 | PA      | $463770.01    | 0.16%             | 2032-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| GLP CAPITAL LP / FIN II                    | GLP Capital LP/GLP Financing II, Inc.                    | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              |  | US        |    200000 | PA      | $193735.76    | 0.07%             | 2030-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ALLY FINANCIAL INC                         | Ally Financial, Inc.                                     | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $341537.10    | 0.12%             | 2031-11-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group, Inc.                                | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $220442.90    | 0.08%             | 2041-02-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| GRAPHIC PACKAGING INTERN                   | Graphic Packaging International LLC                      | CUSIP: 38869AAA5<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499060.50    | 0.17%             | 2027-07-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| HCA INC                                    | HCA, Inc.                                                | CUSIP: 404119AJ8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    117000 | PA      | $135400.96    | 0.05%             | 2033-11-06      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| HCA INC                                    | HCA, Inc.                                                | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $862649.58    | 0.30%             | 2042-03-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                     | HAT Holdings I LLC/HAT Holdings II LLC                   | CUSIP: 418751AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $553285.21    | 0.19%             | 2030-09-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                   | Huntsman International LLC                               | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $811167.44    | 0.28%             | 2031-06-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| INDIANA MICHIGAN POWER                     | Indiana Michigan Power Co.                               | CUSIP: 454889AM8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    500000 | PA      | $545951.33    | 0.19%             | 2037-03-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                 | Intel Corp.                                              | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    800000 | PA      | $723911.04    | 0.25%             | 2040-03-25      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                 | Intel Corp.                                              | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    700000 | PA      | $690749.47    | 0.24%             | 2043-02-10      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| INTERSTATE POWER & LIGHT                   | Interstate Power & Light Co.                             | CUSIP: 461070AU8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1684806.25   | 0.59%             | 2033-10-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| INVITATION HOMES OP                        | Invitation Homes Operating Partnership LP                | CUSIP: 46188BAC6<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    900000 | PA      | $766074.34    | 0.27%             | 2034-01-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co.                                     | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $568919.08    | 0.20%             | 2038-05-15      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| JACKSON FINANCIAL INC                      | Jackson Financial, Inc.                                  | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $906370.68    | 0.32%             | 2031-11-23      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| JACOBS ENGINEERING GROUP                   | Jacobs Engineering Group, Inc.                           | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |    750000 | PA      | $787839.56    | 0.27%             | 2033-03-01      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FIN GROUP INC                    | Jefferies Financial Group, Inc.                          | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    300000 | PA      | $263585.78    | 0.09%             | 2031-10-15      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| JUNIPER NETWORKS INC                       | Juniper Networks, Inc.                                   | CUSIP: 48203RAP9<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1054655.71   | 0.37%             | 2030-12-10      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| KB HOME                                    | KB Home                                                  | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1416182.25   | 0.49%             | 2031-06-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| KEMPER CORP                                | Kemper Corp.                                             | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $924210.27    | 0.32%             | 2032-02-23      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| KILROY REALTY LP                           | Kilroy Realty LP                                         | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |   1600000 | PA      | $1328379.23   | 0.46%             | 2032-11-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENER PART                    | Kinder Morgan Energy Partners LP                         | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    100000 | PA      | $112880.22    | 0.04%             | 2038-01-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| KYNDRYL HOLDINGS INC                       | Kyndryl Holdings, Inc.                                   | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1426278.30   | 0.50%             | 2041-10-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| BATH & BODY WORKS INC                      | Bath & Body Works, Inc.                                  | CUSIP: 501797AN4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    600000 | PA      | $603928.80    | 0.21%             | 2028-02-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| LYB INT FINANCE III                        | LYB International Finance III LLC                        | CUSIP: 50249AAH6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    500000 | PA      | $371073.75    | 0.13%             | 2040-10-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| LAS VEGAS SANDS CORP                       | Las Vegas Sands Corp.                                    | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    500000 | PA      | $525026.50    | 0.18%             | 2034-08-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| MGM RESORTS INTL                           | MGM Resorts International                                | CUSIP: 552953CD1<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349490.16    | 0.12%             | 2026-09-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                    | MPLX LP                                                  | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $906690.36    | 0.32%             | 2038-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| MANITOBA (PROVINCE OF)                     | Province of Manitoba                                     | CUSIP: 563469EZ4<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $827870.66    | 0.29%             | 2037-03-05      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| MANITOBA (PROVINCE OF)                     | Province of Manitoba                                     | CUSIP: 563469VB8<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |   5200000 | PA      | $3814383.80   | 1.33%             | 2033-06-02      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| MANITOBA (PROVINCE OF)                     | Province of Manitoba                                     | CUSIP: 563469VE2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $751188.91    | 0.26%             | 2034-06-02      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| MICRON TECHNOLOGY INC                      | Micron Technology, Inc.                                  | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    500000 | PA      | $386245.77    | 0.13%             | 2041-11-01      | Fixed         | 3.37%                 | No            | 2                  | On Loan: No      |
| MOLINA HEALTHCARE INC                      | Molina Healthcare, Inc.                                  | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $922421.30    | 0.32%             | 2030-11-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| MOLINA HEALTHCARE INC                      | Molina Healthcare, Inc.                                  | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    250000 | PA      | $225410.57    | 0.08%             | 2032-05-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| CITY OF MONTREAL                           | City of Montreal                                         | CUSIP: 614852NQ0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |   3000000 | PA      | $2202488.32   | 0.77%             | 2034-12-01      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| CITY OF MONTREAL                           | City of Montreal                                         | CUSIP: 614853CP2<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $150313.36    | 0.05%             | 2032-12-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| CITY OF MONTREAL                           | City of Montreal                                         | CUSIP: 614853EV7<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $149694.49    | 0.05%             | 2033-09-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                           | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $338431.85    | 0.12%             | 2042-07-24      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| NATIONAL FUEL GAS CO                       | National Fuel Gas Co.                                    | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $911177.62    | 0.32%             | 2031-03-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| NOV INC                                    | NOV, Inc.                                                | CUSIP: 637071AK7<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $788257.24    | 0.27%             | 2042-12-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| XPLR INFRAST OPERATING                     | XPLR Infrastructure Operating Partners LP                | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293418.87    | 0.10%             | 2027-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: —       |
| NISSAN MOTOR CO                            | Nissan Motor Co. Ltd.                                    | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   1250000 | PA      | $1172394.60   | 0.41%             | 2030-09-17      | Fixed         | 4.81%                 | No            | 2                  | On Loan: No      |
| NOKIA OYJ                                  | Nokia OYJ                                                | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |    682000 | PA      | $737752.82    | 0.26%             | 2039-05-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| NOMURA HOLDINGS INC                        | Nomura Holdings, Inc.                                    | CUSIP: 65535HAX7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $900605.71    | 0.31%             | 2031-07-14      | Fixed         | 2.61%                 | No            | 2                  | On Loan: No      |
| NOVA SCOTIA PROVINCE                       | Province of Nova Scotia                                  | CUSIP: 669827GM3<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |   4000000 | PA      | $2892075.15   | 1.01%             | 2035-06-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                                  | ONEOK, Inc.                                              | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $321114.84    | 0.11%             | 2031-01-15      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                      | CUSIP: 68333ZBC0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   2000000 | PA      | $1497358.38   | 0.52%             | 2034-06-02      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                      | CUSIP: 68333ZBK2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1200000 | PA      | $853257.28    | 0.30%             | 2035-06-02      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                | Oracle Corp.                                             | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    600000 | PA      | $618266.26    | 0.22%             | 2039-07-08      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                | Oracle Corp.                                             | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    875000 | PA      | $685237.59    | 0.24%             | 2040-04-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| OWENS CORNING                              | Owens Corning                                            | CUSIP: 690742AM3<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1447817.60   | 0.50%             | 2030-02-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                        | CUSIP: 718172CL1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    800000 | PA      | $811566.31    | 0.28%             | 2031-08-01      | Fixed         | 0.80%                 | No            | 2                  | On Loan: No      |
| PIEDMONT OPERATING PARTN                   | Piedmont Operating Partnership LP                        | CUSIP: 720198AE0<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |   1000000 | PA      | $912189.29    | 0.32%             | 2030-08-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMER PIPELINE                   | Plains All American Pipeline LP/PAA Finance Corp.        | CUSIP: 72650RAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $217372.41    | 0.08%             | 2036-05-15      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMER PIPELINE                   | Plains All American Pipeline LP/PAA Finance Corp.        | CUSIP: 72650RAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $543275.13    | 0.19%             | 2037-01-15      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMER PIPELINE                   | Plains All American Pipeline LP/PAA Finance Corp.        | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $193526.08    | 0.07%             | 2029-12-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| E.ON INTL FINANCE BV                       | E.ON International Finance BV                            | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $356095.04    | 0.12%             | 2032-06-07      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                    | Principal Financial Group, Inc.                          | CUSIP: 74251VAA0<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    147000 | PA      | $159765.22    | 0.06%             | 2036-10-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                       | CUSIP: 74814ZFN8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   4100000 | PA      | $2929327.30   | 1.02%             | 2032-09-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                       | CUSIP: 74814ZFT5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    300000 | PA      | $228404.69    | 0.08%             | 2034-09-01      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| REINSURANCE GRP OF AMER                    | Reinsurance Group of America, Inc.                       | CUSIP: 759351AP4<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    258000 | PA      | $244019.24    | 0.08%             | 2030-06-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| SABRA HEALTH CARE LP                       | Sabra Health Care LP                                     | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |    900000 | PA      | $816929.32    | 0.28%             | 2031-12-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                   | Province of Saskatchewan                                 | CUSIP: 803854KX5<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |   3400000 | PA      | $2459136.57   | 0.86%             | 2035-06-02      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| SEAGATE DATA STOR                          | Seagate Data Storage Technology Pte. Ltd.                | CUSIP: 81180LAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    400000 | PA      | $389131.36    | 0.14%             | 2029-06-01      | Fixed         | 4.09%                 | No            | 2                  | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd    | Seagate Data Storage Technology Pte. Ltd.                | CUSIP: 81180LAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    500000 | PA      | $470912.70    | 0.16%             | 2031-01-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| SENSATA TECH INC                           | Sensata Technologies, Inc.                               | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    850000 | PA      | $819652.28    | 0.29%             | 2030-02-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| SHELL FINANCE US INC                       | Shell Finance U.S., Inc.                                 | CUSIP: 822905AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2271778.53   | 0.79%             | 2043-08-12      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| SPECTRA ENERGY PARTNERS                    | Spectra Energy Partners LP                               | CUSIP: 84756NAG4<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $866432.68    | 0.30%             | 2045-03-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                       | OneMain Finance Corp.                                    | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    158000 | PA      | $159030.63    | 0.06%             | 2026-03-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| BLOCK INC                                  | Block, Inc.                                              | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1396632.30   | 0.49%             | 2031-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| STEELCASE INC                              | Steelcase, Inc.                                          | CUSIP: 858155AE4<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | DBT              | CORP              | US        |    700000 | PA      | $684250.00    | 0.24%             | 2029-01-18      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| STELLANTIS FIN US INC                      | Stellantis Finance U.S., Inc.                            | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1038041.76   | 0.36%             | 2035-03-18      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| STORE CAPITAL LLC                          | Store Capital LLC                                        | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |    900000 | PA      | $894476.34    | 0.31%             | 2029-03-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                           | T-Mobile USA, Inc.                                       | CUSIP: 87264ADV4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $223721.14    | 0.08%             | 2033-12-15      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| TAPESTRY INC                               | Tapestry, Inc.                                           | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    300000 | PA      | $271147.28    | 0.09%             | 2032-03-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| TAYLOR MORRISON COMM                       | Taylor Morrison Communities, Inc.                        | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1014605.00   | 0.35%             | 2028-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA PIPELINES                      | TransCanada PipeLines Ltd.                               | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   1200000 | PA      | $1171946.86   | 0.41%             | 2034-03-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Inflation-Indexed Notes                    | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3958323 | PA      | $3891198.43   | 1.36%             | 2027-04-15      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Inflation-Indexed Notes                    | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2416790 | PA      | $2446032.44   | 0.85%             | 2027-10-15      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                      | CUSIP: 91282CKM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4300000 | PA      | $4299165.54   | 1.50%             | 2026-04-30      | Floating      | 3.92%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                      | CUSIP: 91282CLA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3000006.63   | 1.04%             | 2026-07-31      | Floating      | 3.95%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                      | CUSIP: 91282CMJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1298624.12   | 0.45%             | 2027-01-31      | Floating      | 3.86%                 | No            | 2                  | On Loan: No      |
| RTX CORP                                   | RTX Corp.                                                | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    500000 | PA      | $454485.16    | 0.16%             | 2042-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group, Inc.                                 | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    600000 | PA      | $501623.33    | 0.17%             | 2039-08-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                           | Paramount Global                                         | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    700000 | PA      | $736157.70    | 0.26%             | 2036-04-30      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                           | Paramount Global                                         | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196116.31    | 0.07%             | 2031-01-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| VODAFONE GROUP PLC                         | Vodafone Group PLC                                       | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     71000 | PA      | $77436.79     | 0.03%             | 2037-02-27      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| VONTIER CORP                               | Vontier Corp.                                            | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    665000 | PA      | $604684.14    | 0.21%             | 2031-04-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| WALMART INC                                | Walmart, Inc.                                            | CUSIP: 931142CV3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    284000 | PA      | $286066.45    | 0.10%             | 2040-07-08      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| WESTERN DIGITAL CORP                       | Western Digital Corp.                                    | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1139090.40   | 0.40%             | 2029-02-01      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                    | CUSIP: 961214FU2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   3000000 | PA      | $3025095.66   | 1.05%             | 2029-04-16      | Floating      | 5.10%                 | No            | 2                  | On Loan: No      |
| NAT GRID ELECTY WM                         | National Grid Electricity Distribution West Midlands PLC | CUSIP: 000000000<br>LEI: 549300L22M2RCLXON143 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $412455.51    | 0.14%             | 2032-04-16      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| YUM! BRANDS INC                            | Yum! Brands, Inc.                                        | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199499.76    | 0.07%             | 2030-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| YUM! BRANDS INC                            | Yum! Brands, Inc.                                        | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    500000 | PA      | $469430.00    | 0.16%             | 2031-03-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Swap                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |  40000000 | OU      | $4035648.80   | 1.41%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Swap                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   3000000 | OU      | $273446.73    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank Securities, Inc.             | Swap                                                     | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DIR              |  | US        |   4000000 | OU      | $357263.16    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank Securities, Inc.             | Swap                                                     | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DIR              |  | US        |   4000000 | OU      | $394835.64    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank Securities, Inc.             | Swap                                                     | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DIR              |  | US        |   5000000 | OU      | $523759.00    | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank Securities, Inc.             | Swap                                                     | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DIR              |  | US        |   4000000 | OU      | $390159.88    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank Securities, Inc.             | Swap                                                     | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DIR              |  | US        |   7000000 | OU      | $595640.15    | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank Securities, Inc.             | Swap                                                     | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DIR              |  | US        |   6000000 | OU      | $285674.58    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Swap                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |  11000000 | OU      | $509075.27    | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Swap                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |  10000000 | OU      | $-88483.30    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                   | Swap                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |  10000000 | OU      | $45747.60     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Swap                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |  13000000 | OU      | $5137.60      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                   | Swap                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |  10000000 | OU      | $219615.50    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                   | Swap                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |   7000000 | OU      | $70777.07     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                   | Swap                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |   9000000 | OU      | $-1689.66     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                   | Swap                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |  11000000 | OU      | $-171090.48   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                   | Swap                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |   8000000 | OU      | $-123374.08   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Swap                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   8000000 | OU      | $-8630.64     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                   | Swap                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |   8000000 | OU      | $39108.72     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Swap                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   8000000 | OU      | $106122.72    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Swap                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   6000000 | OU      | $62267.46     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5000000 | OU      | $-7641.15     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   8000000 | OU      | $-70915.36    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4000000 | OU      | $-21822.28    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  12000000 | OU      | $66385.68     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   9000000 | OU      | $160946.01    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   9000000 | OU      | $-104173.74   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   9000000 | OU      | $56278.17     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   9000000 | OU      | $-4199.13     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   6000000 | OU      | $13882.26     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  11000000 | OU      | $-44408.43    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $-59696.14    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                       | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 261000000 | PA      | $1690699.44   | 0.59%             | 2034-03-20      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                       | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 350000000 | PA      | $2239809.23   | 0.78%             | 2034-09-20      | Fixed         | 1.40%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                       | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 394000000 | PA      | $2449953.41   | 0.85%             | 2035-09-20      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                       | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 370000000 | PA      | $2102668.87   | 0.73%             | 2036-03-20      | Fixed         | 0.40%                 | No            | 2                  | On Loan: No      |
| New Zealand Government Bonds               | New Zealand Government Bonds                             | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |   2750000 | PA      | $1354708.87   | 0.47%             | 2037-04-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                | Equinor ASA                                              | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    500000 | PA      | $474962.29    | 0.17%             | 2036-11-09      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| Utah Acquisition Sub, Inc.                 | Utah Acquisition Sub, Inc.                               | CUSIP: 000000000<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | NL        |    550000 | PA      | $637131.30    | 0.22%             | 2028-11-22      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| SNCF RESEAU                                | SNCF Reseau                                              | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |    800000 | PA      | $815669.86    | 0.28%             | 2034-03-30      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| BAT INTL FINANCE PLC                       | BAT International Finance PLC                            | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $560741.50    | 0.20%             | 2030-01-16      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| NEW S WALES TREASURY CRP                   | New South Wales Treasury Corp.                           | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |   2000000 | PA      | $1115646.86   | 0.39%             | 2037-11-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                               | Barclays PLC                                             | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $695433.34    | 0.24%             | 2033-01-17      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| KUNTARAHOITUS OYJ                          | Kuntarahoitus OYJ                                        | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |    652000 | PA      | $674421.57    | 0.23%             | 2033-02-23      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BAHN AG                           | Deutsche Bahn AG                                         | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $420204.30    | 0.15%             | 2033-08-16      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| FINNVERA PLC                               | Finnvera OYJ                                             | CUSIP: 000000000<br>LEI: 743700T69OBBJO7TCA15 | Long             | DBT              | NUSS              | FI        |    700000 | PA      | $718775.59    | 0.25%             | 2033-07-14      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| SOCIETE DES GRANDS PROJ                    | Societe Des Grands Projets EPIC                          | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |   1100000 | PA      | $1062748.36   | 0.37%             | 2034-05-25      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| BP CAPITAL MARKETS PLC                     | BP Capital Markets PLC                                   | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   2300000 | PA      | $2418440.43   | 0.84%             | 2031-05-08      | Fixed         | 1.23%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                             | BNP Paribas SA                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $547242.46    | 0.19%             | 2029-05-28      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| TREASURY CORP VICTORIA                     | Treasury Corp. of Victoria                               | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |   4090000 | PA      | $2166827.52   | 0.75%             | 2034-11-20      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                   | Capital One Financial Corp.                              | CUSIP: 000000000<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    373000 | PA      | $411420.72    | 0.14%             | 2029-06-12      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                     | Berkshire Hathaway Finance Corp.                         | CUSIP: 084664CS8<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    600000 | PA      | $561273.45    | 0.20%             | 2039-06-19      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Westlake Corp.                             | Westlake Corp.                                           | CUSIP: 000000000<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    500000 | PA      | $549270.36    | 0.19%             | 2029-07-17      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| WINTERSHALL DEA FINANCE                    | Wintershall Dea Finance BV                               | CUSIP: 000000000<br>LEI: 529900SUC9JUI6M74U66 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1032283.64   | 0.36%             | 2031-09-25      | Fixed         | 1.82%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Societe Generale SA                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1067925.25   | 0.37%             | 2029-09-24      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| SKANDINAVISKA ENSKILDA                     | Skandinaviska Enskilda Banken AB                         | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    200000 | PA      | $211628.87    | 0.07%             | 2029-11-12      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| PUBLIC STORAGE OP CO                       | Public Storage Operating Co.                             | CUSIP: 000000000<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    200000 | PA      | $200313.21    | 0.07%             | 2032-01-24      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co.                                        | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    278000 | PA      | $289226.83    | 0.10%             | 2030-08-14      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| DOW CHEMICAL CO/THE                        | Dow Chemical Co.                                         | CUSIP: 260543DA8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    267000 | PA      | $265993.78    | 0.09%             | 2032-03-15      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| BP CAPITAL MARKETS PLC                     | BP Capital Markets PLC                                   | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $339717.12    | 0.12%             | 2032-04-07      | Fixed         | 2.82%                 | No            | 2                  | On Loan: No      |
| INTL FINANCE CORP                          | International Finance Corp.                              | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |   2500000 | PA      | $1222804.84   | 0.43%             | 2035-04-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY INC                     | Berkshire Hathaway, Inc.                                 | CUSIP: 000000000<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        | 100000000 | PA      | $545448.50    | 0.19%             | 2040-04-16      | Fixed         | 1.59%                 | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                | Equinor ASA                                              | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    800000 | PA      | $832196.04    | 0.29%             | 2032-05-22      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| BANQUE FED CRED MUTUEL                     | Banque Federative du Credit Mutuel SA                    | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   1300000 | PA      | $1385363.22   | 0.48%             | 2030-06-03      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                    | Exxon Mobil Corp.                                        | CUSIP: 000000000<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   5290000 | PA      | $5306563.92   | 1.85%             | 2032-06-26      | Fixed         | 0.84%                 | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                    | Exxon Mobil Corp.                                        | CUSIP: 000000000<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2304526.87   | 0.80%             | 2039-06-26      | Fixed         | 1.41%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                        | American Tower Corp.                                     | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    500000 | PA      | $504720.87    | 0.18%             | 2032-01-15      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| ABERTIS FRANCE SAS                         | Abertis France SAS                                       | CUSIP: 000000000<br>LEI: 9695004S3RCE0Q5V8G28 | Long             | DBT              | CORP              | FR        |   1100000 | PA      | $1203994.94   | 0.42%             | 2029-09-18      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| DIGITAL DUTCH FINCO BV                     | Digital Dutch Finco BV                                   | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |   1000000 | PA      | $995227.34    | 0.35%             | 2032-01-15      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Mizuho Financial Group, Inc.               | Mizuho Financial Group, Inc.                             | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $621411.83    | 0.22%             | 2030-10-07      | Fixed         | 0.69%                 | No            | 2                  | On Loan: No      |
| Banque Federative du Credit Mutuel SA      | Banque Federative du Credit Mutuel SA                    | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $605801.28    | 0.21%             | 2031-02-21      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| SOUTHERN GAS NETWORK PLC                   | Southern Gas Networks PLC                                | CUSIP: 000000000<br>LEI: 549300SPX8573VZ2SK79 | Long             | DBT              | CORP              | GB        |   1250000 | PA      | $1336184.94   | 0.47%             | 2031-12-02      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| NEW S WALES TREASURY CRP                   | New South Wales Treasury Corp.                           | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |   4260000 | PA      | $2354391.63   | 0.82%             | 2032-02-20      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| NATL GAS TRANSMISSION                      | National Gas Transmission PLC                            | CUSIP: 000000000<br>LEI: FPCHGTHKVH9ZWXS7S453 | Long             | DBT              | CORP              | GB        |    656000 | PA      | $665046.68    | 0.23%             | 2033-01-14      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| PROLOGIS EURO FINANCE                      | Prologis Euro Finance LLC                                | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |    500000 | PA      | $488738.70    | 0.17%             | 2032-02-16      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                               | UBS Group AG                                             | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $190721.01    | 0.07%             | 2033-02-24      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY INC                     | Berkshire Hathaway, Inc.                                 | CUSIP: 000000000<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        | 410000000 | PA      | $2438493.64   | 0.85%             | 2031-04-15      | Fixed         | 0.44%                 | No            | 2                  | On Loan: No      |
| UNEDIC                                     | UNEDIC ASSEO                                             | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |    100000 | PA      | $84888.47     | 0.03%             | 2036-05-25      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER                   | Volkswagen Financial Services AG                         | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |    900000 | PA      | $927550.11    | 0.32%             | 2030-02-12      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                   | Celanese U.S. Holdings LLC                               | CUSIP: 000000000<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1049110.89   | 0.37%             | 2028-09-10      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| PUBLIC STORAGE OP CO                       | Public Storage Operating Co.                             | CUSIP: 000000000<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |   1000000 | PA      | $1022094.50   | 0.36%             | 2030-09-09      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                               | UBS Group AG                                             | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1870000 | PA      | $1896963.69   | 0.66%             | 2031-11-03      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| UNICREDIT SPA                              | UniCredit SpA                                            | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   1000000 | PA      | $1066124.50   | 0.37%             | 2032-01-18      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY INC                     | Berkshire Hathaway, Inc.                                 | CUSIP: 000000000<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        | 200000000 | PA      | $1164318.46   | 0.41%             | 2032-01-23      | Fixed         | 0.47%                 | No            | 2                  | On Loan: No      |
| JCDECAUX SE                                | JCDecaux SE                                              | CUSIP: 000000000<br>LEI: 9695009KV7AFPDEI5S30 | Long             | DBT              | CORP              | FR        |   1200000 | PA      | $1311197.86   | 0.46%             | 2030-02-07      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp.                    | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $981610.22    | 0.34%             | 2034-02-09      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| MIZUHO FINANCIAL GROUP                     | Mizuho Financial Group, Inc.                             | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $432667.81    | 0.15%             | 2032-04-08      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| TENNET NET BV                              | Tennet Netherlands BV                                    | CUSIP: 000000000<br>LEI: 724500N24X9VLIRO3K10 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1115664.19   | 0.39%             | 2033-05-17      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| VISA INC                                   | Visa, Inc.                                               | CUSIP: 92826CAT9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $327801.76    | 0.11%             | 2034-06-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                     | Mitsubishi UFJ Financial Group, Inc.                     | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1480000 | PA      | $1748283.62   | 0.61%             | 2032-06-15      | Fixed         | 3.56%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                    | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $573716.43    | 0.20%             | 2032-08-03      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Siemens Financieringsmaatschappij NV       | Siemens Financieringsmaatschappij NV                     | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |   2500000 | PA      | $2899488.11   | 1.01%             | 2033-09-08      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                   | Caisse d'Amortissement de la Dette Sociale               | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |    200000 | PA      | $226463.61    | 0.08%             | 2032-11-25      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                       | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    700000 | PA      | $808975.08    | 0.28%             | 2033-01-24      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CAISSE DES DEPOTS ET CON                   | Caisse des Depots et Consignations                       | CUSIP: 000000000<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | DBT              | NUSS              | FR        |   1500000 | PA      | $1723311.69   | 0.60%             | 2033-05-25      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                           | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    850000 | PA      | $561616.41    | 0.20%             | 2028-08-17      | Floating      | 4.54%                 | No            | 2                  | On Loan: No      |
| NESTLE FINANCE INTL LTD                    | Nestle Finance International Ltd.                        | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |   1100000 | PA      | $1318602.87   | 0.46%             | 2035-11-14      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| AGENCE FRANCE LOCALE                       | Agence France Locale                                     | CUSIP: 000000000<br>LEI: 969500NMI4UP00IO8G47 | Long             | DBT              | NUSS              | FR        |    100000 | PA      | $113107.56    | 0.04%             | 2034-03-20      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| NORFINA LTD                                | Norfina Ltd.                                             | CUSIP: 000000000<br>LEI: JEBU6C6ITPD2YZ9N7F22 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $329826.07    | 0.11%             | 2029-03-19      | Floating      | 4.53%                 | No            | 2                  | On Loan: No      |
| BAT INTL FINANCE PLC                       | BAT International Finance PLC                            | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $239505.37    | 0.08%             | 2032-04-12      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| GENERAL MILLS INC                          | General Mills, Inc.                                      | CUSIP: 000000000<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1411089.93   | 0.49%             | 2034-04-23      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                      | CUSIP: 000000000<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   2000000 | PA      | $1339548.31   | 0.47%             | 2034-05-08      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| WP CAREY INC                               | WP Carey, Inc.                                           | CUSIP: 000000000<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    300000 | PA      | $358587.36    | 0.12%             | 2032-07-23      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| BRITISH COLUMBIA PROV OF                   | Province of British Columbia                             | CUSIP: 000000000<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   1700000 | PA      | $1132620.71   | 0.39%             | 2034-05-23      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| AKER BP ASA                                | Aker BP ASA                                              | CUSIP: 000000000<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    900000 | PA      | $1058464.67   | 0.37%             | 2032-05-29      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| PSP CAPITAL INC                            | PSP Capital, Inc.                                        | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |   1400000 | PA      | $1626521.16   | 0.57%             | 2034-07-02      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| BPIFRANCE SACA                             | Bpifrance SACA                                           | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |   1200000 | PA      | $1380565.70   | 0.48%             | 2034-05-25      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                                 | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $395033.60    | 0.14%             | 2029-07-17      | Floating      | 4.41%                 | No            | 2                  | On Loan: No      |
| SEGRO PLC                                  | Segro PLC                                                | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | DBT              |  | GB        |    200000 | PA      | $231328.94    | 0.08%             | 2032-09-24      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ORIX CORP                                  | ORIX Corp.                                               | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1158983.27   | 0.40%             | 2031-10-22      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| AGENCE FRANCE LOCALE                       | Agence France Locale                                     | CUSIP: 000000000<br>LEI: 969500NMI4UP00IO8G47 | Long             | DBT              | NUSS              | FR        |   3500000 | PA      | $3997557.13   | 1.39%             | 2032-08-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| DSV FINANCE BV                             | DSV Finance BV                                           | CUSIP: 000000000<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |    750000 | PA      | $858653.64    | 0.30%             | 2034-11-06      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| DSV FINANCE BV                             | DSV Finance BV                                           | CUSIP: 000000000<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $232790.24    | 0.08%             | 2032-11-06      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| ARCELORMITTAL SA                           | ArcelorMittal SA                                         | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $232593.43    | 0.08%             | 2031-12-13      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| SELP FINANCE SARL                          | SELP Finance SARL                                        | CUSIP: 000000000<br>LEI: 549300Y4VYEJE1MH6D45 | Long             | DBT              |  | LU        |   1000000 | PA      | $1168146.57   | 0.41%             | 2032-01-16      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| BMW INTL INVESTMENT BV                     | BMW International Investment BV                          | CUSIP: 000000000<br>LEI: 724500J951RJJFEW5X49 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $117053.07    | 0.04%             | 2033-01-22      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| TELEFONICA EMISIONES SAU                   | Telefonica Emisiones SA                                  | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $463355.68    | 0.16%             | 2034-01-23      | Fixed         | 3.72%                 | No            | 2                  | On Loan: No      |
| TYCO ELECTRONICS GROUP S                   | Tyco Electronics Group SA                                | CUSIP: 000000000<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $345677.74    | 0.12%             | 2033-01-31      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                    | Imperial Brands Finance PLC                              | CUSIP: 000000000<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1381491.54   | 0.48%             | 2034-02-12      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| CAISSE DES DEPOTS ET CON                   | Caisse des Depots et Consignations                       | CUSIP: 000000000<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | DBT              | NUSS              | FR        |   2700000 | PA      | $3035470.78   | 1.06%             | 2035-05-25      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| JOHNSON & JOHNSON                          | Johnson & Johnson                                        | CUSIP: 000000000<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    200000 | PA      | $234237.25    | 0.08%             | 2033-02-26      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| PPG INDUSTRIES INC                         | PPG Industries, Inc.                                     | CUSIP: 000000000<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $114924.63    | 0.04%             | 2032-03-04      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| AEROPORTS DE PARIS SA                      | Aeroports de Paris SA                                    | CUSIP: 000000000<br>LEI: 969500PJMBSFHYC37989 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $466852.39    | 0.16%             | 2033-03-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                             | CUSIP: 000000000<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $357031.53    | 0.12%             | 2032-03-19      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| BLACKROCK INC                              | Blackrock, Inc.                                          | CUSIP: 000000000<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1191315.42   | 0.41%             | 2035-07-18      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| ENEXIS HOLDING NV                          | Enexis Holding NV                                        | CUSIP: 000000000<br>LEI: 7245009Q5867Q0YC9Q13 | Long             | DBT              | CORP              | NL        |   2076000 | PA      | $2420886.72   | 0.84%             | 2033-04-09      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC                               | Alphabet, Inc.                                           | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1371000 | PA      | $1587836.05   | 0.55%             | 2033-05-06      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AGENCE FRANCE LOCALE                       | Agence France Locale                                     | CUSIP: 000000000<br>LEI: 969500NMI4UP00IO8G47 | Long             | DBT              | NUSS              | FR        |    800000 | PA      | $911870.38    | 0.32%             | 2033-03-20      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                   | Siemens Financieringsmaatschappij NV                     | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    900000 | PA      | $1048716.88   | 0.37%             | 2033-05-27      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| BRITISH COLUMBIA PROV OF                   | Province of British Columbia                             | CUSIP: 000000000<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    730000 | PA      | $829913.30    | 0.29%             | 2040-05-29      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| NOVO NORDISK FINANCE NL                    | Novo Nordisk Finance Netherlands BV                      | CUSIP: 000000000<br>LEI: 549300X0PCJ6M2JZQW91 | Long             | DBT              | CORP              | NL        |    650000 | PA      | $750855.58    | 0.26%             | 2033-05-27      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                       | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   1300000 | PA      | $849518.21    | 0.30%             | 2035-06-04      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Japan Government Thirty Year Bonds         | Japan Government Thirty Year Bonds                       | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  58000000 | PA      | $402146.13    | 0.14%             | 2034-03-20      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| WALMART INC                                | Walmart, Inc.                                            | CUSIP: 000000000<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     26000 | PA      | $35666.14     | 0.01%             | 2035-09-28      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                      | CUSIP: 683234VR6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1400000 | PA      | $1158150.51   | 0.40%             | 2035-06-02      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                      | CUSIP: 683234YD4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1400000 | PA      | $1075451.14   | 0.37%             | 2037-06-02      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| ELECTRICITE DE FRANCE SA                   | Electricite de France SA                                 | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $411488.71    | 0.14%             | 2034-06-02      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                       | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  20000000 | PA      | $112178.31    | 0.04%             | 2037-09-20      | Fixed         | 0.60%                 | No            | 2                  | On Loan: No      |
| NORDEA KIINNITYSLUOTTO                     | Nordea Kiinnitysluottopankki OYJ                         | CUSIP: 000000000<br>LEI: 7437001LESKGLAEOEU84 | Long             | DBT              | CORP              | FI        |    600000 | PA      | $626187.63    | 0.22%             | 2033-02-28      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC                          | CPPIB Capital, Inc.                                      | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |   1400000 | PA      | $1462539.77   | 0.51%             | 2033-03-04      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| COLGATE-PALMOLIVE CO                       | Colgate-Palmolive Co.                                    | CUSIP: 000000000<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303154.00    | 0.11%             | 2034-03-06      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| TREASURY CORP VICTORIA                     | Treasury Corp. of Victoria                               | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |   2100000 | PA      | $1056876.33   | 0.37%             | 2035-09-17      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| SHELL INTERNATIONAL FIN                    | Shell International Finance BV                           | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    390000 | PA      | $421998.53    | 0.15%             | 2032-04-07      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| SHELL INTERNATIONAL FIN                    | Shell International Finance BV                           | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    190000 | PA      | $193476.61    | 0.07%             | 2032-11-11      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| U.K. Gilts                                 | U.K. Gilts                                               | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   2000000 | PA      | $1847495.60   | 0.64%             | 2035-07-31      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| ENEXIS HOLDING NV                          | Enexis Holding NV                                        | CUSIP: 000000000<br>LEI: 7245009Q5867Q0YC9Q13 | Long             | DBT              | CORP              | NL        |   1640000 | PA      | $1617119.02   | 0.56%             | 2032-06-17      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                       | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 207600000 | PA      | $1018494.14   | 0.35%             | 2041-12-20      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| TREASURY CORP VICTORIA                     | Treasury Corp. of Victoria                               | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |   2050000 | PA      | $1307138.22   | 0.46%             | 2036-09-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                | BNP Paribas SA                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $432493.49    | 0.15%             | 2031-07-13      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| TREASURY CORP VICTORIA                     | Treasury Corp. of Victoria                               | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |   2100000 | PA      | $1156933.19   | 0.40%             | 2033-09-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| LVMH MOET HENNESSY VUITT                   | LVMH Moet Hennessy Louis Vuitton SE                      | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $232457.57    | 0.08%             | 2032-03-07      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| French Republic Government Bonds OAT       | French Republic Government Bonds OAT                     | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   3050000 | PA      | $2665796.03   | 0.93%             | 2038-05-25      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| New Zealand Government Bonds               | New Zealand Government Bonds                             | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    350000 | PA      | $204641.75    | 0.07%             | 2034-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| REGIE AUTONOME DES TRANS                   | Regie Autonome des Transports Parisiens EPIC             | CUSIP: 000000000<br>LEI: 969500K59E47ULNCAQ69 | Long             | DBT              | NUSS              | FR        |    800000 | PA      | $851917.09    | 0.30%             | 2032-05-25      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| JAB HOLDINGS BV                            | JAB Holdings BV                                          | CUSIP: 000000000<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $375539.42    | 0.13%             | 2033-06-12      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| PSP CAPITAL INC                            | PSP Capital, Inc.                                        | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |    700000 | PA      | $525398.03    | 0.18%             | 2033-06-01      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| CAISSE FRANCAISE DE FIN                    | Caisse Francaise de Financement Local SA                 | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |   2700000 | PA      | $3120076.43   | 1.09%             | 2033-07-20      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                   | Siemens Financieringsmaatschappij NV                     | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $229732.11    | 0.08%             | 2037-02-22      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| VISA INC                                   | Visa, Inc.                                               | CUSIP: 000000000<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3609901.13   | 1.26%             | 2033-05-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                       | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 349000000 | PA      | $1945327.95   | 0.68%             | 2037-12-20      | Fixed         | 0.60%                 | No            | 2                  | On Loan: No      |
| EFSF                                       | European Financial Stability Facility                    | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |    600000 | PA      | $619132.48    | 0.22%             | 2033-05-24      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |

### Signature

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

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

**Signature:** Randy Olson

**Name of Signer:** Randy Olson

**Title:** Vice President