# EDGAR Filing Document

**Accession Number:** 0000355437
**File Stem:** 0001410368-26-065022
**Filing Date:** 2026-6
**Character Count:** 216830
**Document Hash:** ba33a654030769878723bd9f95396a23
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-065022.hdr.sgml**: 20260624

**ACCESSION NUMBER**: 0001410368-26-065022

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260624

**DATE AS OF CHANGE**: 20260624

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03258
- **FILM NUMBER:** 261114393

**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 Selectively Hedged Global Fixed Income Portfolio (Series ID: S000020421)

| Class ID   | Class Name                                                                 | Ticker Symbol   |
|:---|:---|:---|
| C000057262 | DFA Selectively Hedged Global Fixed Income Portfolio - 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 Selectively Hedged Global Fixed Income Portfolio

- **b. EDGAR series identifier (if any):** S000020421

- **c. LEI of Series:** 5493007FXNXFTGEH1168

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1069978000.25

**Total Liabilities:** $15311313.45

**Net Assets:** $1054666686.80

**Cash Not Reported:** $8894866.02

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1991.17000000 | **1-Year:** -100775.64000000 | **5-Year:** -176280.84000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** -13.25000000 | **1-Year:** -420.62000000 | **5-Year:** -1014.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000057262 | 0.54%                | -1.07%               | 0.86%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4625831.07             | $1544800.95                                |
| Month 2  | $3860615.35              | $-30086625.54                              |
| Month 3  | $4377664.78              | $16636664.22                               |

**Designated Index Information**

- **Index Name:** Securities Portfolio VaR

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

### Schedule of Portfolio Investments

| Name                                       | Title                                               | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| DSV FINANCE BV                             | DSV Finance BV                                      | CUSIP: 000000000<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |    630000 | PA      | $689150.05    | 0.07%             | 2030-03-16      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased EUR / Sold USD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $1939.92      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FRESENIUS MEDICAL CARE A                   | Fresenius Medical Care AG                           | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | DBT              | CORP              | DE        |    267000 | PA      | $291675.28    | 0.03%             | 2029-11-29      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                        | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2815000 | PA      | $3047993.16   | 0.29%             | 2030-04-08      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Dimensional Holdings Inc.                  | DFA Short Term Investment Fund                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   3627365 | NS      | $3627365.00   | 0.34%             |  |  |  | No            | N/A                | On Loan: No      |
| KEYCORP                                    | KeyCorp                                             | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    120000 | PA      | $112418.88    | 0.01%             | 2029-10-01      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| NOMURA HOLDINGS INC                        | Nomura Holdings, Inc.                               | CUSIP: 65535HAW9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1587000 | PA      | $1579026.31   | 0.15%             | 2026-07-14      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| WESTERN UNION CO/THE                       | Western Union Co.                                   | CUSIP: 959802BA6<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    375000 | PA      | $338731.52    | 0.03%             | 2031-03-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: —       |
| KOMMUNALBANKEN AS                          | Kommunalbanken AS                                   | CUSIP: 50047JAP3<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |   5000000 | PA      | $5010582.00   | 0.48%             | 2028-03-03      | Floating      | 4.06%                 | No            | 2                  | On Loan: No      |
| SANDOZ FINANCE B.V.                        | Sandoz Finance BV                                   | CUSIP: 000000000<br>LEI: 213800DFA3WXJ7KC9R74 | Long             | DBT              | CORP              | NL        |   1500000 | PA      | $1807391.74   | 0.17%             | 2030-04-17      | Fixed         | 4.22%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased NOK / Sold USD                            | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | NO        |         1 | NC      | $40120.75     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NatWest Markets PLC                        | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-110385.21   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development | CUSIP: 459056HW0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   4000000 | PA      | $2932970.15   | 0.28%             | 2028-09-05      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| International Business Machines Corp.      | International Business Machines Corp.               | CUSIP: 459200JV4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2176046.54   | 0.21%             | 2031-01-31      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| CIGNA GROUP/THE                            | Cigna Group                                         | CUSIP: 125523CT5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3152453.83   | 0.30%             | 2029-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| NatWest Markets PLC                        | Purchased USD / Sold NZD                            | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-154793.49   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BOEING CO                                  | Boeing Co.                                          | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    529000 | PA      | $529000.00    | 0.05%             | 2026-05-01      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                              | Citigroup, Inc.                                     | CUSIP: 172967KN0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    366000 | PA      | $366000.00    | 0.03%             | 2026-05-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| ERG SPA                                    | ERG SpA                                             | CUSIP: 000000000<br>LEI: 8156004604684CA44A90 | Long             | DBT              | CORP              | IT        |   2900000 | PA      | $3486789.99   | 0.33%             | 2030-07-03      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| VICINITY CENTRES TRUST                     | Vicinity Centres Trust                              | CUSIP: 000000000<br>LEI: 254900YANM8VTQCFYX66 | Long             | DBT              |  | AU        |   1000000 | PA      | $1082361.03   | 0.10%             | 2029-11-07      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| ABB FINANCE BV                             | ABB Finance BV                                      | CUSIP: 000000000<br>LEI: 5493004JXXFB454B6L79 | Long             | DBT              | CORP              | NL        |   1360000 | PA      | $1421549.58   | 0.13%             | 2030-01-19      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                            | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $363826.82    | 0.03%             | 2028-01-19      | Floating      | 5.51%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                     | CUSIP: 4581X0DY1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1100000 | PA      | $1100077.00   | 0.10%             | 2026-09-16      | Floating      | 3.82%                 | No            | 2                  | On Loan: No      |
| ICADE                                      | ICADE                                               | CUSIP: 000000000<br>LEI: 969500UDH342QLTE1M42 | Long             | DBT              |  | FR        |    900000 | PA      | $954115.43    | 0.09%             | 2030-01-19      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                               | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   3200000 | PA      | $2322847.26   | 0.22%             | 2028-02-16      | Floating      | 4.94%                 | No            | 2                  | On Loan: No      |
| ATHENE HOLDING LTD                         | Athene Holding Ltd.                                 | CUSIP: 04686JAC5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2233145.35   | 0.21%             | 2031-01-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| PARKER-HANNIFIN CORP                       | Parker-Hannifin Corp.                               | CUSIP: 000000000<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1153590.91   | 0.11%             | 2030-03-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| KOMMUNALBANKEN AS                          | Kommunalbanken AS                                   | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |   5000000 | PA      | $5005539.10   | 0.47%             | 2026-06-17      | Floating      | 4.65%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased NOK / Sold USD                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NO        |         1 | NC      | $39817.81     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AMAZON.COM INC                             | Amazon.com, Inc.                                    | CUSIP: 023135DA1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2379928.13   | 0.23%             | 2029-03-13      | Floating      | 4.24%                 | No            | 2                  | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                    | Nationwide Building Society                         | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   5909000 | PA      | $6844927.54   | 0.65%             | 2030-03-03      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Mizuho Financial Group, Inc.               | Mizuho Financial Group, Inc.                        | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1068194.46   | 0.10%             | 2029-09-06      | Fixed         | 0.40%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold EUR                            | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-216651.76   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| HYDRO-QUEBEC                               | Hydro-Quebec                                        | CUSIP: 44889ZFE1<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |   2400000 | PA      | $1722713.59   | 0.16%             | 2028-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                    | Autostrade per l'Italia SpA                         | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |    520000 | PA      | $579721.35    | 0.05%             | 2029-09-26      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-33216.12    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AMADEUS IT GROUP SA                        | Amadeus IT Group SA                                 | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | DBT              | CORP              | ES        |    300000 | PA      | $349672.46    | 0.03%             | 2030-03-25      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| ABN AMRO BANK NV                           | ABN AMRO Bank NV                                    | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $232371.18    | 0.02%             | 2029-06-04      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| 3M COMPANY                                 | 3M Co.                                              | CUSIP: 000000000<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1870341.04   | 0.18%             | 2030-05-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| ABN AMRO BANK NV                           | ABN AMRO Bank NV                                    | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $586523.84    | 0.06%             | 2030-01-21      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| ARCELORMITTAL SA                           | ArcelorMittal SA                                    | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   1300000 | PA      | $1519709.16   | 0.14%             | 2028-12-13      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| HOWOGE WOHNUNGS                            | HOWOGE Wohnungsbaugesellschaft GmbH                 | CUSIP: 000000000<br>LEI: 894500BIY1Z9MG9QB745 | Long             | DBT              | CORP              | DE        |   2500000 | PA      | $2965333.62   | 0.28%             | 2030-06-05      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| VOLVO TREASURY AB                          | Volvo Treasury AB                                   | CUSIP: 000000000<br>LEI: 549300PD69T87IGZG395 | Long             | DBT              | CORP              | SE        |   5200000 | PA      | $6027459.45   | 0.57%             | 2030-05-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CNH Industrial Finance Europe SA           | CNH Industrial Finance Europe SA                    | CUSIP: 000000000<br>LEI: 5493007GVB1I2FDSS786 | Long             | DBT              | CORP              | LU        |    170000 | PA      | $188824.17    | 0.02%             | 2029-07-03      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                      | Deutsche Lufthansa AG                               | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |    700000 | PA      | $819181.71    | 0.08%             | 2029-07-14      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Credit Mutuel Arkea SA                     | Credit Mutuel Arkea SA                              | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |   1200000 | PA      | $1323406.61   | 0.13%             | 2029-05-23      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| AVIATION CAPITAL GROUP                     | Aviation Capital Group LLC                          | CUSIP: 000000000<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    600000 | PA      | $627256.34    | 0.06%             | 2028-10-25      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                        | Intesa Sanpaolo SpA                                 | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1460000 | PA      | $1826175.28   | 0.17%             | 2030-01-13      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| FIRST AMERICAN FINANCIAL                   | First American Financial Corp.                      | CUSIP: 31847RAG7<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    300000 | PA      | $287659.90    | 0.03%             | 2030-05-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold EUR                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-7094.97     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CANADA HOUSING TRUST                       | Canada Housing Trust No. 1                          | CUSIP: 13509PHM8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |   3600000 | PA      | $2500798.76   | 0.24%             | 2030-06-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| ONTARIO TEACHERS' FINANC                   | Ontario Teachers' Finance Trust                     | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $151201.09    | 0.01%             | 2029-11-01      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| EUROFINS SCIENTIFIC SE                     | Eurofins Scientific SE                              | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | DBT              | CORP              | LU        |    700000 | PA      | $853734.14    | 0.08%             | 2030-09-06      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| AMERICAN NATIONAL GROUP                    | American National Group, Inc.                       | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    700000 | PA      | $709341.49    | 0.07%             | 2029-10-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                               | CUSIP: 89115A2T8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1935000 | PA      | $1938486.87   | 0.18%             | 2026-07-17      | Floating      | 4.73%                 | No            | 2                  | On Loan: No      |
| KEURIG DR PEPPER INC                       | Keurig Dr. Pepper, Inc.                             | CUSIP: 49271VAS9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3003369.27   | 0.28%             | 2027-03-15      | Floating      | 4.53%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-2588.64     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SYNCHRONY FINANCIAL                        | Synchrony Financial                                 | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    800000 | PA      | $801968.56    | 0.08%             | 2029-03-19      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| PERNOD RICARD SA                           | Pernod Ricard SA                                    | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $316753.45    | 0.03%             | 2029-10-04      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                           | Bank of Montreal                                    | CUSIP: 06368LC61<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1005212.54   | 0.10%             | 2026-12-11      | Floating      | 4.81%                 | No            | 2                  | On Loan: No      |
| LVMH MOET HENNESSY VUITT                   | LVMH Moet Hennessy Louis Vuitton SE                 | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $473556.87    | 0.04%             | 2030-02-05      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| DANAHER CORP                               | Danaher Corp.                                       | CUSIP: 000000000<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4563998.62   | 0.43%             | 2030-03-30      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Castellum Helsinki Finance Holding Abp     | Castellum Helsinki Finance Holding Abp              | CUSIP: 000000000<br>LEI: 743700WAF2AHZ4LRAR98 | Long             | DBT              | CORP              | FI        |    200000 | PA      | $219381.99    | 0.02%             | 2029-09-17      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| BANQUE FED CRED MUTUEL                     | Banque Federative du Credit Mutuel SA               | CUSIP: 06675DCL4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   3200000 | PA      | $3217829.54   | 0.31%             | 2028-02-16      | Floating      | 4.73%                 | No            | 2                  | On Loan: No      |
| SAGAX AB                                   | Sagax AB                                            | CUSIP: 000000000<br>LEI: 549300LJX28T6OM8DT95 | Long             | DBT              | CORP              | SE        |    374000 | PA      | $427596.73    | 0.04%             | 2031-01-26      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| TRATON FINANCE LUX SA                      | Traton Finance Luxembourg SA                        | CUSIP: 000000000<br>LEI: 529900BRKIE6LKIEXD84 | Long             | DBT              | CORP              | LU        |   4700000 | PA      | $5524682.28   | 0.52%             | 2030-03-27      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| AMCO SPA                                   | AMCO - Asset Management Co. SpA                     | CUSIP: 000000000<br>LEI: 815600188E751D28E867 | Long             | DBT              | CORP              | IT        |   3000000 | PA      | $3496807.67   | 0.33%             | 2030-04-02      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| NEW ZEALAND GOVERNMENT                     | New Zealand Government Bonds                        | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |  49700000 | PA      | $29826817.46  | 2.83%             | 2030-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| FRESENIUS MEDICAL CARE A                   | Fresenius Medical Care AG                           | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | DBT              | CORP              | DE        |   2396000 | PA      | $2606425.05   | 0.25%             | 2030-05-29      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased JPY / Sold USD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |         1 | NC      | $34520.17     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| VW CREDIT CANADA INC                       | VW Credit Canada, Inc.                              | CUSIP: 918423BN3<br>LEI: 5493008EKOD7VIY3LM85 | Long             | DBT              | CORP              | CA        |   1600000 | PA      | $1167757.94   | 0.11%             | 2030-11-19      | Fixed         | 3.81%                 | No            | 2                  | On Loan: No      |
| TOYOTA CREDIT CANADA INC                   | Toyota Credit Canada, Inc.                          | CUSIP: 892329CJ0<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |   1700000 | PA      | $1227939.78   | 0.12%             | 2031-02-24      | Fixed         | 3.46%                 | No            | 2                  | On Loan: No      |
| FISERV INC                                 | Fiserv, Inc.                                        | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    400000 | PA      | $392085.00    | 0.04%             | 2031-02-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                  | CUSIP: 74814ZFG3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |  12600000 | PA      | $8752517.39   | 0.83%             | 2030-09-01      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC                          | CPPIB Capital, Inc.                                 | CUSIP: 12593CBA8<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |    600000 | PA      | $441566.61    | 0.04%             | 2030-12-02      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-16676.07    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LP                       | Boston Properties LP                                | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    400000 | PA      | $369790.35    | 0.04%             | 2031-01-30      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| EUROFINS SCIENTIFIC SE                     | Eurofins Scientific SE                              | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | DBT              | CORP              | LU        |   2360000 | PA      | $2809926.53   | 0.27%             | 2029-07-06      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CDP FINANCIAL INC                          | CDP Financial, Inc.                                 | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |  10000000 | PA      | $7445282.88   | 0.71%             | 2028-03-08      | Fixed         | 3.70%                 | 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      | $-475616.46   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-23322.46    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WALMART INC                                | Walmart, Inc.                                       | CUSIP: 931142FM0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001804.81   | 0.09%             | 2027-04-28      | Floating      | 4.08%                 | No            | 2                  | On Loan: No      |
| LABORATORY CORP OF AMER                    | Laboratory Corp. of America Holdings                | CUSIP: 50540RAW2<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     38000 | PA      | $36094.26     | 0.00%             | 2029-12-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                 | CUSIP: 91282CMX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10010858.50  | 0.95%             | 2027-04-30      | Floating      | 3.78%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                  | Goldman Sachs Group, Inc.                           | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    605000 | PA      | $673991.68    | 0.06%             | 2029-02-07      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| NATWEST MARKETS PLC                        | NatWest Markets PLC                                 | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   3620000 | PA      | $4216809.01   | 0.40%             | 2030-01-10      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.          | CUSIP: 05252ADM0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   4253000 | PA      | $4267807.24   | 0.40%             | 2027-09-30      | Floating      | 4.31%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                      | CUSIP: 2027A0KY4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    300000 | PA      | $302176.45    | 0.03%             | 2030-03-14      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| DBS GROUP HOLDINGS LTD                     | DBS Group Holdings Ltd.                             | CUSIP: 24023KAM0<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |  10000000 | PA      | $10031354.90  | 0.95%             | 2028-03-21      | Floating      | 4.26%                 | No            | 2                  | On Loan: No      |
| NYKREDIT REALKREDIT A/S                    | Nykredit Realkredit AS                              | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |   1400000 | PA      | $1663450.55   | 0.16%             | 2029-07-09      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| EPR PROPERTIES                             | EPR Properties                                      | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    600000 | PA      | $577460.68    | 0.05%             | 2029-08-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| CDW LLC/CDW FINANCE                        | CDW LLC/CDW Finance Corp.                           | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $401169.65    | 0.04%             | 2030-03-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| EPR PROPERTIES                             | EPR Properties                                      | CUSIP: 26884UAH2<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   1100000 | PA      | $1081004.69   | 0.10%             | 2030-11-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| JABIL INC                                  | Jabil, Inc.                                         | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    400000 | PA      | $369082.68    | 0.03%             | 2031-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased EUR / Sold USD                            | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | XX        |         1 | NC      | $220127.78    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold GBP                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-2588.11     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| FIRMENICH PRODUCTIONS                      | Firmenich Productions Participations SAS            | CUSIP: 000000000<br>LEI: 635400DX7HXMEAP36T24 | Long             | DBT              | CORP              | FR        |   1150000 | PA      | $1269857.95   | 0.12%             | 2030-04-30      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                  | Boeing Co.                                          | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189011.19    | 0.02%             | 2030-02-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                              | RCI Banque SA                                       | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |   2120000 | PA      | $2583934.55   | 0.25%             | 2029-10-02      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| MANPOWERGROUP                              | ManpowerGroup, Inc.                                 | CUSIP: 000000000<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | DBT              | CORP              | US        |    500000 | PA      | $576038.57    | 0.05%             | 2030-12-13      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp.               | CUSIP: 459200LX7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2301350.57   | 0.22%             | 2031-02-03      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                   | CUSIP: 718172DS5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4012788.00   | 0.38%             | 2028-04-28      | Floating      | 4.48%                 | No            | 2                  | On Loan: —       |
| DIGITAL DUTCH FINCO BV                     | Digital Dutch Finco BV                              | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |    730000 | PA      | $765174.86    | 0.07%             | 2031-02-01      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased NOK / Sold USD                            | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | NO        |         1 | NC      | $36815.89     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased EUR / Sold USD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $334.16       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| PROLOGIS LP                                | Prologis LP                                         | CUSIP: 74340XCD1<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |   3400000 | PA      | $2637399.79   | 0.25%             | 2031-01-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CARGILL INC                                | Cargill, Inc.                                       | CUSIP: 000000000<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $238992.97    | 0.02%             | 2030-04-24      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BANQUE FED CRED MUTUEL                     | Banque Federative du Credit Mutuel SA               | CUSIP: 06675DCH3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   2250000 | PA      | $2260730.88   | 0.21%             | 2027-01-23      | Floating      | 4.78%                 | No            | 2                  | On Loan: No      |
| STEDIN HOLDING NV                          | Stedin Holding NV                                   | CUSIP: 000000000<br>LEI: 724500R5IP6TFKTNRU48 | Long             | DBT              | CORP              | NL        |   2600000 | PA      | $2943469.43   | 0.28%             | 2030-06-03      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| CARLSBERG BREWERIES A/S                    | Carlsberg Breweries AS                              | CUSIP: 000000000<br>LEI: 5493008YL42784DMWN61 | Long             | DBT              | CORP              | DK        |   2307000 | PA      | $2683789.76   | 0.25%             | 2029-08-28      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| PROTECTIVE LIFE CORP                       | Protective Life Corp.                               | CUSIP: 743674BF9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |    450000 | PA      | $445956.18    | 0.04%             | 2031-01-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| JACOBS SOLUTIONS INC                       | Jacobs Solutions, Inc.                              | CUSIP: 46982LAA6<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395853.86    | 0.04%             | 2031-03-03      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| NYKREDIT REALKREDIT A/S                    | Nykredit Realkredit AS                              | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |   3800000 | PA      | $4460131.85   | 0.42%             | 2030-07-24      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP                   | Citizens Financial Group, Inc.                      | CUSIP: 174610AS4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    800000 | PA      | $736060.86    | 0.07%             | 2030-02-06      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CK HUTCHISON EUROPE                        | CK Hutchison Europe Finance 21 Ltd.                 | CUSIP: 000000000<br>LEI: 254900UIPWFKU7480958 | Long             | DBT              | CORP              | KY        |    900000 | PA      | $965296.13    | 0.09%             | 2029-11-02      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold NZD                            | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-19350.22    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.          | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   4110000 | PA      | $2963019.47   | 0.28%             | 2027-11-04      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                        | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   3100000 | PA      | $2232046.42   | 0.21%             | 2026-08-24      | Floating      | 4.40%                 | No            | 2                  | On Loan: No      |
| LANSFORSAKRINGAR BANK                      | Lansforsakringar Bank AB                            | CUSIP: 000000000<br>LEI: 549300C6TUMDXNOVXS82 | Long             | DBT              | CORP              | SE        |   1620000 | PA      | $1896748.77   | 0.18%             | 2030-01-22      | Fixed         | 3.25%                 | 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        |   3000000 | PA      | $3498525.09   | 0.33%             | 2030-05-25      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| DXC TECHNOLOGY CO                          | DXC Technology Co.                                  | CUSIP: 23355LAL0<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |    163000 | PA      | $161338.47    | 0.02%             | 2026-09-15      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold NZD                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-25319.32    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BRITISH COLUMBIA PROV OF                   | Province of British Columbia                        | CUSIP: 110709GK2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   3700000 | PA      | $2610088.71   | 0.25%             | 2030-06-18      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-41033.42    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GAS NETWORKS IRELAND                       | GAS Networks Ireland                                | CUSIP: 000000000<br>LEI: 54930043FTE0M50CGG56 | Long             | DBT              | CORP              | IE        |    500000 | PA      | $584263.90    | 0.06%             | 2030-09-12      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| TOYOTA CREDIT CANADA INC                   | Toyota Credit Canada, Inc.                          | CUSIP: 892329BV4<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $2259093.75   | 0.21%             | 2029-03-19      | Fixed         | 4.46%                 | No            | 2                  | On Loan: No      |
| ABERTIS FRANCE SAS                         | Abertis France SAS                                  | CUSIP: 000000000<br>LEI: 9695004S3RCE0Q5V8G28 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $110248.99    | 0.01%             | 2029-09-18      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| INTL FINANCE CORP                          | International Finance Corp.                         | CUSIP: 45950KDL1<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |   2430000 | PA      | $2436504.92   | 0.23%             | 2029-08-28      | Floating      | 4.02%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORP                         | Realty Income Corp.                                 | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |   3460000 | PA      | $4258017.74   | 0.40%             | 2030-07-06      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BOERSE AG                         | Deutsche Boerse AG                                  | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $358198.89    | 0.03%             | 2029-09-28      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| DELL BANK INTERNATIONAL                    | Dell Bank International DAC                         | CUSIP: 000000000<br>LEI: 9P9HXM53DT5S724JQ665 | Long             | DBT              | CORP              | IE        |   1210000 | PA      | $1428297.02   | 0.14%             | 2029-06-24      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| HAMBURG COMMERCIAL BANK                    | Hamburg Commercial Bank AG                          | CUSIP: 000000000<br>LEI: TUKDD90GPC79G1KOE162 | Long             | DBT              | CORP              | DE        |    800000 | PA      | $936315.19    | 0.09%             | 2030-01-31      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-466859.56   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| ELIS SA                                    | Elis SA                                             | CUSIP: 000000000<br>LEI: 969500UX71LCE8MAY492 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $825081.12    | 0.08%             | 2030-03-21      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold NZD                            | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $-169557.40   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| BAYERISCHE LANDESBODEN                     | Bayerische Landesbodenkreditanstalt                 | CUSIP: 000000000<br>LEI: 5299005GH66DVCCLC652 | Long             | DBT              | CORP              | DE        |    706000 | PA      | $809328.50    | 0.08%             | 2030-05-07      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| OP CORPORATE BANK PLC                      | OP Corporate Bank PLC                               | CUSIP: 000000000<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |   4180000 | PA      | $4448817.49   | 0.42%             | 2029-11-12      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold EUR                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-198119.47   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| VIER GAS TRANSPORT GMBH                    | Vier Gas Transport GmbH                             | CUSIP: 000000000<br>LEI: 529900AGED6PJE9AVL37 | Long             | DBT              | CORP              | DE        |    900000 | PA      | $949851.02    | 0.09%             | 2029-09-10      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| Daimler Truck International Finance BV     | Daimler Truck International Finance BV              | CUSIP: 000000000<br>LEI: 724500G15MVL6UCWXF95 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $357832.72    | 0.03%             | 2029-06-19      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| VONOVIA SE                                 | Vonovia SE                                          | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $447086.83    | 0.04%             | 2030-03-22      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| BAYER US FINANCE LLC                       | Bayer U.S. Finance LLC                              | CUSIP: 07274EAJ2<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    500000 | PA      | $518398.57    | 0.05%             | 2029-01-21      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| NATL GAS TRANSMISSION                      | National Gas Transmission PLC                       | CUSIP: 000000000<br>LEI: FPCHGTHKVH9ZWXS7S453 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $120356.11    | 0.01%             | 2030-04-05      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| GELF BOND ISSUER I SA                      | GELF Bond Issuer I SA                               | CUSIP: 000000000<br>LEI: 213800L6LMHEP8TLAY43 | Long             | DBT              |  | LU        |    400000 | PA      | $433353.23    | 0.04%             | 2029-07-18      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| SANTANDER UK PLC                           | Santander U.K. PLC                                  | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $937186.09    | 0.09%             | 2030-03-25      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| CITY OF MONTREAL                           | City of Montreal                                    | CUSIP: 614852PQ8<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |    800000 | PA      | $589203.08    | 0.06%             | 2028-09-01      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                   | Cassa Depositi e Prestiti SpA                       | CUSIP: 000000000<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |   1100000 | PA      | $1304651.87   | 0.12%             | 2030-01-13      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| JABIL INC                                  | Jabil, Inc.                                         | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    210000 | PA      | $201466.93    | 0.02%             | 2030-01-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| MIZUHO FINANCIAL GROUP                     | Mizuho Financial Group, Inc.                        | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1225497.41   | 0.12%             | 2030-08-28      | Fixed         | 4.61%                 | No            | 2                  | On Loan: No      |
| STEDIN HOLDING NV                          | Stedin Holding NV                                   | CUSIP: 000000000<br>LEI: 724500R5IP6TFKTNRU48 | Long             | DBT              | CORP              | NL        |    560000 | PA      | $598631.69    | 0.06%             | 2029-11-14      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                     | CUSIP: 4581X0EQ7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   9800000 | PA      | $9836709.13   | 0.93%             | 2029-08-01      | Floating      | 4.02%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings, Inc.               | CUSIP: 65339KDZ0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4632971.06   | 0.44%             | 2030-02-10      | Fixed         | 2.99%                 | No            | 2                  | On Loan: No      |
| CANADA HOUSING TRUST                       | Canada Housing Trust No. 1                          | CUSIP: 13509PJL8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |   5000000 | PA      | $3687488.50   | 0.35%             | 2028-06-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| PVH CORP                                   | PVH Corp.                                           | CUSIP: 693656AE0<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |    700000 | PA      | $709887.35    | 0.07%             | 2030-06-13      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CELLNEX TELECOM SA                         | Cellnex Telecom SA                                  | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $448510.32    | 0.04%             | 2029-06-26      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BAHN AG                           | Deutsche Bahn AG                                    | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $337147.83    | 0.03%             | 2030-05-24      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| JDE PEET'S NV                              | JDE Peet's NV                                       | CUSIP: 000000000<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |    610000 | PA      | $726071.09    | 0.07%             | 2030-01-23      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| DSV FINANCE BV                             | DSV Finance BV                                      | CUSIP: 000000000<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |   3000000 | PA      | $3497844.13   | 0.33%             | 2030-11-06      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| TEREGA SA                                  | Terega SA                                           | CUSIP: 000000000<br>LEI: 969500Y0L922VYT3UI51 | Long             | DBT              | CORP              | FR        |   1100000 | PA      | $1147707.20   | 0.11%             | 2030-09-17      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| HARLEY-DAVIDSON FINL SER                   | Harley-Davidson Financial Services, Inc.            | CUSIP: 000000000<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $2221042.29   | 0.21%             | 2030-03-12      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ACCIONA ENERGIA FINANCIA                   | Acciona Energia Financiacion Filiales SA            | CUSIP: 000000000<br>LEI: 254900CO48EPLIMJDK17 | Long             | DBT              | CORP              | ES        |   3400000 | PA      | $3994432.18   | 0.38%             | 2030-04-25      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                           | Societe Generale SA                                 | CUSIP: 83368RCA8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2400000 | PA      | $2411219.33   | 0.23%             | 2027-02-19      | Floating      | 4.76%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Societe Generale SA                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $754470.78    | 0.07%             | 2029-09-24      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| WERFEN SA/SPAIN                            | Werfen SA                                           | CUSIP: 000000000<br>LEI: 9598003BHZ02SG7LKD16 | Long             | DBT              | CORP              | ES        |   2600000 | PA      | $3114943.57   | 0.30%             | 2030-05-03      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                      | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $726400.93    | 0.07%             | 2028-08-17      | Floating      | 4.91%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF ALBERTA                        | Province of Alberta                                 | CUSIP: 013051EG8<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |  16800000 | PA      | $11793578.97  | 1.12%             | 2030-06-01      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                         | Banco Santander SA                                  | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   4100000 | PA      | $4881904.83   | 0.46%             | 2029-04-22      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                   | Anheuser-Busch InBev Worldwide, Inc.                | CUSIP: 000000000<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $765789.70    | 0.07%             | 2027-09-06      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                     | CUSIP: 4581X0EG9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   9400000 | PA      | $9419363.81   | 0.89%             | 2027-10-04      | Floating      | 4.00%                 | No            | 2                  | On Loan: No      |
| DAIMLER TRUCK FINAN NA                     | Daimler Truck Finance North America LLC             | CUSIP: 233853AX8<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3008221.32   | 0.29%             | 2027-09-25      | Floating      | 4.61%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                  | CUSIP: 37045XES1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1104832.00   | 0.10%             | 2027-05-08      | Floating      | 5.02%                 | No            | 2                  | On Loan: No      |
| FRESENIUS MED CARE III                     | Fresenius Medical Care U.S. Finance III, Inc.       | CUSIP: 35805BAA6<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |    500000 | PA      | $484205.21    | 0.05%             | 2029-06-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| BMW CANADA INC                             | BMW Canada, Inc.                                    | CUSIP: 05590HBK2<br>LEI: 549300GR80F607MKF166 | Long             | DBT              | CORP              | CA        |   2600000 | PA      | $1909282.59   | 0.18%             | 2029-09-05      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| PERNOD RICARD SA                           | Pernod Ricard SA                                    | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1102734.60   | 0.10%             | 2030-04-08      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| NOVO NORDISK FINANCE NL                    | Novo Nordisk Finance Netherlands BV                 | CUSIP: 000000000<br>LEI: 549300X0PCJ6M2JZQW91 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $346653.53    | 0.03%             | 2030-08-27      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| EATON CAPITAL ULC                          | Eaton Capital ULC                                   | CUSIP: 000000000<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |    240000 | PA      | $255014.41    | 0.02%             | 2030-03-08      | Fixed         | 0.58%                 | No            | 2                  | On Loan: No      |
| OP CORPORATE BANK PLC                      | OP Corporate Bank PLC                               | CUSIP: 000000000<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |   2000000 | PA      | $2326443.03   | 0.22%             | 2029-11-27      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| ILLINOIS TOOL WORKS INC                    | Illinois Tool Works, Inc.                           | CUSIP: 000000000<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4600028.43   | 0.44%             | 2030-05-22      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                 | CUSIP: 68333ZAH0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |  10300000 | PA      | $7226189.13   | 0.69%             | 2030-06-02      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| Unibail-Rodamco-Westfield SE               | Unibail-Rodamco-Westfield SE                        | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |   2000000 | PA      | $2159128.42   | 0.20%             | 2031-01-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| SECURITAS TREASURY IRELA                   | Securitas Treasury Ireland DAC                      | CUSIP: 000000000<br>LEI: 635400BJYMDVAXBPJ960 | Long             | DBT              | CORP              | IE        |   1654000 | PA      | $1967637.53   | 0.19%             | 2030-02-23      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BANCO BPM SPA                              | Banco BPM SpA                                       | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |    400000 | PA      | $468503.07    | 0.04%             | 2030-01-21      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| The DFA Investment Trust Company           | DFA Investment Trust Co.                            | CUSIP: 23320U405<br>LEI: 549300FSKWEXKF6YBM56 | Long             | EC               | RF                | US        |    314197 | NS      | $3633684.08   | 0.34%             |  |  |  | No            | 2                  | On Loan: No      |
| NTT FINANCE CORP                           | NTT Finance Corp.                                   | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1600000 | PA      | $1680588.76   | 0.16%             | 2030-03-03      | Fixed         | 0.34%                 | No            | 2                  | On Loan: No      |
| EUROPEAN BK RECON & DEV                    | European Bank for Reconstruction & Development      | CUSIP: 29875BAK2<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |   4050000 | PA      | $4053105.78   | 0.38%             | 2028-02-20      | Floating      | 3.99%                 | No            | 2                  | On Loan: No      |
| BROOKFIELD FINANCE INC                     | Brookfield Finance, Inc.                            | CUSIP: 11271LAD4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100353.44    | 0.01%             | 2029-03-29      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                   | Asian Infrastructure Investment Bank                | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1004514.33   | 0.10%             | 2027-08-16      | Floating      | 4.28%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                       | Royal Bank of Canada                                | CUSIP: 78016HZU7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $502125.00    | 0.05%             | 2027-01-19      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                       | Royal Bank of Canada                                | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    172000 | PA      | $195746.11    | 0.02%             | 2029-04-26      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR FINANCE BV                    | Toyota Motor Finance Netherlands BV                 | CUSIP: 000000000<br>LEI: 724500OPA8GZSQUNSR96 | Long             | DBT              | CORP              | NL        |   1500000 | PA      | $1753894.51   | 0.17%             | 2029-07-11      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| BAYER AG                                   | Bayer AG                                            | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $1078966.04   | 0.10%             | 2030-01-06      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| NIBC BANK NV                               | NIBC Bank NV                                        | CUSIP: 000000000<br>LEI: B64D6Y3LBJS4ANNPCU93 | Long             | DBT              | CORP              | NL        |   1700000 | PA      | $1985280.23   | 0.19%             | 2030-06-05      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                        | CUSIP: 02665WFS5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   4838000 | PA      | $4836201.72   | 0.46%             | 2027-10-22      | Floating      | 4.37%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE INC                               | Enbridge, Inc.                                      | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $124041.47    | 0.01%             | 2029-11-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| SIKA CAPITAL BV                            | Sika Capital BV                                     | CUSIP: 000000000<br>LEI: 549300QW8B2Z3FSBS808 | Long             | DBT              | CORP              | NL        |    670000 | PA      | $797146.97    | 0.08%             | 2030-05-03      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                   | AT&T, Inc.                                          | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3602241.86   | 0.34%             | 2030-06-01      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| SWEDBANK AB                                | Swedbank AB                                         | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    460000 | PA      | $538227.99    | 0.05%             | 2029-09-24      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Canada Government Bonds                    | Canada Government Bonds                             | CUSIP: 135087Q98<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   2500000 | PA      | $1888117.94   | 0.18%             | 2029-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                               | Comcast Corp.                                       | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2661767.64   | 0.25%             | 2031-01-15      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.          | CUSIP: 05252ADS7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    300000 | PA      | $300927.02    | 0.03%             | 2028-06-18      | Floating      | 4.28%                 | No            | 2                  | On Loan: No      |
| INMOBILIARIA COLONIAL SO                   | Colonial SFL Socimi SA                              | CUSIP: 000000000<br>LEI: 95980020140005007414 | Long             | DBT              |  | ES        |    600000 | PA      | $696120.42    | 0.07%             | 2030-01-22      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| E.ON SE                                    | E.ON SE                                             | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |    279000 | PA      | $329023.14    | 0.03%             | 2031-01-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| MATTEL INC                                 | Mattel, Inc.                                        | CUSIP: 577081BG6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    600000 | PA      | $601549.40    | 0.06%             | 2030-11-17      | Fixed         | 5.00%                 | No            | 2                  | On Loan: —       |
| SSE PLC                                    | SSE PLC                                             | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2206055.61   | 0.21%             | 2030-04-16      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                             | BNP Paribas SA                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $442707.99    | 0.04%             | 2029-05-28      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                 | CUSIP: 68333ZAR8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   3900000 | PA      | $2713160.82   | 0.26%             | 2029-11-01      | Fixed         | 1.55%                 | No            | 2                  | On Loan: No      |
| STATNETT SF                                | Statnett SF                                         | CUSIP: 000000000<br>LEI: 5967007LIEEXZXHAI017 | Long             | DBT              | CORP              | NO        |    600000 | PA      | $649528.64    | 0.06%             | 2030-04-26      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| FED CAISSES DESJARDINS                     | Federation des Caisses Desjardins du Quebec         | CUSIP: 000000000<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $235272.08    | 0.02%             | 2029-09-05      | Fixed         | 3.47%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Floating Rate Notes                   | CUSIP: 91282CPX3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29249200 | PA      | $29251307.99  | 2.77%             | 2028-01-31      | Floating      | 3.72%                 | No            | 2                  | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                   | Volkswagen Group of America Finance LLC             | CUSIP: 928668CM2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    600000 | PA      | $601926.31    | 0.06%             | 2029-08-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| HSBC USA INC                               | HSBC USA, Inc.                                      | CUSIP: 40428HA51<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   3920000 | PA      | $3936699.20   | 0.37%             | 2027-03-04      | Floating      | 4.62%                 | No            | 2                  | On Loan: No      |
| BAYER CAPITAL CORP BV                      | Bayer Capital Corp. BV                              | CUSIP: 000000000<br>LEI: 529900KEOKKPYZLTAU90 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $223914.73    | 0.02%             | 2029-12-15      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| NATIONAL GRID NA INC                       | National Grid North America, Inc.                   | CUSIP: 000000000<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2805767.71   | 0.27%             | 2029-11-25      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased EUR / Sold USD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $7441.11      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CNO FINANCIAL GROUP INC                    | CNO Financial Group, Inc.                           | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |   2960000 | PA      | $2973485.97   | 0.28%             | 2029-05-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| APA INFRASTRUCTURE LTD                     | APA Infrastructure Ltd.                             | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $551695.78    | 0.05%             | 2030-07-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| GLOBAL PAYMENTS INC                        | Global Payments, Inc.                               | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1628979.17   | 0.15%             | 2029-08-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| AYVENS SA                                  | Ayvens SA                                           | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | DBT              | CORP              | FR        |   1500000 | PA      | $1744174.11   | 0.17%             | 2030-02-19      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| RADIAN GROUP INC                           | Radian Group, Inc.                                  | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |   3130000 | PA      | $3237352.96   | 0.31%             | 2029-05-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| REPSOL E&P CAP MARKETS                     | Repsol E&P Capital Markets U.S. LLC                 | CUSIP: 76026AAB3<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1417615.79   | 0.13%             | 2030-09-16      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                               | CUSIP: 89115A2T8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1700000 | PA      | $1703063.40   | 0.16%             | 2026-07-17      | Floating      | 4.73%                 | No            | 2                  | On Loan: No      |
| French Republic Government Bonds OAT       | French Republic Government Bonds OAT                | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   1200000 | PA      | $1382324.60   | 0.13%             | 2030-05-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK                     | Canadian Imperial Bank of Commerce                  | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   2391000 | PA      | $2851456.19   | 0.27%             | 2029-07-09      | Fixed         | 3.81%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold NZD                            | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $-15390.96    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ELECTROLUX AB                              | Electrolux AB                                       | CUSIP: 000000000<br>LEI: 549300Y3HHZB1ZGFPJ93 | Long             | DBT              | CORP              | SE        |   4800000 | PA      | $5363383.80   | 0.51%             | 2030-05-18      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased EUR / Sold USD                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $24111.83     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                   | New Zealand Local Government Funding Agency Bonds   | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |  12700000 | PA      | $6972688.50   | 0.66%             | 2029-04-20      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group, Inc.               | CUSIP: 86562MDL1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    900000 | PA      | $908913.68    | 0.09%             | 2029-07-09      | Floating      | 4.83%                 | No            | 2                  | On Loan: No      |
| BNG BANK NV                                | BNG Bank NV                                         | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |    200000 | PA      | $211897.86    | 0.02%             | 2030-01-15      | Fixed         | 0.10%                 | 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      | $-189483.46   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| FORTIVE CORPORATION                        | Fortive Corp.                                       | CUSIP: 000000000<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |   2790000 | PA      | $3303228.89   | 0.31%             | 2029-08-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                               | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $591243.56    | 0.06%             | 2029-12-13      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased EUR / Sold USD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $282.79       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                              | RCI Banque SA                                       | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |   2147000 | PA      | $2510683.80   | 0.24%             | 2029-07-26      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                   | Volkswagen Group of America Finance LLC             | CUSIP: 928668CG5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404682.60    | 0.04%             | 2029-03-22      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| RABOBANK NEDERLAND/NZ                      | Cooperatieve Rabobank UA                            | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1150000 | PA      | $694739.61    | 0.07%             | 2029-04-05      | Fixed         | 5.31%                 | No            | 2                  | On Loan: No      |
| Booking Holdings, Inc.                     | Booking Holdings, Inc.                              | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $120453.29    | 0.01%             | 2029-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Nationwide Building Society                | Nationwide Building Society                         | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $703689.81    | 0.07%             | 2029-09-05      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| CREDIT MUTUEL ARKEA                        | Credit Mutuel Arkea SA                              | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |    900000 | PA      | $961761.64    | 0.09%             | 2030-01-18      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| TOYOTA CREDIT CANADA INC                   | Toyota Credit Canada, Inc.                          | CUSIP: 892329CC5<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1471005.26   | 0.14%             | 2030-05-21      | Fixed         | 3.74%                 | No            | 2                  | On Loan: No      |
| EASTMAN CHEMICAL CO                        | Eastman Chemical Co.                                | CUSIP: 277432BB5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    900000 | PA      | $883932.36    | 0.08%             | 2031-02-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| MEDTRONIC INC                              | Medtronic, Inc.                                     | CUSIP: 000000000<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $3508719.40   | 0.33%             | 2029-10-15      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development | CUSIP: 459058LD3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   5115000 | PA      | $5120831.10   | 0.49%             | 2027-02-23      | Floating      | 3.94%                 | No            | 2                  | On Loan: No      |
| AYVENS SA                                  | Ayvens SA                                           | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | DBT              | CORP              | FR        |   3400000 | PA      | $4042191.71   | 0.38%             | 2029-07-16      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-511579.12   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold GBP                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-37.69       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CADENT FINANCE PLC                         | Cadent Finance PLC                                  | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $240931.95    | 0.02%             | 2029-07-05      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| PRAEMIA HEALTHCARE SACA                    | Praemia Healthcare SACA                             | CUSIP: 000000000<br>LEI: 96950067NFR9MWI0CJ45 | Long             | DBT              |  | FR        |   2200000 | PA      | $2330473.22   | 0.22%             | 2029-11-04      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-4374.44     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                 | CUSIP: 91282CMJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22000000 | PA      | $22006598.24  | 2.09%             | 2027-01-31      | Floating      | 3.72%                 | No            | 2                  | On Loan: No      |
| ING GROEP NV                               | ING Groep NV                                        | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $451186.67    | 0.04%             | 2030-11-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings, Inc.               | CUSIP: 65339KDR8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $3382871.87   | 0.32%             | 2030-06-12      | Fixed         | 3.83%                 | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                            | Nordea Bank Abp                                     | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   4000000 | PA      | $4611772.69   | 0.44%             | 2030-05-02      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| PSP CAPITAL INC                            | PSP Capital, Inc.                                   | CUSIP: 69363TAN2<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |   1800000 | PA      | $1268752.53   | 0.12%             | 2030-01-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                              | CUSIP: 04517PBE1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   3200000 | PA      | $3203360.00   | 0.30%             | 2026-06-16      | Floating      | 4.65%                 | No            | 2                  | On Loan: No      |
| CANADIAN NATL RAILWAY                      | Canadian National Railway Co.                       | CUSIP: 136375DS8<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |   2700000 | PA      | $1975739.68   | 0.19%             | 2030-06-10      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| NORFINA LTD                                | Norfina Ltd.                                        | CUSIP: 000000000<br>LEI: JEBU6C6ITPD2YZ9N7F22 | Long             | DBT              | CORP              | AU        |  10000000 | PA      | $7140393.88   | 0.68%             | 2027-12-14      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| EUROPEAN BK RECON & DEV                    | European Bank for Reconstruction & Development      | CUSIP: 29874QEU4<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |   5360000 | PA      | $5355670.30   | 0.51%             | 2029-02-16      | Floating      | 3.96%                 | No            | 2                  | On Loan: No      |
| VONOVIA SE                                 | Vonovia SE                                          | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $317934.24    | 0.03%             | 2030-07-09      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                               | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1980000 | PA      | $2197339.72   | 0.21%             | 2030-04-08      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                   | Agence Francaise de Developpement EPIC              | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |    300000 | PA      | $315728.94    | 0.03%             | 2030-05-25      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| WILLIAMS COMPANIES INC                     | Williams Cos., Inc.                                 | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    260000 | PA      | $262353.25    | 0.02%             | 2029-11-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                   | Toyota Motor Credit Corp.                           | CUSIP: 000000000<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $2029885.31   | 0.19%             | 2030-07-24      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| ORSTED A/S                                 | Orsted AS                                           | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |   1100000 | PA      | $1297257.78   | 0.12%             | 2030-03-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                   | Asian Infrastructure Investment Bank                | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $143964.12    | 0.01%             | 2026-05-06      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-47294.88    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GLENCORE CAP FIN DAC                       | Glencore Capital Finance DAC                        | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |    600000 | PA      | $656406.12    | 0.06%             | 2029-03-01      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| APRR SA                                    | APRR SA                                             | CUSIP: 000000000<br>LEI: 9695002SV2VP9CU42826 | Long             | DBT              | CORP              | FR        |   1300000 | PA      | $1515779.49   | 0.14%             | 2030-01-24      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.          | CUSIP: 05252ADN8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $202014.56    | 0.02%             | 2029-12-16      | Floating      | 4.51%                 | No            | 2                  | On Loan: No      |
| HP ENTERPRISE CO                           | Hewlett Packard Enterprise Co.                      | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    800000 | PA      | $786591.89    | 0.07%             | 2030-10-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| BMW INTL INVESTMENT BV                     | BMW International Investment BV                     | CUSIP: 000000000<br>LEI: 724500J951RJJFEW5X49 | Long             | DBT              | CORP              | NL        |   3300000 | PA      | $3838428.87   | 0.36%             | 2030-08-27      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| ENBW INTL FINANCE BV                       | EnBW International Finance BV                       | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $350887.98    | 0.03%             | 2029-05-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| KERING                                     | Kering SA                                           | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | DBT              | CORP              | FR        |   2100000 | PA      | $2440092.92   | 0.23%             | 2029-11-27      | Fixed         | 3.13%                 | 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        |   5800000 | PA      | $6262816.57   | 0.59%             | 2029-11-25      | Fixed         | 0.60%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                     | CUSIP: 45828RAA3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   6100000 | PA      | $6116772.44   | 0.58%             | 2028-10-05      | Floating      | 4.00%                 | No            | 2                  | On Loan: No      |
| ROPER TECHNOLOGIES INC                     | Roper Technologies, Inc.                            | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    800000 | PA      | $693609.96    | 0.07%             | 2031-02-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| BRUNSWICK CORP                             | Brunswick Corp.                                     | CUSIP: 117043AW9<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    730000 | PA      | $749358.43    | 0.07%             | 2029-03-18      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| VAR ENERGI ASA                             | Var Energi ASA                                      | CUSIP: 000000000<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    190000 | PA      | $233777.40    | 0.02%             | 2029-05-04      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| NATIONAL SECS CLEARING                     | National Securities Clearing Corp.                  | CUSIP: 637639AP0<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    750000 | PA      | $750854.27    | 0.07%             | 2027-05-20      | Floating      | 4.23%                 | No            | 2                  | On Loan: No      |
| SIXT SE                                    | Sixt SE                                             | CUSIP: 000000000<br>LEI: 5299004ZME6CSBR7WP07 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $697500.43    | 0.07%             | 2030-01-22      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| NASDAQ INC                                 | Nasdaq, Inc.                                        | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1711314.79   | 0.16%             | 2030-02-13      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| TELE2 AB                                   | Tele2 AB                                            | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | DBT              | CORP              | SE        |    300000 | PA      | $356109.61    | 0.03%             | 2029-11-22      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                       | American Tower Corp.                                | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    120000 | PA      | $131072.53    | 0.01%             | 2029-05-21      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| DOLLAR GENERAL CORP                        | Dollar General Corp.                                | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1051466.69   | 0.10%             | 2030-04-03      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased JPY / Sold USD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |         1 | NC      | $33420.00     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HONDA CANADA FINANCE INC                   | Honda Canada Finance, Inc.                          | CUSIP: 438121BK0<br>LEI: 549300K5H14MP7CO9857 | Long             | DBT              | CORP              | CA        |   1900000 | PA      | $1444998.71   | 0.14%             | 2029-06-04      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| AUTOLIV INC                                | Autoliv, Inc.                                       | CUSIP: 000000000<br>LEI: A23RUXWKASG834LTMK28 | Long             | DBT              | CORP              | US        |    730000 | PA      | $834953.95    | 0.08%             | 2030-10-29      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                        | CUSIP: 92343VFG4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $3713687.19   | 0.35%             | 2030-05-16      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CADENT FINANCE PLC                         | Cadent Finance PLC                                  | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |   4000000 | PA      | $4206580.84   | 0.40%             | 2030-03-19      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                    | Unibail-Rodamco-Westfield SE                        | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |    313000 | PA      | $338789.10    | 0.03%             | 2030-04-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                               | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   5000000 | PA      | $3601622.77   | 0.34%             | 2027-11-11      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| NATIONAL RURAL UTIL COOP                   | National Rural Utilities Cooperative Finance Corp.  | CUSIP: 63743HFQ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1208000 | PA      | $1210753.21   | 0.11%             | 2027-02-05      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| PROCTER & GAMBLE CO/THE                    | Procter & Gamble Co.                                | CUSIP: 000000000<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    270000 | PA      | $285544.46    | 0.03%             | 2030-05-05      | Fixed         | 0.35%                 | No            | 2                  | On Loan: No      |
| NATIONAL FUEL GAS CO                       | National Fuel Gas Co.                               | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63813.78     | 0.01%             | 2031-03-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LP                       | Boston Properties LP                                | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |   3400000 | PA      | $3268103.90   | 0.31%             | 2029-06-21      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| MACQUARIE BANK LTD                         | Macquarie Bank Ltd.                                 | CUSIP: 55608PBS2<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   5220000 | PA      | $5245468.54   | 0.50%             | 2026-12-07      | Floating      | 4.86%                 | No            | 2                  | On Loan: No      |
| SANDOZ FINANCE B.V.                        | Sandoz Finance BV                                   | CUSIP: 000000000<br>LEI: 213800DFA3WXJ7KC9R74 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $351531.14    | 0.03%             | 2029-09-12      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| STATE STREET CORP                          | State Street Corp.                                  | CUSIP: 857477CE1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2377900.64   | 0.23%             | 2026-08-03      | Floating      | 4.51%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE FINANCIALS IN                   | John Deere Financial, Inc.                          | CUSIP: 47788ZAS0<br>LEI: CWQ698NK2DINVLMZRZ97 | Long             | DBT              | CORP              | CA        |   2500000 | PA      | $1875676.37   | 0.18%             | 2028-07-11      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| MARATHON PETROLEUM CORP                    | Marathon Petroleum Corp.                            | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1326564.45   | 0.13%             | 2030-03-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                  | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    190000 | PA      | $194003.37    | 0.02%             | 2029-07-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| BAT INTL FINANCE PLC                       | BAT International Finance PLC                       | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   1630000 | PA      | $1829573.43   | 0.17%             | 2030-01-16      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| JT INTL FIN SERVICES BV                    | JT International Financial Services BV              | CUSIP: 000000000<br>LEI: 549300U2F0PG10VZUN93 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $433022.23    | 0.04%             | 2029-11-26      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                   | Omega Healthcare Investors, Inc.                    | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    300000 | PA      | $302284.41    | 0.03%             | 2030-07-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| DOW CHEMICAL CO/THE                        | Dow Chemical Co.                                    | CUSIP: 260543DN0<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1683357.19   | 0.16%             | 2031-01-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| BOARDWALK PIPELINES LP                     | Boardwalk Pipelines LP                              | CUSIP: 096630AH1<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    339000 | PA      | $316740.41    | 0.03%             | 2031-02-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| DSV FINANCE BV                             | DSV Finance BV                                      | CUSIP: 000000000<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |    120000 | PA      | $142065.99    | 0.01%             | 2029-06-26      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                   | Svenska Handelsbanken AB                            | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   8700000 | PA      | $9192291.00   | 0.87%             | 2030-02-18      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| ARCELORMITTAL SA                           | ArcelorMittal SA                                    | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   2900000 | PA      | $3358732.48   | 0.32%             | 2030-09-30      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| SBAB BANK AB                               | SBAB Bank AB                                        | CUSIP: 000000000<br>LEI: H0YX5LBGKDVOWCXBZ594 | Long             | DBT              | CORP              | SE        |    600000 | PA      | $706484.04    | 0.07%             | 2030-02-06      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| GILDAN ACTIVEWEAR INC                      | Gildan Activewear, Inc.                             | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $692964.59    | 0.07%             | 2030-10-07      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| MOODY'S CORPORATION                        | Moody's Corp.                                       | CUSIP: 000000000<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |   2930000 | PA      | $3158807.97   | 0.30%             | 2030-02-25      | Fixed         | 0.95%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                        | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   6000000 | PA      | $4319960.26   | 0.41%             | 2026-05-12      | Floating      | 4.74%                 | No            | 2                  | On Loan: No      |
| WPP FINANCE 2013                           | WPP Finance 2013                                    | CUSIP: 000000000<br>LEI: 549300L84EKSLWWPGI24 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $881788.95    | 0.08%             | 2029-09-12      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORP                    | John Deere Capital Corp.                            | CUSIP: 24422EWY1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   2614000 | PA      | $2615768.61   | 0.25%             | 2026-06-08      | Floating      | 4.45%                 | No            | 2                  | On Loan: No      |
| ITALGAS SPA                                | Italgas SpA                                         | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $230103.76    | 0.02%             | 2030-03-06      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $11419.13     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                               | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1700000 | PA      | $1237623.16   | 0.12%             | 2027-11-11      | Floating      | 5.18%                 | No            | 2                  | On Loan: No      |
| VMWARE LLC                                 | VMware LLC                                          | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    104000 | PA      | $103200.73    | 0.01%             | 2026-08-15      | Fixed         | 1.40%                 | No            | 2                  | On Loan: No      |
| NETFLIX INC                                | Netflix, Inc.                                       | CUSIP: 000000000<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    500000 | PA      | $598843.18    | 0.06%             | 2029-11-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| TELSTRA GROUP LTD                          | Telstra Group Ltd.                                  | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $537224.40    | 0.05%             | 2030-04-23      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| NATURGY FIN IBERIA SA                      | Naturgy Finance Iberia SA                           | CUSIP: 000000000<br>LEI: 2138005FTXOJUBQ5J563 | Long             | DBT              | CORP              | ES        |    500000 | PA      | $580726.57    | 0.06%             | 2030-10-02      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| BANQUE FED CRED MUTUEL                     | Banque Federative du Credit Mutuel SA               | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $2418121.15   | 0.23%             | 2030-05-02      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| AKER BP ASA                                | Aker BP ASA                                         | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    800000 | PA      | $768309.64    | 0.07%             | 2031-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ENI SPA                                    | Eni SpA                                             | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    800000 | PA      | $855121.33    | 0.08%             | 2030-01-23      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| PRAEMIA HEALTHCARE SACA                    | Praemia Healthcare SACA                             | CUSIP: 000000000<br>LEI: 96950067NFR9MWI0CJ45 | Long             | DBT              |  | FR        |   3100000 | PA      | $3266795.85   | 0.31%             | 2030-09-17      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| KLEPIERRE SA                               | Klepierre SA                                        | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | DBT              |  | FR        |    100000 | PA      | $113062.32    | 0.01%             | 2029-05-12      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| NATIONAL BANK OF CANADA                    | National Bank of Canada                             | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $953089.76    | 0.09%             | 2029-05-02      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| ATLAS WAREHOUSE LEND                       | Atlas Warehouse Lending Co. LP                      | CUSIP: 049463AG7<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    400000 | PA      | $393327.70    | 0.04%             | 2030-11-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| NatWest Markets PLC                        | Purchased USD / Sold EUR                            | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-324318.47   | -0.03%            |  |  |  | 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      | $236126.86    | 0.02%             | 2029-09-07      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| KLEPIERRE SA                               | Klepierre SA                                        | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | DBT              |  | FR        |   5500000 | PA      | $5732994.45   | 0.54%             | 2030-07-01      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                 | CUSIP: 68333ZBM8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |  12200000 | PA      | $8850085.77   | 0.84%             | 2030-09-08      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                 | CUSIP: 68333ZAN7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |  16400000 | PA      | $11057851.07  | 1.05%             | 2030-12-02      | Fixed         | 1.35%                 | No            | 2                  | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                   | Omega Healthcare Investors, Inc.                    | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    300000 | PA      | $278489.31    | 0.03%             | 2031-02-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                        | Bank of Nova Scotia                                 | CUSIP: 06418GAG2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2904000 | PA      | $2915267.52   | 0.28%             | 2027-06-04      | Floating      | 4.44%                 | No            | 2                  | On Loan: No      |
| NATIONAL RURAL UTIL COOP                   | National Rural Utilities Cooperative Finance Corp.  | CUSIP: 63743HFU1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004590.00   | 0.10%             | 2027-09-16      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| FRESENIUS SE & CO KGAA                     | Fresenius SE & Co. KGaA                             | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $741423.04    | 0.07%             | 2029-11-28      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| HEIDELBERG MATERIALS FIN                   | Heidelberg Materials Finance Luxembourg SA          | CUSIP: 000000000<br>LEI: 529900RYHTCF5X9DD509 | Long             | DBT              | CORP              | LU        |   6100000 | PA      | $7056948.84   | 0.67%             | 2030-07-10      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                   | Sumitomo Mitsui Trust Bank Ltd.                     | CUSIP: 86563VBW8<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   1600000 | PA      | $1610462.30   | 0.15%             | 2027-09-10      | Floating      | 4.64%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development | CUSIP: 459058KH5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    230000 | PA      | $230397.88    | 0.02%             | 2029-01-24      | Floating      | 3.95%                 | No            | 2                  | On Loan: No      |
| NATIONAL GRID PLC                          | National Grid PLC                                   | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $963304.35    | 0.09%             | 2029-09-18      | Fixed         | 0.55%                 | No            | 2                  | On Loan: No      |
| LA BANQUE POSTALE                          | La Banque Postale SA                                | CUSIP: 000000000<br>LEI: 96950066U5XAAIRCPA78 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $725400.91    | 0.07%             | 2030-01-17      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| NatWest Markets PLC                        | Purchased USD / Sold EUR                            | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-1785422.50  | -0.17%            |  |  |  | No            | 2                  | On Loan: No      |
| BPCE SA                                    | BPCE SA                                             | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $713864.18    | 0.07%             | 2029-01-11      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| SSE PLC                                    | SSE PLC                                             | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |    120000 | PA      | $139316.18    | 0.01%             | 2029-08-01      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                            | CUSIP: 21688AAZ5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $300723.00    | 0.03%             | 2026-10-05      | Floating      | 4.55%                 | No            | 2                  | On Loan: No      |
| FINGRID OYJ                                | Fingrid OYJ                                         | CUSIP: 000000000<br>LEI: 7437006ZZI1F7CUA5518 | Long             | DBT              | CORP              | FI        |    120000 | PA      | $138780.51    | 0.01%             | 2029-12-04      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| CONAGRA BRANDS INC                         | Conagra Brands, Inc.                                | CUSIP: 205887CK6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    700000 | PA      | $700522.49    | 0.07%             | 2030-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: —       |
| SVENSKA HANDELSBANKEN AB                   | Svenska Handelsbanken AB                            | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    170000 | PA      | $189940.36    | 0.02%             | 2029-02-23      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased NOK / Sold USD                            | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | NO        |         1 | NC      | $40295.69     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CDP FINANCIAL INC                          | CDP Financial, Inc.                                 | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |   2600000 | PA      | $1977060.40   | 0.19%             | 2030-12-02      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| PROLOGIS EURO FINANCE                      | Prologis Euro Finance LLC                           | CUSIP: 74341EAP7<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |    212000 | PA      | $252396.85    | 0.02%             | 2030-01-31      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| NATIONAL GRID NA INC                       | National Grid North America, Inc.                   | CUSIP: 000000000<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1425833.17   | 0.14%             | 2030-06-03      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| CTP NV                                     | CTP NV                                              | CUSIP: 000000000<br>LEI: 3157000YTVO4TN65UM14 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $578421.34    | 0.05%             | 2031-03-10      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| MOTABILITY OPERATIONS GR                   | Motability Operations Group PLC                     | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1183326.75   | 0.11%             | 2029-07-24      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                               | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   2700000 | PA      | $1948394.69   | 0.18%             | 2027-01-25      | Floating      | 5.07%                 | No            | 2                  | On Loan: No      |
| STORA ENSO OYJ                             | Stora Enso OYJ                                      | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | DBT              | CORP              | FI        |    780000 | PA      | $935983.99    | 0.09%             | 2029-09-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-52655.80    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| FED CAISSES DESJARDINS                     | Federation des Caisses Desjardins du Quebec         | CUSIP: 31430W3J1<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $3694666.32   | 0.35%             | 2029-09-24      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| SUEZ                                       | Suez SACA                                           | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |   5900000 | PA      | $6640096.32   | 0.63%             | 2030-05-24      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Canada Government Bonds                    | Canada Government Bonds                             | CUSIP: 135087L44<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   1200000 | PA      | $783580.08    | 0.07%             | 2030-12-01      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| GLOBAL PAYMENTS INC                        | Global Payments, Inc.                               | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137447.63    | 0.01%             | 2030-05-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                        | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   1600000 | PA      | $1162172.38   | 0.11%             | 2028-05-12      | Floating      | 4.96%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased EUR / Sold USD                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $151187.98    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC                          | CPPIB Capital, Inc.                                 | CUSIP: 12593CAF8<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |  16500000 | PA      | $12130448.71  | 1.15%             | 2028-06-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-1847.42     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WPC EUROBOND BV                            | WPC Eurobond BV                                     | CUSIP: 000000000<br>LEI: 5493005XDMOLBARL5M14 | Long             | DBT              |  | NL        |   5870000 | PA      | $6194012.88   | 0.59%             | 2030-06-01      | Fixed         | 0.95%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-203802.14   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                            | Nordea Bank Abp                                     | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   1000000 | PA      | $1149866.79   | 0.11%             | 2029-05-23      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                         | Credit Agricole SA                                  | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $604826.81    | 0.06%             | 2030-03-07      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| ORIGIN ENERGY FINANCE                      | Origin Energy Finance Ltd.                          | CUSIP: 000000000<br>LEI: 5493002W5C9Z753C7Q57 | Long             | DBT              | CORP              | AU        |   2190000 | PA      | $2369586.15   | 0.22%             | 2029-09-17      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| VW CREDIT CANADA INC                       | VW Credit Canada, Inc.                              | CUSIP: 918423BL7<br>LEI: 5493008EKOD7VIY3LM85 | Long             | DBT              | CORP              | CA        |   2500000 | PA      | $1825799.68   | 0.17%             | 2028-11-20      | Fixed         | 3.39%                 | No            | 2                  | On Loan: No      |
| NYKREDIT REALKREDIT A/S                    | Nykredit Realkredit AS                              | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |    800000 | PA      | $933147.20    | 0.09%             | 2030-01-10      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| CRITERIA CAIXA SA                          | Criteria Caixa SA                                   | CUSIP: 000000000<br>LEI: 959800DQQUAMV0K08004 | Long             | DBT              | CORP              | ES        |   2100000 | PA      | $2471950.68   | 0.23%             | 2029-10-02      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| LLOYDS BK CORP MKTS PLC                    | Lloyds Bank Corporate Markets PLC                   | CUSIP: 000000000<br>LEI: 213800MBWEIJDM5CU638 | Long             | DBT              | CORP              | GB        |   5020000 | PA      | $5891050.42   | 0.56%             | 2030-03-24      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| HOCHTIEF AKTIENGESELLSCH                   | HOCHTIEF AG                                         | CUSIP: 000000000<br>LEI: 529900Y25S8NZIYTT924 | Long             | DBT              | CORP              | DE        |   1500000 | PA      | $1809597.29   | 0.17%             | 2030-05-31      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold EUR                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-6009.33     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group, Inc.               | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1400000 | PA      | $1499406.29   | 0.14%             | 2029-10-23      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                               | CUSIP: 89115A2Y7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $131999.34    | 0.01%             | 2029-04-05      | Fixed         | 4.99%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE POST AG                           | Deutsche Post AG                                    | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | DBT              | CORP              | DE        |   3072000 | PA      | $3586404.74   | 0.34%             | 2030-03-24      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased NOK / Sold USD                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NO        |         1 | NC      | $40325.98     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                        | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    300000 | PA      | $335698.75    | 0.03%             | 2029-10-26      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| MIZUHO FINANCIAL GROUP                     | Mizuho Financial Group, Inc.                        | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   4350000 | PA      | $4616692.44   | 0.44%             | 2030-04-15      | Fixed         | 0.80%                 | No            | 2                  | On Loan: No      |
| ABN AMRO BANK NV                           | ABN AMRO Bank NV                                    | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   4800000 | PA      | $5798298.29   | 0.55%             | 2030-02-21      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| GRAND CITY PROPERTIES SA                   | Grand City Properties SA                            | CUSIP: 000000000<br>LEI: 5299002QLUYKK2WBMB18 | Long             | DBT              | CORP              | LU        |   4900000 | PA      | $5873589.09   | 0.56%             | 2030-01-09      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased NOK / Sold USD                            | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | NO        |         1 | NC      | $40713.13     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BOUYGUES SA                                | Bouygues SA                                         | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | DBT              | CORP              | FR        |   1100000 | PA      | $1169494.88   | 0.11%             | 2030-02-11      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| BHP BILLITON FINANCE LTD                   | BHP Billiton Finance Ltd.                           | CUSIP: 000000000<br>LEI: 549300KZMIS43NMT0A66 | Long             | DBT              | CORP              | AU        |   2600000 | PA      | $2840546.36   | 0.27%             | 2030-04-29      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| IHG FINANCE LLC                            | IHG Finance LLC                                     | CUSIP: 000000000<br>LEI: 213800DXTXQ1YC8UP313 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4745515.31   | 0.45%             | 2030-09-10      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER                   | Volkswagen Financial Services AG                    | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $469925.63    | 0.04%             | 2029-05-19      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                     | CUSIP: 4581X0ED6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    127000 | PA      | $127074.62    | 0.01%             | 2027-04-12      | Floating      | 3.93%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                               | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   2500000 | PA      | $1815192.39   | 0.17%             | 2028-09-19      | Floating      | 5.20%                 | No            | 2                  | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                    | Unibail-Rodamco-Westfield SE                        | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |    200000 | PA      | $235247.88    | 0.02%             | 2029-09-11      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| NatWest Markets PLC                        | Purchased USD / Sold NZD                            | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-114110.96   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LP                       | Boston Properties LP                                | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    600000 | PA      | $598631.86    | 0.06%             | 2028-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| NatWest Markets PLC                        | Purchased USD / Sold EUR                            | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-1858352.09  | -0.18%            |  |  |  | No            | 2                  | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                   | Siemens Financieringsmaatschappij NV                | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $115819.38    | 0.01%             | 2030-09-09      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| STATE STREET CORP                          | State Street Corp.                                  | CUSIP: 857477CQ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    950000 | PA      | $951514.78    | 0.09%             | 2027-10-22      | Floating      | 4.29%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                    | BPCE SA                                             | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1065688.06   | 0.10%             | 2030-01-15      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| CONTINENTAL AG                             | Continental AG                                      | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | DBT              | CORP              | DE        |   1035000 | PA      | $1217830.93   | 0.12%             | 2029-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BELFIUS BANK SA/NV                         | Belfius Bank SA                                     | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |    600000 | PA      | $723584.03    | 0.07%             | 2029-09-12      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold EUR                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-39269.57    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| KOMMUNALBANKEN AS                          | Kommunalbanken AS                                   | CUSIP: 50048MDE7<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |   6000000 | PA      | $6006646.92   | 0.57%             | 2026-06-17      | Floating      | 4.65%                 | No            | 2                  | On Loan: No      |
| COMPASS GROUP PLC                          | Compass Group PLC                                   | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2332715.81   | 0.22%             | 2031-02-06      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| SNAM SPA                                   | Snam SpA                                            | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |   1370000 | PA      | $1643871.79   | 0.16%             | 2029-11-27      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| NATIONAL BANK OF CANADA                    | National Bank of Canada                             | CUSIP: 63306AHT6<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   3600000 | PA      | $2746638.20   | 0.26%             | 2029-02-01      | Fixed         | 5.02%                 | No            | 2                  | On Loan: No      |
| BELFIUS BANK SA/NV                         | Belfius Bank SA                                     | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |    700000 | PA      | $830144.29    | 0.08%             | 2029-01-22      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| CATERPILLAR FINL SERVICE                   | Caterpillar Financial Services Corp.                | CUSIP: 14913UAZ3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1502384.82   | 0.14%             | 2028-03-03      | Floating      | 4.18%                 | No            | 2                  | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                   | Export Development Canada                           | CUSIP: 30216BKG6<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   2160000 | PA      | $2164790.47   | 0.21%             | 2028-08-01      | Floating      | 3.98%                 | No            | 2                  | On Loan: No      |
| FRESENIUS MEDICAL CARE A                   | Fresenius Medical Care AG                           | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | DBT              | CORP              | DE        |   1600000 | PA      | $1855456.68   | 0.18%             | 2030-11-24      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold JPY                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-23012.86    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ABN AMRO BANK NV                           | ABN AMRO Bank NV                                    | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $641271.88    | 0.06%             | 2029-09-23      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                 | CUSIP: 91282CPG0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5007693.10   | 0.47%             | 2027-10-31      | Floating      | 3.81%                 | No            | 2                  | On Loan: No      |
| ASN BANK NV                                | ASN Bank NV                                         | CUSIP: 000000000<br>LEI: 724500A1FNICHSDF2I11 | Long             | DBT              | CORP              | NL        |   2300000 | PA      | $2817644.73   | 0.27%             | 2030-03-07      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| SELP FINANCE SARL                          | SELP Finance SARL                                   | CUSIP: 000000000<br>LEI: 549300Y4VYEJE1MH6D45 | Long             | DBT              |  | LU        |   3320000 | PA      | $3605264.12   | 0.34%             | 2029-05-27      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| MACQUARIE GROUP LTD                        | Macquarie Group Ltd.                                | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    784000 | PA      | $960460.88    | 0.09%             | 2030-01-23      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| INTL FINANCE CORP                          | International Finance Corp.                         | CUSIP: 45950KDJ6<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |   4580000 | PA      | $4590811.32   | 0.44%             | 2028-08-28      | Floating      | 3.97%                 | No            | 2                  | On Loan: No      |
| NETFLIX INC                                | Netflix, Inc.                                       | CUSIP: 000000000<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2970910.98   | 0.28%             | 2030-06-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| HORACE MANN EDUCATORS CO                   | Horace Mann Educators Corp.                         | CUSIP: 440327AM6<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246332.97    | 0.02%             | 2030-10-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| TEMASEK FINANCIAL I LTD                    | Temasek Financial I Ltd.                            | CUSIP: 87976EAD8<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |   1560000 | PA      | $1558128.00   | 0.15%             | 2027-08-20      | Floating      | 4.05%                 | No            | 2                  | On Loan: No      |
| KNORR-BREMSE AG                            | Knorr-Bremse AG                                     | CUSIP: 000000000<br>LEI: 5299001GRRO0Z25YZT52 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $700685.46    | 0.07%             | 2029-09-30      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| FISERV INC                                 | Fiserv, Inc.                                        | CUSIP: 337738BK3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172101.66    | 0.02%             | 2031-03-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                           | Bank of Montreal                                    | CUSIP: 06368BTX6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $7343394.56   | 0.70%             | 2028-03-01      | Fixed         | 3.19%                 | No            | 2                  | On Loan: No      |
| NESTE OYJ                                  | Neste OYJ                                           | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | DBT              | CORP              | FI        |   4395000 | PA      | $5212587.57   | 0.49%             | 2030-03-20      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| PACCAR FINANCIAL CORP                      | PACCAR Financial Corp.                              | CUSIP: 69371RT48<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248908.86    | 0.02%             | 2029-09-26      | Fixed         | 4.00%                 | No            | 2                  | On Loan: —       |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                            | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   3800000 | PA      | $2744975.65   | 0.26%             | 2027-02-26      | Floating      | 4.86%                 | No            | 2                  | On Loan: No      |
| SFIL SA                                    | SFIL SA                                             | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |   2500000 | PA      | $2933715.41   | 0.28%             | 2029-09-17      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| SWEDBANK AB                                | Swedbank AB                                         | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    300000 | PA      | $348101.88    | 0.03%             | 2029-04-30      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATL INFO SERV                    | Fidelity National Information Services, Inc.        | CUSIP: 31620MCC8<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2996760.00   | 0.28%             | 2029-03-10      | Floating      | 4.86%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATL INFO SERV                    | Fidelity National Information Services, Inc.        | CUSIP: 000000000<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   2670000 | PA      | $2947028.35   | 0.28%             | 2030-05-21      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased EUR / Sold USD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $3033.89      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                              | RCI Banque SA                                       | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |   1500000 | PA      | $1743777.72   | 0.17%             | 2030-06-06      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                   | New Zealand Local Government Funding Agency Bonds   | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |   2800000 | PA      | $1665938.89   | 0.16%             | 2030-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| DENTSPLY SIRONA INC                        | Dentsply Sirona, Inc.                               | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |    500000 | PA      | $462614.63    | 0.04%             | 2030-06-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: —       |
| BANCO SANTANDER SA                         | Banco Santander SA                                  | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   5000000 | PA      | $3607130.39   | 0.34%             | 2028-03-09      | Fixed         | 5.68%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                  | CUSIP: 000000000<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2140000 | PA      | $2544986.87   | 0.24%             | 2030-07-10      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CASTELLUM AB                               | Castellum AB                                        | CUSIP: 000000000<br>LEI: 549300GU5OHTR1T5IY68 | Long             | DBT              | CORP              | SE        |    300000 | PA      | $354225.49    | 0.03%             | 2030-12-10      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| OPTUS FINANCE PTY LTD                      | Optus Finance Pty. Ltd.                             | CUSIP: 000000000<br>LEI: 254900UAM2PKZZ3FLH23 | Long             | DBT              | CORP              | AU        |    240000 | PA      | $261930.43    | 0.02%             | 2029-06-20      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| ENGIE SA                                   | Engie SA                                            | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $355948.84    | 0.03%             | 2030-01-11      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                   | Banco Bilbao Vizcaya Argentaria SA                  | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $122362.39    | 0.01%             | 2029-10-14      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| CONSTELLATION EN GEN LLC                   | Constellation Energy Generation LLC                 | CUSIP: 210385AL4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $955121.37    | 0.09%             | 2031-03-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co.                                   | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5811594.85   | 0.55%             | 2030-03-25      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-27581.30    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ERSTE GROUP BANK AG                        | Erste Group Bank AG                                 | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |   1000000 | PA      | $1061165.66   | 0.10%             | 2029-09-14      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| HONDA CANADA FINANCE INC                   | Honda Canada Finance, Inc.                          | CUSIP: 438121BM6<br>LEI: 549300K5H14MP7CO9857 | Long             | DBT              | CORP              | CA        |   2600000 | PA      | $1882351.38   | 0.18%             | 2030-09-23      | Fixed         | 3.54%                 | No            | 2                  | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                   | Healthcare Realty Holdings LP                       | CUSIP: 42225UAL8<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    800000 | PA      | $731000.94    | 0.07%             | 2030-03-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE BANK SA                         | John Deere Bank SA                                  | CUSIP: 000000000<br>LEI: RUOKPID0PZ0UWJYU9J61 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $471512.75    | 0.04%             | 2029-10-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| JUNIPER NETWORKS INC                       | Juniper Networks, Inc.                              | CUSIP: 48203RAP9<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    415000 | PA      | $364191.14    | 0.03%             | 2030-12-10      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| TEOLLISUUDEN VOIMA OYJ                     | Teollisuuden Voima OYJ                              | CUSIP: 000000000<br>LEI: 743700LQ48IZBTZN4S52 | Long             | DBT              | CORP              | FI        |   1610000 | PA      | $1972651.05   | 0.19%             | 2030-06-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| RTX CORP                                   | RTX Corp.                                           | CUSIP: 000000000<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   4060000 | PA      | $4533912.98   | 0.43%             | 2030-05-18      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| WISCONSIN POWER & LIGHT                    | Wisconsin Power & Light Co.                         | CUSIP: 976826BM8<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    600000 | PA      | $575201.72    | 0.05%             | 2029-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ORIGIN ENERGY FINANCE                      | Origin Energy Finance Ltd.                          | CUSIP: 000000000<br>LEI: 5493002W5C9Z753C7Q57 | Long             | DBT              | CORP              | AU        |   6500000 | PA      | $4466657.31   | 0.42%             | 2027-11-11      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| HYATT HOTELS CORP                          | Hyatt Hotels Corp.                                  | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3250147.23   | 0.31%             | 2029-06-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CAIXABANK SA                               | CaixaBank SA                                        | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1200000 | PA      | $1459211.21   | 0.14%             | 2030-09-06      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased NOK / Sold USD                            | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | NO        |         1 | NC      | $35468.42     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| APA INFRASTRUCTURE LTD                     | APA Infrastructure Ltd.                             | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    800000 | PA      | $873299.92    | 0.08%             | 2029-03-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                       | Edison International                                | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    400000 | PA      | $420017.24    | 0.04%             | 2029-11-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| ORIX CORP                                  | ORIX Corp.                                          | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $590963.21    | 0.06%             | 2029-05-29      | Fixed         | 3.78%                 | No            | 2                  | On Loan: No      |
| CIE DE SAINT-GOBAIN SA                     | Cie de Saint-Gobain SA                              | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $469776.29    | 0.04%             | 2030-04-08      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| MOTABILITY OPERATIONS GR                   | Motability Operations Group PLC                     | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |   4700000 | PA      | $5619260.37   | 0.53%             | 2030-01-17      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                            | CUSIP: 298785KD7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1700000 | PA      | $1702359.01   | 0.16%             | 2029-08-14      | Floating      | 3.98%                 | No            | 2                  | On Loan: No      |
| AMPRION GMBH                               | Amprion GmbH                                        | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |    800000 | PA      | $926187.36    | 0.09%             | 2030-08-27      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| HIGHWOODS REALTY LP                        | Highwoods Realty LP                                 | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |    120000 | PA      | $111135.28    | 0.01%             | 2030-02-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| MOLNLYCKE HOLDING AB                       | Molnlycke Holding AB                                | CUSIP: 000000000<br>LEI: 549300WAUZKYD5PU9L16 | Long             | DBT              | CORP              | SE        |    100000 | PA      | $108121.83    | 0.01%             | 2029-09-05      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                           | Bank of Montreal                                    | CUSIP: 06368FAD1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    310000 | PA      | $310322.49    | 0.03%             | 2026-09-15      | Floating      | 4.27%                 | No            | 2                  | On Loan: No      |
| AEROPORTS DE PARIS SA                      | Aeroports de Paris SA                               | CUSIP: 000000000<br>LEI: 969500PJMBSFHYC37989 | Long             | DBT              | CORP              | FR        |   2300000 | PA      | $2638776.31   | 0.25%             | 2030-04-02      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-90396.03    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| KONINKLIJKE PHILIPS NV                     | Koninklijke Philips NV                              | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |   5600000 | PA      | $6519690.03   | 0.62%             | 2030-05-23      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| CONAGRA BRANDS INC                         | Conagra Brands, Inc.                                | CUSIP: 205887AX0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    400000 | PA      | $451878.54    | 0.04%             | 2030-09-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                   | Penske Truck Leasing Co. LP/PTL Finance Corp.       | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3987252.96   | 0.38%             | 2026-06-15      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased NOK / Sold USD                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NO        |         1 | NC      | $38539.16     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AT&T INC                                   | AT&T, Inc.                                          | CUSIP: 04650NAE4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    900000 | PA      | $1030547.60   | 0.10%             | 2029-12-17      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| E.ON SE                                    | E.ON SE                                             | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |    460000 | PA      | $538723.62    | 0.05%             | 2030-03-05      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| ICCREA BANCA SPA                           | Iccrea Banca SpA                                    | CUSIP: 000000000<br>LEI: NNVPP80YIZGEY2314M97 | Long             | DBT              | CORP              | IT        |    150000 | PA      | $175038.63    | 0.02%             | 2030-01-30      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| HCA INC                                    | HCA, Inc.                                           | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1018379.75   | 0.10%             | 2030-03-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CANADIAN GOVERNMENT                        | Canada Government Bonds                             | CUSIP: 135087T38<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    600000 | PA      | $434357.86    | 0.04%             | 2030-09-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp.               | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    900000 | PA      | $1041006.66   | 0.10%             | 2030-02-10      | Fixed         | 2.90%                 | 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        |    500000 | PA      | $588511.72    | 0.06%             | 2030-03-01      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased NOK / Sold USD                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NO        |         1 | NC      | $40064.23     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DAIMLER TRUCK FI CANADA                    | Daimler Truck Finance Canada, Inc.                  | CUSIP: 233852AH5<br>LEI: 54930098P2A2K13NYP58 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $2317267.27   | 0.22%             | 2028-09-25      | Fixed         | 5.77%                 | No            | 2                  | On Loan: No      |
| EDENRED SE                                 | Edenred SE                                          | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $2317322.04   | 0.22%             | 2030-08-27      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| ABERTIS INFRAESTRUCTURAS                   | Abertis Infraestructuras SA                         | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |   4100000 | PA      | $4723191.94   | 0.45%             | 2030-07-07      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                               | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   5600000 | PA      | $4036075.26   | 0.38%             | 2026-08-10      | Floating      | 4.69%                 | No            | 2                  | On Loan: No      |
| HIGHWOODS REALTY LP                        | Highwoods Realty LP                                 | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |   4081000 | PA      | $3985709.30   | 0.38%             | 2029-04-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                            | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   2500000 | PA      | $1822193.90   | 0.17%             | 2028-11-21      | Floating      | 5.14%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased NOK / Sold USD                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NO        |         1 | NC      | $34350.49     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Comcast Corp.                              | Comcast Corp.                                       | CUSIP: 000000000<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $531827.92    | 0.05%             | 2029-09-14      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| INFINEON TECHNOLOGIES AG                   | Infineon Technologies AG                            | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | DBT              | CORP              | DE        |   1200000 | PA      | $1381954.41   | 0.13%             | 2030-02-13      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| WESTLAKE CORP                              | Westlake Corp.                                      | CUSIP: 960413AV4<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    800000 | PA      | $880819.28    | 0.08%             | 2029-07-17      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                    | Veolia Environnement SA                             | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $2229152.99   | 0.21%             | 2030-01-07      | Fixed         | 1.94%                 | No            | 2                  | On Loan: No      |
| EQUINIX INC                                | Equinix, Inc.                                       | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    270000 | PA      | $257662.87    | 0.02%             | 2029-11-18      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| NatWest Markets PLC                        | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-146151.27   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                   | Healthcare Realty Holdings LP                       | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |   1000000 | PA      | $941559.57    | 0.09%             | 2030-02-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development | CUSIP: 459058LH4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   4000000 | PA      | $4006031.24   | 0.38%             | 2027-06-15      | Floating      | 3.92%                 | No            | 2                  | On Loan: No      |
| EMERSON ELECTRIC CO                        | Emerson Electric Co.                                | CUSIP: 000000000<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $564316.27    | 0.05%             | 2029-10-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| AVIATION CAPITAL GROUP                     | Aviation Capital Group LLC                          | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297906.69    | 0.03%             | 2030-10-24      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased EUR / Sold USD                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |         1 | NC      | $86108.21     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| NATWEST MARKETS PLC                        | NatWest Markets PLC                                 | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   2032000 | PA      | $2353608.35   | 0.22%             | 2031-01-13      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| RECKITT BENCKISER TSY                      | Reckitt Benckiser Treasury Services PLC             | CUSIP: 000000000<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |   1900000 | PA      | $2253781.89   | 0.21%             | 2029-06-20      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORP                         | Realty Income Corp.                                 | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    300000 | PA      | $399519.53    | 0.04%             | 2027-01-14      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                      | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   3500000 | PA      | $2522572.24   | 0.24%             | 2026-08-17      | Floating      | 4.71%                 | No            | 2                  | On Loan: No      |
| BAYER AG                                   | Bayer AG                                            | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |    170000 | PA      | $205083.86    | 0.02%             | 2029-08-26      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-59787.39    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CHUBB INA HOLDINGS LLC                     | Chubb INA Holdings LLC                              | CUSIP: 000000000<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    300000 | PA      | $324261.42    | 0.03%             | 2029-12-15      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| AUTOLIV INC                                | Autoliv, Inc.                                       | CUSIP: 000000000<br>LEI: A23RUXWKASG834LTMK28 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $2016829.00   | 0.19%             | 2029-08-07      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                      | Deutsche Lufthansa AG                               | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $357159.10    | 0.03%             | 2030-05-21      | Fixed         | 4.00%                 | 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      | $-354032.94   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold EUR                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-18435.32    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NOMURA HOLDINGS INC                        | Nomura Holdings, Inc.                               | CUSIP: 65535HBQ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   2700000 | PA      | $2718686.73   | 0.26%             | 2027-07-02      | Floating      | 4.91%                 | No            | 2                  | On Loan: No      |
| JCDECAUX SE                                | JCDecaux SE                                         | CUSIP: 000000000<br>LEI: 9695009KV7AFPDEI5S30 | Long             | DBT              | CORP              | FR        |   1500000 | PA      | $1643682.81   | 0.16%             | 2030-02-07      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| ITALGAS SPA                                | Italgas SpA                                         | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | DBT              | CORP              | IT        |    490000 | PA      | $520559.46    | 0.05%             | 2030-04-24      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| LA BANQUE POSTALE                          | La Banque Postale SA                                | CUSIP: 000000000<br>LEI: 96950066U5XAAIRCPA78 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $709772.08    | 0.07%             | 2030-06-13      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                        | Bank of Nova Scotia                                 | CUSIP: 06418GAJ6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2017885.08   | 0.19%             | 2029-08-01      | Floating      | 4.73%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                  | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133182.50    | 0.01%             | 2029-07-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                   | Banco Bilbao Vizcaya Argentaria SA                  | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   1200000 | PA      | $1394685.95   | 0.13%             | 2030-07-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| DOW CHEMICAL CO/THE                        | Dow Chemical Co.                                    | CUSIP: 260543DC4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    400000 | PA      | $353827.52    | 0.03%             | 2030-11-15      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| ABERTIS FRANCE SAS                         | Abertis France SAS                                  | CUSIP: 000000000<br>LEI: 9695004S3RCE0Q5V8G28 | Long             | DBT              | CORP              | FR        |   1800000 | PA      | $2110002.56   | 0.20%             | 2029-04-21      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| VOLVO TREASURY AB                          | Volvo Treasury AB                                   | CUSIP: 000000000<br>LEI: 549300PD69T87IGZG395 | Long             | DBT              | CORP              | SE        |    710000 | PA      | $829096.68    | 0.08%             | 2029-08-26      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                     | CUSIP: 4581X0ET1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   2500000 | PA      | $2508062.10   | 0.24%             | 2030-03-13      | Floating      | 4.04%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                            | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1100000 | PA      | $799595.39    | 0.08%             | 2029-02-26      | Floating      | 5.02%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.          | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1155000 | PA      | $824316.35    | 0.08%             | 2027-12-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| MERCEDES-BENZ GROUP AG                     | Mercedes-Benz Group AG                              | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |   4800000 | PA      | $5078326.96   | 0.48%             | 2030-09-10      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold JPY                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-33781.57    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CANADA HOUSING TRUST                       | Canada Housing Trust No. 1                          | CUSIP: 13509PKH5<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $723002.17    | 0.07%             | 2030-12-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| SKANDINAVISKA ENSKILDA                     | Skandinaviska Enskilda Banken AB                    | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   6700000 | PA      | $7863880.59   | 0.75%             | 2030-03-19      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                             | BNP Paribas SA                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $118211.16    | 0.01%             | 2029-09-01      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                   | Export Development Canada                           | CUSIP: 000000000<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   4000000 | PA      | $2324347.66   | 0.22%             | 2030-08-08      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BNG BANK NV                                | BNG Bank NV                                         | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |   4140000 | PA      | $4777126.28   | 0.45%             | 2030-05-21      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                           | Societe Generale SA                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $429249.72    | 0.04%             | 2030-06-12      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased NOK / Sold USD                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NO        |         1 | NC      | $37722.93     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                            | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   5500000 | PA      | $4115839.07   | 0.39%             | 2028-06-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                       | Royal Bank of Canada                                | CUSIP: 780086ZH0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2900000 | PA      | $2258556.34   | 0.21%             | 2030-06-24      | Fixed         | 5.23%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                              | CUSIP: 04517PBZ4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   4600000 | PA      | $4604229.47   | 0.44%             | 2028-06-20      | Floating      | 3.95%                 | No            | 2                  | On Loan: No      |
| SNCF RESEAU                                | SNCF Reseau                                         | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |    300000 | PA      | $324135.00    | 0.03%             | 2030-05-25      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| WEA FINANCE LLC                            | WEA Finance LLC                                     | CUSIP: 92928QAE8<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              |  | US        |    500000 | PA      | $493426.69    | 0.05%             | 2028-09-20      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| MCDONALD'S CORP                            | McDonald's Corp.                                    | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    400000 | PA      | $480583.86    | 0.05%             | 2030-03-07      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ELECTRICITE DE FRANCE SA                   | Electricite de France SA                            | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $491130.85    | 0.05%             | 2030-04-26      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold GBP                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $788.23       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                  | CUSIP: 74814ZFD0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   8200000 | PA      | $5992788.31   | 0.57%             | 2028-09-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| MACQUARIE BANK LTD                         | Macquarie Bank Ltd.                                 | CUSIP: 55608PBU7<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   3240000 | PA      | $3257474.91   | 0.31%             | 2027-07-02      | Floating      | 4.58%                 | No            | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                        | Charles Schwab Corp.                                | CUSIP: 808513BQ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   4376000 | PA      | $4376411.34   | 0.41%             | 2026-05-13      | Floating      | 4.18%                 | No            | 2                  | On Loan: —       |
| UTAH ACQUISITION SUB                       | Utah Acquisition Sub, Inc.                          | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | NL        |    806000 | PA      | $805324.07    | 0.08%             | 2026-06-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| MANITOBA (PROVINCE OF)                     | Province of Manitoba                                | CUSIP: 563469UV5<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $140280.49    | 0.01%             | 2030-06-02      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| VICINITY CENTRES TRUST                     | Vicinity Centres Trust                              | CUSIP: 000000000<br>LEI: 254900YANM8VTQCFYX66 | Long             | DBT              |  | AU        |   2000000 | PA      | $1422031.20   | 0.13%             | 2028-06-02      | Fixed         | 4.93%                 | No            | 2                  | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                   | Liberty Mutual Group, Inc.                          | CUSIP: 000000000<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    500000 | PA      | $614455.34    | 0.06%             | 2030-12-02      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Swiss Life Finance I AG                    | Swiss Life Finance I AG                             | CUSIP: 000000000<br>LEI: 549300GDVNT1NHIHOW12 | Long             | DBT              | CORP              | LI        |    600000 | PA      | $704729.51    | 0.07%             | 2029-08-31      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                  | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    370000 | PA      | $372400.01    | 0.04%             | 2029-10-06      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| BG ENERGY CAPITAL PLC                      | BG Energy Capital PLC                               | CUSIP: 000000000<br>LEI: S2M8QDKEE05NZN8JD460 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1360252.87   | 0.13%             | 2029-11-21      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FIN GROUP INC                    | Jefferies Financial Group, Inc.                     | CUSIP: 000000000<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1420673.46   | 0.13%             | 2029-04-16      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                        | Intesa Sanpaolo SpA                                 | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   2000000 | PA      | $2480606.03   | 0.24%             | 2030-05-19      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development | CUSIP: 459058JF1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   9414000 | PA      | $9447796.26   | 0.90%             | 2027-08-19      | Floating      | 4.09%                 | No            | 2                  | On Loan: No      |
| NTT FINANCE CORP                           | NTT Finance Corp.                                   | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   2000000 | PA      | $2339609.93   | 0.22%             | 2031-03-12      | Fixed         | 3.36%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                        | Bank of Nova Scotia                                 | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $141947.16    | 0.01%             | 2029-04-17      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BELFIUS BANK SA/NV                         | Belfius Bank SA                                     | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |   3100000 | PA      | $3615124.76   | 0.34%             | 2030-05-28      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |

### Signature

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

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

**Signature:** Randy Olson

**Name of Signer:** Randy Olson

**Title:** Vice President