# EDGAR Filing Document

**Accession Number:** 0000355437
**File Stem:** 0001410368-25-040435
**Filing Date:** 2025-12
**Character Count:** 205330
**Document Hash:** fd6c0535894ab2f8ca87610133d2f6ab
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-040435.hdr.sgml**: 20251222

**ACCESSION NUMBER**: 0001410368-25-040435

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251222

**DATE AS OF CHANGE**: 20251222

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03258
- **FILM NUMBER:** 251590333

**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:** 2025-10-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1045912170.94

**Total Liabilities:** $1339401.16

**Net Assets:** $1044572769.78

**Cash Not Reported:** $32683138.93

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -4340.69000000 | **1-Year:** -71745.46000000 | **5-Year:** -166997.80000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** -25.03000000 | **1-Year:** -24.83000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000057262 | 0.42%                | 0.42%                | 0.52%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4342068.49             | $11230532.17                               |
| Month 2  | $22081.89                | $1315542.88                                |
| Month 3  | $1759252.70              | $-7962822.51                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| AERCAP IRELAND CAP/GLOBA                   | AerCap Ireland Capital DAC/AerCap Global Aviation Trust | CUSIP: 00774MAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $150055.35    | 0.01%             | 2026-04-03      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                   | AerCap Ireland Capital DAC/AerCap Global Aviation Trust | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2700000 | PA      | $2683032.66   | 0.26%             | 2026-01-30      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| SWEDISH EXPORT CREDIT                      | Svensk Exportkredit AB                                  | CUSIP: 01021NAC6<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   5000000 | PA      | $5061351.65   | 0.48%             | 2027-05-05      | Floating      | 5.31%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF ALBERTA                        | Province of Alberta                                     | CUSIP: 013051EG8<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    900000 | PA      | $619992.87    | 0.06%             | 2030-06-01      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| AMERICAN NATIONAL GROUP                    | American National Group, Inc.                           | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    700000 | PA      | $722375.16    | 0.07%             | 2029-10-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                        | American Express Co.                                    | CUSIP: 025816CL1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2409704.90   | 0.23%             | 2026-11-04      | Floating      | 4.95%                 | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                        | American Express Co.                                    | CUSIP: 025816DD8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2035000 | PA      | $2036430.08   | 0.19%             | 2026-02-13      | Floating      | 5.03%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                            | CUSIP: 02665WEX5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   3167000 | PA      | $3169248.57   | 0.30%             | 2026-01-09      | Floating      | 4.81%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                            | CUSIP: 02665WFS5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   4838000 | PA      | $4842806.46   | 0.46%             | 2027-10-22      | Floating      | 4.80%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                        | American Tower Corp.                                    | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    170000 | PA      | $168089.75    | 0.02%             | 2026-04-15      | Fixed         | 1.60%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                        | Elevance Health, Inc.                                   | CUSIP: 036752AR4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1188114.18   | 0.11%             | 2026-03-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| ARES CAPITAL CORP                          | ARES Capital Corp.                                      | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204738.27    | 0.02%             | 2029-03-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| ARES CAPITAL CORP                          | ARES Capital Corp.                                      | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1539249.24   | 0.15%             | 2029-07-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                                  | CUSIP: 04517PBE1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   3200000 | PA      | $3215584.00   | 0.31%             | 2026-06-16      | Floating      | 5.17%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                                  | CUSIP: 04517PBZ4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   4600000 | PA      | $4599108.61   | 0.44%             | 2028-06-20      | Floating      | 4.44%                 | No            | 2                  | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                   | Asian Infrastructure Investment Bank                    | CUSIP: 04522KAD8<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $495889.57    | 0.05%             | 2026-01-27      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                   | AT&T, Inc.                                              | CUSIP: 04650NAE4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    900000 | PA      | $1029574.12   | 0.10%             | 2029-12-17      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.              | CUSIP: 05252ADJ7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   2000000 | PA      | $2012007.68   | 0.19%             | 2027-01-18      | Floating      | 5.10%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.              | CUSIP: 05252ADK4<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   2841000 | PA      | $2844822.20   | 0.27%             | 2026-03-18      | Floating      | 4.82%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.              | CUSIP: 05252ADL2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   3000000 | PA      | $3014331.45   | 0.29%             | 2027-07-16      | Floating      | 4.97%                 | 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      | $4273416.19   | 0.41%             | 2027-09-30      | Floating      | 4.91%                 | 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      | $202259.97    | 0.02%             | 2029-12-16      | Floating      | 5.11%                 | 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      | $301301.70    | 0.03%             | 2028-06-18      | Floating      | 4.88%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.              | CUSIP: 05252BDL0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   2331000 | PA      | $2342135.54   | 0.22%             | 2027-07-16      | Floating      | 4.97%                 | No            | 2                  | On Loan: No      |
| AVNET INC                                  | Avnet, Inc.                                             | CUSIP: 053807AS2<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1999448.30   | 0.19%             | 2026-04-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| BASF SE                                    | BASF SE                                                 | CUSIP: 05526LY43<br>LEI: 529900PM64WH8AF1E917 | Long             | STIV             | CORP              | GE        |   2500000 | PA      | $2498870.25   | 0.24%             | 2025-11-04      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| BAT INTL FINANCE PLC                       | BAT International Finance PLC                           | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $296895.57    | 0.03%             | 2026-03-25      | Fixed         | 1.67%                 | No            | 2                  | On Loan: No      |
| BMW US CAPITAL LLC                         | BMW U.S. Capital LLC                                    | CUSIP: 05565ECL7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001050.00   | 0.10%             | 2026-04-02      | Floating      | 4.66%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                           | Bank of Montreal                                        | CUSIP: 06368FAD1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    310000 | PA      | $310634.95    | 0.03%             | 2026-09-15      | Floating      | 4.78%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                           | Bank of Montreal                                        | CUSIP: 06368LC61<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1009336.17   | 0.10%             | 2026-12-11      | Floating      | 5.33%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                        | Bank of Nova Scotia                                     | CUSIP: 06418GAG2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2904000 | PA      | $2918044.18   | 0.28%             | 2027-06-04      | Floating      | 4.97%                 | 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      | $2264950.96   | 0.22%             | 2027-01-23      | Floating      | 5.21%                 | 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      | $3221818.88   | 0.31%             | 2028-02-16      | Floating      | 5.33%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                               | Barclays PLC                                            | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1400000 | PA      | $1399865.73   | 0.13%             | 2026-01-12      | Fixed         | 4.38%                 | 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      | $525218.12    | 0.05%             | 2029-01-21      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| BOARDWALK PIPELINES LP                     | Boardwalk Pipelines LP                                  | CUSIP: 096630AE8<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    188000 | PA      | $188999.18    | 0.02%             | 2026-06-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                  | Boeing Co.                                              | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    529000 | PA      | $525952.95    | 0.05%             | 2026-05-01      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                  | Boeing Co.                                              | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188848.31    | 0.02%             | 2030-02-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LP                       | Boston Properties LP                                    | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    600000 | PA      | $600770.17    | 0.06%             | 2028-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LP                       | Boston Properties LP                                    | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |   3400000 | PA      | $3270838.22   | 0.31%             | 2029-06-21      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                    | Bristol-Myers Squibb Co.                                | CUSIP: 110122EM6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3502975.00   | 0.34%             | 2026-02-20      | Floating      | 4.73%                 | No            | 2                  | On Loan: No      |
| BROOKFIELD FINANCE INC                     | Brookfield Finance, Inc.                                | CUSIP: 11271LAD4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $101748.00    | 0.01%             | 2029-03-29      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| BRUNSWICK CORP                             | Brunswick Corp.                                         | CUSIP: 117043AW9<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    730000 | PA      | $753527.03    | 0.07%             | 2029-03-18      | Fixed         | 5.85%                 | No            | 2                  | On Loan: —       |
| CIGNA GROUP/THE                            | Cigna Group                                             | CUSIP: 125523CT5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3179825.68   | 0.30%             | 2029-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CNO FINANCIAL GROUP INC                    | CNO Financial Group, Inc.                               | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |   2960000 | PA      | $3007504.54   | 0.29%             | 2029-05-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CAISSE DES DEPOTS ET CON                   | Caisse des Depots et Consignations                      | CUSIP: 12800AYH1<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | STIV             | CORP              | FR        |   2000000 | PA      | $1996322.40   | 0.19%             | 2025-11-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CAISSE DES DEPOTS ET CON                   | Caisse des Depots et Consignations                      | CUSIP: 12800AZ15<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | STIV             | CORP              | FR        |   4500000 | PA      | $4484804.85   | 0.43%             | 2025-12-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                   | Caisse d'Amortissement de la Dette Sociale              | CUSIP: 12802D2L9<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |   1300000 | PA      | $1299431.85   | 0.12%             | 2026-01-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CATERPILLAR FINL SERVICE                   | Caterpillar Financial Services Corp.                    | CUSIP: 14913UAK6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1508000 | PA      | $1509434.11   | 0.14%             | 2026-02-27      | Floating      | 4.68%                 | No            | 2                  | On Loan: No      |
| CATERPILLAR FINL SERVICE                   | Caterpillar Financial Services Corp.                    | CUSIP: 14913UAZ3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1501884.00   | 0.14%             | 2028-03-03      | Floating      | 4.72%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                              | Citigroup, Inc.                                         | CUSIP: 172967KN0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    366000 | PA      | $364833.78    | 0.03%             | 2026-05-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP                   | Citizens Financial Group, Inc.                          | CUSIP: 174610AS4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    800000 | PA      | $736182.56    | 0.07%             | 2030-02-06      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                          | CUSIP: 2027A0KQ1<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $100188.14    | 0.01%             | 2026-03-13      | Floating      | 5.01%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                          | CUSIP: 2027A0KY4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    300000 | PA      | $302231.70    | 0.03%             | 2030-03-14      | Floating      | 5.07%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                | CUSIP: 21688AAZ5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $301563.44    | 0.03%             | 2026-10-05      | Floating      | 5.01%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                | CUSIP: 21688ABB7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   6000000 | PA      | $6005790.00   | 0.57%             | 2026-01-09      | Floating      | 4.81%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                | CUSIP: 21688ABE1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   3500000 | PA      | $3518591.48   | 0.34%             | 2027-03-05      | Floating      | 4.90%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                | CUSIP: 21688ABG6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1002600.00   | 0.10%             | 2026-08-28      | Floating      | 4.84%                 | No            | 2                  | On Loan: No      |
| COPT DEFENSE PROP LP                       | COPT Defense Properties LP                              | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |   1400000 | PA      | $1386015.76   | 0.13%             | 2026-03-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                         | Credit Agricole SA                                      | CUSIP: 22534PAJ2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $2007930.36   | 0.19%             | 2027-03-11      | Floating      | 5.04%                 | No            | 2                  | On Loan: No      |
| The DFA Investment Trust Company           | DFA Investment Trust Co.                                | CUSIP: 23320U405<br>LEI: 549300FSKWEXKF6YBM56 | Long             | EC               | RF                | US        |        38 | NS      | $440.67       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Dimensional Holdings Inc.                  | DFA Short Term Investment Fund                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    478500 | NS      | $478500.00    | 0.05%             |  |  |  | No            | N/A                | On Loan: No      |
| DXC TECHNOLOGY CO                          | DXC Technology Co.                                      | CUSIP: 23355LAL0<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |    285000 | PA      | $278655.87    | 0.03%             | 2026-09-15      | Fixed         | 1.80%                 | 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      | $3011580.00   | 0.29%             | 2027-09-25      | Floating      | 5.09%                 | No            | 2                  | On Loan: No      |
| DBS GROUP HOLDINGS LTD                     | DBS Group Holdings Ltd.                                 | CUSIP: 24023KAM0<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |  10000000 | PA      | $10040932.40  | 0.96%             | 2028-03-21      | Floating      | 4.86%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORP                    | John Deere Capital Corp.                                | CUSIP: 24422EWU9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300387.90    | 0.03%             | 2026-03-03      | Floating      | 4.79%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORP                    | John Deere Capital Corp.                                | CUSIP: 24422EWY1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   3950000 | PA      | $3962672.27   | 0.38%             | 2026-06-08      | Floating      | 4.99%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORP                    | John Deere Capital Corp.                                | CUSIP: 24422EXW4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2977258.00   | 0.29%             | 2027-07-15      | Floating      | 4.78%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                   | Capital One Financial Corp.                             | CUSIP: 254709AP3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    647000 | PA      | $646799.88    | 0.06%             | 2026-01-30      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| DOLLAR GENERAL CORP                        | Dollar General Corp.                                    | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1058501.94   | 0.10%             | 2030-04-03      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $259128.12    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $41027.69     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold NZD                                | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $104049.82    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| NatWest Markets PLC                        | Purchased USD / Sold NZD                                | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $70446.50     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| NatWest Markets PLC                        | Purchased USD / Sold NZD                                | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $231951.82    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $2078521.31   | 0.20%             |  |  |  | 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      | $98335.53     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $1649044.84   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $1765666.79   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold NZD                                | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $90943.79     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold CAD                                | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $46451.74     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased CAD / Sold USD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |         1 | NC      | $-11003.20    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold GBP                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $2734.74      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $61366.87     | 0.01%             |  |  |  | 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      | $1274499.31   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold JPY                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $33292.34     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold CAD                                | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $83974.40     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $1276669.78   | 0.12%             |  |  |  | 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      | $18836.57     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold AUD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $352189.43    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $28727.95     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased EUR / Sold USD                                | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | XX        |         1 | NC      | $-25743.04    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $31129.61     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold GBP                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $4579.36      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold JPY                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $56538.70     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $903.12       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold NZD                                | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $14279.05     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $11183.92     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $34698.99     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NatWest Markets PLC                        | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $626543.97    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs Bank USA                     | Purchased USD / Sold CAD                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $16983.78     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NatWest Markets PLC                        | Purchased EUR / Sold USD                                | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |         1 | NC      | $-619730.88   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs Bank USA                     | Purchased CAD / Sold USD                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | CA        |         1 | NC      | $-16885.39    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EPR PROPERTIES                             | EPR Properties                                          | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    600000 | PA      | $577950.94    | 0.06%             | 2029-08-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE INC                               | Enbridge, Inc.                                          | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $124194.33    | 0.01%             | 2029-11-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                      | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    190000 | PA      | $195488.47    | 0.02%             | 2029-07-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| EQUINIX INC                                | Equinix, Inc.                                           | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    270000 | PA      | $258872.10    | 0.02%             | 2029-11-18      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| EUROPEAN BK RECON & DEV                    | European Bank for Reconstruction & Development          | CUSIP: 29874QEM2<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $297525.97    | 0.03%             | 2026-01-28      | Fixed         | 0.50%                 | 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      | $5355008.50   | 0.51%             | 2029-02-16      | Floating      | 4.56%                 | 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      | $4053882.49   | 0.39%             | 2028-02-20      | Floating      | 4.59%                 | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                                | CUSIP: 298785KD7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1700000 | PA      | $1701189.25   | 0.16%             | 2029-08-14      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                                | CUSIP: 29878RYC6<br>LEI: 5493006YXS1U5GIHE750 | Long             | STIV             | NUSS              | LU        |   2000000 | PA      | $1997410.00   | 0.19%             | 2025-11-12      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| EXPEDIA GROUP INC                          | Expedia Group, Inc.                                     | CUSIP: 30212PAM7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |   2811000 | PA      | $2811514.22   | 0.27%             | 2026-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                   | Export Development Canada                               | CUSIP: 30216BKG6<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   2160000 | PA      | $2162172.68   | 0.21%             | 2028-08-01      | Floating      | 4.40%                 | No            | 2                  | On Loan: No      |
| FREDDIE MAC                                | Federal Home Loan Mortgage Corp.                        | CUSIP: 3134HBXM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   2500000 | PA      | $2507771.00   | 0.24%             | 2028-07-07      | Floating      | 4.26%                 | No            | 2                  | On Loan: No      |
| FLEX LTD                                   | Flex Ltd.                                               | CUSIP: 33938XAC9<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   7297000 | PA      | $7275963.62   | 0.70%             | 2026-02-01      | Fixed         | 3.75%                 | 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      | $487084.47    | 0.05%             | 2029-06-15      | Fixed         | 3.75%                 | 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      | $1105665.00   | 0.11%             | 2027-05-08      | Floating      | 5.63%                 | 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      | $134757.96    | 0.01%             | 2029-07-15      | Fixed         | 5.55%                 | 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      | $375365.99    | 0.04%             | 2029-10-06      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                       | Glencore Funding LLC                                    | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1398000 | PA      | $1379987.94   | 0.13%             | 2026-04-27      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| GLOBAL PAYMENTS INC                        | Global Payments, Inc.                                   | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1630104.08   | 0.16%             | 2029-08-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| HCA INC                                    | HCA, Inc.                                               | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1033570.28   | 0.10%             | 2030-03-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| HSBC USA INC                               | HSBC USA, Inc.                                          | CUSIP: 40428HA51<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   3920000 | PA      | $3942971.20   | 0.38%             | 2027-03-04      | Floating      | 5.15%                 | No            | 2                  | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                   | Healthcare Realty Holdings LP                           | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |   1000000 | PA      | $944338.80    | 0.09%             | 2030-02-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                   | Healthcare Realty Holdings LP                           | CUSIP: 42225UAL8<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    800000 | PA      | $724906.82    | 0.07%             | 2030-03-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| HIGHWOODS REALTY LP                        | Highwoods Realty LP                                     | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |   4081000 | PA      | $4004363.43   | 0.38%             | 2029-04-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| HIGHWOODS REALTY LP                        | Highwoods Realty LP                                     | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |    120000 | PA      | $111331.97    | 0.01%             | 2030-02-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| HYATT HOTELS CORP                          | Hyatt Hotels Corp.                                      | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3290929.86   | 0.32%             | 2029-06-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                 | Intel Corp.                                             | CUSIP: 458140CD0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100152.88    | 0.01%             | 2026-02-10      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                         | CUSIP: 4581X0DY1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1100000 | PA      | $1100033.00   | 0.11%             | 2026-09-16      | Floating      | 4.34%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                         | CUSIP: 4581X0ED6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    127000 | PA      | $127111.14    | 0.01%             | 2027-04-12      | Floating      | 4.38%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                         | CUSIP: 4581X0EG9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   9400000 | PA      | $9415880.92   | 0.90%             | 2027-10-04      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                         | CUSIP: 4581X0EQ7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   9800000 | PA      | $9802093.48   | 0.94%             | 2029-08-01      | Floating      | 4.44%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                         | CUSIP: 4581X0ET1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   2500000 | PA      | $2497619.30   | 0.24%             | 2030-03-13      | Floating      | 4.56%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                         | CUSIP: 45828RAA3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   6100000 | PA      | $6105175.30   | 0.58%             | 2028-10-05      | Floating      | 4.47%                 | 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      | $9449208.36   | 0.90%             | 2027-08-19      | Floating      | 4.69%                 | 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      | $229457.40    | 0.02%             | 2029-01-24      | Floating      | 4.39%                 | 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      | $5120933.40   | 0.49%             | 2027-02-23      | Floating      | 4.53%                 | 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      | $4002485.00   | 0.38%             | 2027-06-15      | Floating      | 4.44%                 | No            | 2                  | On Loan: No      |
| INTL FINANCE CORP                          | International Finance Corp.                             | CUSIP: 45950KDJ6<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |   4580000 | PA      | $4580619.54   | 0.44%             | 2028-08-28      | Floating      | 4.59%                 | No            | 2                  | On Loan: No      |
| INTL FINANCE CORP                          | International Finance Corp.                             | CUSIP: 45950KDL1<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |   2430000 | PA      | $2428713.83   | 0.23%             | 2029-08-28      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| JABIL INC                                  | Jabil, Inc.                                             | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    210000 | PA      | $202946.16    | 0.02%             | 2030-01-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK NA                    | JPMorgan Chase Bank NA                                  | CUSIP: 48125LRV6<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |    950000 | PA      | $956852.35    | 0.09%             | 2026-12-08      | Floating      | 5.19%                 | No            | 2                  | On Loan: No      |
| JUNIPER NETWORKS INC                       | Juniper Networks, Inc.                                  | CUSIP: 48203RAN4<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |   4472000 | PA      | $4456268.04   | 0.43%             | 2025-12-10      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| KEURIG DR PEPPER INC                       | Keurig Dr. Pepper, Inc.                                 | CUSIP: 49271VAS9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3004900.02   | 0.29%             | 2027-03-15      | Floating      | 5.04%                 | No            | 2                  | On Loan: No      |
| KEYCORP                                    | KeyCorp                                                 | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    120000 | PA      | $112579.72    | 0.01%             | 2029-10-01      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| KOMMUNALBANKEN AS                          | Kommunalbanken AS                                       | CUSIP: 50047JAP3<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |   5000000 | PA      | $5009498.15   | 0.48%             | 2028-03-03      | Floating      | 4.62%                 | No            | 2                  | On Loan: No      |
| KOMMUNALBANKEN AS                          | Kommunalbanken AS                                       | CUSIP: 50048MDE7<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |   6000000 | PA      | $6027231.90   | 0.58%             | 2026-06-17      | Floating      | 5.16%                 | No            | 2                  | On Loan: No      |
| KFW                                        | Kreditanstalt fuer Wiederaufbau                         | CUSIP: 500769JJ4<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   3800000 | PA      | $3772030.06   | 0.36%             | 2026-01-22      | Fixed         | 0.63%                 | 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      | $36118.66     | 0.00%             | 2029-12-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                    | MPLX LP                                                 | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1244436.99   | 0.12%             | 2026-03-01      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| MACQUARIE BANK LTD                         | Macquarie Bank Ltd.                                     | CUSIP: 55608PBS2<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   5220000 | PA      | $5259772.33   | 0.50%             | 2026-12-07      | Floating      | 5.48%                 | No            | 2                  | On Loan: No      |
| MACQUARIE BANK LTD                         | Macquarie Bank Ltd.                                     | CUSIP: 55608PBU7<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   3240000 | PA      | $3263500.69   | 0.31%             | 2027-07-02      | Floating      | 5.19%                 | No            | 2                  | On Loan: No      |
| MANITOBA (PROVINCE OF)                     | Province of Manitoba                                    | CUSIP: 563469UV5<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $137595.09    | 0.01%             | 2030-06-02      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| MARATHON PETROLEUM CORP                    | Marathon Petroleum Corp.                                | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1336001.75   | 0.13%             | 2030-03-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| MASTERCARD INC                             | Mastercard, Inc.                                        | CUSIP: 57636QBE3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    720000 | PA      | $720674.83    | 0.07%             | 2028-03-15      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| MERCEDES-BENZ FIN NA                       | Mercedes-Benz Finance North America LLC                 | CUSIP: 58769JAN7<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4002252.68   | 0.38%             | 2026-01-09      | Floating      | 4.78%                 | No            | 2                  | On Loan: No      |
| UTAH ACQUISITION SUB                       | Utah Acquisition Sub, Inc.                              | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | NL        |    806000 | PA      | $802406.05    | 0.08%             | 2026-06-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                            | CUSIP: 632525BM2<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   2160000 | PA      | $2161230.94   | 0.21%             | 2025-12-10      | Floating      | 4.92%                 | No            | 2                  | On Loan: No      |
| NATIONAL BANK OF CANADA                    | National Bank of Canada                                 | CUSIP: 63306AHK5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   6900000 | PA      | $4919610.71   | 0.47%             | 2025-11-03      | 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        |   4988000 | PA      | $5015645.49   | 0.48%             | 2027-02-05      | Floating      | 5.10%                 | 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      | $1005272.92   | 0.10%             | 2027-09-16      | Floating      | 4.97%                 | No            | 2                  | On Loan: No      |
| NATIONAL SECS CLEARING                     | National Securities Clearing Corp.                      | CUSIP: 637639AP0<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    750000 | PA      | $752269.91    | 0.07%             | 2027-05-20      | Floating      | 4.81%                 | No            | 2                  | On Loan: No      |
| OVINTIV INC                                | Ovintiv, Inc.                                           | CUSIP: 651290AR9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    242000 | PA      | $241761.40    | 0.02%             | 2026-01-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings, Inc.                   | CUSIP: 65339KCR9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2240000 | PA      | $2242849.73   | 0.21%             | 2026-01-29      | Floating      | 4.83%                 | No            | 2                  | On Loan: No      |
| NOMURA HOLDINGS INC                        | Nomura Holdings, Inc.                                   | CUSIP: 65535HAW9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   4587000 | PA      | $4511062.40   | 0.43%             | 2026-07-14      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| NOMURA HOLDINGS INC                        | Nomura Holdings, Inc.                                   | CUSIP: 65535HBQ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   2700000 | PA      | $2721777.80   | 0.26%             | 2027-07-02      | Floating      | 5.51%                 | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                            | Nordea Bank Abp                                         | CUSIP: 65558RAF6<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   2896000 | PA      | $2910356.17   | 0.28%             | 2027-03-19      | Floating      | 4.87%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                     | CUSIP: 68333ZAR8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   3900000 | PA      | $2654797.33   | 0.25%             | 2029-11-01      | Fixed         | 1.55%                 | No            | 2                  | On Loan: No      |
| PACCAR FINANCIAL CORP                      | PACCAR Financial Corp.                                  | CUSIP: 69371RT48<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250267.49    | 0.02%             | 2029-09-26      | Fixed         | 4.00%                 | 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      | $3935146.08   | 0.38%             | 2026-06-15      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| PEPSICO INC                                | PepsiCo, Inc.                                           | CUSIP: 713448FP8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2902900.00   | 0.28%             | 2026-02-13      | Floating      | 4.67%                 | No            | 2                  | On Loan: —       |
| PEPSICO INC                                | PepsiCo, Inc.                                           | CUSIP: 713448FV5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200036.35    | 0.02%             | 2025-11-10      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                       | CUSIP: 718172DS5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4027460.00   | 0.39%             | 2028-04-28      | Floating      | 4.90%                 | No            | 2                  | On Loan: No      |
| PROCTER & GAMBLE CO                        | Procter & Gamble Co.                                    | CUSIP: 74271TZ89<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | STIV             | CORP              | US        |   7000000 | PA      | $6971690.60   | 0.67%             | 2025-12-08      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| PROLOGIS EURO FINANCE                      | Prologis Euro Finance LLC                               | CUSIP: 74341EAP7<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |    212000 | PA      | $253521.82    | 0.02%             | 2030-01-31      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| RADIAN GROUP INC                           | Radian Group, Inc.                                      | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |   3130000 | PA      | $3270852.50   | 0.31%             | 2029-05-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| ROCHE HOLDINGS INC                         | Roche Holdings, Inc.                                    | CUSIP: 771196CD2<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1808777.23   | 0.17%             | 2026-11-13      | Floating      | 5.01%                 | No            | 2                  | On Loan: No      |
| NATWEST GROUP PLC                          | NatWest Group PLC                                       | CUSIP: 780097BA8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    668000 | PA      | $669493.16    | 0.06%             | 2026-04-05      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                       | Royal Bank of Canada                                    | CUSIP: 78016EYZ4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2121000 | PA      | $2128920.47   | 0.20%             | 2027-01-21      | Floating      | 4.80%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                       | Royal Bank of Canada                                    | CUSIP: 78016EZR1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1200000 | PA      | $1202066.40   | 0.12%             | 2026-04-27      | Floating      | 4.65%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                       | Royal Bank of Canada                                    | CUSIP: 78016HZU7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $503302.70    | 0.05%             | 2027-01-19      | Floating      | 5.04%                 | No            | 2                  | On Loan: No      |
| SANOFI                                     | Sanofi SA                                               | CUSIP: 8010M2ZH8<br>LEI: 549300E9PC51EN656011 | Long             | STIV             | CORP              | FR        |   1750000 | PA      | $1741034.05   | 0.17%             | 2025-12-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                        | Charles Schwab Corp.                                    | CUSIP: 808513BQ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   4376000 | PA      | $4377121.09   | 0.42%             | 2026-05-13      | Floating      | 4.79%                 | No            | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                        | Charles Schwab Corp.                                    | CUSIP: 808513BZ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4029668.00   | 0.39%             | 2027-03-03      | Floating      | 5.25%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                           | Societe Generale SA                                     | CUSIP: 83368RCA8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2400000 | PA      | $2406964.22   | 0.23%             | 2027-02-19      | Floating      | 5.35%                 | No            | 2                  | On Loan: No      |
| SOUTHWESTERN ELEC POWER                    | Southwestern Electric Power Co.                         | CUSIP: 845437BS0<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   2188000 | PA      | $2167640.29   | 0.21%             | 2026-03-15      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| STATE STREET CORP                          | State Street Corp.                                      | CUSIP: 857477CE1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2383141.12   | 0.23%             | 2026-08-03      | Floating      | 4.91%                 | No            | 2                  | On Loan: No      |
| STATE STREET CORP                          | State Street Corp.                                      | CUSIP: 857477CQ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    950000 | PA      | $952614.85    | 0.09%             | 2027-10-22      | Floating      | 4.72%                 | 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      | $909178.32    | 0.09%             | 2029-07-09      | Floating      | 5.44%                 | 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      | $1616091.20   | 0.15%             | 2027-09-10      | Floating      | 5.26%                 | No            | 2                  | On Loan: No      |
| SUNCOR ENERGY INC                          | Suncor Energy, Inc.                                     | CUSIP: 86721ZAW9<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |   1200000 | PA      | $856320.27    | 0.08%             | 2025-11-17      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                   | Svenska Handelsbanken AB                                | CUSIP: 86959LAN3<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    500000 | PA      | $503310.36    | 0.05%             | 2026-06-15      | Floating      | 5.41%                 | No            | 2                  | On Loan: No      |
| SWEDISH EXPORT CREDIT                      | Svensk Exportkredit AB                                  | CUSIP: 87031CAF0<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   3550000 | PA      | $3570555.46   | 0.34%             | 2026-08-03      | Floating      | 5.07%                 | No            | 2                  | On Loan: No      |
| SYNCHRONY FINANCIAL                        | Synchrony Financial                                     | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    800000 | PA      | $812290.56    | 0.08%             | 2029-03-19      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| TEMASEK FINANCIAL I LTD                    | Temasek Financial I Ltd.                                | CUSIP: 87976EAD8<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |   1560000 | PA      | $1560577.20   | 0.15%             | 2027-08-20      | Floating      | 4.68%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                   | CUSIP: 89115A2T8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   4935000 | PA      | $4964761.26   | 0.48%             | 2026-07-17      | Floating      | 5.17%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                   | CUSIP: 89115A2Y7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $133317.03    | 0.01%             | 2029-04-05      | Fixed         | 4.99%                 | No            | 2                  | On Loan: No      |
| TORONTO DOMINION BANK                      | Toronto-Dominion Bank                                   | CUSIP: 89119AZF8<br>LEI: PT3QB789TSUIDF371261 | Long             | STIV             | CORP              | CA        |   5250000 | PA      | $5223653.93   | 0.50%             | 2025-12-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank/The                  | Toronto-Dominion Bank                                   | CUSIP: 89119BC20<br>LEI: PT3QB789TSUIDF371261 | Long             | STIV             | CORP              | CA        |   2000000 | PA      | $1973318.40   | 0.19%             | 2026-03-02      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                   | Toyota Motor Credit Corp.                               | CUSIP: 89236TMA0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1104454.73   | 0.11%             | 2027-03-19      | Floating      | 4.78%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                               | UBS Group AG                                            | CUSIP: 90351DAF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   5000000 | PA      | $5000207.00   | 0.48%             | 2026-04-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CJU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28200000 | PA      | $28204035.70  | 2.70%             | 2026-01-31      | Floating      | 4.01%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CMX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9997134.90   | 0.96%             | 2027-04-30      | Floating      | 3.93%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group, Inc.                                | CUSIP: 91324PFE7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    776000 | PA      | $776704.15    | 0.07%             | 2026-07-15      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| VMWARE LLC                                 | VMware LLC                                              | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    104000 | PA      | $101854.74    | 0.01%             | 2026-08-15      | Fixed         | 1.40%                 | 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      | $408144.83    | 0.04%             | 2029-03-22      | Fixed         | 5.25%                 | 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      | $606871.51    | 0.06%             | 2029-08-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| WEA FINANCE LLC                            | WEA Finance LLC                                         | CUSIP: 92928QAE8<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              |  | US        |    500000 | PA      | $495012.65    | 0.05%             | 2028-09-20      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| WALMART INC                                | Walmart, Inc.                                           | CUSIP: 931142FM0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003527.58   | 0.10%             | 2027-04-28      | Floating      | 4.51%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO BANK NA                        | Wells Fargo Bank NA                                     | CUSIP: 94988J6G7<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1616675.20   | 0.15%             | 2026-12-11      | Floating      | 5.24%                 | No            | 2                  | On Loan: No      |
| WESTERN UNION CO/THE                       | Western Union Co.                                       | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |   3062000 | PA      | $3027426.04   | 0.29%             | 2026-03-15      | Fixed         | 1.35%                 | No            | 2                  | On Loan: No      |
| WESTLAKE CORP                              | Westlake Corp.                                          | CUSIP: 960413AV4<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    800000 | PA      | $878832.57    | 0.08%             | 2029-07-17      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| WILLIAMS COMPANIES INC                     | Williams Cos., Inc.                                     | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    260000 | PA      | $264631.95    | 0.03%             | 2029-11-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| WISCONSIN POWER & LIGHT                    | Wisconsin Power & Light Co.                             | CUSIP: 976826BM8<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    600000 | PA      | $576395.70    | 0.06%             | 2029-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| French Republic Government Bonds OAT       | French Republic Government Bonds OAT                    | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   4800000 | PA      | $5516675.39   | 0.53%             | 2030-05-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BG ENERGY CAPITAL PLC                      | BG Energy Capital PLC                                   | CUSIP: 000000000<br>LEI: S2M8QDKEE05NZN8JD460 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $225909.36    | 0.02%             | 2029-11-21      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| SNCF RESEAU                                | SNCF Reseau                                             | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |    300000 | PA      | $320874.24    | 0.03%             | 2030-05-25      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                    | Unibail-Rodamco-Westfield SE                            | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |    313000 | PA      | $337376.86    | 0.03%             | 2030-04-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| KFW                                        | Kreditanstalt fuer Wiederaufbau                         | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    580000 | PA      | $612708.44    | 0.06%             | 2030-04-23      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| BHP BILLITON FINANCE LTD                   | BHP Billiton Finance Ltd.                               | CUSIP: 000000000<br>LEI: 549300KZMIS43NMT0A66 | Long             | DBT              | CORP              | AU        |    600000 | PA      | $651195.45    | 0.06%             | 2030-04-29      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| 3M COMPANY                                 | 3M Co.                                                  | CUSIP: 000000000<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1865233.25   | 0.18%             | 2030-05-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Terna - Rete Elettrica Nazionale           | Terna - Rete Elettrica Nazionale                        | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $110699.67    | 0.01%             | 2028-10-11      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| BAT INTL FINANCE PLC                       | BAT International Finance PLC                           | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   1630000 | PA      | $1828017.27   | 0.18%             | 2030-01-16      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| STATNETT SF                                | Statnett SF                                             | CUSIP: 000000000<br>LEI: 5967007LIEEXZXHAI017 | Long             | DBT              | CORP              | NO        |    600000 | PA      | $645471.51    | 0.06%             | 2030-04-26      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| VONOVIA SE                                 | Vonovia SE                                              | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $446108.81    | 0.04%             | 2030-03-22      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| RTX CORP                                   | RTX Corp.                                               | CUSIP: 000000000<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   4060000 | PA      | $4541459.95   | 0.43%             | 2030-05-18      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| BAYER CAPITAL CORP BV                      | Bayer Capital Corp. BV                                  | CUSIP: 000000000<br>LEI: 529900KEOKKPYZLTAU90 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $223580.77    | 0.02%             | 2029-12-15      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                   | International Flavors & Fragrances, Inc.                | CUSIP: 000000000<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2288532.49   | 0.22%             | 2026-09-25      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                    | Veolia Environnement SA                                 | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $2225814.43   | 0.21%             | 2030-01-07      | Fixed         | 1.94%                 | No            | 2                  | On Loan: No      |
| EMERSON ELECTRIC CO                        | Emerson Electric Co.                                    | CUSIP: 000000000<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $563663.97    | 0.05%             | 2029-10-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                            | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2815000 | PA      | $3029422.73   | 0.29%             | 2030-04-08      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                            | Citigroup, Inc.                                         | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    400000 | PA      | $440599.94    | 0.04%             | 2029-04-10      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| NETFLIX INC                                | Netflix, Inc.                                           | CUSIP: 000000000<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    500000 | PA      | $601258.30    | 0.06%             | 2029-11-15      | Fixed         | 3.88%                 | 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      | $2932759.28   | 0.28%             | 2030-05-21      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                             | BNP Paribas SA                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $437793.97    | 0.04%             | 2029-05-28      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| OPTUS FINANCE PTY LTD                      | Optus Finance Pty. Ltd.                                 | CUSIP: 000000000<br>LEI: 254900UAM2PKZZ3FLH23 | Long             | DBT              | CORP              | AU        |    240000 | PA      | $258309.39    | 0.02%             | 2029-06-20      | Fixed         | 1.00%                 | 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      | $188897.80    | 0.02%             | 2029-07-03      | Fixed         | 1.63%                 | 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      | $431118.74    | 0.04%             | 2029-07-18      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| ITALGAS SPA                                | Italgas SpA                                             | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | DBT              | CORP              | IT        |    490000 | PA      | $520018.81    | 0.05%             | 2030-04-24      | Fixed         | 0.88%                 | 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        |    500000 | PA      | $269822.66    | 0.03%             | 2029-04-20      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Mizuho Financial Group, Inc.               | Mizuho Financial Group, Inc.                            | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1057326.37   | 0.10%             | 2029-09-06      | Fixed         | 0.40%                 | No            | 2                  | On Loan: No      |
| ORIGIN ENERGY FINANCE                      | Origin Energy Finance Ltd.                              | CUSIP: 000000000<br>LEI: 5493002W5C9Z753C7Q57 | Long             | DBT              | CORP              | AU        |   2190000 | PA      | $2336973.76   | 0.22%             | 2029-09-17      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Societe Generale SA                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $747547.68    | 0.07%             | 2029-09-24      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co.                                       | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4726230.71   | 0.45%             | 2030-03-25      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group, Inc.                   | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    940000 | PA      | $998716.42    | 0.10%             | 2029-10-23      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| VICINITY CENTRES TRUST                     | Vicinity Centres Trust                                  | CUSIP: 000000000<br>LEI: 254900YANM8VTQCFYX66 | Long             | DBT              |  | AU        |   1000000 | PA      | $1073025.67   | 0.10%             | 2029-11-07      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| OP CORPORATE BANK PLC                      | OP Corporate Bank PLC                                   | CUSIP: 000000000<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |   3340000 | PA      | $3527135.03   | 0.34%             | 2029-11-12      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| STEDIN HOLDING NV                          | Stedin Holding NV                                       | CUSIP: 000000000<br>LEI: 724500R5IP6TFKTNRU48 | Long             | DBT              | CORP              | NL        |    560000 | PA      | $592158.51    | 0.06%             | 2029-11-14      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| MOODY'S CORPORATION                        | Moody's Corp.                                           | CUSIP: 000000000<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2135683.72   | 0.20%             | 2030-02-25      | Fixed         | 0.95%                 | No            | 2                  | On Loan: No      |
| Albemarle New Holding GmbH                 | Albemarle New Holding GmbH                              | CUSIP: 000000000<br>LEI: 549300SIM4N1U1700V02 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $335484.85    | 0.03%             | 2028-11-25      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| FRESENIUS MEDICAL CARE A                   | Fresenius Medical Care AG                               | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | DBT              | CORP              | DE        |    267000 | PA      | $290152.24    | 0.03%             | 2029-11-29      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| CHUBB INA HOLDINGS LLC                     | Chubb INA Holdings LLC                                  | CUSIP: 000000000<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    300000 | PA      | $319518.50    | 0.03%             | 2029-12-15      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| MIZUHO FINANCIAL GROUP                     | Mizuho Financial Group, Inc.                            | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   4350000 | PA      | $4579547.16   | 0.44%             | 2030-04-15      | Fixed         | 0.80%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                    | BPCE SA                                                 | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1054927.68   | 0.10%             | 2030-01-15      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| LAND RHEINLAND-PFALZ                       | State of Rhineland-Palatinate                           | CUSIP: 000000000<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | NUSS              | DE        |   1000000 | PA      | $1042780.86   | 0.10%             | 2030-01-23      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| NASDAQ INC                                 | Nasdaq, Inc.                                            | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1701334.57   | 0.16%             | 2030-02-13      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| DANAHER CORP                               | Danaher Corp.                                           | CUSIP: 000000000<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4587602.37   | 0.44%             | 2030-03-30      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| AEROPORTS DE PARIS SA                      | Aeroports de Paris SA                                   | CUSIP: 000000000<br>LEI: 969500PJMBSFHYC37989 | Long             | DBT              | CORP              | FR        |   2300000 | PA      | $2634356.33   | 0.25%             | 2030-04-02      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| PERNOD RICARD SA                           | Pernod Ricard SA                                        | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1100752.55   | 0.11%             | 2030-04-08      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                   | Agence Francaise de Developpement EPIC                  | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |    300000 | PA      | $311705.80    | 0.03%             | 2030-05-25      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| FIRMENICH PRODUCTIONS                      | Firmenich Productions Participations SAS                | CUSIP: 000000000<br>LEI: 635400DX7HXMEAP36T24 | Long             | DBT              | CORP              | FR        |   1150000 | PA      | $1266465.15   | 0.12%             | 2030-04-30      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| KLEPIERRE SA                               | Klepierre SA                                            | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | DBT              |  | FR        |    100000 | PA      | $112103.06    | 0.01%             | 2029-05-12      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FRESENIUS MEDICAL CARE A                   | Fresenius Medical Care AG                               | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | DBT              | CORP              | DE        |   2096000 | PA      | $2270657.69   | 0.22%             | 2030-05-29      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| CELLNEX TELECOM SA                         | Cellnex Telecom SA                                      | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $446583.64    | 0.04%             | 2029-06-26      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| BAYER AG                                   | Bayer AG                                                | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $1070267.40   | 0.10%             | 2030-01-06      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| Finland Government Bonds                   | Finland Government Bonds                                | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |   2200000 | PA      | $2254612.40   | 0.22%             | 2030-09-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| PRAEMIA HEALTHCARE SACA                    | Praemia Healthcare SACA                                 | CUSIP: 000000000<br>LEI: 96950067NFR9MWI0CJ45 | Long             | DBT              |  | FR        |   2800000 | PA      | $2944825.60   | 0.28%             | 2030-09-17      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| NATIONAL GRID PLC                          | National Grid PLC                                       | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $951534.23    | 0.09%             | 2029-09-18      | Fixed         | 0.55%                 | No            | 2                  | On Loan: No      |
| MACQUARIE BANK LTD                         | Macquarie Bank Ltd.                                     | CUSIP: 000000000<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $327179.42    | 0.03%             | 2025-12-09      | Floating      | 4.06%                 | No            | 2                  | On Loan: No      |
| ALSTOM SA                                  | Alstom SA                                               | CUSIP: 000000000<br>LEI: 96950032TUYMW11FB530 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $530184.53    | 0.05%             | 2029-01-11      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| WPC EUROBOND BV                            | WPC Eurobond BV                                         | CUSIP: 000000000<br>LEI: 5493005XDMOLBARL5M14 | Long             | DBT              |  | NL        |   5870000 | PA      | $6157957.18   | 0.59%             | 2030-06-01      | Fixed         | 0.95%                 | No            | 2                  | On Loan: No      |
| NTT FINANCE CORP                           | NTT Finance Corp.                                       | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1600000 | PA      | $1661226.47   | 0.16%             | 2030-03-03      | Fixed         | 0.34%                 | No            | 2                  | On Loan: No      |
| EATON CAPITAL ULC                          | Eaton Capital ULC                                       | CUSIP: 000000000<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |    240000 | PA      | $252258.26    | 0.02%             | 2030-03-08      | Fixed         | 0.58%                 | No            | 2                  | On Loan: No      |
| CADENT FINANCE PLC                         | Cadent Finance PLC                                      | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |   4000000 | PA      | $4174809.11   | 0.40%             | 2030-03-19      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| NRW.BANK                                   | NRW Bank                                                | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |   2800000 | PA      | $1810586.70   | 0.17%             | 2026-03-31      | Fixed         | 1.05%                 | No            | 2                  | On Loan: No      |
| UBS AG LONDON                              | UBS AG                                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   1270000 | PA      | $1451168.27   | 0.14%             | 2026-03-31      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                   | Asian Infrastructure Investment Bank                    | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $128932.42    | 0.01%             | 2026-05-06      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                       | American Tower Corp.                                    | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    120000 | PA      | $129271.56    | 0.01%             | 2029-05-21      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| SELP FINANCE SARL                          | SELP Finance SARL                                       | CUSIP: 000000000<br>LEI: 549300Y4VYEJE1MH6D45 | Long             | DBT              |  | LU        |   3320000 | PA      | $3562263.54   | 0.34%             | 2029-05-27      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                              | Comcast Corp.                                           | CUSIP: 000000000<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $524165.95    | 0.05%             | 2029-09-14      | Fixed         | 0.25%                 | 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      | $212644.01    | 0.02%             | 2029-09-17      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| ABN AMRO BANK NV                           | ABN AMRO Bank NV                                        | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $633710.36    | 0.06%             | 2029-09-23      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| PERNOD RICARD SA                           | Pernod Ricard SA                                        | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $312561.60    | 0.03%             | 2029-10-04      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| Japan Government Five Year Bonds           | Japan Government Five Year Bonds                        | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 410000000 | PA      | $2643942.64   | 0.25%             | 2026-09-20      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| PROCTER & GAMBLE CO/THE                    | Procter & Gamble Co.                                    | CUSIP: 000000000<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    270000 | PA      | $282688.84    | 0.03%             | 2030-05-05      | Fixed         | 0.35%                 | 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      | $953078.65    | 0.09%             | 2029-11-02      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| BOUYGUES SA                                | Bouygues SA                                             | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | DBT              | CORP              | FR        |   1100000 | PA      | $1150750.10   | 0.11%             | 2030-02-11      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| COLGATE-PALMOLIVE CO                       | Colgate-Palmolive Co.                                   | CUSIP: 000000000<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106166.15    | 0.01%             | 2029-11-10      | Fixed         | 0.30%                 | No            | 2                  | On Loan: No      |
| KOMMUNEKREDIT                              | Kommunekredit                                           | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |   1800000 | PA      | $1882093.75   | 0.18%             | 2029-11-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| KOMMUNALBANKEN AS                          | Kommunalbanken AS                                       | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |   5000000 | PA      | $5022693.25   | 0.48%             | 2026-06-17      | Floating      | 5.16%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                          | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1400000 | PA      | $919097.77    | 0.09%             | 2027-01-14      | Floating      | 4.26%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORP                         | Realty Income Corp.                                     | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    300000 | PA      | $383035.38    | 0.04%             | 2027-01-14      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| ICADE                                      | ICADE                                                   | CUSIP: 000000000<br>LEI: 969500UDH342QLTE1M42 | Long             | DBT              |  | FR        |   3100000 | PA      | $3249671.09   | 0.31%             | 2030-01-19      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| NORFINA LTD                                | Norfina Ltd.                                            | CUSIP: 000000000<br>LEI: JEBU6C6ITPD2YZ9N7F22 | Long             | DBT              | CORP              | AU        |   3500000 | PA      | $2298271.14   | 0.22%             | 2027-01-25      | Floating      | 4.28%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                   | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   2700000 | PA      | $1772245.38   | 0.17%             | 2027-01-25      | Floating      | 4.20%                 | No            | 2                  | On Loan: No      |
| JCDECAUX SE                                | JCDecaux SE                                             | CUSIP: 000000000<br>LEI: 9695009KV7AFPDEI5S30 | Long             | DBT              | CORP              | FR        |   1500000 | PA      | $1638997.32   | 0.16%             | 2030-02-07      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                  | Goldman Sachs Group, Inc.                               | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1186901.41   | 0.11%             | 2029-02-07      | Fixed         | 1.25%                 | 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        |   6300000 | PA      | $6720652.58   | 0.64%             | 2029-11-25      | Fixed         | 0.60%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1980000 | PA      | $2192140.55   | 0.21%             | 2030-04-08      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                       | Royal Bank of Canada                                    | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    172000 | PA      | $194726.67    | 0.02%             | 2029-04-26      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| SUEZ                                       | Suez SACA                                               | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |   5900000 | PA      | $6629960.82   | 0.63%             | 2030-05-24      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BAHN AG                           | Deutsche Bahn AG                                        | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $336140.92    | 0.03%             | 2030-05-24      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| STEDIN HOLDING NV                          | Stedin Holding NV                                       | CUSIP: 000000000<br>LEI: 724500R5IP6TFKTNRU48 | Long             | DBT              | CORP              | NL        |   2600000 | PA      | $2942572.12   | 0.28%             | 2030-06-03      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| EUROFINS SCIENTIFIC SE                     | Eurofins Scientific SE                                  | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | DBT              | CORP              | LU        |   2360000 | PA      | $2812889.97   | 0.27%             | 2029-07-06      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                          | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $660299.89    | 0.06%             | 2027-08-18      | Floating      | 4.61%                 | No            | 2                  | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                   | Asian Infrastructure Investment Bank                    | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1006141.08   | 0.10%             | 2027-08-16      | Floating      | 4.90%                 | 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      | $702020.08    | 0.07%             | 2029-08-31      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                             | BNP Paribas SA                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $118170.35    | 0.01%             | 2029-09-01      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Nationwide Building Society                | Nationwide Building Society                             | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $703725.60    | 0.07%             | 2029-09-05      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                   | Siemens Financieringsmaatschappij NV                    | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $116346.18    | 0.01%             | 2030-09-09      | Fixed         | 2.75%                 | 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      | $122624.86    | 0.01%             | 2029-10-14      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                        | Intesa Sanpaolo SpA                                     | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1460000 | PA      | $1845917.96   | 0.18%             | 2030-01-13      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                   | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1700000 | PA      | $1127426.23   | 0.11%             | 2027-11-11      | Floating      | 4.89%                 | No            | 2                  | On Loan: No      |
| Booking Holdings, Inc.                     | Booking Holdings, Inc.                                  | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $121084.54    | 0.01%             | 2029-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| FRESENIUS SE & CO KGAA                     | Fresenius SE & Co. KGaA                                 | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $746658.13    | 0.07%             | 2029-11-28      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                            | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   1500000 | PA      | $981744.38    | 0.09%             | 2025-11-25      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| ENGIE SA                                   | Engie SA                                                | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $356435.34    | 0.03%             | 2030-01-11      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                          | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    800000 | PA      | $524047.16    | 0.05%             | 2026-01-13      | Floating      | 4.48%                 | No            | 2                  | On Loan: No      |
| LA BANQUE POSTALE                          | La Banque Postale SA                                    | CUSIP: 000000000<br>LEI: 96950066U5XAAIRCPA78 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $730396.45    | 0.07%             | 2030-01-17      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                                | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $331124.85    | 0.03%             | 2028-01-19      | Floating      | 4.67%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                   | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   3200000 | PA      | $2113880.91   | 0.20%             | 2028-02-16      | Floating      | 4.57%                 | 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      | $588670.76    | 0.06%             | 2030-03-01      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| ORSTED A/S                                 | Orsted AS                                               | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |   1100000 | PA      | $1294408.11   | 0.12%             | 2030-03-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                         | Credit Agricole SA                                      | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $608105.85    | 0.06%             | 2030-03-07      | 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      | $484027.06    | 0.05%             | 2030-03-07      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.              | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1300000 | PA      | $852350.67    | 0.08%             | 2026-03-31      | Floating      | 4.41%                 | No            | 2                  | On Loan: No      |
| NATL GAS TRANSMISSION                      | National Gas Transmission PLC                           | CUSIP: 000000000<br>LEI: FPCHGTHKVH9ZWXS7S453 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $121001.71    | 0.01%             | 2030-04-05      | Fixed         | 4.25%                 | 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        |   2300000 | PA      | $1370446.72   | 0.13%             | 2030-05-15      | Fixed         | 4.50%                 | 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      | $2430963.11   | 0.23%             | 2030-05-02      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| SIKA CAPITAL BV                            | Sika Capital BV                                         | CUSIP: 000000000<br>LEI: 549300QW8B2Z3FSBS808 | Long             | DBT              | CORP              | NL        |    670000 | PA      | $802486.99    | 0.08%             | 2030-05-03      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                            | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   1600000 | PA      | $1057369.67   | 0.10%             | 2028-05-12      | Floating      | 4.63%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                            | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   8128000 | PA      | $5330541.37   | 0.51%             | 2026-05-12      | Floating      | 4.41%                 | No            | 2                  | On Loan: No      |
| TELE2 AB                                   | Tele2 AB                                                | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | DBT              | CORP              | SE        |    300000 | PA      | $357469.81    | 0.03%             | 2029-11-22      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| BAYER AG                                   | Bayer AG                                                | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |    170000 | PA      | $205666.87    | 0.02%             | 2029-08-26      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| TEOLLISUUDEN VOIMA OYJ                     | Teollisuuden Voima OYJ                                  | CUSIP: 000000000<br>LEI: 743700LQ48IZBTZN4S52 | Long             | DBT              | CORP              | FI        |   1610000 | PA      | $1981576.70   | 0.19%             | 2030-06-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| STORA ENSO OYJ                             | Stora Enso OYJ                                          | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | DBT              | CORP              | FI        |    780000 | PA      | $935005.96    | 0.09%             | 2029-09-01      | Fixed         | 4.25%                 | 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      | $359945.34    | 0.03%             | 2029-06-19      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORP                         | Realty Income Corp.                                     | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |   3460000 | PA      | $4283980.12   | 0.41%             | 2030-07-06      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                   | Toyota Motor Credit Corp.                               | CUSIP: 000000000<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $2043560.99   | 0.20%             | 2030-07-24      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                   | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   5600000 | PA      | $3675255.23   | 0.35%             | 2026-08-10      | Floating      | 4.41%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                          | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   3500000 | PA      | $2297103.22   | 0.22%             | 2026-08-17      | Floating      | 4.34%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                          | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $660725.19    | 0.06%             | 2028-08-17      | Floating      | 4.54%                 | No            | 2                  | On Loan: No      |
| BELFIUS BANK SA/NV                         | Belfius Bank SA                                         | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |    600000 | PA      | $727378.38    | 0.07%             | 2029-09-12      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                   | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   2500000 | PA      | $1649948.21   | 0.16%             | 2028-09-19      | Floating      | 4.48%                 | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                              | RCI Banque SA                                           | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |   2120000 | PA      | $2588348.74   | 0.25%             | 2029-10-02      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Skandinaviska Enskilda Banken AB           | Skandinaviska Enskilda Banken AB                        | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    750000 | PA      | $909604.20    | 0.09%             | 2028-11-06      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| SANDOZ FINANCE B.V.                        | Sandoz Finance BV                                       | CUSIP: 000000000<br>LEI: 213800DFA3WXJ7KC9R74 | Long             | DBT              | CORP              | NL        |   1100000 | PA      | $1337906.67   | 0.13%             | 2030-04-17      | Fixed         | 4.22%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                            | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   6700000 | PA      | $4404983.54   | 0.42%             | 2026-11-16      | Floating      | 4.44%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                                | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   2500000 | PA      | $1658993.91   | 0.16%             | 2028-11-21      | Floating      | 4.72%                 | No            | 2                  | On Loan: No      |
| MACQUARIE GROUP LTD                        | Macquarie Group Ltd.                                    | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    400000 | PA      | $493700.00    | 0.05%             | 2030-01-23      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| SNAM SPA                                   | Snam SpA                                                | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |   1370000 | PA      | $1654033.62   | 0.16%             | 2029-11-27      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| JDE PEET'S NV                              | JDE Peet's NV                                           | CUSIP: 000000000<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |    610000 | PA      | $732270.17    | 0.07%             | 2030-01-23      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| KUNTARAHOITUS OYJ                          | Kuntarahoitus OYJ                                       | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |   4000000 | PA      | $4019440.00   | 0.38%             | 2026-07-15      | Floating      | 5.10%                 | 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      | $1754346.45   | 0.17%             | 2029-07-11      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                    | BPCE SA                                                 | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $713399.52    | 0.07%             | 2029-01-11      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                   | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   3300000 | PA      | $2169057.37   | 0.21%             | 2026-12-15      | Floating      | 4.40%                 | No            | 2                  | On Loan: No      |
| BELFIUS BANK SA/NV                         | Belfius Bank SA                                         | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |   1400000 | PA      | $1658033.82   | 0.16%             | 2029-01-22      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| MOTABILITY OPERATIONS GR                   | Motability Operations Group PLC                         | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1183148.52   | 0.11%             | 2029-07-24      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| AUTOLIV INC                                | Autoliv, Inc.                                           | CUSIP: 000000000<br>LEI: A23RUXWKASG834LTMK28 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $2023558.73   | 0.19%             | 2029-08-07      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| LA BANQUE POSTALE                          | La Banque Postale SA                                    | CUSIP: 000000000<br>LEI: 96950066U5XAAIRCPA78 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $711013.31    | 0.07%             | 2030-06-13      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FORTIVE CORPORATION                        | Fortive Corp.                                           | CUSIP: 000000000<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |   2790000 | PA      | $3307981.84   | 0.32%             | 2029-08-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| SECURITAS TREASURY IRELA                   | Securitas Treasury Ireland DAC                          | CUSIP: 000000000<br>LEI: 635400BJYMDVAXBPJ960 | Long             | DBT              | CORP              | IE        |   1654000 | PA      | $1969136.32   | 0.19%             | 2030-02-23      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                                | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   3800000 | PA      | $2499393.14   | 0.24%             | 2027-02-26      | Floating      | 4.42%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                                | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1100000 | PA      | $727445.46    | 0.07%             | 2029-02-26      | Floating      | 4.58%                 | No            | 2                  | On Loan: No      |
| ORIX CORP                                  | ORIX Corp.                                              | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $592005.18    | 0.06%             | 2029-05-29      | Fixed         | 3.78%                 | No            | 2                  | On Loan: No      |
| AMERICAN MEDICAL SYST EU                   | American Medical Systems Europe BV                      | CUSIP: 000000000<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $708116.52    | 0.07%             | 2029-03-08      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| HONEYWELL INTERNATIONAL                    | Honeywell International, Inc.                           | CUSIP: 000000000<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    130000 | PA      | $153270.15    | 0.01%             | 2030-03-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| WPP FINANCE 2013                           | WPP Finance 2013                                        | CUSIP: 000000000<br>LEI: 549300L84EKSLWWPGI24 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $881705.84    | 0.08%             | 2029-09-12      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| ELIS SA                                    | Elis SA                                                 | CUSIP: 000000000<br>LEI: 969500UX71LCE8MAY492 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $831522.36    | 0.08%             | 2030-03-21      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| NYKREDIT REALKREDIT AS                     | Nykredit Realkredit AS                                  | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |   1400000 | PA      | $1671077.36   | 0.16%             | 2029-07-09      | Fixed         | 3.88%                 | 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      | $471259.32    | 0.05%             | 2030-04-08      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FIN GROUP INC                    | Jefferies Financial Group, Inc.                         | CUSIP: 000000000<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1418176.04   | 0.14%             | 2029-04-16      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                        | Bank of Nova Scotia                                     | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $142269.41    | 0.01%             | 2029-04-17      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                         | Banco Santander SA                                      | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   4100000 | PA      | $4897920.38   | 0.47%             | 2029-04-22      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| French Republic Government Bonds OAT       | French Republic Government Bonds OAT                    | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   1000000 | PA      | $1162191.69   | 0.11%             | 2030-02-25      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| NATIONAL BANK OF CANADA                    | National Bank of Canada                                 | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $955199.04    | 0.09%             | 2029-05-02      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| WERFEN SA/SPAIN                            | Werfen SA                                               | CUSIP: 000000000<br>LEI: 9598003BHZ02SG7LKD16 | Long             | DBT              | CORP              | ES        |   2600000 | PA      | $3136713.86   | 0.30%             | 2030-05-03      | Fixed         | 4.25%                 | 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      | $2559846.59   | 0.25%             | 2030-07-10      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                      | Deutsche Lufthansa AG                                   | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $360967.21    | 0.03%             | 2030-05-21      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| HOWOGE WOHNUNGS                            | HOWOGE Wohnungsbaugesellschaft GmbH                     | CUSIP: 000000000<br>LEI: 894500BIY1Z9MG9QB745 | Long             | DBT              | CORP              | DE        |   2500000 | PA      | $2981837.06   | 0.29%             | 2030-06-05      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| MEDTRONIC INC                              | Medtronic, Inc.                                         | CUSIP: 000000000<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $3524438.07   | 0.34%             | 2029-10-15      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| MOTABILITY OPERATIONS GR                   | Motability Operations Group PLC                         | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |   4700000 | PA      | $5624716.11   | 0.54%             | 2030-01-17      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| DELL BANK INTERNATIONAL                    | Dell Bank International DAC                             | CUSIP: 000000000<br>LEI: 9P9HXM53DT5S724JQ665 | Long             | DBT              | CORP              | IE        |   1210000 | PA      | $1430817.32   | 0.14%             | 2029-06-24      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| RECKITT BENCKISER TSY                      | Reckitt Benckiser Treasury Services PLC                 | CUSIP: 000000000<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |   1900000 | PA      | $2260109.84   | 0.22%             | 2029-06-20      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| DSV FINANCE BV                             | DSV Finance BV                                          | CUSIP: 000000000<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |    120000 | PA      | $141853.66    | 0.01%             | 2029-06-26      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE BANK SA                         | John Deere Bank SA                                      | CUSIP: 000000000<br>LEI: RUOKPID0PZ0UWJYU9J61 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $472540.19    | 0.05%             | 2029-10-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| ERG SPA                                    | ERG SpA                                                 | CUSIP: 000000000<br>LEI: 8156004604684CA44A90 | Long             | DBT              | CORP              | IT        |   2100000 | PA      | $2536213.87   | 0.24%             | 2030-07-03      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Japan Government Two Year Bonds            | Japan Government Two Year Bonds                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 245000000 | PA      | $1587166.31   | 0.15%             | 2026-07-01      | Fixed         | 0.40%                 | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK                     | Canadian Imperial Bank of Commerce                      | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1551000 | PA      | $1851527.76   | 0.18%             | 2029-07-09      | Fixed         | 3.81%                 | No            | 2                  | On Loan: No      |
| GRAND CITY PROPERTIES SA                   | Grand City Properties SA                                | CUSIP: 000000000<br>LEI: 5299002QLUYKK2WBMB18 | Long             | DBT              | CORP              | LU        |   4900000 | PA      | $5889251.73   | 0.56%             | 2030-01-09      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| AYVENS SA                                  | Ayvens SA                                               | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | DBT              | CORP              | FR        |   2900000 | PA      | $3466807.06   | 0.33%             | 2029-07-16      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| EUROPEAN UNION                             | European Union                                          | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |   3600000 | PA      | $4229198.93   | 0.40%             | 2029-10-05      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| SFIL SA                                    | SFIL SA                                                 | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |   2500000 | PA      | $2929061.17   | 0.28%             | 2029-09-17      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| VOLVO TREASURY AB                          | Volvo Treasury AB                                       | CUSIP: 000000000<br>LEI: 549300PD69T87IGZG395 | Long             | DBT              | CORP              | SE        |    710000 | PA      | $828908.47    | 0.08%             | 2029-08-26      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| BMW INTL INVESTMENT BV                     | BMW International Investment BV                         | CUSIP: 000000000<br>LEI: 724500J951RJJFEW5X49 | Long             | DBT              | CORP              | NL        |   3300000 | PA      | $3856265.06   | 0.37%             | 2030-08-27      | Fixed         | 3.13%                 | 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      | $236199.56    | 0.02%             | 2029-09-05      | Fixed         | 3.47%                 | No            | 2                  | On Loan: No      |
| E.ON SE                                    | E.ON SE                                                 | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |    460000 | PA      | $540283.86    | 0.05%             | 2030-03-05      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| SANDOZ FINANCE B.V.                        | Sandoz Finance BV                                       | CUSIP: 000000000<br>LEI: 213800DFA3WXJ7KC9R74 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $351886.25    | 0.03%             | 2029-09-12      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| KNORR-BREMSE AG                            | Knorr-Bremse AG                                         | CUSIP: 000000000<br>LEI: 5299001GRRO0Z25YZT52 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $697988.30    | 0.07%             | 2029-09-30      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CONTINENTAL AG                             | Continental AG                                          | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | DBT              | CORP              | DE        |   1035000 | PA      | $1224151.42   | 0.12%             | 2029-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CRITERIA CAIXA SA                          | Criteria Caixa SA                                       | CUSIP: 000000000<br>LEI: 959800DQQUAMV0K08004 | Long             | DBT              | CORP              | ES        |   2100000 | PA      | $2477682.40   | 0.24%             | 2029-10-02      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| SWEDBANK AB                                | Swedbank AB                                             | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    700000 | PA      | $810482.40    | 0.08%             | 2029-04-30      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER                   | Volkswagen Financial Services AG                        | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $470114.58    | 0.05%             | 2029-05-19      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| NYKREDIT REALKREDIT AS                     | Nykredit Realkredit AS                                  | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |    800000 | PA      | $937606.34    | 0.09%             | 2030-01-10      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| ENBW INTL FINANCE BV                       | EnBW International Finance BV                           | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $350002.85    | 0.03%             | 2029-05-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                              | RCI Banque SA                                           | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |   2147000 | PA      | $2494891.45   | 0.24%             | 2029-07-26      | Fixed         | 3.38%                 | 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      | $2808220.20   | 0.27%             | 2029-11-25      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| OP CORPORATE BANK PLC                      | OP Corporate Bank PLC                                   | CUSIP: 000000000<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |   2000000 | PA      | $2326001.85   | 0.22%             | 2029-11-27      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| FINGRID OYJ                                | Fingrid OYJ                                             | CUSIP: 000000000<br>LEI: 7437006ZZI1F7CUA5518 | Long             | DBT              | CORP              | FI        |    120000 | PA      | $138665.77    | 0.01%             | 2029-12-04      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| ARCELORMITTAL SA                           | ArcelorMittal SA                                        | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   1300000 | PA      | $1511467.75   | 0.14%             | 2028-12-13      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| NATWEST MARKETS PLC                        | NatWest Markets PLC                                     | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   3120000 | PA      | $3639240.17   | 0.35%             | 2030-01-10      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| ABN AMRO BANK NV                           | ABN AMRO Bank NV                                        | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $587842.44    | 0.06%             | 2030-01-21      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| SBAB BANK AB                               | SBAB Bank AB                                            | CUSIP: 000000000<br>LEI: H0YX5LBGKDVOWCXBZ594 | Long             | DBT              | CORP              | SE        |    600000 | PA      | $707567.75    | 0.07%             | 2030-02-06      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| ABERTIS FRANCE SAS                         | Abertis France SAS                                      | CUSIP: 000000000<br>LEI: 9695004S3RCE0Q5V8G28 | Long             | DBT              | CORP              | FR        |   1800000 | PA      | $2104085.10   | 0.20%             | 2029-04-21      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| LANSFORSAKRINGAR BANK                      | Lansforsakringar Bank AB                                | CUSIP: 000000000<br>LEI: 549300C6TUMDXNOVXS82 | Long             | DBT              | CORP              | SE        |   1120000 | PA      | $1311924.68   | 0.13%             | 2030-01-22      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| INMOBILIARIA COLONIAL SO                   | Colonial SFL Socimi SA                                  | CUSIP: 000000000<br>LEI: 95980020140005007414 | Long             | DBT              |  | ES        |    600000 | PA      | $697427.73    | 0.07%             | 2030-01-22      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| ICCREA BANCA SPA                           | Iccrea Banca SpA                                        | CUSIP: 000000000<br>LEI: NNVPP80YIZGEY2314M97 | Long             | DBT              | CORP              | IT        |    150000 | PA      | $175744.60    | 0.02%             | 2030-01-30      | Fixed         | 3.38%                 | 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        |  11000000 | PA      | $12810751.98  | 1.23%             | 2030-05-25      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp.                   | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    900000 | PA      | $1046629.33   | 0.10%             | 2030-02-10      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| LAND SACHSEN-ANHALT                        | State of Saxony-Anhalt                                  | CUSIP: 000000000<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | NUSS              | DE        |    205000 | PA      | $236290.29    | 0.02%             | 2030-02-13      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| INFINEON TECHNOLOGIES AG                   | Infineon Technologies AG                                | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | DBT              | CORP              | DE        |   1200000 | PA      | $1388365.61   | 0.13%             | 2030-02-13      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| PARKER-HANNIFIN CORP                       | Parker-Hannifin Corp.                                   | CUSIP: 000000000<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1148341.92   | 0.11%             | 2030-03-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| CARLSBERG BREWERIES A/S                    | Carlsberg Breweries AS                                  | CUSIP: 000000000<br>LEI: 5493008YL42784DMWN61 | Long             | DBT              | CORP              | DK        |   2307000 | PA      | $2687590.51   | 0.26%             | 2029-08-28      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                    | Nationwide Building Society                             | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   5909000 | PA      | $6860179.84   | 0.66%             | 2030-03-03      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ITALGAS SPA                                | Italgas SpA                                             | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $230866.76    | 0.02%             | 2030-03-06      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| SKANDINAVISKA ENSKILDA                     | Skandinaviska Enskilda Banken AB                        | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   6700000 | PA      | $7878777.29   | 0.75%             | 2030-03-19      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| NESTE OYJ                                  | Neste OYJ                                               | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | DBT              | CORP              | FI        |   4395000 | PA      | $5213046.27   | 0.50%             | 2030-03-20      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| SWEDBANK AB                                | Swedbank AB                                             | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    460000 | PA      | $539673.66    | 0.05%             | 2029-09-24      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE POST AG                           | Deutsche Post AG                                        | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | DBT              | CORP              | DE        |   3072000 | PA      | $3588222.06   | 0.34%             | 2030-03-24      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| SANTANDER UK PLC                           | Santander U.K. PLC                                      | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $937338.62    | 0.09%             | 2030-03-25      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| AMADEUS IT GROUP SA                        | Amadeus IT Group SA                                     | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | DBT              | CORP              | ES        |    300000 | PA      | $351964.42    | 0.03%             | 2030-03-25      | Fixed         | 3.38%                 | 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      | $5896059.92   | 0.56%             | 2030-03-24      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                   | AT&T, Inc.                                              | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $3143617.45   | 0.30%             | 2030-06-01      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                            | Nordea Bank Abp                                         | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   4000000 | PA      | $4615801.22   | 0.44%             | 2030-05-02      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| BAYERISCHE LANDESBODEN                     | Bayerische Landesbodenkreditanstalt                     | CUSIP: 000000000<br>LEI: 5299005GH66DVCCLC652 | Long             | DBT              | CORP              | DE        |    706000 | PA      | $809359.48    | 0.08%             | 2030-05-07      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| VOLVO TREASURY AB                          | Volvo Treasury AB                                       | CUSIP: 000000000<br>LEI: 549300PD69T87IGZG395 | Long             | DBT              | CORP              | SE        |   3000000 | PA      | $3477234.61   | 0.33%             | 2030-05-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| INVESTITIONSBANK BERLIN                    | Investitionsbank Berlin                                 | CUSIP: 000000000<br>LEI: 529900OBCZMX3TFA0673 | Long             | DBT              | CORP              | DE        |   2000000 | PA      | $2303073.54   | 0.22%             | 2030-05-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BNG BANK NV                                | BNG Bank NV                                             | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |   8300000 | PA      | $9568662.25   | 0.92%             | 2030-05-21      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| HEIDELBERG MATERIALS FIN                   | Heidelberg Materials Finance Luxembourg SA              | CUSIP: 000000000<br>LEI: 529900RYHTCF5X9DD509 | Long             | DBT              | CORP              | LU        |   6100000 | PA      | $7075734.23   | 0.68%             | 2030-07-10      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| KONINKLIJKE PHILIPS NV                     | Koninklijke Philips NV                                  | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |   5600000 | PA      | $6546996.72   | 0.63%             | 2030-05-23      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| INTL DEVELOPMENT ASSOC                     | International Development Association                   | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |   1700000 | PA      | $1960684.86   | 0.19%             | 2030-05-28      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| KERING                                     | Kering SA                                               | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | DBT              | CORP              | FR        |   2100000 | PA      | $2446464.29   | 0.23%             | 2029-11-27      | Fixed         | 3.13%                 | 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      | $348598.10    | 0.03%             | 2030-08-27      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| BELFIUS BANK SA/NV                         | Belfius Bank SA                                         | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |   3100000 | PA      | $3618861.54   | 0.35%             | 2030-05-28      | Fixed         | 3.38%                 | 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      | $1429773.05   | 0.14%             | 2030-06-03      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| ABN AMRO BANK NV                           | ABN AMRO Bank NV                                        | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $231962.56    | 0.02%             | 2029-06-04      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| NIBC BANK NV                               | NIBC Bank NV                                            | CUSIP: 000000000<br>LEI: B64D6Y3LBJS4ANNPCU93 | Long             | DBT              | CORP              | NL        |   1700000 | PA      | $1989130.41   | 0.19%             | 2030-06-05      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ABERTIS INFRAESTRUCTURAS                   | Abertis Infraestructuras SA                             | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |   4100000 | PA      | $4733965.28   | 0.45%             | 2030-07-07      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                   | Banco Bilbao Vizcaya Argentaria SA                      | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $1162093.28   | 0.11%             | 2030-07-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| ELECTRICITE DE FRANCE SA                   | Electricite de France SA                                | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $494605.26    | 0.05%             | 2030-04-26      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                                | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   2400000 | PA      | $2955216.34   | 0.28%             | 2030-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| NESTLE FINANCE INTL LTD                    | Nestle Finance International Ltd.                       | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |    250000 | PA      | $276268.99    | 0.03%             | 2029-11-02      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                            | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    300000 | PA      | $335024.41    | 0.03%             | 2029-10-26      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| ENI SPA                                    | Eni SpA                                                 | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    800000 | PA      | $845686.65    | 0.08%             | 2030-01-23      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| MOLNLYCKE HOLDING AB                       | Molnlycke Holding AB                                    | CUSIP: 000000000<br>LEI: 549300WAUZKYD5PU9L16 | Long             | DBT              | CORP              | SE        |    100000 | PA      | $106879.40    | 0.01%             | 2029-09-05      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| LAND NIEDERSACHSEN                         | State of Lower Saxony                                   | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |    382000 | PA      | $400079.51    | 0.04%             | 2030-01-10      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| Kingdom of Belgium Government Bonds        | Kingdom of Belgium Government Bonds                     | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |   8000000 | PA      | $8275943.23   | 0.79%             | 2030-06-22      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| Credit Mutuel Arkea SA                     | Credit Mutuel Arkea SA                                  | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |   1200000 | PA      | $1310012.79   | 0.13%             | 2029-05-23      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| CARGILL INC                                | Cargill, Inc.                                           | CUSIP: 000000000<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $240899.59    | 0.02%             | 2030-04-24      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                    | Landwirtschaftliche Rentenbank                          | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $1047825.06   | 0.10%             | 2029-11-27      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| KLEPIERRE SA                               | Klepierre SA                                            | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | DBT              |  | FR        |   5500000 | PA      | $5721660.66   | 0.55%             | 2030-07-01      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| NETFLIX INC                                | Netflix, Inc.                                           | CUSIP: 000000000<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2982207.29   | 0.29%             | 2030-06-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| BNG BANK NV                                | BNG Bank NV                                             | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |    200000 | PA      | $209140.22    | 0.02%             | 2030-01-15      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| VIER GAS TRANSPORT GMBH                    | Vier Gas Transport GmbH                                 | CUSIP: 000000000<br>LEI: 529900AGED6PJE9AVL37 | Long             | DBT              | CORP              | DE        |    900000 | PA      | $936172.69    | 0.09%             | 2029-09-10      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| PRAEMIA HEALTHCARE SACA                    | Praemia Healthcare SACA                                 | CUSIP: 000000000<br>LEI: 96950067NFR9MWI0CJ45 | Long             | DBT              |  | FR        |   1600000 | PA      | $1693700.51   | 0.16%             | 2029-11-04      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| COUNCIL OF EUROPE                          | Council of Europe Development Bank                      | CUSIP: 000000000<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $208588.26    | 0.02%             | 2030-01-21      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                      | Deutsche Lufthansa AG                                   | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |    700000 | PA      | $823309.51    | 0.08%             | 2029-07-14      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Japan Government Five Year Bonds           | Japan Government Five Year Bonds                        | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 200000000 | PA      | $1292570.24   | 0.12%             | 2026-06-20      | Fixed         | 0.01%                 | 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      | $429555.13    | 0.04%             | 2029-11-26      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| KFW                                        | Kreditanstalt fuer Wiederaufbau                         | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    750000 | PA      | $770698.69    | 0.07%             | 2030-09-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CADENT FINANCE PLC                         | Cadent Finance PLC                                      | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $242402.57    | 0.02%             | 2029-07-05      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| SSE PLC                                    | SSE PLC                                                 | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |    120000 | PA      | $139356.65    | 0.01%             | 2029-08-01      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| ELECTROLUX AB                              | Electrolux AB                                           | CUSIP: 000000000<br>LEI: 549300Y3HHZB1ZGFPJ93 | Long             | DBT              | CORP              | SE        |   4500000 | PA      | $5027432.24   | 0.48%             | 2030-05-18      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| SNAM SPA                                   | Snam SpA                                                | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    150000 | PA      | $159986.24    | 0.02%             | 2028-12-07      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| APA INFRASTRUCTURE LTD                     | APA Infrastructure Ltd.                                 | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    800000 | PA      | $861103.71    | 0.08%             | 2029-03-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development     | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1100000 | PA      | $1144071.29   | 0.11%             | 2030-02-21      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ABB FINANCE BV                             | ABB Finance BV                                          | CUSIP: 000000000<br>LEI: 5493004JXXFB454B6L79 | Long             | DBT              | CORP              | NL        |   1360000 | PA      | $1401121.09   | 0.13%             | 2030-01-19      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                   | CUSIP: 89115A2T8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1700000 | PA      | $1710252.11   | 0.16%             | 2026-07-17      | Floating      | 5.17%                 | No            | 2                  | On Loan: No      |
| APRR SA                                    | APRR SA                                                 | CUSIP: 000000000<br>LEI: 9695002SV2VP9CU42826 | Long             | DBT              | CORP              | FR        |   1300000 | PA      | $1519156.39   | 0.15%             | 2030-01-24      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                            | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   3100000 | PA      | $2029262.91   | 0.19%             | 2026-08-24      | Floating      | 3.96%                 | No            | 2                  | On Loan: No      |
| TELSTRA GROUP LTD                          | Telstra Group Ltd.                                      | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $535394.06    | 0.05%             | 2030-04-23      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| GLENCORE CAP FIN DAC                       | Glencore Capital Finance DAC                            | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |    600000 | PA      | $650073.88    | 0.06%             | 2029-03-01      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| NEW ZEALAND GOVERNMENT                     | New Zealand Government Bonds                            | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |  43000000 | PA      | $25878426.63  | 2.48%             | 2030-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| AVIATION CAPITAL GROUP                     | Aviation Capital Group LLC                              | CUSIP: 000000000<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    600000 | PA      | $636770.75    | 0.06%             | 2028-10-25      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| ACCIONA ENERGIA FINANCIA                   | Acciona Energia Financiacion Filiales SA                | CUSIP: 000000000<br>LEI: 254900CO48EPLIMJDK17 | Long             | DBT              | CORP              | ES        |   3400000 | PA      | $4045788.33   | 0.39%             | 2030-04-25      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                     | CUSIP: 68333ZAH0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   8800000 | PA      | $6059768.28   | 0.58%             | 2030-06-02      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                   | Svenska Handelsbanken AB                                | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    170000 | PA      | $188050.02    | 0.02%             | 2029-02-23      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| ABERTIS FRANCE SAS                         | Abertis France SAS                                      | CUSIP: 000000000<br>LEI: 9695004S3RCE0Q5V8G28 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $109454.08    | 0.01%             | 2029-09-18      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| ERSTE GROUP BANK AG                        | Erste Group Bank AG                                     | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |    400000 | PA      | $420403.99    | 0.04%             | 2029-09-14      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| MERCEDES-BENZ GROUP AG                     | Mercedes-Benz Group AG                                  | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |   4800000 | PA      | $5047181.97   | 0.48%             | 2030-09-10      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| EFSF                                       | European Financial Stability Facility                   | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |    340000 | PA      | $354707.07    | 0.03%             | 2030-03-18      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| LVMH MOET HENNESSY VUITT                   | LVMH Moet Hennessy Louis Vuitton SE                     | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $476008.38    | 0.05%             | 2030-02-05      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| EUROPEAN UNION                             | European Union                                          | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |   8600000 | PA      | $9631475.42   | 0.92%             | 2029-12-04      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| NYKREDIT REALKREDIT AS                     | Nykredit Realkredit AS                                  | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |   3800000 | PA      | $4482506.92   | 0.43%             | 2030-07-24      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| ABN AMRO BANK NV                           | ABN AMRO Bank NV                                        | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   4800000 | PA      | $5839369.20   | 0.56%             | 2030-02-21      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                    | Unibail-Rodamco-Westfield SE                            | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |    200000 | PA      | $235008.81    | 0.02%             | 2029-09-11      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| DSV FINANCE BV                             | DSV Finance BV                                          | CUSIP: 000000000<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |    630000 | PA      | $683815.49    | 0.07%             | 2030-03-16      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| BRITISH COLUMBIA PROV OF                   | Province of British Columbia                            | CUSIP: 110709GK2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   1600000 | PA      | $1108609.32   | 0.11%             | 2030-06-18      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| VAR ENERGI ASA                             | Var Energi ASA                                          | CUSIP: 000000000<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    190000 | PA      | $235220.09    | 0.02%             | 2029-05-04      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ASN BANK NV                                | ASN Bank NV                                             | CUSIP: 000000000<br>LEI: 724500A1FNICHSDF2I11 | Long             | DBT              | CORP              | NL        |   2300000 | PA      | $2841794.11   | 0.27%             | 2030-03-07      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| TRATON FINANCE LUX SA                      | Traton Finance Luxembourg SA                            | CUSIP: 000000000<br>LEI: 529900BRKIE6LKIEXD84 | Long             | DBT              | CORP              | LU        |   4400000 | PA      | $5181493.25   | 0.50%             | 2030-03-27      | Fixed         | 3.75%                 | 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      | $1309149.94   | 0.13%             | 2030-01-13      | Fixed         | 3.63%                 | 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      | $236499.47    | 0.02%             | 2029-09-07      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| HOCHTIEF AKTIENGESELLSCH                   | HOCHTIEF AG                                             | CUSIP: 000000000<br>LEI: 529900Y25S8NZIYTT924 | Long             | DBT              | CORP              | DE        |   1500000 | PA      | $1816172.79   | 0.17%             | 2030-05-31      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BOERSE AG                         | Deutsche Boerse AG                                      | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $359948.41    | 0.03%             | 2029-09-28      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| EFSF                                       | European Financial Stability Facility                   | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |   5300000 | PA      | $6149575.71   | 0.59%             | 2030-05-07      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| BANCO BPM SPA                              | Banco BPM SpA                                           | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |    400000 | PA      | $470308.20    | 0.05%             | 2030-01-21      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| AMCO SPA                                   | AMCO - Asset Management Co. SpA                         | CUSIP: 000000000<br>LEI: 815600188E751D28E867 | Long             | DBT              | CORP              | IT        |   3000000 | PA      | $3508103.18   | 0.34%             | 2030-04-02      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| SIXT SE                                    | Sixt SE                                                 | CUSIP: 000000000<br>LEI: 5299004ZME6CSBR7WP07 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $698973.39    | 0.07%             | 2030-01-22      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                              | RCI Banque SA                                           | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |   1500000 | PA      | $1736611.37   | 0.17%             | 2030-06-06      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| ILLINOIS TOOL WORKS INC                    | Illinois Tool Works, Inc.                               | CUSIP: 000000000<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4593282.64   | 0.44%             | 2030-05-22      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| SKY LTD                                    | Sky Ltd.                                                | CUSIP: 000000000<br>LEI: 2138003TS48MQKF4BZ29 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $345792.31    | 0.03%             | 2025-11-17      | Fixed         | 2.25%                 | 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      | $580733.45    | 0.06%             | 2029-09-26      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |

### Signature

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

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

**Signature:** Randy Olson

**Name of Signer:** Randy Olson

**Title:** Vice President