# EDGAR Filing Document

**Accession Number:** 0000355437
**File Stem:** 0001410368-26-065081
**Filing Date:** 2026-6
**Character Count:** 175173
**Document Hash:** e58e906fad70264b9402089f0fe2ea33
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-065081.hdr.sgml**: 20260624

**ACCESSION NUMBER**: 0001410368-26-065081

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260624

**DATE AS OF CHANGE**: 20260624

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03258
- **FILM NUMBER:** 261114454

**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 TARGETED CREDIT PORTFOLIO (Series ID: S000049338)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000156056 | 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 TARGETED CREDIT PORTFOLIO

- **b. EDGAR series identifier (if any):** S000049338

- **c. LEI of Series:** 549300LRB94WCGQUW038

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $860871508.03

**Total Liabilities:** $25189268.11

**Net Assets:** $835682239.92

**Cash Not Reported:** $5428598.42

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1097.65000000 | **1-Year:** -80716.06000000 | **5-Year:** -142277.86000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** -368.64000000 | **1-Year:** -6723.27000000 | **5-Year:** -8526.88000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000156056 | 0.52%                | -1.20%               | 0.77%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2656165.09             | $-2472833.88                               |
| Month 2  | $4678104.26              | $-26410497.00                              |
| Month 3  | $3376404.28              | $13550384.33                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| CVS HEALTH CORP                            | CVS Health Corp.                                        | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1890629.83   | 0.23%             | 2030-02-21      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| DSV FINANCE BV                             | DSV Finance BV                                          | CUSIP: 000000000<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |   1100000 | PA      | $1203277.89   | 0.14%             | 2030-03-16      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                            | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2169000 | PA      | $2348524.75   | 0.28%             | 2030-04-08      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Dimensional Holdings Inc.                  | DFA Short Term Investment Fund                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   9009623 | NS      | $9009623.00   | 1.08%             |  |  |  | No            | N/A                | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                    | Nissan Motor Acceptance Co. LLC                         | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2462212.50   | 0.29%             | 2030-09-30      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| KEYCORP                                    | KeyCorp                                                 | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    900000 | PA      | $843141.63    | 0.10%             | 2029-10-01      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| SANDOZ FINANCE B.V.                        | Sandoz Finance BV                                       | CUSIP: 000000000<br>LEI: 213800DFA3WXJ7KC9R74 | Long             | DBT              | CORP              | NL        |   3700000 | PA      | $4458232.95   | 0.53%             | 2030-04-17      | Fixed         | 4.22%                 | No            | 2                  | On Loan: No      |
| CANADIAN NATL RESOURCES                    | Canadian Natural Resources Ltd.                         | CUSIP: 13638ZET8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   5300000 | PA      | $3873270.51   | 0.46%             | 2031-02-08      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| PVH CORP                                   | PVH Corp.                                               | CUSIP: 000000000<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $594968.54    | 0.07%             | 2029-07-16      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| CANADIAN NATL RAILWAY                      | Canadian National Railway Co.                           | CUSIP: 136375DF6<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |   1700000 | PA      | $1274270.99   | 0.15%             | 2030-05-10      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-11934.90    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PAYPAL HOLDINGS INC                        | PayPal Holdings, Inc.                                   | CUSIP: 70450YAR4<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   8100000 | PA      | $8113388.17   | 0.97%             | 2028-03-06      | Floating      | 4.32%                 | No            | 2                  | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                   | Canadian Pacific Railway Co.                            | CUSIP: 13645RAZ7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1800000 | PA      | $1310507.60   | 0.16%             | 2029-03-13      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                       | Glencore Funding LLC                                    | CUSIP: 378272BW7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29109.77     | 0.00%             | 2027-04-04      | Floating      | 4.71%                 | No            | 2                  | On Loan: No      |
| ICADE                                      | ICADE                                                   | CUSIP: 000000000<br>LEI: 969500UDH342QLTE1M42 | Long             | DBT              |  | FR        |   1200000 | PA      | $1272153.91   | 0.15%             | 2030-01-19      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| ATHENE HOLDING LTD                         | Athene Holding Ltd.                                     | CUSIP: 04686JAC5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $465238.62    | 0.06%             | 2031-01-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| PARKER-HANNIFIN CORP                       | Parker-Hannifin Corp.                                   | CUSIP: 000000000<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   3180000 | PA      | $3668419.09   | 0.44%             | 2030-03-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                    | Nationwide Building Society                             | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $1042551.16   | 0.12%             | 2030-03-03      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                    | Autostrade per l'Italia SpA                             | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |   1740000 | PA      | $1939836.84   | 0.23%             | 2029-09-26      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| AMADEUS IT GROUP SA                        | Amadeus IT Group SA                                     | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | DBT              | CORP              | ES        |   1900000 | PA      | $2214592.21   | 0.27%             | 2030-03-25      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| 3M COMPANY                                 | 3M Co.                                                  | CUSIP: 000000000<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   2780000 | PA      | $3058557.70   | 0.37%             | 2030-05-15      | Fixed         | 1.75%                 | 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      | $-132874.73   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| ORANGE SA                                  | Orange SA                                               | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $110472.25    | 0.01%             | 2030-09-12      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| ARCELORMITTAL SA                           | ArcelorMittal SA                                        | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   2800000 | PA      | $3273219.73   | 0.39%             | 2028-12-13      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                        | Bank of Nova Scotia                                     | CUSIP: 064164QM1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  11100000 | PA      | $8400159.02   | 1.01%             | 2029-02-01      | Fixed         | 4.68%                 | No            | 2                  | On Loan: No      |
| BANQUE FED CRED MUTUEL                     | Banque Federative du Credit Mutuel SA                   | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $501184.50    | 0.06%             | 2026-07-13      | Floating      | 5.05%                 | No            | 2                  | On Loan: No      |
| CNH Industrial Finance Europe SA           | CNH Industrial Finance Europe SA                        | CUSIP: 000000000<br>LEI: 5493007GVB1I2FDSS786 | Long             | DBT              | CORP              | LU        |    690000 | PA      | $766403.97    | 0.09%             | 2029-07-03      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                        | American Tower Corp.                                    | CUSIP: 03027XCL2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    200000 | PA      | $202599.06    | 0.02%             | 2030-01-31      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| VF CORP                                    | VF Corp.                                                | CUSIP: 918204BC1<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $2994126.96   | 0.36%             | 2030-04-23      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| MERCEDES-BENZ FIN NA                       | Mercedes-Benz Finance North America LLC                 | CUSIP: 58769JBF3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003537.63   | 0.12%             | 2028-03-31      | Floating      | 4.58%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                           | T-Mobile USA, Inc.                                      | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     93000 | PA      | $87887.64     | 0.01%             | 2029-03-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| DXC CAPITAL FUNDING LTD                    | DXC Capital Funding DAC                                 | CUSIP: 000000000<br>LEI: 6354001BJH7XSHGTD882 | Long             | DBT              | CORP              | IE        |   2500000 | PA      | $2817280.47   | 0.34%             | 2027-09-15      | Fixed         | 0.45%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                      | Deutsche Lufthansa AG                                   | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |    800000 | PA      | $936207.66    | 0.11%             | 2029-07-14      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FORTESCUE TREASURY PTY L                   | Fortescue Treasury Pty. Ltd.                            | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    445000 | PA      | $454051.47    | 0.05%             | 2030-04-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Credit Mutuel Arkea SA                     | Credit Mutuel Arkea SA                                  | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $882271.08    | 0.11%             | 2029-05-23      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| VIDEOTRON LTD                              | Videotron Ltd.                                          | CUSIP: 92660FAR5<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |   7900000 | PA      | $5972268.56   | 0.71%             | 2029-07-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| ADVANCE AUTO PARTS                         | Advance Auto Parts, Inc.                                | CUSIP: 00751YAF3<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1909543.20   | 0.23%             | 2027-10-01      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                | Oracle Corp.                                            | CUSIP: 68389XCX1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    710000 | PA      | $697050.73    | 0.08%             | 2028-08-03      | Floating      | 4.43%                 | No            | 2                  | On Loan: No      |
| AKER BP ASA                                | Aker BP ASA                                             | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   2500000 | PA      | $2409206.90   | 0.29%             | 2030-01-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| SLM CORP                                   | SLM Corp.                                               | CUSIP: 78442PGE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2963057.40   | 0.35%             | 2026-11-02      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold CAD                                | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-70843.57    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BELL CANADA                                | Bell Telephone Co. of Canada or Bell Canada             | CUSIP: 07813ZCE2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $351544.15    | 0.04%             | 2030-05-14      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                     | Fairfax Financial Holdings Ltd.                         | CUSIP: 303901BG6<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $585975.63    | 0.07%             | 2031-03-03      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| AMERICAN NATIONAL GROUP                    | American National Group, Inc.                           | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   4824000 | PA      | $4888376.18   | 0.58%             | 2029-10-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| CRITERIA CAIXA SA                          | Criteria Caixa SA                                       | CUSIP: 000000000<br>LEI: 959800DQQUAMV0K08004 | Long             | DBT              | CORP              | ES        |    900000 | PA      | $1039016.11   | 0.12%             | 2031-02-25      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| DCP MIDSTREAM OPERATING                    | DCP Midstream Operating LP                              | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405772.41    | 0.05%             | 2029-05-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| CELLNEX FINANCE CO SA                      | Cellnex Finance Co. SA                                  | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |    300000 | PA      | $342079.92    | 0.04%             | 2031-01-19      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| PERNOD RICARD SA                           | Pernod Ricard SA                                        | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |   1900000 | PA      | $2006105.21   | 0.24%             | 2029-10-04      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| GlaxoSmithKline Capital PLC                | GlaxoSmithKline Capital PLC                             | CUSIP: 000000000<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $443510.52    | 0.05%             | 2029-09-12      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| DANAHER CORP                               | Danaher Corp.                                           | CUSIP: 000000000<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $2053799.39   | 0.25%             | 2030-03-30      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Castellum Helsinki Finance Holding Abp     | Castellum Helsinki Finance Holding Abp                  | CUSIP: 000000000<br>LEI: 743700WAF2AHZ4LRAR98 | Long             | DBT              | CORP              | FI        |   3700000 | PA      | $4058566.75   | 0.49%             | 2029-09-17      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| FRESENIUS MEDICAL CARE A                   | Fresenius Medical Care AG                               | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | DBT              | CORP              | DE        |    197000 | PA      | $214301.23    | 0.03%             | 2030-05-29      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| ALIMENTATION COUCHE-TARD                   | Alimentation Couche-Tard, Inc.                          | CUSIP: 01626PAS5<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |   7600000 | PA      | $5953552.47   | 0.71%             | 2030-09-25      | Fixed         | 5.59%                 | No            | 2                  | On Loan: No      |
| TAYLOR MORRISON COMM                       | Taylor Morrison Communities, Inc.                       | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    900000 | PA      | $908122.50    | 0.11%             | 2028-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: —       |
| VW CREDIT CANADA INC                       | VW Credit Canada, Inc.                                  | CUSIP: 918423BN3<br>LEI: 5493008EKOD7VIY3LM85 | Long             | DBT              | CORP              | CA        |   1600000 | PA      | $1167757.94   | 0.14%             | 2030-11-19      | Fixed         | 3.81%                 | No            | 2                  | On Loan: No      |
| TOYOTA CREDIT CANADA INC                   | Toyota Credit Canada, Inc.                              | CUSIP: 892329CJ0<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |   1100000 | PA      | $794549.27    | 0.10%             | 2031-02-24      | Fixed         | 3.46%                 | No            | 2                  | On Loan: No      |
| EUROFINS SCIENTIFIC SE                     | Eurofins Scientific SE                                  | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | DBT              | CORP              | LU        |   4420000 | PA      | $5262659.01   | 0.63%             | 2029-07-06      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CARRIER GLOBAL CORP                        | Carrier Global Corp.                                    | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187153.77    | 0.02%             | 2030-02-15      | Fixed         | 2.72%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE INC                               | Enbridge, Inc.                                          | CUSIP: 29251ZCG0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $3693083.52   | 0.44%             | 2030-02-25      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| 7-ELEVEN INC                               | 7-Eleven, Inc.                                          | CUSIP: 000000000<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $435634.09    | 0.05%             | 2031-02-10      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| LB BADEN-WUERTTEMBERG                      | Landesbank Baden-Wuerttemberg                           | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |   6840000 | PA      | $4973162.13   | 0.60%             | 2029-08-02      | Floating      | 5.12%                 | No            | 2                  | On Loan: No      |
| RICHEMONT INTERNATIONAL                    | Richemont International Holding SA                      | CUSIP: 000000000<br>LEI: 549300V9893NUQX6X069 | Long             | DBT              | CORP              | LU        |    130000 | PA      | $142950.40    | 0.02%             | 2030-03-26      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                  | Goldman Sachs Group, Inc.                               | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2534000 | PA      | $2822966.79   | 0.34%             | 2029-02-07      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| NATWEST MARKETS PLC                        | NatWest Markets PLC                                     | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   1400000 | PA      | $1630810.11   | 0.20%             | 2030-01-10      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                | Oracle Corp.                                            | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $972147.80    | 0.12%             | 2029-09-27      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                              | RCI Banque SA                                           | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $474722.57    | 0.06%             | 2029-01-12      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| NYKREDIT REALKREDIT A/S                    | Nykredit Realkredit AS                                  | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |   3200000 | PA      | $3802172.68   | 0.45%             | 2029-07-09      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| GATX CORP                                  | GATX Corp.                                              | CUSIP: 361448BE2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200508.49    | 0.02%             | 2029-04-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| BANQUE FED CRED MUTUEL                     | Banque Federative du Credit Mutuel SA                   | CUSIP: 06675DCQ3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   1500000 | PA      | $1507809.00   | 0.18%             | 2028-10-16      | Floating      | 4.64%                 | No            | 2                  | On Loan: No      |
| EPR PROPERTIES                             | EPR Properties                                          | CUSIP: 26884UAH2<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   1200000 | PA      | $1179277.85   | 0.14%             | 2030-11-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Capital One Financial Corp.                | Capital One Financial Corp.                             | CUSIP: 000000000<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1112758.01   | 0.13%             | 2029-06-12      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2487597.65   | 0.30%             | 2027-09-30      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FIRMENICH PRODUCTIONS                      | Firmenich Productions Participations SAS                | CUSIP: 000000000<br>LEI: 635400DX7HXMEAP36T24 | Long             | DBT              | CORP              | FR        |    140000 | PA      | $154591.40    | 0.02%             | 2030-04-30      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                              | RCI Banque SA                                           | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |   1100000 | PA      | $1340720.76   | 0.16%             | 2029-10-02      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| MANPOWERGROUP                              | ManpowerGroup, Inc.                                     | CUSIP: 000000000<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | DBT              | CORP              | US        |   2420000 | PA      | $2788026.65   | 0.33%             | 2030-12-13      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                            | Citigroup, Inc.                                         | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1331284.38   | 0.16%             | 2029-04-10      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                       | CUSIP: 718172DS5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7022379.00   | 0.84%             | 2028-04-28      | Floating      | 4.48%                 | No            | 2                  | On Loan: —       |
| PROLOGIS LP                                | Prologis LP                                             | CUSIP: 74340XCL3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |   1400000 | PA      | $1058067.51   | 0.13%             | 2029-03-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| DIGITAL DUTCH FINCO BV                     | Digital Dutch Finco BV                                  | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |   2730000 | PA      | $2861544.34   | 0.34%             | 2031-02-01      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| PROLOGIS LP                                | Prologis LP                                             | CUSIP: 74340XCD1<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |   8700000 | PA      | $6748640.63   | 0.81%             | 2031-01-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CARGILL INC                                | Cargill, Inc.                                           | CUSIP: 000000000<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    400000 | PA      | $477985.95    | 0.06%             | 2030-04-24      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| CARLSBERG BREWERIES A/S                    | Carlsberg Breweries AS                                  | CUSIP: 000000000<br>LEI: 5493008YL42784DMWN61 | Long             | DBT              | CORP              | DK        |    800000 | PA      | $930659.65    | 0.11%             | 2029-08-28      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AMGEN INC                                  | Amgen, Inc.                                             | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205066.02    | 0.02%             | 2030-03-02      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| NYKREDIT REALKREDIT A/S                    | Nykredit Realkredit AS                                  | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |   1300000 | PA      | $1525834.58   | 0.18%             | 2030-07-24      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                   | Rockies Express Pipeline LLC                            | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $974430.12    | 0.12%             | 2030-05-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| AIRCASTLE LTD                              | Aircastle Ltd.                                          | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $205477.67    | 0.02%             | 2029-02-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| CK HUTCHISON EUROPE                        | CK Hutchison Europe Finance 21 Ltd.                     | CUSIP: 000000000<br>LEI: 254900UIPWFKU7480958 | Long             | DBT              | CORP              | KY        |   1700000 | PA      | $1823337.13   | 0.22%             | 2029-11-02      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER                   | Volkswagen Financial Services AG                        | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |         0 | PA      | $0.00         | 0.00%             | 2027-06-10      | Floating      | 2.83%                 | No            | 2                  | On Loan: No      |
| DXC TECHNOLOGY CO                          | DXC Technology Co.                                      | CUSIP: 23355LAL0<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |    858000 | PA      | $849254.05    | 0.10%             | 2026-09-15      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                        | American Tower Corp.                                    | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    400000 | PA      | $376532.70    | 0.05%             | 2030-01-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| DELL BANK INTERNATIONAL                    | Dell Bank International DAC                             | CUSIP: 000000000<br>LEI: 9P9HXM53DT5S724JQ665 | Long             | DBT              | CORP              | IE        |   1860000 | PA      | $2195564.03   | 0.26%             | 2029-06-24      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| ELIS SA                                    | Elis SA                                                 | CUSIP: 000000000<br>LEI: 969500UX71LCE8MAY492 | Long             | DBT              | CORP              | FR        |   3000000 | PA      | $3536061.92   | 0.42%             | 2030-03-21      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| BP CAPITAL MARKETS BV                      | BP Capital Markets BV                                   | CUSIP: 000000000<br>LEI: 7245003VD7E4T30HJD24 | Long             | DBT              | CORP              | NL        |   1500000 | PA      | $1794341.75   | 0.21%             | 2030-05-12      | Fixed         | 3.77%                 | No            | 2                  | On Loan: No      |
| OP CORPORATE BANK PLC                      | OP Corporate Bank PLC                                   | CUSIP: 000000000<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |   1940000 | PA      | $2064762.19   | 0.25%             | 2029-11-12      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                   | Penske Truck Leasing Co. LP/PTL Finance Corp.           | CUSIP: 709599CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $517594.99    | 0.06%             | 2029-07-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| VIER GAS TRANSPORT GMBH                    | Vier Gas Transport GmbH                                 | CUSIP: 000000000<br>LEI: 529900AGED6PJE9AVL37 | Long             | DBT              | CORP              | DE        |   2300000 | PA      | $2427397.04   | 0.29%             | 2029-09-10      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| Daimler Truck International Finance BV     | Daimler Truck International Finance BV                  | CUSIP: 000000000<br>LEI: 724500G15MVL6UCWXF95 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $834943.00    | 0.10%             | 2029-06-19      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| GLP CAPITAL LP / FIN II                    | GLP Capital LP/GLP Financing II, Inc.                   | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              |  | US        |    200000 | PA      | $201595.80    | 0.02%             | 2029-01-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| NATWEST MARKETS PLC                        | NatWest Markets PLC                                     | CUSIP: 63906YAN8<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   2200000 | PA      | $2210476.22   | 0.26%             | 2028-03-21      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| NATL GAS TRANSMISSION                      | National Gas Transmission PLC                           | CUSIP: 000000000<br>LEI: FPCHGTHKVH9ZWXS7S453 | Long             | DBT              | CORP              | GB        |   1950000 | PA      | $2346944.07   | 0.28%             | 2030-04-05      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| GELF BOND ISSUER I SA                      | GELF Bond Issuer I SA                                   | CUSIP: 000000000<br>LEI: 213800L6LMHEP8TLAY43 | Long             | DBT              |  | LU        |    360000 | PA      | $390017.91    | 0.05%             | 2029-07-18      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| CARDINAL HEALTH INC                        | Cardinal Health, Inc.                                   | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202949.51    | 0.02%             | 2029-11-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $11830898.40  | 1.42%             | 2026-11-30      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| JABIL INC                                  | Jabil, Inc.                                             | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    130000 | PA      | $124717.62    | 0.01%             | 2030-01-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                           | T-Mobile USA, Inc.                                      | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     64000 | PA      | $61434.32     | 0.01%             | 2028-02-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| STEDIN HOLDING NV                          | Stedin Holding NV                                       | CUSIP: 000000000<br>LEI: 724500R5IP6TFKTNRU48 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $534492.58    | 0.06%             | 2029-11-14      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-28635.19    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| COVIVIO                                    | Covivio SA                                              | CUSIP: 000000000<br>LEI: 969500P8M3W2XX376054 | Long             | DBT              |  | FR        |    100000 | PA      | $109010.64    | 0.01%             | 2030-06-23      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Purchased EUR / Sold USD                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |         1 | NC      | $4765.68      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JDE PEET'S NV                              | JDE Peet's NV                                           | CUSIP: 000000000<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |   1010000 | PA      | $1202183.27   | 0.14%             | 2030-01-23      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| TEREGA SA                                  | Terega SA                                               | CUSIP: 000000000<br>LEI: 969500Y0L922VYT3UI51 | Long             | DBT              | CORP              | FR        |   1600000 | PA      | $1669392.30   | 0.20%             | 2030-09-17      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold CAD                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-641090.38   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| HARLEY-DAVIDSON FINL SER                   | Harley-Davidson Financial Services, Inc.                | CUSIP: 000000000<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |   3350000 | PA      | $3916048.26   | 0.47%             | 2030-03-12      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ACCIONA ENERGIA FINANCIA                   | Acciona Energia Financiacion Filiales SA                | CUSIP: 000000000<br>LEI: 254900CO48EPLIMJDK17 | Long             | DBT              | CORP              | ES        |   4600000 | PA      | $5404231.78   | 0.65%             | 2030-04-25      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| AIRCASTLE LTD                              | Aircastle Ltd.                                          | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $206924.13    | 0.02%             | 2028-07-18      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| WERFEN SA/SPAIN                            | Werfen SA                                               | CUSIP: 000000000<br>LEI: 9598003BHZ02SG7LKD16 | Long             | DBT              | CORP              | ES        |   3700000 | PA      | $4432804.30   | 0.53%             | 2030-05-03      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold CAD                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-522553.77   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| BMW CANADA INC                             | BMW Canada, Inc.                                        | CUSIP: 05590HBK2<br>LEI: 549300GR80F607MKF166 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $514037.62    | 0.06%             | 2029-09-05      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| BAYER US FINANCE LLC                       | Bayer U.S. Finance LLC                                  | CUSIP: 07274EAK9<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    420000 | PA      | $442877.09    | 0.05%             | 2030-11-21      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| EATON CAPITAL ULC                          | Eaton Capital ULC                                       | CUSIP: 000000000<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |    210000 | PA      | $223137.60    | 0.03%             | 2030-03-08      | Fixed         | 0.58%                 | No            | 2                  | On Loan: No      |
| WOODSIDE FINANCE LTD                       | Woodside Finance Ltd.                                   | CUSIP: 980236AQ6<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    800000 | PA      | $797223.98    | 0.10%             | 2029-03-04      | Fixed         | 4.50%                 | No            | 2                  | On Loan: —       |
| ILLINOIS TOOL WORKS INC                    | Illinois Tool Works, Inc.                               | CUSIP: 000000000<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2356112.12   | 0.28%             | 2030-05-22      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| ESSEX PORTFOLIO LP                         | Essex Portfolio LP                                      | CUSIP: 29717PAY3<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |     95000 | PA      | $90313.91     | 0.01%             | 2028-03-01      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CHU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5009062.50   | 0.60%             | 2026-08-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                   | Brighthouse Financial, Inc.                             | CUSIP: 10922NAC7<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $982074.01    | 0.12%             | 2027-06-22      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                           | Bank of Montreal                                        | CUSIP: 06368L5G7<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   7500000 | PA      | $5644421.54   | 0.68%             | 2029-07-17      | Fixed         | 4.42%                 | No            | 2                  | On Loan: No      |
| TOYOTA FINANCE AUSTRALIA                   | Toyota Finance Australia Ltd.                           | CUSIP: 000000000<br>LEI: 3UKPTDP5PGQRH8AUK042 | Long             | DBT              | CORP              | AU        |   4500000 | PA      | $3255553.52   | 0.39%             | 2030-01-22      | Floating      | 5.45%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold AUD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-1216647.76  | -0.15%            |  |  |  | No            | 2                  | On Loan: No      |
| SECURITAS TREASURY IRELA                   | Securitas Treasury Ireland DAC                          | CUSIP: 000000000<br>LEI: 635400BJYMDVAXBPJ960 | Long             | DBT              | CORP              | IE        |   1481000 | PA      | $1761832.64   | 0.21%             | 2030-02-23      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BANCO BPM SPA                              | Banco BPM SpA                                           | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |   3000000 | PA      | $3513773.05   | 0.42%             | 2030-01-21      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                   | Rockies Express Pipeline LLC                            | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1134264.21   | 0.14%             | 2029-07-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| The DFA Investment Trust Company           | DFA Investment Trust Co.                                | CUSIP: 23320U405<br>LEI: 549300FSKWEXKF6YBM56 | Long             | EC               | RF                | US        |    818780 | NS      | $9469186.39   | 1.13%             |  |  |  | No            | 2                  | On Loan: No      |
| NTT FINANCE CORP                           | NTT Finance Corp.                                       | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $630220.79    | 0.08%             | 2030-03-03      | Fixed         | 0.34%                 | No            | 2                  | On Loan: No      |
| CROWN AMERICAS LLC                         | Crown Americas LLC                                      | CUSIP: 228180AB1<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |    810000 | PA      | $813109.59    | 0.10%             | 2030-04-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| ELIA TRANSMISSION BE                       | Elia Transmission Belgium SA                            | CUSIP: 000000000<br>LEI: 549300A3EZXECDLW2V25 | Long             | DBT              | CORP              | BE        |   2100000 | PA      | $2240133.64   | 0.27%             | 2030-04-28      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                       | Royal Bank of Canada                                    | CUSIP: 78016HZU7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    326000 | PA      | $327385.50    | 0.04%             | 2027-01-19      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| AVANGRID INC                               | Avangrid, Inc.                                          | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195052.48    | 0.02%             | 2029-06-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| L3HARRIS TECH INC                          | L3Harris Technologies, Inc.                             | CUSIP: 502431AF6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    101000 | PA      | $95602.97     | 0.01%             | 2029-12-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| BAYER AG                                   | Bayer AG                                                | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |   2800000 | PA      | $3021104.91   | 0.36%             | 2030-01-06      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| ING BANK (AUSTRALIA) LTD                   | ING Bank Australia Ltd.                                 | CUSIP: 000000000<br>LEI: 70UN1RCXO6LO7KWNC831 | Long             | DBT              | CORP              | AU        |   1500000 | PA      | $1084352.96   | 0.13%             | 2027-03-22      | Floating      | 5.26%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE INC                               | Enbridge, Inc.                                          | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $190833.03    | 0.02%             | 2029-11-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CJK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $7033010.74   | 0.84%             | 2026-11-15      | Fixed         | 4.63%                 | 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      | $167482.17    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| NATIONAL FUEL GAS CO                       | National Fuel Gas Co.                                   | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2653467.67   | 0.32%             | 2030-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| SIKA CAPITAL BV                            | Sika Capital BV                                         | CUSIP: 000000000<br>LEI: 549300QW8B2Z3FSBS808 | Long             | DBT              | CORP              | NL        |   1680000 | PA      | $1998816.30   | 0.24%             | 2030-05-03      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| NUSTAR LOGISTICS LP                        | NuStar Logistics LP                                     | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |   1137000 | PA      | $1141061.36   | 0.14%             | 2027-04-28      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased EUR / Sold USD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $56751.67     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| AT&T INC                                   | AT&T, Inc.                                              | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1157000 | PA      | $1344449.62   | 0.16%             | 2030-06-01      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| SWEDBANK AB                                | Swedbank AB                                             | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   1060000 | PA      | $1240264.49   | 0.15%             | 2029-09-24      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| INMOBILIARIA COLONIAL SO                   | Colonial SFL Socimi SA                                  | CUSIP: 000000000<br>LEI: 95980020140005007414 | Long             | DBT              |  | ES        |   1400000 | PA      | $1624280.99   | 0.19%             | 2030-01-22      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| HSBC USA INC                               | HSBC USA, Inc.                                          | CUSIP: 40428HS29<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4524476.27   | 0.54%             | 2028-06-03      | Floating      | 4.63%                 | 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      | $-1062845.46  | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| E.ON SE                                    | E.ON SE                                                 | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $1179294.39   | 0.14%             | 2031-01-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| STELLANTIS FIN US INC                      | Stellantis Finance U.S., Inc.                           | CUSIP: 85855CAK6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1703698.49   | 0.20%             | 2030-03-18      | Fixed         | 5.75%                 | No            | 2                  | On Loan: —       |
| CNH INDUSTRIAL CAPITAL                     | CNH Industrial Capital Canada Ltd.                      | CUSIP: 12658MAE1<br>LEI: 549300H27PZRX3M53H19 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $585928.52    | 0.07%             | 2029-06-05      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| MIZUHO BANK LTD/SYDNEY                     | Mizuho Bank Ltd.                                        | CUSIP: 000000000<br>LEI: 254900O5B06Y1EPP2H33 | Long             | DBT              | CORP              | JP        |   1850000 | PA      | $1336103.34   | 0.16%             | 2027-01-18      | Floating      | 5.21%                 | No            | 2                  | On Loan: No      |
| FED CAISSES DESJARDINS                     | Federation des Caisses Desjardins du Quebec             | CUSIP: 000000000<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $705816.23    | 0.08%             | 2029-09-05      | Fixed         | 3.47%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold CAD                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-397083.10   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| BAYER CAPITAL CORP BV                      | Bayer Capital Corp. BV                                  | CUSIP: 000000000<br>LEI: 529900KEOKKPYZLTAU90 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $111957.37    | 0.01%             | 2029-12-15      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| NATIONAL GRID NA INC                       | National Grid North America, Inc.                       | CUSIP: 000000000<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3507209.65   | 0.42%             | 2029-11-25      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                       | Edison International                                    | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2416181.28   | 0.29%             | 2029-06-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| CNH INDUSTRIAL CAPITAL                     | CNH Industrial Capital Canada Ltd.                      | CUSIP: 12658MAD3<br>LEI: 549300H27PZRX3M53H19 | Long             | DBT              | CORP              | CA        |   1030000 | PA      | $762564.73    | 0.09%             | 2028-04-11      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| APA INFRASTRUCTURE LTD                     | APA Infrastructure Ltd.                                 | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |   1400000 | PA      | $1544748.19   | 0.18%             | 2030-07-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| AYVENS SA                                  | Ayvens SA                                               | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | DBT              | CORP              | FR        |   3500000 | PA      | $4069739.58   | 0.49%             | 2030-02-19      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $298409.43    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| RADIAN GROUP INC                           | Radian Group, Inc.                                      | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    600000 | PA      | $620578.84    | 0.07%             | 2029-05-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| TELUS CORP                                 | TELUS Corp.                                             | CUSIP: 87971MBN2<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1439260.87   | 0.17%             | 2030-02-19      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| AIRCASTLE LTD                              | Aircastle Ltd.                                          | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   3500000 | PA      | $3499254.05   | 0.42%             | 2026-06-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK                     | Canadian Imperial Bank of Commerce                      | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1151000 | PA      | $1372658.34   | 0.16%             | 2029-07-09      | Fixed         | 3.81%                 | No            | 2                  | On Loan: No      |
| ELECTROLUX AB                              | Electrolux AB                                           | CUSIP: 000000000<br>LEI: 549300Y3HHZB1ZGFPJ93 | Long             | DBT              | CORP              | SE        |   4700000 | PA      | $5251646.63   | 0.63%             | 2030-05-18      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group, Inc.                   | CUSIP: 86562MDL1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   4800000 | PA      | $4847539.63   | 0.58%             | 2029-07-09      | Floating      | 4.83%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                   | CUSIP: 89115A3D2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2009229.42   | 0.24%             | 2029-12-17      | Floating      | 4.68%                 | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                   | Rogers Communications, Inc.                             | CUSIP: 775109BT7<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   5900000 | PA      | $4344808.04   | 0.52%             | 2029-04-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| FORTIVE CORPORATION                        | Fortive Corp.                                           | CUSIP: 000000000<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $3315068.42   | 0.40%             | 2029-08-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                   | CUSIP: 89115A2X9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2500000 | PA      | $2508571.53   | 0.30%             | 2027-04-05      | Floating      | 4.38%                 | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                              | RCI Banque SA                                           | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |   2700000 | PA      | $3157357.36   | 0.38%             | 2029-07-26      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                        | American Express Co.                                    | CUSIP: 025816CL1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    426000 | PA      | $426607.05    | 0.05%             | 2026-11-04      | Floating      | 4.32%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings, Inc.                   | CUSIP: 65339KDH0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2610359.21   | 0.31%             | 2028-02-04      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| Booking Holdings, Inc.                     | Booking Holdings, Inc.                                  | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    600000 | PA      | $722719.75    | 0.09%             | 2029-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| KBC GROUP NV                               | KBC Group NV                                            | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    300000 | PA      | $320010.74    | 0.04%             | 2030-01-24      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Nationwide Building Society                | Nationwide Building Society                             | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $938253.09    | 0.11%             | 2029-09-05      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| CREDIT MUTUEL ARKEA                        | Credit Mutuel Arkea SA                                  | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |   1100000 | PA      | $1175486.44   | 0.14%             | 2030-01-18      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-20159.26    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SKANDINAVISKA ENSKILDA                     | Skandinaviska Enskilda Banken AB                        | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    260000 | PA      | $277750.52    | 0.03%             | 2029-11-12      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| EASTMAN CHEMICAL CO                        | Eastman Chemical Co.                                    | CUSIP: 277432BB5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3683051.51   | 0.44%             | 2031-02-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| MEDTRONIC INC                              | Medtronic, Inc.                                         | CUSIP: 000000000<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1367805.86   | 0.16%             | 2029-10-15      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                   | Ford Motor Credit Co. LLC                               | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1643802.25   | 0.20%             | 2030-11-13      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CADENT FINANCE PLC                         | Cadent Finance PLC                                      | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $361397.92    | 0.04%             | 2029-07-05      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| SOFTBANK GROUP CORP                        | SoftBank Group Corp.                                    | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |   1200000 | PA      | $1415155.00   | 0.17%             | 2029-01-08      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| PRAEMIA HEALTHCARE SACA                    | Praemia Healthcare SACA                                 | CUSIP: 000000000<br>LEI: 96950067NFR9MWI0CJ45 | Long             | DBT              |  | FR        |    700000 | PA      | $741514.21    | 0.09%             | 2029-11-04      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings, Inc.                   | CUSIP: 65339KDR8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $2353302.17   | 0.28%             | 2030-06-12      | Fixed         | 3.83%                 | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                            | Nordea Bank Abp                                         | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   3000000 | PA      | $3458829.52   | 0.41%             | 2030-05-02      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| HOST HOTELS & RESORTS LP                   | Host Hotels & Resorts LP                                | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |   5000000 | PA      | $4761751.10   | 0.57%             | 2029-12-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| MOLINA HEALTHCARE INC                      | Molina Healthcare, Inc.                                 | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $926678.00    | 0.11%             | 2030-11-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: —       |
| NORFOLK SOUTHERN CORP                      | Norfolk Southern Corp.                                  | CUSIP: 655844BZ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64385.35     | 0.01%             | 2028-08-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| TELUS CORP                                 | TELUS Corp.                                             | CUSIP: 87971MBZ5<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |   2100000 | PA      | $1602391.14   | 0.19%             | 2029-09-13      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| RIO TINTO FIN USA PLC                      | Rio Tinto Finance USA PLC                               | CUSIP: 76720AAY2<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   3750000 | PA      | $3762915.98   | 0.45%             | 2028-03-14      | Floating      | 4.49%                 | No            | 2                  | On Loan: No      |
| NORDSTROM INC                              | Nordstrom, Inc.                                         | CUSIP: 655664AS9<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490329.65    | 0.06%             | 2027-03-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CITIBANK NA                                | Citibank NA                                             | CUSIP: 17325FBH0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   2588000 | PA      | $2589177.54   | 0.31%             | 2026-08-06      | Floating      | 4.37%                 | No            | 2                  | On Loan: No      |
| FED CAISSES DESJARDINS                     | Federation des Caisses Desjardins du Quebec             | CUSIP: 31430WF90<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   1300000 | PA      | $999584.05    | 0.12%             | 2028-11-17      | Fixed         | 5.47%                 | No            | 2                  | On Loan: No      |
| APRR SA                                    | APRR SA                                                 | CUSIP: 000000000<br>LEI: 9695002SV2VP9CU42826 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $918785.14    | 0.11%             | 2031-01-14      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| VENTAS REALTY LP                           | Ventas Realty LP                                        | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    200000 | PA      | $188892.46    | 0.02%             | 2030-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $266344.21    | 0.03%             | 2030-04-08      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| WILLIAMS COMPANIES INC                     | Williams Cos., Inc.                                     | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     92000 | PA      | $92832.69     | 0.01%             | 2029-11-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORP                    | John Deere Capital Corp.                                | CUSIP: 24422EXW4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   6375000 | PA      | $6408876.37   | 0.77%             | 2027-07-15      | Floating      | 4.33%                 | No            | 2                  | On Loan: No      |
| MCDONALD'S CORP                            | McDonald's Corp.                                        | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    160000 | PA      | $191123.63    | 0.02%             | 2031-02-20      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| HNI CORP                                   | HNI Corp.                                               | CUSIP: 404251AA8<br>LEI: 549300SKRADLC4O5HV93 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1975239.20   | 0.24%             | 2029-01-18      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                        | American Tower Corp.                                    | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    400000 | PA      | $475943.51    | 0.06%             | 2030-05-16      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| GLENCORE CAP FIN DAC                       | Glencore Capital Finance DAC                            | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |   1700000 | PA      | $1859817.33   | 0.22%             | 2029-03-01      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-301315.22   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| GENUINE PARTS CO                           | Genuine Parts Co.                                       | CUSIP: 372460AA3<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    500000 | PA      | $434154.12    | 0.05%             | 2030-11-01      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| ENBW INTL FINANCE BV                       | EnBW International Finance BV                           | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $818738.62    | 0.10%             | 2029-05-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| KERING                                     | Kering SA                                               | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | DBT              | CORP              | FR        |   4000000 | PA      | $4647796.04   | 0.56%             | 2029-11-27      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| VAR ENERGI ASA                             | Var Energi ASA                                          | CUSIP: 000000000<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   1010000 | PA      | $1242711.44   | 0.15%             | 2029-05-04      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| SIXT SE                                    | Sixt SE                                                 | CUSIP: 000000000<br>LEI: 5299004ZME6CSBR7WP07 | Long             | DBT              | CORP              | DE        |   1400000 | PA      | $1627501.01   | 0.19%             | 2030-01-22      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| NASDAQ INC                                 | Nasdaq, Inc.                                            | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |   5329000 | PA      | $5699747.84   | 0.68%             | 2030-02-13      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| BUCKEYE PARTNERS LP                        | Buckeye Partners LP                                     | CUSIP: 118230AU5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1882494.35   | 0.23%             | 2028-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| TELE2 AB                                   | Tele2 AB                                                | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | DBT              | CORP              | SE        |   1090000 | PA      | $1293864.90   | 0.15%             | 2029-11-22      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                       | American Tower Corp.                                    | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    510000 | PA      | $557058.26    | 0.07%             | 2029-05-21      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| MUFG BANK LTD SYDNEY                       | MUFG Bank Ltd.                                          | CUSIP: 000000000<br>LEI: C3GTMMZIHMY46P4OIX74 | Long             | DBT              | CORP              | JP        |   7000000 | PA      | $5056231.71   | 0.61%             | 2027-03-05      | Floating      | 4.89%                 | No            | 2                  | On Loan: No      |
| BELL CANADA                                | Bell Telephone Co. of Canada or Bell Canada             | CUSIP: 07813ZCS1<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $3664040.93   | 0.44%             | 2029-08-14      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| HCA INC                                    | HCA, Inc.                                               | CUSIP: 404119CX5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5015460.80   | 0.60%             | 2028-03-01      | Floating      | 4.53%                 | No            | 2                  | On Loan: No      |
| STELLANTIS NV                              | Stellantis NV                                           | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $2376978.58   | 0.28%             | 2030-03-14      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| AUTOLIV INC                                | Autoliv, Inc.                                           | CUSIP: 000000000<br>LEI: A23RUXWKASG834LTMK28 | Long             | DBT              | CORP              | US        |    800000 | PA      | $915018.02    | 0.11%             | 2030-10-29      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| FISERV INC                                 | Fiserv, Inc.                                            | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192287.57    | 0.02%             | 2029-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group, Inc.                   | CUSIP: 86562MDR8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   3000000 | PA      | $3014282.04   | 0.36%             | 2030-04-15      | Floating      | 4.71%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                            | CUSIP: 92343VFG4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   6800000 | PA      | $4764730.74   | 0.57%             | 2030-05-16      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CADENT FINANCE PLC                         | Cadent Finance PLC                                      | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |   3463000 | PA      | $3641847.36   | 0.44%             | 2030-03-19      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                     | HAT Holdings I LLC/HAT Holdings II LLC                  | CUSIP: 418751AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $925104.40    | 0.11%             | 2030-09-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                    | Unibail-Rodamco-Westfield SE                            | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |   1915000 | PA      | $2072783.16   | 0.25%             | 2030-04-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC                           | Crown Castle, Inc.                                      | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    250000 | PA      | $256275.38    | 0.03%             | 2029-06-01      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold CAD                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-566607.83   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LP                       | Boston Properties LP                                    | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |   3800000 | PA      | $3652586.71   | 0.44%             | 2029-06-21      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| SANDOZ FINANCE B.V.                        | Sandoz Finance BV                                       | CUSIP: 000000000<br>LEI: 213800DFA3WXJ7KC9R74 | Long             | DBT              | CORP              | NL        |    508000 | PA      | $595259.41    | 0.07%             | 2029-09-12      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| MARATHON PETROLEUM CORP                    | Marathon Petroleum Corp.                                | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132656.44    | 0.02%             | 2030-03-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| CARGILL INC                                | Cargill, Inc.                                           | CUSIP: 141781CC6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7514195.78   | 0.90%             | 2028-02-11      | Floating      | 4.27%                 | No            | 2                  | On Loan: No      |
| BAT INTL FINANCE PLC                       | BAT International Finance PLC                           | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   2100000 | PA      | $2357119.14   | 0.28%             | 2030-01-16      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| DOW CHEMICAL CO/THE                        | Dow Chemical Co.                                        | CUSIP: 260543DN0<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495105.06    | 0.06%             | 2031-01-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                    | MPLX LP                                                 | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     78000 | PA      | $78573.30     | 0.01%             | 2029-02-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-205365.71   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| DSV FINANCE BV                             | DSV Finance BV                                          | CUSIP: 000000000<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |    290000 | PA      | $343326.12    | 0.04%             | 2029-06-26      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ARCELORMITTAL SA                           | ArcelorMittal SA                                        | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   2200000 | PA      | $2548003.95   | 0.30%             | 2030-09-30      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| ING BANK (AUSTRALIA) LTD                   | ING Bank Australia Ltd.                                 | CUSIP: 000000000<br>LEI: 70UN1RCXO6LO7KWNC831 | Long             | DBT              | CORP              | AU        |   2500000 | PA      | $1815570.36   | 0.22%             | 2029-08-20      | Floating      | 5.01%                 | No            | 2                  | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                   | Liberty Mutual Group, Inc.                              | CUSIP: 53079EBG8<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199489.53    | 0.02%             | 2029-02-01      | Fixed         | 4.57%                 | No            | 2                  | On Loan: No      |
| WPP FINANCE 2013                           | WPP Finance 2013                                        | CUSIP: 000000000<br>LEI: 549300L84EKSLWWPGI24 | Long             | DBT              | CORP              | GB        |   1067000 | PA      | $1254491.75   | 0.15%             | 2029-09-12      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| ALLY FINANCIAL INC                         | Ally Financial, Inc.                                    | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    530000 | PA      | $500294.36    | 0.06%             | 2028-11-02      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| ITALGAS SPA                                | Italgas SpA                                             | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | DBT              | CORP              | IT        |   5000000 | PA      | $5752594.06   | 0.69%             | 2030-03-06      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| NOMURA HOLDINGS INC                        | Nomura Holdings, Inc.                                   | CUSIP: 000000000<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   4600000 | PA      | $5360256.33   | 0.64%             | 2030-05-28      | Fixed         | 3.46%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA PIPELINES                      | TransCanada PipeLines Ltd.                              | CUSIP: 89353ZCE6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $3612471.01   | 0.43%             | 2029-09-18      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $580193.45    | 0.07%             | 2029-07-23      | Floating      | 5.55%                 | No            | 2                  | On Loan: No      |
| DXC CAPITAL FUNDING LTD                    | DXC Capital Funding DAC                                 | CUSIP: 000000000<br>LEI: 6354001BJH7XSHGTD882 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $229284.32    | 0.03%             | 2030-12-09      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| BANQUE FED CRED MUTUEL                     | Banque Federative du Credit Mutuel SA                   | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   1900000 | PA      | $2297215.09   | 0.27%             | 2030-05-02      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| FORTESCUE TREASURY PTY L                   | Fortescue Treasury Pty. Ltd.                            | CUSIP: 000000000<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   2000000 | PA      | $2040680.78   | 0.24%             | 2030-04-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co.                                       | CUSIP: 949746RX1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1840725.88   | 0.22%             | 2026-05-19      | Fixed         | 2.98%                 | No            | 2                  | On Loan: No      |
| ENI SPA                                    | Eni SpA                                                 | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   4100000 | PA      | $4382496.78   | 0.52%             | 2030-01-23      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                    | Nissan Motor Acceptance Co. LLC                         | CUSIP: 000000000<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246648.03    | 0.03%             | 2026-09-16      | Fixed         | 1.85%                 | No            | 2                  | On Loan: No      |
| KLEPIERRE SA                               | Klepierre SA                                            | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | DBT              |  | FR        |   1000000 | PA      | $1130623.18   | 0.14%             | 2029-05-12      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased EUR / Sold USD                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $20172.00     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NATIONAL BANK OF CANADA                    | National Bank of Canada                                 | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   1200000 | PA      | $1429634.65   | 0.17%             | 2029-05-02      | Fixed         | 3.75%                 | 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      | $-528600.57   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| KILROY REALTY LP                           | Kilroy Realty LP                                        | CUSIP: 49427RAP7<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |   1000000 | PA      | $919325.27    | 0.11%             | 2030-02-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: —       |
| LAS VEGAS SANDS CORP                       | Las Vegas Sands Corp.                                   | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $964540.00    | 0.12%             | 2029-08-08      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| WP CAREY INC                               | WP Carey, Inc.                                          | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    200000 | PA      | $195486.63    | 0.02%             | 2029-07-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC                           | Crown Castle, Inc.                                      | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    250000 | PA      | $251171.93    | 0.03%             | 2029-09-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| HEIDELBERG MATERIALS FIN                   | Heidelberg Materials Finance Luxembourg SA              | CUSIP: 000000000<br>LEI: 529900RYHTCF5X9DD509 | Long             | DBT              | CORP              | LU        |   5100000 | PA      | $5900071.98   | 0.71%             | 2030-07-10      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                   | Huntsman International LLC                              | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $4118051.18   | 0.49%             | 2029-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| SOUTHERN GAS NETWORK PLC                   | Southern Gas Networks PLC                               | CUSIP: 000000000<br>LEI: 549300SPX8573VZ2SK79 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2333961.31   | 0.28%             | 2030-10-16      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| HELMERICH & PAYNE INC                      | Helmerich & Payne, Inc.                                 | CUSIP: 423452AM3<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1628650.18   | 0.19%             | 2029-12-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: —       |
| BPCE SA                                    | BPCE SA                                                 | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $594886.82    | 0.07%             | 2029-01-11      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| SSE PLC                                    | SSE PLC                                                 | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |    320000 | PA      | $371509.83    | 0.04%             | 2029-08-01      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| NEWELL BRANDS INC                          | Newell Brands, Inc.                                     | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999313.00    | 0.12%             | 2029-09-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| FINGRID OYJ                                | Fingrid OYJ                                             | CUSIP: 000000000<br>LEI: 7437006ZZI1F7CUA5518 | Long             | DBT              | CORP              | FI        |    280000 | PA      | $323821.19    | 0.04%             | 2029-12-04      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                   | Svenska Handelsbanken AB                                | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    400000 | PA      | $446918.49    | 0.05%             | 2029-02-23      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| SAGAX AB                                   | Sagax AB                                                | CUSIP: 000000000<br>LEI: 549300LJX28T6OM8DT95 | Long             | DBT              | CORP              | SE        |   1300000 | PA      | $1554376.52   | 0.19%             | 2030-05-29      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| KERING                                     | Kering SA                                               | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | DBT              | CORP              | FR        |   1300000 | PA      | $1441680.07   | 0.17%             | 2030-05-05      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| ARROW ELECTRONICS INC                      | Arrow Electronics, Inc.                                 | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202082.48    | 0.02%             | 2029-08-21      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| MIZUHO BANK LTD/SYDNEY                     | Mizuho Bank Ltd.                                        | CUSIP: 000000000<br>LEI: 254900O5B06Y1EPP2H33 | Long             | DBT              | CORP              | JP        |   5500000 | PA      | $3965744.77   | 0.47%             | 2026-09-14      | Floating      | 5.02%                 | No            | 2                  | On Loan: No      |
| PROLOGIS EURO FINANCE                      | Prologis Euro Finance LLC                               | CUSIP: 74341EAP7<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |    290000 | PA      | $345259.84    | 0.04%             | 2030-01-31      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| NATIONAL GRID NA INC                       | National Grid North America, Inc.                       | CUSIP: 000000000<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |    160000 | PA      | $185474.23    | 0.02%             | 2030-06-03      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| TRATON FINANCE LUX SA                      | Traton Finance Luxembourg SA                            | CUSIP: 000000000<br>LEI: 529900BRKIE6LKIEXD84 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $351637.41    | 0.04%             | 2031-01-14      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| FED CAISSES DESJARDINS                     | Federation des Caisses Desjardins du Quebec             | CUSIP: 31430W3J1<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   9100000 | PA      | $6724292.71   | 0.80%             | 2029-09-24      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| SUEZ                                       | Suez SACA                                               | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |   5400000 | PA      | $6077376.29   | 0.73%             | 2030-05-24      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                   | AT&T, Inc.                                              | CUSIP: 00206RJP8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    970000 | PA      | $1035022.34   | 0.12%             | 2030-03-04      | Fixed         | 0.80%                 | No            | 2                  | On Loan: No      |
| AMPRION GMBH                               | Amprion GmbH                                            | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $462402.32    | 0.06%             | 2031-01-15      | Fixed         | 3.16%                 | No            | 2                  | On Loan: No      |
| COOPERATIEVE RABOBANK UA                   | Cooperatieve Rabobank UA                                | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   4900000 | PA      | $5880945.79   | 0.70%             | 2030-01-10      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| VORNADO REALTY LP                          | Vornado Realty LP                                       | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |   6100000 | PA      | $6058743.20   | 0.73%             | 2026-06-01      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                      | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1838686.86   | 0.22%             | 2030-04-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                            | Nordea Bank Abp                                         | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    140000 | PA      | $160981.35    | 0.02%             | 2029-05-23      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                         | Credit Agricole SA                                      | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   3700000 | PA      | $4475718.40   | 0.54%             | 2030-03-07      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| ORIGIN ENERGY FINANCE                      | Origin Energy Finance Ltd.                              | CUSIP: 000000000<br>LEI: 5493002W5C9Z753C7Q57 | Long             | DBT              | CORP              | AU        |   5390000 | PA      | $5831995.15   | 0.70%             | 2029-09-17      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| NYKREDIT REALKREDIT A/S                    | Nykredit Realkredit AS                                  | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |    500000 | PA      | $583217.00    | 0.07%             | 2030-01-10      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| CRITERIA CAIXA SA                          | Criteria Caixa SA                                       | CUSIP: 000000000<br>LEI: 959800DQQUAMV0K08004 | Long             | DBT              | CORP              | ES        |   3000000 | PA      | $3531358.11   | 0.42%             | 2029-10-02      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| LLOYDS BK CORP MKTS PLC                    | Lloyds Bank Corporate Markets PLC                       | CUSIP: 000000000<br>LEI: 213800MBWEIJDM5CU638 | Long             | DBT              | CORP              | GB        |   5080000 | PA      | $5961461.38   | 0.71%             | 2030-03-24      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| HOCHTIEF AKTIENGESELLSCH                   | HOCHTIEF AG                                             | CUSIP: 000000000<br>LEI: 529900Y25S8NZIYTT924 | Long             | DBT              | CORP              | DE        |   4170000 | PA      | $5030680.44   | 0.60%             | 2030-05-31      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE POST AG                           | Deutsche Post AG                                        | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | DBT              | CORP              | DE        |   3800000 | PA      | $4436307.94   | 0.53%             | 2030-03-24      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                            | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    711000 | PA      | $795606.02    | 0.10%             | 2029-10-26      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| MIZUHO FINANCIAL GROUP                     | Mizuho Financial Group, Inc.                            | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1200000 | PA      | $1273570.32   | 0.15%             | 2030-04-15      | Fixed         | 0.80%                 | No            | 2                  | On Loan: No      |
| ADVANCE AUTO PARTS                         | Advance Auto Parts, Inc.                                | CUSIP: 00751YAJ5<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    380000 | PA      | $386559.56    | 0.05%             | 2028-03-09      | Fixed         | 5.95%                 | No            | 2                  | On Loan: —       |
| CANADIAN NATL RESOURCES                    | Canadian Natural Resources Ltd.                         | CUSIP: 13638ZES0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   2600000 | PA      | $1898831.67   | 0.23%             | 2028-12-08      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| ABN AMRO BANK NV                           | ABN AMRO Bank NV                                        | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   3000000 | PA      | $3623936.43   | 0.43%             | 2030-02-21      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| TELUS CORP                                 | TELUS Corp.                                             | CUSIP: 87971MCB7<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |   3600000 | PA      | $2817162.00   | 0.34%             | 2030-09-09      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| GRAND CITY PROPERTIES SA                   | Grand City Properties SA                                | CUSIP: 000000000<br>LEI: 5299002QLUYKK2WBMB18 | Long             | DBT              | CORP              | LU        |   1400000 | PA      | $1678168.31   | 0.20%             | 2030-01-09      | Fixed         | 4.38%                 | 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      | $56625.64     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BHP BILLITON FINANCE LTD                   | BHP Billiton Finance Ltd.                               | CUSIP: 000000000<br>LEI: 549300KZMIS43NMT0A66 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $218503.56    | 0.03%             | 2030-04-29      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                   | AerCap Ireland Capital DAC/AerCap Global Aviation Trust | CUSIP: 00774MBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $149726.07    | 0.02%             | 2029-09-10      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                     | Fairfax Financial Holdings Ltd.                         | CUSIP: 303901BD3<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   3300000 | PA      | $2452740.46   | 0.29%             | 2029-06-14      | Fixed         | 4.23%                 | No            | 2                  | On Loan: No      |
| IHG FINANCE LLC                            | IHG Finance LLC                                         | CUSIP: 000000000<br>LEI: 213800DXTXQ1YC8UP313 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5787213.79   | 0.69%             | 2030-09-10      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LP                       | Boston Properties LP                                    | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    252000 | PA      | $251425.38    | 0.03%             | 2028-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                   | Banco Bilbao Vizcaya Argentaria SA                      | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   3500000 | PA      | $4163381.58   | 0.50%             | 2030-06-07      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| TIKEHAU CAPITAL SCA                        | Tikehau Capital SCA                                     | CUSIP: 000000000<br>LEI: 969500BY8TEU16U3SJ94 | Long             | DBT              | CORP              | FR        |   2600000 | PA      | $3308900.40   | 0.40%             | 2030-03-14      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| STATE STREET CORP                          | State Street Corp.                                      | CUSIP: 857477CQ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180287.01    | 0.02%             | 2027-10-22      | Floating      | 4.29%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                    | BPCE SA                                                 | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $852550.45    | 0.10%             | 2030-01-15      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp.                                        | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239714.83    | 0.03%             | 2029-08-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| NTT FINANCE CORP                           | NTT Finance Corp.                                       | CUSIP: 62954WAR6<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1400000 | PA      | $1409743.65   | 0.17%             | 2028-07-16      | Floating      | 4.74%                 | No            | 2                  | On Loan: No      |
| CONTINENTAL AG                             | Continental AG                                          | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | DBT              | CORP              | DE        |   5050000 | PA      | $5942073.64   | 0.71%             | 2029-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                           | Paramount Global                                        | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3564672.91   | 0.43%             | 2029-06-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE PIPELINES INC                     | Enbridge Pipelines, Inc.                                | CUSIP: 29250ZAV0<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $2208848.97   | 0.26%             | 2026-08-10      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| SNAM SPA                                   | Snam SpA                                                | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |   2100000 | PA      | $2519803.47   | 0.30%             | 2029-11-27      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| NATIONAL BANK OF CANADA                    | National Bank of Canada                                 | CUSIP: 63306AHT6<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $2288865.17   | 0.27%             | 2029-02-01      | Fixed         | 5.02%                 | No            | 2                  | On Loan: No      |
| REN FINANCE BV                             | Ren Finance BV                                          | CUSIP: 000000000<br>LEI: 54930019D5P01WQQZF17 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $761361.36    | 0.09%             | 2029-04-16      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| YUM! BRANDS INC                            | Yum! Brands, Inc.                                       | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3465949.90   | 0.41%             | 2030-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CATERPILLAR FINL SERVICE                   | Caterpillar Financial Services Corp.                    | CUSIP: 14913UAZ3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1201907.86   | 0.14%             | 2028-03-03      | Floating      | 4.18%                 | No            | 2                  | On Loan: No      |
| VAR ENERGI ASA                             | Var Energi ASA                                          | CUSIP: 000000000<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    170000 | PA      | $199189.82    | 0.02%             | 2031-03-12      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| ABN AMRO BANK NV                           | ABN AMRO Bank NV                                        | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    900000 | PA      | $961907.83    | 0.12%             | 2029-09-23      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| McDonald's Corp.                           | McDonald's Corp.                                        | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    300000 | PA      | $343605.92    | 0.04%             | 2029-05-31      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                   | Ford Motor Credit Co. LLC                               | CUSIP: 345397E41<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1424578.24   | 0.17%             | 2030-02-14      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| SOFTBANK GROUP CORP                        | SoftBank Group Corp.                                    | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $990078.92    | 0.12%             | 2029-07-08      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| SELP FINANCE SARL                          | SELP Finance SARL                                       | CUSIP: 000000000<br>LEI: 549300Y4VYEJE1MH6D45 | Long             | DBT              |  | LU        |   3400000 | PA      | $3692137.96   | 0.44%             | 2029-05-27      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| MACQUARIE GROUP LTD                        | Macquarie Group Ltd.                                    | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   1370000 | PA      | $1678356.39   | 0.20%             | 2030-01-23      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-6744.59     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WHIRLPOOL CORP                             | Whirlpool Corp.                                         | CUSIP: 963320AW6<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3862105.20   | 0.46%             | 2029-02-26      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                              | RCI Banque SA                                           | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |    900000 | PA      | $1062078.59   | 0.13%             | 2030-09-30      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| HEIMSTADEN BOSTAD AB                       | Heimstaden Bostad AB                                    | CUSIP: 000000000<br>LEI: 549300TJR3PR8EXILG79 | Long             | DBT              | CORP              | SE        |   2800000 | PA      | $3286377.12   | 0.39%             | 2029-11-05      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $11890031.28  | 1.42%             | 2026-11-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| NESTE OYJ                                  | Neste OYJ                                               | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | DBT              | CORP              | FI        |   4700000 | PA      | $5574325.72   | 0.67%             | 2030-03-20      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| NOV INC                                    | NOV, Inc.                                               | CUSIP: 637071AM3<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193516.41    | 0.02%             | 2029-12-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: —       |
| SWEDBANK AB                                | Swedbank AB                                             | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    800000 | PA      | $928271.67    | 0.11%             | 2029-04-30      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA PIPELINES                      | TransCanada PipeLines Ltd.                              | CUSIP: 89353ZCN6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   3100000 | PA      | $2402268.93   | 0.29%             | 2030-07-15      | Fixed         | 5.28%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATL INFO SERV                    | Fidelity National Information Services, Inc.            | CUSIP: 000000000<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1158943.74   | 0.14%             | 2030-05-21      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| LEGGETT & PLATT INC                        | Leggett & Platt, Inc.                                   | CUSIP: 524660AY3<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |   1221000 | PA      | $1193968.72   | 0.14%             | 2027-11-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| SCENTRE GROUP TRST 1                       | Scentre Group Trust 1                                   | CUSIP: 000000000<br>LEI: 549300SQ859FBKRKSI77 | Long             | DBT              |  | AU        |   8500000 | PA      | $6163025.52   | 0.74%             | 2029-11-27      | Floating      | 5.11%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI SYD                        | Sumitomo Mitsui Banking Corp.                           | CUSIP: 000000000<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | DBT              | CORP              | JP        |    800000 | PA      | $577377.01    | 0.07%             | 2027-01-20      | Floating      | 5.11%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                      | CUSIP: 000000000<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $5232683.28   | 0.63%             | 2030-07-10      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CASTELLUM AB                               | Castellum AB                                            | CUSIP: 000000000<br>LEI: 549300GU5OHTR1T5IY68 | Long             | DBT              | CORP              | SE        |    580000 | PA      | $684835.95    | 0.08%             | 2030-12-10      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CORP                           | Duke Energy Corp.                                       | CUSIP: 26441CCC7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64624.43     | 0.01%             | 2029-01-05      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| DTE ENERGY CO                              | DTE Energy Co.                                          | CUSIP: 233331BC0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     92000 | PA      | $88944.06     | 0.01%             | 2029-06-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| ENGIE SA                                   | Engie SA                                                | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $474598.45    | 0.06%             | 2030-01-11      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                       | Royal Bank of Canada                                    | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $488616.00    | 0.06%             | 2030-10-02      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                   | Banco Bilbao Vizcaya Argentaria SA                      | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    300000 | PA      | $367087.17    | 0.04%             | 2029-10-14      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co.                                       | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    220000 | PA      | $232463.80    | 0.03%             | 2030-03-25      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold CAD                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-83933.97    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| ERSTE GROUP BANK AG                        | Erste Group Bank AG                                     | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |   1100000 | PA      | $1167282.23   | 0.14%             | 2029-09-14      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| METHANEX CORP                              | Methanex Corp.                                          | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |   2900000 | PA      | $2882250.84   | 0.34%             | 2029-12-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: —       |
| HONDA CANADA FINANCE INC                   | Honda Canada Finance, Inc.                              | CUSIP: 438121BM6<br>LEI: 549300K5H14MP7CO9857 | Long             | DBT              | CORP              | CA        |   2500000 | PA      | $1809953.25   | 0.22%             | 2030-09-23      | Fixed         | 3.54%                 | 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      | $-127968.82   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| GM FINANCIAL CAD                           | General Motors Financial of Canada Ltd.                 | CUSIP: 37045YAN4<br>LEI: 5493001CSMJPUBB7NS44 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $748187.14    | 0.09%             | 2030-02-25      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| TEOLLISUUDEN VOIMA OYJ                     | Teollisuuden Voima OYJ                                  | CUSIP: 000000000<br>LEI: 743700LQ48IZBTZN4S52 | Long             | DBT              | CORP              | FI        |   1600000 | PA      | $1960398.56   | 0.23%             | 2030-06-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BANK OF NEW ZEALAND                        | Bank of New Zealand                                     | CUSIP: 000000000<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |   3370000 | PA      | $3998764.35   | 0.48%             | 2029-07-17      | Fixed         | 3.66%                 | No            | 2                  | On Loan: No      |
| VIATRIS INC                                | Viatris, Inc.                                           | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1214752.73   | 0.15%             | 2027-06-22      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| RTX CORP                                   | RTX Corp.                                               | CUSIP: 000000000<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   5360000 | PA      | $5985658.53   | 0.72%             | 2030-05-18      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| AVIATION CAPITAL GROUP                     | Aviation Capital Group LLC                              | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132054.03    | 0.02%             | 2029-07-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                  | Boeing Co.                                              | CUSIP: 097023BR5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    153000 | PA      | $152509.76    | 0.02%             | 2026-06-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| FORTIS INC                                 | Fortis, Inc.                                            | CUSIP: 349553AQ0<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |   2730000 | PA      | $2055574.34   | 0.25%             | 2029-05-31      | Fixed         | 4.43%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                   | CUSIP: 89117GX51<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $767953.77    | 0.09%             | 2028-09-08      | Fixed         | 5.49%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-535651.63   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| APA INFRASTRUCTURE LTD                     | APA Infrastructure Ltd.                                 | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |   4200000 | PA      | $4584824.56   | 0.55%             | 2029-03-15      | Fixed         | 0.75%                 | 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      | $707529.41    | 0.08%             | 2029-03-08      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                   | Penske Truck Leasing Co. LP/PTL Finance Corp.           | CUSIP: 709599BW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $22626.27     | 0.00%             | 2028-08-01      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| UBS AG AUSTRALIA                           | UBS AG                                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   5500000 | PA      | $4032347.36   | 0.48%             | 2028-11-24      | Floating      | 5.44%                 | No            | 2                  | On Loan: No      |
| WEYERHAEUSER CO                            | Weyerhaeuser Co.                                        | CUSIP: 962166BX1<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |    200000 | PA      | $196243.76    | 0.02%             | 2029-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                   | Ford Motor Credit Co. LLC                               | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515284.53    | 0.06%             | 2027-11-04      | Fixed         | 7.35%                 | No            | 2                  | On Loan: No      |
| GENUINE PARTS CO                           | Genuine Parts Co.                                       | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    600000 | PA      | $599187.23    | 0.07%             | 2029-08-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| MOTABILITY OPERATIONS GR                   | Motability Operations Group PLC                         | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |   4800000 | PA      | $5738819.10   | 0.69%             | 2030-01-17      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| AMPRION GMBH                               | Amprion GmbH                                            | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $578867.10    | 0.07%             | 2030-08-27      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                    | Imperial Brands Finance PLC                             | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205586.16    | 0.02%             | 2030-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| General Electric Co.                       | General Electric Co.                                    | CUSIP: 000000000<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    410000 | PA      | $457723.87    | 0.05%             | 2029-05-17      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| HIGHWOODS REALTY LP                        | Highwoods Realty LP                                     | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |   3340000 | PA      | $3093265.42   | 0.37%             | 2030-02-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| CENCORA INC                                | Cencora, Inc.                                           | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202424.99    | 0.02%             | 2029-12-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| AEROPORTS DE PARIS SA                      | Aeroports de Paris SA                                   | CUSIP: 000000000<br>LEI: 969500PJMBSFHYC37989 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $458917.61    | 0.05%             | 2030-04-02      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                                  | ONEOK, Inc.                                             | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56425.70     | 0.01%             | 2028-11-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| KONINKLIJKE PHILIPS NV                     | Koninklijke Philips NV                                  | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |   4600000 | PA      | $5355459.67   | 0.64%             | 2030-05-23      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| AVIATION CAPITAL GROUP                     | Aviation Capital Group LLC                              | CUSIP: 000000000<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2539500.50   | 0.30%             | 2029-07-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| E.ON SE                                    | E.ON SE                                                 | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |   1340000 | PA      | $1569325.34   | 0.19%             | 2030-03-05      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| ICCREA BANCA SPA                           | Iccrea Banca SpA                                        | CUSIP: 000000000<br>LEI: NNVPP80YIZGEY2314M97 | Long             | DBT              | CORP              | IT        |    120000 | PA      | $140030.90    | 0.02%             | 2030-01-30      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                   | CUSIP: 89117GRJ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2900000 | PA      | $2193034.93   | 0.26%             | 2029-01-08      | Fixed         | 4.68%                 | No            | 2                  | On Loan: No      |
| EUROGRID GMBH                              | Eurogrid GmbH                                           | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |   1200000 | PA      | $1421264.77   | 0.17%             | 2030-04-27      | Fixed         | 3.72%                 | No            | 2                  | On Loan: No      |
| HONDA CANADA FINANCE INC                   | Honda Canada Finance, Inc.                              | CUSIP: 438121BH7<br>LEI: 549300K5H14MP7CO9857 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1518386.28   | 0.18%             | 2029-02-21      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp.                   | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   5046000 | PA      | $5836577.33   | 0.70%             | 2030-02-10      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| DAIMLER TRUCK FI CANADA                    | Daimler Truck Finance Canada, Inc.                      | CUSIP: 233852AH5<br>LEI: 54930098P2A2K13NYP58 | Long             | DBT              | CORP              | CA        |   1100000 | PA      | $849664.67    | 0.10%             | 2028-09-25      | Fixed         | 5.77%                 | No            | 2                  | On Loan: No      |
| EDENRED SE                                 | Edenred SE                                              | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | DBT              | CORP              | FR        |   5000000 | PA      | $5793305.09   | 0.69%             | 2030-08-27      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| ABERTIS INFRAESTRUCTURAS                   | Abertis Infraestructuras SA                             | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |   5000000 | PA      | $5759990.16   | 0.69%             | 2030-07-07      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| FISERV INC                                 | Fiserv, Inc.                                            | CUSIP: 337738AY4<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $5828605.77   | 0.70%             | 2030-07-01      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| INFINEON TECHNOLOGIES AG                   | Infineon Technologies AG                                | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | DBT              | CORP              | DE        |   1300000 | PA      | $1497117.28   | 0.18%             | 2030-02-13      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| DISCOVERY HOLDINGS INC                     | Discovery Global Holdings, Inc.                         | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1946460.00   | 0.23%             | 2029-03-15      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| WESTLAKE CORP                              | Westlake Corp.                                          | CUSIP: 960413AV4<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |   1727000 | PA      | $1901468.62   | 0.23%             | 2029-07-17      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                   | Celanese U.S. Holdings LLC                              | CUSIP: 15089QAK0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   6800000 | PA      | $6732069.36   | 0.81%             | 2026-08-05      | Fixed         | 1.40%                 | No            | 2                  | On Loan: No      |
| SUNCOR ENERGY INC                          | Suncor Energy, Inc.                                     | CUSIP: 86721ZAZ2<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |   8300000 | PA      | $6023159.72   | 0.72%             | 2030-11-14      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 912828YQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3958359.36   | 0.47%             | 2026-10-31      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| SWEDBANK AB                                | Swedbank AB                                             | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   3500000 | PA      | $4068552.96   | 0.49%             | 2030-02-08      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| EQUINIX INC                                | Equinix, Inc.                                           | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    200000 | PA      | $190861.38    | 0.02%             | 2029-11-18      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                   | Healthcare Realty Holdings LP                           | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |   1100000 | PA      | $1035715.53   | 0.12%             | 2030-02-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| EMERSON ELECTRIC CO                        | Emerson Electric Co.                                    | CUSIP: 000000000<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1422077.00   | 0.17%             | 2029-10-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FMC CORP                                   | FMC Corp.                                               | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |   1462000 | PA      | $1322992.51   | 0.16%             | 2029-10-01      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| KELLANOVA                                  | Kellanova                                               | CUSIP: 000000000<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    800000 | PA      | $866791.55    | 0.10%             | 2029-05-20      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| RECKITT BENCKISER TSY                      | Reckitt Benckiser Treasury Services PLC                 | CUSIP: 000000000<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |    880000 | PA      | $1043856.87   | 0.12%             | 2029-06-20      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| BALL CORP                                  | Ball Corp.                                              | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2365019.28   | 0.28%             | 2030-08-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| BAYER AG                                   | Bayer AG                                                | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $180956.36    | 0.02%             | 2029-08-26      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                   | AT&T, Inc.                                              | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198567.02    | 0.02%             | 2030-02-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| BORGWARNER INC                             | BorgWarner, Inc.                                        | CUSIP: 099724AP1<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202525.09    | 0.02%             | 2029-08-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| AUTOLIV INC                                | Autoliv, Inc.                                           | CUSIP: 000000000<br>LEI: A23RUXWKASG834LTMK28 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $2240921.12   | 0.27%             | 2029-08-07      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| MIZUHO BANK LTD/SYDNEY                     | Mizuho Bank Ltd.                                        | CUSIP: 000000000<br>LEI: 254900O5B06Y1EPP2H33 | Long             | DBT              | CORP              | JP        |   1830000 | PA      | $1321935.66   | 0.16%             | 2027-09-06      | Floating      | 4.82%                 | No            | 2                  | On Loan: No      |
| BELL CANADA                                | Bell Telephone Co. of Canada or Bell Canada             | CUSIP: 07813ZCL6<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $2258872.90   | 0.27%             | 2030-02-09      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| JCDECAUX SE                                | JCDecaux SE                                             | CUSIP: 000000000<br>LEI: 9695009KV7AFPDEI5S30 | Long             | DBT              | CORP              | FR        |   1500000 | PA      | $1643682.81   | 0.20%             | 2030-02-07      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                 | Intel Corp.                                             | CUSIP: 458140CF5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1382004.91   | 0.17%             | 2030-02-10      | Fixed         | 5.13%                 | No            | 2                  | On Loan: —       |
| ALTRIA GROUP INC                           | Altria Group, Inc.                                      | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    118000 | PA      | $122852.36    | 0.01%             | 2028-11-01      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                   | Penske Truck Leasing Co. LP/PTL Finance Corp.           | CUSIP: 709599BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $91552.77     | 0.01%             | 2029-03-30      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                                  | ONEOK, Inc.                                             | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198824.87    | 0.02%             | 2029-10-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| F&G ANNUITIES & LIFE INC                   | F&G Annuities & Life, Inc.                              | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3034460.28   | 0.36%             | 2029-06-04      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| TELSTRA GROUP LTD                          | Telstra Group Ltd.                                      | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | DBT              | CORP              | AU        |    800000 | PA      | $893458.31    | 0.11%             | 2029-03-26      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                   | Volkswagen Group of America Finance LLC                 | CUSIP: 928668CC4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    500000 | PA      | $528209.81    | 0.06%             | 2030-11-16      | Fixed         | 6.45%                 | No            | 2                  | On Loan: —       |
| DOW CHEMICAL CO/THE                        | Dow Chemical Co.                                        | CUSIP: 260543DC4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $973025.68    | 0.12%             | 2030-11-15      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| VOLVO TREASURY AB                          | Volvo Treasury AB                                       | CUSIP: 000000000<br>LEI: 549300PD69T87IGZG395 | Long             | DBT              | CORP              | SE        |    240000 | PA      | $280258.04    | 0.03%             | 2029-08-26      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| SLM CORP                                   | SLM Corp.                                               | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1009596.00   | 0.12%             | 2030-01-31      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                             | BNP Paribas SA                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $354633.49    | 0.04%             | 2029-09-01      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                           | Societe Generale SA                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1100000 | PA      | $1180436.74   | 0.14%             | 2030-06-12      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| NORDSTROM INC                              | Nordstrom, Inc.                                         | CUSIP: 655664AH3<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |   2246000 | PA      | $2290574.12   | 0.27%             | 2028-03-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                       | Royal Bank of Canada                                    | CUSIP: 780086ZH0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   8200000 | PA      | $6386262.75   | 0.76%             | 2030-06-24      | Fixed         | 5.23%                 | No            | 2                  | On Loan: No      |
| TELEFONICA EMISIONES SAU                   | Telefonica Emisiones SA                                 | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   2400000 | PA      | $2550339.31   | 0.31%             | 2030-02-03      | Fixed         | 0.66%                 | No            | 2                  | On Loan: No      |
| MCDONALD'S CORP                            | McDonald's Corp.                                        | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    400000 | PA      | $480583.86    | 0.06%             | 2030-03-07      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| EPR PROPERTIES                             | EPR Properties                                          | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   2000000 | PA      | $1999610.58   | 0.24%             | 2026-12-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                   | Liberty Mutual Group, Inc.                              | CUSIP: 000000000<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $2334930.29   | 0.28%             | 2030-12-02      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Swiss Life Finance I AG                    | Swiss Life Finance I AG                                 | CUSIP: 000000000<br>LEI: 549300GDVNT1NHIHOW12 | Long             | DBT              | CORP              | LI        |    500000 | PA      | $587274.60    | 0.07%             | 2029-08-31      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| BG ENERGY CAPITAL PLC                      | BG Energy Capital PLC                                   | CUSIP: 000000000<br>LEI: S2M8QDKEE05NZN8JD460 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $453417.62    | 0.05%             | 2029-11-21      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FIN GROUP INC                    | Jefferies Financial Group, Inc.                         | CUSIP: 000000000<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2959736.40   | 0.35%             | 2029-04-16      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                       | Edison International                                    | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1033681.98   | 0.12%             | 2030-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORP                    | John Deere Capital Corp.                                | CUSIP: 24422EYA1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1703342.64   | 0.20%             | 2028-03-06      | Floating      | 4.16%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-50355.83    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| HUNTINGTON BANCSHARES                      | Huntington Bancshares, Inc.                             | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185323.87    | 0.02%             | 2030-02-04      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |

### Signature

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

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

**Signature:** Randy Olson

**Name of Signer:** Randy Olson

**Title:** Vice President