# EDGAR Filing Document

**Accession Number:** 0000355437
**File Stem:** 0001410368-26-065026
**Filing Date:** 2026-6
**Character Count:** 307892
**Document Hash:** dd776a1fb04d791ce974079ce945fd50
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-065026.hdr.sgml**: 20260624

**ACCESSION NUMBER**: 0001410368-26-065026

**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:** 261114399

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

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

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

## Series and Classes Contracts Data

### DFA Global Core Plus Fixed Income Portfolio (Series ID: S000060107)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000196746 | Institutional Class |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** AUSTIN

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 78746

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

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

- **a. Name of Series:** DFA Global Core Plus Fixed Income Portfolio

- **b. EDGAR series identifier (if any):** S000060107

- **c. LEI of Series:** 549300T4D7ZSYZ7PYY81

**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:** $3372033057.70

**Total Liabilities:** $459299894.79

**Net Assets:** $2912733162.91

**Delayed Delivery Securities:** $46322251.96

**Cash Not Reported:** $70910768.77

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2064.51000000 | **1-Year:** -64121.60000000 | **5-Year:** -633076.28000000 | **10-Year:** -823157.74000000 | **30-Year:** -82664.78000000

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

- **3-Month:** -416.84000000 | **1-Year:** -11476.49000000 | **5-Year:** -54226.56000000 | **10-Year:** -57285.86000000 | **30-Year:** -8082.03000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000196746 | 1.29%                | -2.42%               | 0.77%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-8092694.27             | $20657997.29                               |
| Month 2  | $9288590.30              | $-117362873.41                             |
| Month 3  | $-5231964.51             | $52507245.11                               |

**Designated Index Information**

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

- **Index Identifier:** LEGATRUU

### Schedule of Portfolio Investments

| Name                                       | Title                                                                          | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| NOMURA HOLDINGS INC                        | Nomura Holdings, Inc.                                                          | CUSIP: 65535HAQ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     478000 | PA      | $450675.41    | 0.02%             | 2030-01-16      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                                          | CUSIP: 961214GD9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    2000000 | PA      | $2018516.52   | 0.07%             | 2030-07-01      | Floating      | 4.48%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                           | Paramount Global                                                               | CUSIP: 925524AV2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     400000 | PA      | $362507.79    | 0.01%             | 2033-05-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Dimensional Holdings Inc.                  | DFA Short Term Investment Fund                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   82507784 | NS      | $82507784.50  | 2.83%             |  |  |  | No            | N/A                | On Loan: No      |
| CF INDUSTRIES INC                          | CF Industries, Inc.                                                            | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2248908.90   | 0.08%             | 2043-06-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| DSV FINANCE BV                             | DSV Finance BV                                                                 | CUSIP: 000000000<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |    4037000 | PA      | $4687060.89   | 0.16%             | 2032-11-06      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 632525BW0<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    2280000 | PA      | $2286532.20   | 0.08%             | 2027-10-26      | Floating      | 4.26%                 | No            | 2                  | On Loan: No      |
| DOMINION ENERGY INC                        | Dominion Energy, Inc.                                                          | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1351182.08   | 0.05%             | 2041-08-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| SKANDINAVISKA ENSKILDA                     | Skandinaviska Enskilda Banken AB                                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    1200000 | PA      | $1382599.88   | 0.05%             | 2033-02-10      | Fixed         | 3.38%                 | 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      | $-982806.17   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-27346.97    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| OMERS FINANCE TRUST                        | OMERS Finance Trust                                                            | CUSIP: 000000000<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |   10000000 | PA      | $11550317.53  | 0.40%             | 2035-01-28      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                                             | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    8500000 | PA      | $5835261.00   | 0.20%             | 2035-06-04      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                   | Fortune Brands Innovations, Inc.                                               | CUSIP: 34964CAF3<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     500000 | PA      | $472457.84    | 0.02%             | 2032-03-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co.                                                           | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     980000 | PA      | $1081591.17   | 0.04%             | 2038-05-15      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| New Zealand Government Bonds               | New Zealand Government Bonds                                                   | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |   12000000 | PA      | $6933752.69   | 0.24%             | 2034-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased AUD / Sold USD                                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | AU        |          1 | NC      | $49519.73     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| VORNADO REALTY LP                          | Vornado Realty LP                                                              | CUSIP: 929043AL1<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |    3100000 | PA      | $2817451.93   | 0.10%             | 2031-06-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: —       |
| EUROPEAN UNION                             | European Union                                                                 | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     300000 | PA      | $337493.53    | 0.01%             | 2029-12-04      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                       | Royal Bank of Canada                                                           | CUSIP: 78016FZQ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    3600000 | PA      | $3458747.20   | 0.12%             | 2032-05-04      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| HOWOGE WOHNUNGS                            | HOWOGE Wohnungsbaugesellschaft GmbH                                            | CUSIP: 000000000<br>LEI: 894500BIY1Z9MG9QB745 | Long             | DBT              | CORP              | DE        |     200000 | PA      | $193738.65    | 0.01%             | 2033-11-01      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| NORDSTROM INC                              | Nordstrom, Inc.                                                                | CUSIP: 655664AR1<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    4250000 | PA      | $2971250.65   | 0.10%             | 2044-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 4630000000 | PA      | $24147983.78  | 0.83%             | 2036-03-20      | Fixed         | 0.40%                 | No            | 2                  | On Loan: No      |
| BASF SE                                    | BASF SE                                                                        | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | DBT              | CORP              | DE        |    8400000 | PA      | $9996182.28   | 0.34%             | 2032-06-29      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp.                                          | CUSIP: 459200LY5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     960000 | PA      | $1098253.30   | 0.04%             | 2034-02-03      | Fixed         | 3.45%                 | 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      | $-5581.39     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NUCOR CORP                                 | Nucor Corp.                                                                    | CUSIP: 670346AV7<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2127101.27   | 0.07%             | 2032-04-01      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                   | Siemens Financieringsmaatschappij NV                                           | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    4700000 | PA      | $5476574.52   | 0.19%             | 2036-05-27      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| New Zealand Government Bonds               | New Zealand Government Bonds                                                   | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |   27300000 | PA      | $13308395.80  | 0.46%             | 2037-04-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S.Treasury Notes                                                             | CUSIP: 91282CNQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   16000000 | PA      | $16015273.92  | 0.55%             | 2027-07-31      | Floating      | 3.78%                 | No            | 2                  | On Loan: No      |
| SEMPRA                                     | Sempra                                                                         | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2043910.84   | 0.07%             | 2039-10-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                   | Anheuser-Busch InBev Worldwide, Inc.                                           | CUSIP: 035240AS9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     500000 | PA      | $444540.73    | 0.02%             | 2040-06-01      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| OWENS CORNING                              | Owens Corning                                                                  | CUSIP: 690742AM3<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $4993248.83   | 0.17%             | 2030-02-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: —       |
| EQUINOR ASA                                | Equinor ASA                                                                    | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    9200000 | PA      | $9589831.51   | 0.33%             | 2032-05-22      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| CIGNA GROUP/THE                            | Cigna Group                                                                    | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1555530.28   | 0.05%             | 2040-03-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| GATX CORP                                  | GATX Corp.                                                                     | CUSIP: 361448BJ1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     316000 | PA      | $292000.62    | 0.01%             | 2032-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| WHIRLPOOL CORP                             | Whirlpool Corp.                                                                | CUSIP: 963320BC9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     300000 | PA      | $270826.26    | 0.01%             | 2034-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| E.ON SE                                    | E.ON SE                                                                        | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |    3000000 | PA      | $3455243.26   | 0.12%             | 2040-01-16      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| NORDEA KIINNITYSLUOTTO                     | Nordea Kiinnitysluottopankki OYJ                                               | CUSIP: 000000000<br>LEI: 7437001LESKGLAEOEU84 | Long             | DBT              | CORP              | FI        |     805000 | PA      | $840646.31    | 0.03%             | 2033-02-28      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| FEDEX CORP                                 | FedEx Corp.                                                                    | CUSIP: 000000000<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $3701434.70   | 0.13%             | 2033-05-04      | Fixed         | 0.95%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                  | Uniform Mortgage-Backed Security, TBA                                          | CUSIP: 01F060659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   65248000 | PA      | $66607280.92  | 2.29%             | 2056-05-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro          | Italy Buoni Poliennali Del Tesoro                                              | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    4000000 | PA      | $5145355.34   | 0.18%             | 2034-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CITY OF MONTREAL                           | City of Montreal                                                               | CUSIP: 614852PJ4<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |   10000000 | PA      | $6658077.81   | 0.23%             | 2036-12-01      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| BRITISH COLUMBIA PROV OF                   | Province of British Columbia                                                   | CUSIP: 000000000<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    6000000 | PA      | $6795193.95   | 0.23%             | 2040-05-29      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| AT&T, Inc.                                 | AT&T, Inc.                                                                     | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1740908.92   | 0.06%             | 2032-12-17      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| FEDEX CORP                                 | FedEx Corp.                                                                    | CUSIP: 31428XDN3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2424227.97   | 0.08%             | 2043-04-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                 | CUSIP: 2027A0LB3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    5500000 | PA      | $5513145.00   | 0.19%             | 2029-03-27      | Floating      | 4.29%                 | No            | 2                  | On Loan: No      |
| RTX CORP                                   | RTX Corp.                                                                      | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2658923.49   | 0.09%             | 2042-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| VF CORP                                    | VF Corp.                                                                       | CUSIP: 918204BC1<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    2166000 | PA      | $1965236.06   | 0.07%             | 2030-04-23      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                           | Paramount Global                                                               | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     500000 | PA      | $471654.24    | 0.02%             | 2031-01-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| HEINEKEN NV                                | Heineken NV                                                                    | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |    1500000 | PA      | $1797935.10   | 0.06%             | 2035-03-23      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                   | Province of Saskatchewan                                                       | CUSIP: 000000000<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |    5000000 | PA      | $5841835.27   | 0.20%             | 2034-05-08      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $98184.92     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold JPY                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-492549.10   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| NEW S WALES TREASURY CRP                   | New South Wales Treasury Corp.                                                 | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |    3000000 | PA      | $1649261.87   | 0.06%             | 2034-03-20      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| EQUIFAX INC                                | Equifax, Inc.                                                                  | CUSIP: 294429AL9<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     900000 | PA      | $898855.13    | 0.03%             | 2026-06-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| BAYER US FINANCE II LLC                    | Bayer U.S. Finance II LLC                                                      | CUSIP: 07274NBF9<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2378609.37   | 0.08%             | 2044-07-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                   | Caisse d'Amortissement de la Dette Sociale                                     | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |    5000000 | PA      | $5654456.52   | 0.19%             | 2032-11-25      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| GLP CAPITAL LP / FIN II                    | GLP Capital LP/GLP Financing II, Inc.                                          | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              |  | US        |     500000 | PA      | $448087.35    | 0.02%             | 2032-01-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| WEYERHAEUSER CO                            | Weyerhaeuser Co.                                                               | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |     254000 | PA      | $283952.87    | 0.01%             | 2032-03-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| FORTESCUE TREASURY PTY L                   | Fortescue Treasury Pty. Ltd.                                                   | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     350000 | PA      | $357119.14    | 0.01%             | 2030-04-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| NATIONAL RURAL UTIL COOP                   | National Rural Utilities Cooperative Finance Corp.                             | CUSIP: 637432CT0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     232000 | PA      | $268979.86    | 0.01%             | 2032-03-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| CHEVRON USA INC                            | Chevron USA, Inc.                                                              | CUSIP: 166756BN5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8086056.00   | 0.28%             | 2030-10-15      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| 7-ELEVEN INC                               | 7-Eleven, Inc.                                                                 | CUSIP: 817826AF7<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    5400000 | PA      | $3624187.05   | 0.12%             | 2041-02-10      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased AUD / Sold USD                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | AU        |          1 | NC      | $25290.40     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased EUR / Sold USD                                                       | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |          1 | NC      | $8113.94      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET BANK & TR                     | State Street Bank & Trust Co.                                                  | CUSIP: 857449AD4<br>LEI: 571474TGEMMWANRLN572 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4005440.00   | 0.14%             | 2026-11-25      | Floating      | 4.12%                 | No            | 2                  | On Loan: No      |
| SEMPRA                                     | Sempra                                                                         | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    1253000 | PA      | $1059559.59   | 0.04%             | 2038-02-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| FLEMISH COMMUNITY                          | Ministeries Van de Vlaamse Gemeenschap                                         | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |   13400000 | PA      | $15379998.72  | 0.53%             | 2035-06-22      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold GBP                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $66455.07     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JEFFERIES FIN GROUP INC                    | Jefferies Financial Group, Inc.                                                | CUSIP: 47233JAG3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |      57000 | PA      | $57154.64     | 0.00%             | 2027-01-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                  | Uniform Mortgage-Backed Security, TBA                                          | CUSIP: 01F032658<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20159000 | PA      | $18347438.68  | 0.63%             | 2056-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                  | Uniform Mortgage-Backed Security, TBA                                          | CUSIP: 01F020653<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   63965000 | PA      | $51165189.01  | 1.76%             | 2056-05-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |          1 | NC      | $579933.43    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| NOVO NORDISK FINANCE NL                    | Novo Nordisk Finance Netherlands BV                                            | CUSIP: 000000000<br>LEI: 549300X0PCJ6M2JZQW91 | Long             | DBT              | CORP              | NL        |    6900000 | PA      | $7923201.60   | 0.27%             | 2033-05-27      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| TREASURY CORP VICTORIA                     | Treasury Corp. of Victoria                                                     | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |   10800000 | PA      | $7291905.96   | 0.25%             | 2032-12-20      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS CO                          | General Motors Co.                                                             | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2843088.45   | 0.10%             | 2038-04-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased AUD / Sold USD                                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | AU        |          1 | NC      | $53804.89     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold GBP                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $863.55       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENER PART                    | Kinder Morgan Energy Partners LP                                               | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    6900000 | PA      | $6212801.40   | 0.21%             | 2043-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| MOLINA HEALTHCARE INC                      | Molina Healthcare, Inc.                                                        | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    7850000 | PA      | $7045928.58   | 0.24%             | 2032-05-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: —       |
| Australia & New Zealand Banking Group Ltd. | Purchased AUD / Sold USD                                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | AU        |          1 | NC      | $43042.71     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JAB HOLDINGS BV                            | JAB Holdings BV                                                                | CUSIP: 000000000<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |     400000 | PA      | $474731.59    | 0.02%             | 2035-05-19      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                               | Broadcom, Inc.                                                                 | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     205000 | PA      | $174727.02    | 0.01%             | 2035-11-15      | Fixed         | 3.14%                 | No            | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                   | Celanese U.S. Holdings LLC                                                     | CUSIP: 000000000<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2172445.83   | 0.07%             | 2028-09-10      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| EFSF                                       | European Financial Stability Facility                                          | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |    5700000 | PA      | $5897728.04   | 0.20%             | 2033-05-24      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| TELEFONICA EMISIONES SAU                   | Telefonica Emisiones SA                                                        | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |     400000 | PA      | $460754.29    | 0.02%             | 2035-06-25      | Fixed         | 3.94%                 | No            | 2                  | On Loan: No      |
| NTT FINANCE CORP                           | NTT Finance Corp.                                                              | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    1080000 | PA      | $1240847.01   | 0.04%             | 2035-03-04      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| COLGATE-PALMOLIVE CO                       | Colgate-Palmolive Co.                                                          | CUSIP: 000000000<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1703314.20   | 0.06%             | 2035-11-10      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| ALTRIA GROUP INC                           | Altria Group, Inc.                                                             | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1518608.86   | 0.05%             | 2041-02-04      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| LVMH MOET HENNESSY VUITT                   | LVMH Moet Hennessy Louis Vuitton SE                                            | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $118389.22    | 0.00%             | 2030-02-05      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY INC                     | Berkshire Hathaway, Inc.                                                       | CUSIP: 000000000<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        | 2020000000 | PA      | $12175525.45  | 0.42%             | 2029-09-13      | Fixed         | 0.44%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-25163.52    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                          | HSBC Holdings PLC                                                              | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1600000 | PA      | $1620763.52   | 0.06%             | 2030-03-31      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                                          | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    2000000 | PA      | $2283095.48   | 0.08%             | 2032-08-03      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| LAND BERLIN                                | Land Berlin                                                                    | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |    9100000 | PA      | $8080818.87   | 0.28%             | 2035-06-04      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| NOVO NORDISK FINANCE NL                    | Novo Nordisk Finance Netherlands BV                                            | CUSIP: 000000000<br>LEI: 549300X0PCJ6M2JZQW91 | Long             | DBT              | CORP              | NL        |    2000000 | PA      | $2293120.07   | 0.08%             | 2037-05-27      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| TAYLOR MORRISON COMM                       | Taylor Morrison Communities, Inc.                                              | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4540612.50   | 0.16%             | 2028-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                   | Enbridge Energy Partners LP                                                    | CUSIP: 29250RAT3<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |     234000 | PA      | $229137.00    | 0.01%             | 2040-09-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CHEVRON USA INC                            | Chevron USA, Inc.                                                              | CUSIP: 166756AU0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2268244.96   | 0.08%             | 2043-11-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| VISA INC                                   | Visa, Inc.                                                                     | CUSIP: 000000000<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2291645.45   | 0.08%             | 2037-05-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| SOCIETE NATIONALE SNCF S                   | Societe Nationale SNCF SACA                                                    | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |    2000000 | PA      | $2254792.16   | 0.08%             | 2034-05-25      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-13991.62    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp.                                          | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $866171.97    | 0.03%             | 2039-05-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENER PART                    | Kinder Morgan Energy Partners LP                                               | CUSIP: 494550BN5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $903779.91    | 0.03%             | 2042-08-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| HASBRO INC                                 | Hasbro, Inc.                                                                   | CUSIP: 418056AS6<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1398398.16   | 0.05%             | 2040-03-15      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                   | Liberty Mutual Group, Inc.                                                     | CUSIP: 000000000<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1143702.84   | 0.04%             | 2035-09-26      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro          | Italy Buoni Poliennali Del Tesoro                                              | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    6000000 | PA      | $7126210.77   | 0.24%             | 2037-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| TREASURY CORP VICTORIA                     | Treasury Corp. of Victoria                                                     | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |    3000000 | PA      | $1740061.99   | 0.06%             | 2033-09-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| REGIE AUTONOME DES TRANS                   | Regie Autonome des Transports Parisiens EPIC                                   | CUSIP: 000000000<br>LEI: 969500K59E47ULNCAQ69 | Long             | DBT              | NUSS              | FR        |    7000000 | PA      | $7499377.31   | 0.26%             | 2032-05-25      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| PIEDMONT OPERATING PARTN                   | Piedmont Operating Partnership LP                                              | CUSIP: 720198AK6<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |    1000000 | PA      | $984279.86    | 0.03%             | 2033-01-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                   | Rockies Express Pipeline LLC                                                   | CUSIP: 77340RAD9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1053733.00   | 0.04%             | 2038-07-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| AEROPORTS DE PARIS SA                      | Aeroports de Paris SA                                                          | CUSIP: 000000000<br>LEI: 969500PJMBSFHYC37989 | Long             | DBT              | CORP              | FR        |    3900000 | PA      | $4498176.16   | 0.15%             | 2033-03-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORP                         | Realty Income Corp.                                                            | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    7600000 | PA      | $8699304.68   | 0.30%             | 2035-06-20      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| DICK'S SPORTING GOODS                      | Dick's Sporting Goods, Inc.                                                    | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    9700000 | PA      | $8839749.49   | 0.30%             | 2032-01-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold JPY                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |          1 | NC      | $-399360.51   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| SEALED AIR CORP                            | Sealed Air Corp.                                                               | CUSIP: 81211KAK6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    8692000 | PA      | $8473420.54   | 0.29%             | 2033-07-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| SNAM SPA                                   | Snam SpA                                                                       | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    7000000 | PA      | $7135143.46   | 0.24%             | 2031-06-30      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| TELEFONICA EMISIONES SAU                   | Telefonica Emisiones SA                                                        | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    8100000 | PA      | $9350616.81   | 0.32%             | 2036-01-24      | Fixed         | 4.06%                 | No            | 2                  | On Loan: No      |
| BorgWarner, Inc.                           | BorgWarner, Inc.                                                               | CUSIP: 000000000<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1653058.13   | 0.06%             | 2031-05-19      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 632525CL3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    2900000 | PA      | $2908904.97   | 0.10%             | 2028-06-13      | Floating      | 4.31%                 | No            | 2                  | On Loan: No      |
| EUROFIMA                                   | Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial | CUSIP: 000000000<br>LEI: 4S66HJ5RNB5ZWG9YW219 | Long             | DBT              | NUSS              | XX        |     100000 | PA      | $104301.13    | 0.00%             | 2030-05-20      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENER PART                    | Kinder Morgan Energy Partners LP                                               | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $5031801.81   | 0.17%             | 2038-01-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC                          | CPPIB Capital, Inc.                                                            | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |    9500000 | PA      | $9961254.91   | 0.34%             | 2033-03-04      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                     | Berkshire Hathaway Finance Corp.                                               | CUSIP: 084664CW9<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     100000 | PA      | $89042.23     | 0.00%             | 2030-10-15      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| SEAGATE DATA STOR                          | Seagate Data Storage Technology Pte. Ltd.                                      | CUSIP: 81180LAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     900000 | PA      | $876678.30    | 0.03%             | 2029-06-01      | Fixed         | 4.09%                 | No            | 2                  | On Loan: No      |
| HP INC                                     | HP, Inc.                                                                       | CUSIP: 40434LAN5<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2036822.00   | 0.07%             | 2033-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: —       |
| WILLIAMS COMPANIES INC                     | Williams Cos., Inc.                                                            | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $3945075.20   | 0.14%             | 2044-03-04      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Liberty Mutual Group, Inc.                 | Liberty Mutual Group, Inc.                                                     | CUSIP: 000000000<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2457821.35   | 0.08%             | 2030-12-02      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-1512.16     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold GBP                                                       | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-174247.30   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| AGENCE FRANCE LOCALE                       | Agence France Locale                                                           | CUSIP: 000000000<br>LEI: 969500NMI4UP00IO8G47 | Long             | DBT              | NUSS              | FR        |    7800000 | PA      | $8883369.44   | 0.30%             | 2033-03-20      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| APPLE INC                                  | Apple, Inc.                                                                    | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3546538.35   | 0.12%             | 2041-02-08      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| SPECTRA ENERGY PARTNERS                    | Spectra Energy Partners LP                                                     | CUSIP: 84756NAG4<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1686013.52   | 0.06%             | 2045-03-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| U.K. Gilts                                 | U.K. Gilts                                                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |          2 | PA      | $1.69         | 0.00%             | 2039-01-31      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| DIGITAL DUTCH FINCO BV                     | Digital Dutch Finco BV                                                         | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |    1050000 | PA      | $1100593.97   | 0.04%             | 2031-02-01      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| HASBRO INC                                 | Hasbro, Inc.                                                                   | CUSIP: 418056AU1<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $909200.29    | 0.03%             | 2044-05-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| MANITOBA (PROVINCE OF)                     | Province of Manitoba                                                           | CUSIP: 563469VB8<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |   14100000 | PA      | $10441795.56  | 0.36%             | 2033-06-02      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| HA SUSTAINABLE INF CAP                     | HA Sustainable Infrastructure Capital, Inc.                                    | CUSIP: 41068XAK6<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2662363.35   | 0.09%             | 2036-03-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp.                                          | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5786465.35   | 0.20%             | 2035-02-06      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| JAB HOLDINGS BV                            | JAB Holdings BV                                                                | CUSIP: 000000000<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |     800000 | PA      | $826045.05    | 0.03%             | 2031-07-14      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| CME GROUP INC                              | CME Group, Inc.                                                                | CUSIP: 12572QAF2<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |     500000 | PA      | $493734.93    | 0.02%             | 2043-09-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| CHEVRON USA INC                            | Chevron USA, Inc.                                                              | CUSIP: 166756BC9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1903696.43   | 0.07%             | 2028-02-26      | Floating      | 4.13%                 | No            | 2                  | On Loan: No      |
| JACOBS ENGINEERING GROUP                   | Jacobs Engineering Group, Inc.                                                 | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |     750000 | PA      | $774784.58    | 0.03%             | 2033-03-01      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| AKER BP ASA                                | Aker BP ASA                                                                    | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    2966000 | PA      | $2900186.54   | 0.10%             | 2034-10-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                    | Nissan Motor Acceptance Co. LLC                                                | CUSIP: 65480CAD7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     800000 | PA      | $739040.00    | 0.03%             | 2028-09-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Mizuho Financial Group, Inc.               | Mizuho Financial Group, Inc.                                                   | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    1620000 | PA      | $1688814.83   | 0.06%             | 2030-10-07      | Fixed         | 0.69%                 | No            | 2                  | On Loan: No      |
| ALTRIA GROUP INC                           | Altria Group, Inc.                                                             | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3025688.85   | 0.10%             | 2039-02-14      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| UNUM GROUP                                 | Unum Group                                                                     | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     125000 | PA      | $122804.42    | 0.00%             | 2042-08-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| BHP BILLITON FINANCE LTD                   | BHP Billiton Finance Ltd.                                                      | CUSIP: 000000000<br>LEI: 549300KZMIS43NMT0A66 | Long             | DBT              | CORP              | AU        |    3000000 | PA      | $3395565.04   | 0.12%             | 2033-04-29      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| SWEDBANK AB                                | Swedbank AB                                                                    | CUSIP: 870195AD6<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    6000000 | PA      | $6063725.40   | 0.21%             | 2029-11-20      | Floating      | 4.69%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                           | T-Mobile USA, Inc.                                                             | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    6700000 | PA      | $5858990.61   | 0.20%             | 2040-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                               | UBS Group AG                                                                   | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     200000 | PA      | $191141.15    | 0.01%             | 2033-02-24      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                   | Huntsman International LLC                                                     | CUSIP: 44701QBG6<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6570493.30   | 0.23%             | 2034-10-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: —       |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                                            | CUSIP: 68333ZBK2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   30300000 | PA      | $21794318.11  | 0.75%             | 2035-06-02      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC                           | Crown Castle, Inc.                                                             | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    1600000 | PA      | $1147923.89   | 0.04%             | 2041-04-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| MERCEDES-BENZ FIN NA                       | Mercedes-Benz Finance North America LLC                                        | CUSIP: 233851EA8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     170000 | PA      | $158520.39    | 0.01%             | 2030-03-10      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                 | Intel Corp.                                                                    | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1072712.16   | 0.04%             | 2040-03-25      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| CANADIAN NATL RESOURCES                    | Canadian Natural Resources Ltd.                                                | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    7295000 | PA      | $7729199.71   | 0.27%             | 2038-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| KB HOME                                    | KB Home                                                                        | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    2315000 | PA      | $2143307.33   | 0.07%             | 2031-06-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: —       |
| CAPGEMINI SE                               | Capgemini SE                                                                   | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | DBT              | CORP              | FR        |    2000000 | PA      | $2241314.39   | 0.08%             | 2034-09-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CAISSE FRANCAISE DE FIN                    | Caisse Francaise de Financement Local SA                                       | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |   31300000 | PA      | $36103590.83  | 1.24%             | 2033-07-20      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-2529.32     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ORACLE CORP                                | Oracle Corp.                                                                   | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1351298.17   | 0.05%             | 2039-07-08      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| NISSAN MOTOR CO                            | Nissan Motor Co. Ltd.                                                          | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    6300000 | PA      | $5883691.78   | 0.20%             | 2030-09-17      | Fixed         | 4.81%                 | No            | 2                  | On Loan: No      |
| RAYONIER LP                                | Rayonier LP                                                                    | CUSIP: 75508XAA4<br>LEI: 5493004X96PV3VY6KB95 | Long             | DBT              |  | US        |    3185000 | PA      | $2869487.85   | 0.10%             | 2031-05-17      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BOERSE AG                         | Deutsche Boerse AG                                                             | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | DBT              | CORP              | DE        |     100000 | PA      | $119399.63    | 0.00%             | 2029-09-28      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| DEVON ENERGY CORPORATION                   | Devon Energy Corp.                                                             | CUSIP: 25179MAU7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4409772.20   | 0.15%             | 2045-06-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| EASTMAN CHEMICAL CO                        | Eastman Chemical Co.                                                           | CUSIP: 277432AP5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4193366.10   | 0.14%             | 2044-10-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| SEVERN TRENT WATER UTIL                    | Severn Trent Utilities Finance PLC                                             | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |     450000 | PA      | $512792.28    | 0.02%             | 2037-08-04      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| FMC CORP                                   | FMC Corp.                                                                      | CUSIP: 302491AX3<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1325867.85   | 0.05%             | 2033-05-18      | Fixed         | 5.65%                 | No            | 2                  | On Loan: —       |
| GLAXOSMITHKLINE CAPITAL                    | GlaxoSmithKline Capital PLC                                                    | CUSIP: 000000000<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |     940000 | PA      | $1290655.76   | 0.04%             | 2033-12-19      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM INC                             | Amazon.com, Inc.                                                               | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $4423380.24   | 0.15%             | 2041-05-12      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| APA CORP                                   | APA Corp.                                                                      | CUSIP: 03743QBA5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     500000 | PA      | $507776.07    | 0.02%             | 2037-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP LP                    | Simon Property Group LP                                                        | CUSIP: 828807DQ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |     100000 | PA      | $87645.98     | 0.00%             | 2032-01-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| WALMART INC                                | Walmart, Inc.                                                                  | CUSIP: 931142CV3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    6244000 | PA      | $6162790.85   | 0.21%             | 2040-07-08      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                               | Barclays PLC                                                                   | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    7500000 | PA      | $8749438.08   | 0.30%             | 2033-01-17      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| AMERICAN NATIONAL GROUP                    | American National Group, Inc.                                                  | CUSIP: 02772AAA7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5130196.05   | 0.18%             | 2032-06-13      | Fixed         | 6.14%                 | No            | 2                  | On Loan: No      |
| BP CAPITAL MARKETS PLC                     | BP Capital Markets PLC                                                         | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    4750000 | PA      | $5014106.58   | 0.17%             | 2031-05-08      | Fixed         | 1.23%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold AUD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-69368.31    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group, Inc.                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    6379000 | PA      | $6367780.26   | 0.22%             | 2032-03-23      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| VISA INC                                   | Visa, Inc.                                                                     | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     500000 | PA      | $379003.16    | 0.01%             | 2040-04-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| KEMPER CORP                                | Kemper Corp.                                                                   | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3191116.85   | 0.11%             | 2032-02-23      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| BUCKEYE PARTNERS LP                        | Buckeye Partners LP                                                            | CUSIP: 118230AQ4<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      87000 | PA      | $86355.22     | 0.00%             | 2026-12-01      | Fixed         | 3.95%                 | 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      | $-6442.90     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LOEWS CORP                                 | Loews Corp.                                                                    | CUSIP: 540424AU2<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |     480000 | PA      | $468459.88    | 0.02%             | 2036-04-01      | Fixed         | 4.94%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                         | Credit Agricole SA                                                             | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    3300000 | PA      | $3768398.93   | 0.13%             | 2034-09-26      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  500000000 | PA      | $3016958.90   | 0.10%             | 2034-03-20      | Fixed         | 1.50%                 | 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      | $-2039270.89  | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                | BNP Paribas SA                                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1500000 | PA      | $1606551.37   | 0.06%             | 2032-04-07      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                                                   | CUSIP: 000000000<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $3299523.84   | 0.11%             | 2032-03-19      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold GBP                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-42853.88    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    7400000 | PA      | $5346064.93   | 0.18%             | 2027-10-18      | Floating      | 5.03%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                     | Berkshire Hathaway Finance Corp.                                               | CUSIP: 084664CS8<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13754851.55  | 0.47%             | 2039-06-19      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                                                | CUSIP: 4581X0EQ7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    3432000 | PA      | $3444855.69   | 0.12%             | 2029-08-01      | Floating      | 4.02%                 | No            | 2                  | On Loan: No      |
| MERCK & CO INC                             | Merck & Co., Inc.                                                              | CUSIP: 58933YAJ4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $6734687.44   | 0.23%             | 2043-05-18      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| GE CAPITAL UK FUNDING UN                   | GE Capital U.K. Funding Unlimited Co.                                          | CUSIP: 000000000<br>LEI: BR7Z6BPTFF652NNO9651 | Long             | DBT              | CORP              | IE        |    2240000 | PA      | $3127877.20   | 0.11%             | 2033-01-18      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| KROGER CO                                  | Kroger Co.                                                                     | CUSIP: 501044CK5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1692412.38   | 0.06%             | 2038-04-15      | Fixed         | 6.90%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BAHN AG                           | Deutsche Bahn AG                                                               | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |     100000 | PA      | $112382.61    | 0.00%             | 2030-05-24      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold AUD                                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |          1 | NC      | $-1300514.19  | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                         | Credit Agricole SA                                                             | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     800000 | PA      | $968974.36    | 0.03%             | 2033-11-27      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| UNEDIC                                     | UNEDIC ASSEO                                                                   | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |    1300000 | PA      | $1110439.10   | 0.04%             | 2036-05-25      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS INC                         | Meta Platforms, Inc.                                                           | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     259000 | PA      | $254841.21    | 0.01%             | 2034-08-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| WRKCO INC                                  | WRKCo, Inc.                                                                    | CUSIP: 92940PAF1<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1679251.53   | 0.06%             | 2032-06-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                                          | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    1000000 | PA      | $1149217.18   | 0.04%             | 2032-09-22      | Fixed         | 3.36%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp.                                                               | CUSIP: 126650BR0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    8249000 | PA      | $8482531.58   | 0.29%             | 2039-09-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                 | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    3780000 | PA      | $2745795.53   | 0.09%             | 2028-08-17      | Floating      | 4.91%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY INC                     | Berkshire Hathaway, Inc.                                                       | CUSIP: 000000000<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        | 1100000000 | PA      | $6167107.58   | 0.21%             | 2032-01-23      | Fixed         | 0.47%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                            | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5000000 | PA      | $4977148.45   | 0.17%             | 2030-07-31      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                        | Intesa Sanpaolo SpA                                                            | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    1400000 | PA      | $1485193.59   | 0.05%             | 2031-02-24      | Fixed         | 1.35%                 | No            | 2                  | On Loan: No      |
| FLOWSERVE CORPORATION                      | Flowserve Corp.                                                                | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |   13636000 | PA      | $12058744.61  | 0.41%             | 2032-01-15      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                                  | ONEOK, Inc.                                                                    | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     200000 | PA      | $212325.57    | 0.01%             | 2031-01-15      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                    | Imperial Brands Finance PLC                                                    | CUSIP: 000000000<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   10200000 | PA      | $11635928.67  | 0.40%             | 2034-02-12      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                        | Intesa Sanpaolo SpA                                                            | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     500000 | PA      | $650834.52    | 0.02%             | 2033-03-08      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold JPY                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-83063.79    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ENEXIS HOLDING NV                          | Enexis Holding NV                                                              | CUSIP: 000000000<br>LEI: 7245009Q5867Q0YC9Q13 | Long             | DBT              | CORP              | NL        |   12976000 | PA      | $14955386.62  | 0.51%             | 2033-04-09      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| SHELL FINANCE US INC                       | Shell Finance U.S., Inc.                                                       | CUSIP: 822905AV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5800000 | PA      | $5878706.87   | 0.20%             | 2040-03-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BRITISH COLUMBIA PROV OF                   | Province of British Columbia                                                   | CUSIP: 000000000<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    7400000 | PA      | $8348151.06   | 0.29%             | 2039-05-24      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                  | Uniform Mortgage-Backed Security, TBA                                          | CUSIP: 01F062655<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   28610000 | PA      | $29682000.96  | 1.02%             | 2056-05-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| HP INC                                     | HP, Inc.                                                                       | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   10400000 | PA      | $10421781.03  | 0.36%             | 2041-09-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: —       |
| Japan Government Thirty Year Bonds         | Japan Government Thirty Year Bonds                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 3200000000 | PA      | $20374283.80  | 0.70%             | 2036-06-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BANQUE FED CRED MUTUEL                     | Banque Federative du Credit Mutuel SA                                          | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    1200000 | PA      | $1277362.74   | 0.04%             | 2030-01-17      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                 | Intel Corp.                                                                    | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1657000 | PA      | $1159946.74   | 0.04%             | 2041-08-12      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| PULTEGROUP INC                             | PulteGroup, Inc.                                                               | CUSIP: 745867AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     800000 | PA      | $838555.16    | 0.03%             | 2035-02-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CDP FINANCIAL INC                          | CDP Financial, Inc.                                                            | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |   18020000 | PA      | $20641766.05  | 0.71%             | 2032-02-13      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| VIRGINIA ELEC & POWER CO                   | Virginia Electric & Power Co.                                                  | CUSIP: 927804FE9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1081743.03   | 0.04%             | 2037-11-30      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                 | CUSIP: 2027A1KZ9<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     846000 | PA      | $850893.26    | 0.03%             | 2030-10-01      | Floating      | 4.44%                 | No            | 2                  | On Loan: No      |
| INVITATION HOMES OP                        | Invitation Homes Operating Partnership LP                                      | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    1000000 | PA      | $859436.03    | 0.03%             | 2031-08-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| ILE DE FRANCE MOBILITES                    | Ile-de-France Mobilites                                                        | CUSIP: 000000000<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | NUSS              | FR        |    6000000 | PA      | $6764114.32   | 0.23%             | 2038-06-14      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold GBP                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-33923.14    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AT&T INC                                   | AT&T, Inc.                                                                     | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1579800.67   | 0.05%             | 2039-03-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| ONTARIO TEACHERS' FINANC                   | Ontario Teachers' Finance Trust                                                | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |    3252000 | PA      | $3526586.09   | 0.12%             | 2032-05-03      | Fixed         | 1.85%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                         | Banco Santander SA                                                             | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    2500000 | PA      | $2845248.24   | 0.10%             | 2035-02-17      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                 | CUSIP: 2027A0KZ1<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    9500000 | PA      | $9554948.00   | 0.33%             | 2030-10-01      | Floating      | 4.44%                 | No            | 2                  | On Loan: No      |
| MOLSON COORS BEVERAGE                      | Molson Coors Beverage Co.                                                      | CUSIP: 60871RAD2<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4157720.95   | 0.14%             | 2042-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                               | Broadcom, Inc.                                                                 | CUSIP: 11135FCV1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   14600000 | PA      | $11662393.57  | 0.40%             | 2041-02-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ADVANCE AUTO PARTS                         | Advance Auto Parts, Inc.                                                       | CUSIP: 00751YAE6<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     700000 | PA      | $656591.95    | 0.02%             | 2030-04-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: —       |
| APPLE INC                                  | Apple, Inc.                                                                    | CUSIP: 037833CX6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      64000 | PA      | $63341.67     | 0.00%             | 2027-06-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Unibail-Rodamco-Westfield SE               | Unibail-Rodamco-Westfield SE                                                   | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |     500000 | PA      | $539782.11    | 0.02%             | 2031-01-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp.                                                               | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    2425000 | PA      | $2043316.52   | 0.07%             | 2040-04-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-283523.41   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDI                           | Ford Motor Credit Co. LLC                                                      | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $911551.52    | 0.03%             | 2031-06-17      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| NOKIA OYJ                                  | Nokia OYJ                                                                      | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |     682000 | PA      | $718978.04    | 0.02%             | 2039-05-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| EPR PROPERTIES                             | EPR Properties                                                                 | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    6000000 | PA      | $5507585.16   | 0.19%             | 2031-11-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FIN GROUP INC                    | Jefferies Financial Group, Inc.                                                | CUSIP: 47233JDX3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $2716221.73   | 0.09%             | 2032-10-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                   | Rogers Communications, Inc.                                                    | CUSIP: 775109AL5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    4000000 | PA      | $4555126.40   | 0.16%             | 2038-08-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| The DFA Investment Trust Company           | DFA Investment Trust Co.                                                       | CUSIP: 23320U405<br>LEI: 549300FSKWEXKF6YBM56 | Long             | EC               | RF                | US        |    6981685 | NS      | $80743185.67  | 2.77%             |  |  |  | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                        | American Tower Corp.                                                           | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    3247000 | PA      | $3288915.58   | 0.11%             | 2032-01-15      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| EUROPEAN BK RECON & DEV                    | European Bank for Reconstruction & Development                                 | CUSIP: 29875BAK2<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    1200000 | PA      | $1200920.23   | 0.04%             | 2028-02-20      | Floating      | 3.99%                 | No            | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL                     | Telecom Italia Capital SA                                                      | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    1000000 | PA      | $1132264.00   | 0.04%             | 2038-06-04      | Fixed         | 7.72%                 | No            | 2                  | On Loan: No      |
| SENSATA TECH INC                           | Sensata Technologies, Inc.                                                     | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4847814.00   | 0.17%             | 2030-02-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| APA CORP                                   | APA Corp.                                                                      | CUSIP: 03743QBD9<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    4828000 | PA      | $3828322.87   | 0.13%             | 2043-04-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: —       |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                                       | CUSIP: 21688ABL5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     500000 | PA      | $501442.67    | 0.02%             | 2028-01-21      | Floating      | 4.25%                 | No            | 2                  | On Loan: No      |
| CK HUTCHISON GROUP                         | CK Hutchison Group Telecom Finance SA                                          | CUSIP: 000000000<br>LEI: 254900OM17Q9YNDIUG82 | Long             | DBT              | CORP              | LU        |    2000000 | PA      | $2088189.14   | 0.07%             | 2031-10-17      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| BANQUE FED CRED MUTUEL                     | Banque Federative du Credit Mutuel SA                                          | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    2700000 | PA      | $2755632.05   | 0.09%             | 2032-01-19      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| SABRA HEALTH CARE LP                       | Sabra Health Care LP                                                           | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |    6730000 | PA      | $6540332.58   | 0.22%             | 2029-10-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: —       |
| HARTFORD INSUR GRP INC/T                   | Hartford Insurance Group, Inc.                                                 | CUSIP: 416515AS3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2118875.44   | 0.07%             | 2036-10-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| HOWMET AEROSPACE INC                       | Howmet Aerospace, Inc.                                                         | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     500000 | PA      | $531178.60    | 0.02%             | 2037-02-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-33673.30    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                     | Berkshire Hathaway Finance Corp.                                               | CUSIP: 000000000<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6821447.84   | 0.23%             | 2034-03-18      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| BNG BANK NV                                | BNG Bank NV                                                                    | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |    4100000 | PA      | $3914636.51   | 0.13%             | 2033-04-19      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| NORDSTROM INC                              | Nordstrom, Inc.                                                                | CUSIP: 655664AY6<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3037663.86   | 0.10%             | 2031-08-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| LAS VEGAS SANDS CORP                       | Las Vegas Sands Corp.                                                          | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4624509.60   | 0.16%             | 2034-08-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS CO                          | General Motors Co.                                                             | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $875229.78    | 0.03%             | 2045-04-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| NUSTAR LOGISTICS LP                        | NuStar Logistics LP                                                            | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     432000 | PA      | $433543.10    | 0.01%             | 2027-04-28      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased DKK / Sold USD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | DK        |          1 | NC      | $91540.77     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SWEDISH EXPORT CREDIT                      | Svensk Exportkredit AB                                                         | CUSIP: 000000000<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    2000000 | PA      | $2370740.51   | 0.08%             | 2030-08-30      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| JOHNSON & JOHNSON                          | Johnson & Johnson                                                              | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     250000 | PA      | $175042.86    | 0.01%             | 2040-09-01      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| NVIDIA CORP                                | NVIDIA Corp.                                                                   | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     500000 | PA      | $416902.91    | 0.01%             | 2040-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BLACKROCK INC                              | Blackrock, Inc.                                                                | CUSIP: 000000000<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $8193965.56   | 0.28%             | 2035-07-18      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                           | Paramount Global                                                               | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    1513000 | PA      | $1609998.73   | 0.06%             | 2030-07-30      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                                             | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    9000000 | PA      | $10398594.59  | 0.36%             | 2035-05-22      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| SELECTIVE INSURANCE GROU                   | Selective Insurance Group, Inc.                                                | CUSIP: 816300AJ6<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2587344.58   | 0.09%             | 2035-04-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 05252ADS7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    7100000 | PA      | $7121939.43   | 0.24%             | 2028-06-18      | Floating      | 4.28%                 | No            | 2                  | On Loan: No      |
| ARIZONA PUBLIC SERVICE                     | Arizona Public Service Co.                                                     | CUSIP: 040555CM4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     700000 | PA      | $653055.45    | 0.02%             | 2041-09-01      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                         | Credit Agricole SA                                                             | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    8500000 | PA      | $10223698.04  | 0.35%             | 2033-01-18      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA PIPELINES                      | TransCanada PipeLines Ltd.                                                     | CUSIP: 893526DJ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    1000000 | PA      | $1039682.62   | 0.04%             | 2040-06-01      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                     | Mitsubishi UFJ Financial Group, Inc.                                           | CUSIP: 606822BK9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    1000000 | PA      | $844269.42    | 0.03%             | 2039-07-18      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                   | Siemens Financieringsmaatschappij NV                                           | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |   16700000 | PA      | $19293755.05  | 0.66%             | 2033-05-27      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| CONSTELLATION EN GEN LLC                   | Constellation Energy Generation LLC                                            | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1582457.21   | 0.05%             | 2039-10-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| SHELL FINANCE US INC                       | Shell Finance U.S., Inc.                                                       | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2375000 | PA      | $2009738.75   | 0.07%             | 2045-05-11      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| CMS ENERGY CORP                            | CMS Energy Corp.                                                               | CUSIP: 125896BQ2<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      58000 | PA      | $57973.96     | 0.00%             | 2026-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 3550000000 | PA      | $20315646.26  | 0.70%             | 2035-09-20      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                   | Healthcare Realty Holdings LP                                                  | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    1600000 | PA      | $1398111.54   | 0.05%             | 2031-03-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FORTESCUE TREASURY PTY L                   | Fortescue Treasury Pty. Ltd.                                                   | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    1600000 | PA      | $1653566.24   | 0.06%             | 2032-04-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| SHELL INTERNATIONAL FIN                    | Shell International Finance BV                                                 | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    3600000 | PA      | $3883675.78   | 0.13%             | 2032-04-07      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| INTL FINANCE CORP                          | International Finance Corp.                                                    | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |   10100000 | PA      | $5188285.69   | 0.18%             | 2035-04-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| BRUNSWICK CORP                             | Brunswick Corp.                                                                | CUSIP: 117043AT6<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2351516.75   | 0.08%             | 2031-08-18      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| NESTLE FINANCE INTL LTD                    | Nestle Finance International Ltd.                                              | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |    4280000 | PA      | $5073766.71   | 0.17%             | 2035-11-14      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| BLUE OWL FINANCE LLC                       | Blue Owl Finance LLC                                                           | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3149902.43   | 0.11%             | 2034-04-18      | Fixed         | 6.25%                 | No            | 2                  | On Loan: —       |
| CAMDEN PROPERTY TRUST                      | Camden Property Trust                                                          | CUSIP: 133131BC5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |     480000 | PA      | $466568.16    | 0.02%             | 2036-02-28      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-323204.26   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| PROLOGIS EURO FINANCE                      | Prologis Euro Finance LLC                                                      | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |   11500000 | PA      | $11313060.47  | 0.39%             | 2032-02-16      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| NATURGY FIN IBERIA SA                      | Naturgy Finance Iberia SA                                                      | CUSIP: 000000000<br>LEI: 2138005FTXOJUBQ5J563 | Long             | DBT              | CORP              | ES        |    4600000 | PA      | $5269608.18   | 0.18%             | 2034-10-02      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| MICRON TECHNOLOGY INC                      | Micron Technology, Inc.                                                        | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     500000 | PA      | $446228.77    | 0.02%             | 2032-04-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| APA INFRASTRUCTURE LTD                     | APA Infrastructure Ltd.                                                        | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    1367000 | PA      | $1508336.27   | 0.05%             | 2030-07-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                       | Glencore Funding LLC                                                           | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    1880000 | PA      | $1713199.27   | 0.06%             | 2031-04-27      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| ORIX CORP                                  | ORIX Corp.                                                                     | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    7550000 | PA      | $8723501.08   | 0.30%             | 2031-10-22      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                   | Rockies Express Pipeline LLC                                                   | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2019766.00   | 0.07%             | 2040-04-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| SHELL INTERNATIONAL FIN                    | Shell International Finance BV                                                 | CUSIP: 822582AT9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   12200000 | PA      | $9630669.14   | 0.33%             | 2042-08-21      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| AIRCASTLE LTD                              | Aircastle Ltd.                                                                 | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     500000 | PA      | $499893.44    | 0.02%             | 2026-06-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| SHELL INTERNATIONAL FIN                    | Shell International Finance BV                                                 | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    3200000 | PA      | $3452156.25   | 0.12%             | 2032-04-07      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-5477.59     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| METLIFE INC                                | MetLife, Inc.                                                                  | CUSIP: 59156RAY4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     500000 | PA      | $516431.40    | 0.02%             | 2041-02-06      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| ADVANCE AUTO PARTS                         | Advance Auto Parts, Inc.                                                       | CUSIP: 00751YAG1<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2285855.00   | 0.08%             | 2032-03-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 632525CP4<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   17600000 | PA      | $17653298.96  | 0.61%             | 2031-01-13      | Floating      | 4.34%                 | No            | 2                  | On Loan: No      |
| EUROFINS SCIENTIFIC SE                     | Eurofins Scientific SE                                                         | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | DBT              | CORP              | LU        |    1520000 | PA      | $1760919.19   | 0.06%             | 2033-02-05      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS CO                          | General Motors Co.                                                             | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2974866.78   | 0.10%             | 2043-10-02      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| LYB INTERNATIONAL FINANC                   | LYB International Finance II BV                                                | CUSIP: 000000000<br>LEI: 549300ZSNDBYN4Z4VZ93 | Long             | DBT              | CORP              | NL        |    6500000 | PA      | $6866496.82   | 0.24%             | 2031-09-17      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                                             | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $904633.24    | 0.03%             | 2032-01-12      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BOERSE AG                         | Deutsche Boerse AG                                                             | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | DBT              | CORP              | DE        |    5200000 | PA      | $6244693.86   | 0.21%             | 2033-09-28      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| PUBLIC STORAGE OP CO                       | Public Storage Operating Co.                                                   | CUSIP: 000000000<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    9400000 | PA      | $9432305.25   | 0.32%             | 2032-01-24      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| NEWMARKET CORP                             | NewMarket Corp.                                                                | CUSIP: 651587AG2<br>LEI: 54930082CG88ERDREQ47 | Long             | DBT              | CORP              | US        |     255000 | PA      | $230904.20    | 0.01%             | 2031-03-18      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| INVESTOR AB                                | Investor AB                                                                    | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | DBT              | CORP              | SE        |    1000000 | PA      | $865436.00    | 0.03%             | 2035-10-29      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| Japan Government Ten Year Bonds            | Japan Government Ten Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1000000000 | PA      | $5883683.05   | 0.20%             | 2035-03-20      | Fixed         | 1.40%                 | No            | 2                  | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                   | Public Service Enterprise Group, Inc.                                          | CUSIP: 744573AS5<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     575000 | PA      | $646552.04    | 0.02%             | 2031-04-15      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| JT INTL FIN SERVICES BV                    | JT International Financial Services BV                                         | CUSIP: 000000000<br>LEI: 549300U2F0PG10VZUN93 | Long             | DBT              | CORP              | NL        |    6130000 | PA      | $7000940.69   | 0.24%             | 2034-04-11      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| FRESENIUS MED CARE III                     | Fresenius Medical Care U.S. Finance III, Inc.                                  | CUSIP: 35805BAB4<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |    8100000 | PA      | $7207314.63   | 0.25%             | 2031-02-16      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| FLEX LTD                                   | Flex Ltd.                                                                      | CUSIP: 33938XAB1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    5950000 | PA      | $5953336.76   | 0.20%             | 2030-05-12      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| LAND NIEDERSACHSEN                         | State of Lower Saxony                                                          | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |     286000 | PA      | $303120.62    | 0.01%             | 2030-01-10      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  860000000 | PA      | $5103364.31   | 0.18%             | 2034-09-20      | Fixed         | 1.40%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES CORP                       | Targa Resources Corp.                                                          | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1424946.09   | 0.05%             | 2033-02-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| NORDSTROM INC                              | Nordstrom, Inc.                                                                | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2185608.58   | 0.08%             | 2030-04-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: —       |
| STELLANTIS FIN US INC                      | Stellantis Finance U.S., Inc.                                                  | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3994335.36   | 0.14%             | 2035-03-18      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| CTP NV                                     | CTP NV                                                                         | CUSIP: 000000000<br>LEI: 3157000YTVO4TN65UM14 | Long             | DBT              | CORP              | NL        |    2900000 | PA      | $3326439.89   | 0.11%             | 2035-03-10      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp.                                                               | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $986821.53    | 0.03%             | 2044-06-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| KUNTARAHOITUS OYJ                          | Kuntarahoitus OYJ                                                              | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |    3262000 | PA      | $3393451.39   | 0.12%             | 2033-02-23      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| NOVA SCOTIA PROVINCE                       | Province of Nova Scotia                                                        | CUSIP: 669827GM3<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |   28000000 | PA      | $20469775.83  | 0.70%             | 2035-06-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| CENTERPOINT ENERGY RES                     | CenterPoint Energy Resources Corp.                                             | CUSIP: 15189WAH3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    1980000 | PA      | $2021935.23   | 0.07%             | 2041-01-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased DKK / Sold USD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | DK        |          1 | NC      | $516.05       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AKER BP ASA                                | Aker BP ASA                                                                    | CUSIP: 00973RAM5<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    1000000 | PA      | $1043166.42   | 0.04%             | 2033-06-13      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CON EDISON CO OF NY INC                    | Consolidated Edison Co. of New York, Inc.                                      | CUSIP: 209111EU3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     200000 | PA      | $225963.23    | 0.01%             | 2038-04-01      | Fixed         | 6.75%                 | 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      | $-1185912.91  | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                   | Ford Motor Credit Co. LLC                                                      | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     613000 | PA      | $575800.44    | 0.02%             | 2030-11-13      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| PRUDENTIAL FUNDING ASIA                    | Prudential Funding Asia PLC                                                    | CUSIP: 744330AB7<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |   19800000 | PA      | $18697329.09  | 0.64%             | 2032-03-24      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-1542001.84  | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                                                   | CUSIP: 92343VBX1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $9571329.45   | 0.33%             | 2034-02-17      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ELECTRICITE DE FRANCE SA                   | Electricite de France SA                                                       | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    1500000 | PA      | $2042877.40   | 0.07%             | 2034-06-02      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                            | CUSIP: 91282CMJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   18000000 | PA      | $18005398.56  | 0.62%             | 2027-01-31      | Floating      | 3.72%                 | No            | 2                  | On Loan: No      |
| LINCOLN NATIONAL CORP                      | Lincoln National Corp.                                                         | CUSIP: 534187AW9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    3550000 | PA      | $3704728.06   | 0.13%             | 2037-10-09      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                    | Exxon Mobil Corp.                                                              | CUSIP: 000000000<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   46840000 | PA      | $47199998.91  | 1.62%             | 2032-06-26      | Fixed         | 0.84%                 | No            | 2                  | On Loan: No      |
| CAISSE DES DEPOTS ET CON                   | Caisse des Depots et Consignations                                             | CUSIP: 000000000<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | DBT              | NUSS              | FR        |    6700000 | PA      | $7693090.02   | 0.26%             | 2033-05-25      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| YUM! BRANDS INC                            | Yum! Brands, Inc.                                                              | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    2470000 | PA      | $2300675.33   | 0.08%             | 2031-03-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| DPL INC/OHIO                               | DPL LLC                                                                        | CUSIP: 233293AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5029000 | PA      | $4869370.49   | 0.17%             | 2029-04-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| BOARDWALK PIPELINES LP                     | Boardwalk Pipelines LP                                                         | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1571124.84   | 0.05%             | 2032-09-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| MOLINA HEALTHCARE INC                      | Molina Healthcare, Inc.                                                        | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     500000 | PA      | $463339.00    | 0.02%             | 2030-11-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| NORDSTROM INC                              | Nordstrom, Inc.                                                                | CUSIP: 655664AS9<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |     500000 | PA      | $490329.65    | 0.02%             | 2027-03-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CHEVRON USA INC                            | Chevron USA, Inc.                                                              | CUSIP: 166756BM7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    7224000 | PA      | $7244299.44   | 0.25%             | 2028-08-13      | Floating      | 4.23%                 | No            | 2                  | On Loan: —       |
| WHIRLPOOL CORP                             | Whirlpool Corp.                                                                | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1915525.30   | 0.07%             | 2033-06-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: —       |
| UNDER ARMOUR INC                           | Under Armour, Inc.                                                             | CUSIP: 904311AA5<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |    6250000 | PA      | $6237241.88   | 0.21%             | 2026-06-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| NEW S WALES TREASURY CRP                   | New South Wales Treasury Corp.                                                 | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |    9200000 | PA      | $5057736.40   | 0.17%             | 2034-03-20      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| NEW S WALES TREASURY CRP                   | New South Wales Treasury Corp.                                                 | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |    8000000 | PA      | $5423643.88   | 0.19%             | 2039-02-22      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| EUROPEAN BK RECON & DEV                    | European Bank for Reconstruction & Development                                 | CUSIP: 29874QEU4<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    2100000 | PA      | $2098303.66   | 0.07%             | 2029-02-16      | Floating      | 3.96%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |          1 | NC      | $-88783.26    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ENEL FINANCE INTL NV                       | ENEL Finance International NV                                                  | CUSIP: 29268BAF8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    2800000 | PA      | $2844890.08   | 0.10%             | 2039-10-07      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                                          | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    1800000 | PA      | $1997581.57   | 0.07%             | 2030-04-08      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| AMERICAN ASSETS TRUST LP                   | American Assets Trust LP                                                       | CUSIP: 02401LAB0<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |    7000000 | PA      | $7015643.46   | 0.24%             | 2034-10-01      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| DIGITAL DUTCH FINCO BV                     | Digital Dutch Finco BV                                                         | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |   11900000 | PA      | $13445394.42  | 0.46%             | 2035-03-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| HNI CORP                                   | HNI Corp.                                                                      | CUSIP: 404251AA8<br>LEI: 549300SKRADLC4O5HV93 | Long             | DBT              | CORP              | US        |     542000 | PA      | $535289.82    | 0.02%             | 2029-01-18      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                         | Royalty Pharma PLC                                                             | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    2900000 | PA      | $2217231.37   | 0.08%             | 2040-09-02      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold JPY                                                       | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-121729.41   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CONTINENTAL RESOURCES                      | Continental Resources, Inc.                                                    | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2642495.28   | 0.09%             | 2032-04-01      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMER PIPELINE                   | Plains All American Pipeline LP/PAA Finance Corp.                              | CUSIP: 72650RAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1834196.64   | 0.06%             | 2037-01-15      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                     | Berkshire Hathaway Finance Corp.                                               | CUSIP: 084664BV2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2458734.32   | 0.08%             | 2043-05-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association   | Government National Mortgage Association, TBA                                  | CUSIP: 21H060655<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   25057000 | PA      | $25544552.84  | 0.88%             | 2056-05-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association   | Government National Mortgage Association, TBA                                  | CUSIP: 21H052652<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   20731000 | PA      | $20876681.51  | 0.72%             | 2056-05-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| TREASURY CORP VICTORIA                     | Treasury Corp. of Victoria                                                     | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |   25200000 | PA      | $14029602.91  | 0.48%             | 2034-11-20      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATL FINANCIAL                    | Fidelity National Financial, Inc.                                              | CUSIP: 31620RAK1<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    2350000 | PA      | $2084043.66   | 0.07%             | 2031-03-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 05252ADN8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    3000000 | PA      | $3030218.46   | 0.10%             | 2029-12-16      | Floating      | 4.51%                 | No            | 2                  | On Loan: —       |
| BANK OF NY MELLON CORP                     | Bank of New York Mellon Corp.                                                  | CUSIP: 06406RCK1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6994112.30   | 0.24%             | 2030-01-22      | Floating      | 4.28%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                           | Paramount Global                                                               | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1860503.94   | 0.06%             | 2036-04-30      | Fixed         | 6.88%                 | No            | 2                  | On Loan: —       |
| NIKE INC                                   | NIKE, Inc.                                                                     | CUSIP: 654106AL7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    5277000 | PA      | $4178267.23   | 0.14%             | 2040-03-27      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| FREEPORT-MCMORAN INC                       | Freeport-McMoRan, Inc.                                                         | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4773187.95   | 0.16%             | 2043-03-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATL INFO SERV                    | Fidelity National Information Services, Inc.                                   | CUSIP: 31620MBF2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $999262.85    | 0.03%             | 2039-05-21      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| AMGEN INC                                  | Amgen, Inc.                                                                    | CUSIP: 031162BE9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1393651.71   | 0.05%             | 2041-10-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-72.11       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                   | Agence Francaise de Developpement EPIC                                         | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |    2000000 | PA      | $1966971.95   | 0.07%             | 2034-10-31      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| QUEENSLAND TREASURY CORP                   | Queensland Treasury Corp.                                                      | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |    9700000 | PA      | $5571379.82   | 0.19%             | 2032-08-20      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                                       | CUSIP: 21688ABU5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     875000 | PA      | $875586.39    | 0.03%             | 2031-01-14      | Floating      | 4.35%                 | No            | 2                  | On Loan: —       |
| BRIGHTHOUSE FINANCIAL IN                   | Brighthouse Financial, Inc.                                                    | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |     749000 | PA      | $755325.86    | 0.03%             | 2030-05-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: —       |
| REALTY INCOME CORP                         | Realty Income Corp.                                                            | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    1000000 | PA      | $1051451.13   | 0.04%             | 2033-07-13      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| GRAPHIC PACKAGING INTERN                   | Graphic Packaging International LLC                                            | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    4540000 | PA      | $4240376.80   | 0.15%             | 2030-02-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: —       |
| MERCK & CO INC                             | Merck & Co., Inc.                                                              | CUSIP: 58933YBA2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1240426.16   | 0.04%             | 2040-06-24      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CORP                           | Duke Energy Corp.                                                              | CUSIP: 000000000<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5802041.97   | 0.20%             | 2034-06-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold GBP                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $726.30       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HARBOUR ENERGY PLC                         | Harbour Energy PLC                                                             | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |    3300000 | PA      | $3394073.93   | 0.12%             | 2035-04-01      | Fixed         | 6.33%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                | Oracle Corp.                                                                   | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2163272.64   | 0.07%             | 2040-04-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA PIPELINES                      | TransCanada PipeLines Ltd.                                                     | CUSIP: 893526DF7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    1000000 | PA      | $1027415.91   | 0.04%             | 2034-03-31      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                                                   | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3724532.80   | 0.13%             | 2039-03-15      | Fixed         | 4.81%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                   | AT&T, Inc.                                                                     | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $2881801.30   | 0.10%             | 2042-12-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold GBP                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |          1 | NC      | $-16060.21    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TREASURY CORP VICTORIA                     | Treasury Corp. of Victoria                                                     | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |    4300000 | PA      | $2946476.02   | 0.10%             | 2039-09-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| FEDERAL FARM CREDIT BANK                   | Federal Farm Credit Banks Funding Corp.                                        | CUSIP: 3133EAG44<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |      67000 | PA      | $66793.48     | 0.00%             | 2026-08-03      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| ASHTEAD CAPITAL INC                        | Ashtead Capital, Inc.                                                          | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5185898.60   | 0.18%             | 2033-10-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATL INFO SERV                    | Fidelity National Information Services, Inc.                                   | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      39000 | PA      | $28176.07     | 0.00%             | 2041-03-01      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| LVMH MOET HENNESSY VUITT                   | LVMH Moet Hennessy Louis Vuitton SE                                            | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |   11200000 | PA      | $13158721.46  | 0.45%             | 2033-09-07      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ENEXIS HOLDING NV                          | Enexis Holding NV                                                              | CUSIP: 000000000<br>LEI: 7245009Q5867Q0YC9Q13 | Long             | DBT              | CORP              | NL        |    1780000 | PA      | $1756293.92   | 0.06%             | 2032-06-17      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased NZD / Sold USD                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | NZ        |          1 | NC      | $1268.82      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EQT CORP                                   | EQT Corp.                                                                      | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2488154.00   | 0.09%             | 2031-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| WESTLAKE CORP                              | Westlake Corp.                                                                 | CUSIP: 960413AY8<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $1705273.08   | 0.06%             | 2041-08-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| VONOVIA SE                                 | Vonovia SE                                                                     | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |    2000000 | PA      | $2369120.67   | 0.08%             | 2034-04-10      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 05252ADV0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    1800000 | PA      | $1804530.60   | 0.06%             | 2028-12-08      | Floating      | 4.25%                 | 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        |    9400000 | PA      | $8695981.36   | 0.30%             | 2030-09-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased AUD / Sold USD                                                       | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |          1 | NC      | $13021.46     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ASSURANT INC                               | Assurant, Inc.                                                                 | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    4450000 | PA      | $3900520.59   | 0.13%             | 2032-01-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| NEW S WALES TREASURY CRP                   | New South Wales Treasury Corp.                                                 | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |    8000000 | PA      | $4662915.73   | 0.16%             | 2033-03-08      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| DOW CHEMICAL CO/THE                        | Dow Chemical Co.                                                               | CUSIP: 260543CE1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4479138.85   | 0.15%             | 2041-11-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                   | Province of Saskatchewan                                                       | CUSIP: 803854KX5<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |   40700000 | PA      | $29741696.91  | 1.02%             | 2035-06-02      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| BMW INTL INVESTMENT BV                     | BMW International Investment BV                                                | CUSIP: 000000000<br>LEI: 724500J951RJJFEW5X49 | Long             | DBT              | CORP              | NL        |    2000000 | PA      | $2327050.02   | 0.08%             | 2032-11-17      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC                               | Alphabet, Inc.                                                                 | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2271928.18   | 0.08%             | 2034-11-06      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold GBP                                                       | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-293630.21   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group, Inc.                                                       | CUSIP: 91324PBN1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     500000 | PA      | $508173.54    | 0.02%             | 2040-10-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| ONEOK PARTNERS LP                          | ONEOK Partners LP                                                              | CUSIP: 68268NAM5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    4400000 | PA      | $4397478.98   | 0.15%             | 2043-09-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-3596.07     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| COMCAST CORP                               | Comcast Corp.                                                                  | CUSIP: 000000000<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     700000 | PA      | $701722.11    | 0.02%             | 2032-02-20      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| HELMERICH & PAYNE INC                      | Helmerich & Payne, Inc.                                                        | CUSIP: 423452AN1<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4941966.50   | 0.17%             | 2034-12-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| AUTONATION INC                             | AutoNation, Inc.                                                               | CUSIP: 05329WAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7300000 | PA      | $6427652.41   | 0.22%             | 2031-08-01      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| XPLR INFRAST OPERATING                     | XPLR Infrastructure Operating Partners LP                                      | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $4665468.16   | 0.16%             | 2027-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: —       |
| MANITOBA (PROVINCE OF)                     | Province of Manitoba                                                           | CUSIP: 563469VG7<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |   32000000 | PA      | $23124526.08  | 0.79%             | 2035-06-02      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold GBP                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-205289.80   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BAKER HUGHES HLDGS LLC                     | Baker Hughes Holdings LLC                                                      | CUSIP: 057224AZ0<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $967660.20    | 0.03%             | 2040-09-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                | Oracle Corp.                                                                   | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1581466.26   | 0.05%             | 2037-11-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORP                    | John Deere Capital Corp.                                                       | CUSIP: 24422EWY1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5003382.95   | 0.17%             | 2026-06-08      | Floating      | 4.45%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                   | AT&T, Inc.                                                                     | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     181000 | PA      | $153032.42    | 0.01%             | 2033-12-01      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| FOX CORP                                   | Fox Corp.                                                                      | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   14014000 | PA      | $13649780.06  | 0.47%             | 2039-01-25      | Fixed         | 5.48%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF ALBERTA                        | Province of Alberta                                                            | CUSIP: 000000000<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    2000000 | PA      | $2336829.03   | 0.08%             | 2035-04-02      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL                     | Telecom Italia Capital SA                                                      | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    4000000 | PA      | $4366208.00   | 0.15%             | 2036-07-18      | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-359700.70   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| AUTONATION INC                             | AutoNation, Inc.                                                               | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7464889.60   | 0.26%             | 2032-03-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold AUD                                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |          1 | NC      | $-157014.05   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| NESTLE FINANCE INTL LTD                    | Nestle Finance International Ltd.                                              | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |     631000 | PA      | $811312.08    | 0.03%             | 2038-12-07      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| CARRIER GLOBAL CORP                        | Carrier Global Corp.                                                           | CUSIP: 000000000<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3349850.48   | 0.12%             | 2037-01-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold JPY                                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |          1 | NC      | $-358043.90   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 2200000000 | PA      | $11175586.85  | 0.38%             | 2037-09-20      | Fixed         | 0.60%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                                          | CUSIP: 89114TZV7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $92188.02     | 0.00%             | 2032-03-10      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold AUD                                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |          1 | NC      | $-307337.01   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| APACHE CORP                                | Apache Corp.                                                                   | CUSIP: 037411AR6<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    3584000 | PA      | $3553037.50   | 0.12%             | 2037-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| PSP CAPITAL INC                            | PSP Capital, Inc.                                                              | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |   10000000 | PA      | $11611088.29  | 0.40%             | 2034-07-02      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                   | Ford Motor Credit Co. LLC                                                      | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     301000 | PA      | $299143.67    | 0.01%             | 2029-05-03      | Fixed         | 5.11%                 | No            | 2                  | On Loan: No      |
| WALMART INC                                | Walmart, Inc.                                                                  | CUSIP: 000000000<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $8121949.44   | 0.28%             | 2035-09-28      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                               | Comcast Corp.                                                                  | CUSIP: 20030NDF5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1575333.20   | 0.05%             | 2036-02-20      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| BMW INTL INVESTMENT BV                     | BMW International Investment BV                                                | CUSIP: 000000000<br>LEI: 724500J951RJJFEW5X49 | Long             | DBT              | CORP              | NL        |     600000 | PA      | $696886.54    | 0.02%             | 2033-01-22      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| NATIONAL GRID PLC                          | National Grid PLC                                                              | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    5000000 | PA      | $4724236.75   | 0.16%             | 2033-09-01      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| HCA INC                                    | HCA, Inc.                                                                      | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2178923.86   | 0.07%             | 2042-03-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-5907.20     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| L'OREAL SA                                 | L'Oreal SA                                                                     | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |    2000000 | PA      | $2298320.88   | 0.08%             | 2036-01-19      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| BLACKROCK INC                              | Blackrock, Inc.                                                                | CUSIP: 09247XAT8<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5039068.35   | 0.17%             | 2033-05-25      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                    | Exxon Mobil Corp.                                                              | CUSIP: 000000000<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $6838677.86   | 0.23%             | 2039-06-26      | Fixed         | 1.41%                 | No            | 2                  | On Loan: No      |
| COOPERATIEVE RABOBANK UA                   | Cooperatieve Rabobank UA                                                       | CUSIP: 21685WCJ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     255000 | PA      | $250420.84    | 0.01%             | 2041-05-24      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LP                       | Boston Properties LP                                                           | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    3000000 | PA      | $2449550.85   | 0.08%             | 2033-10-01      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| SEGRO PLC                                  | Segro PLC                                                                      | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | DBT              |  | GB        |    1900000 | PA      | $2187420.04   | 0.08%             | 2032-09-24      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BOOKING HOLDINGS INC                       | Booking Holdings, Inc.                                                         | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $6173108.87   | 0.21%             | 2034-11-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| SABRA HEALTH CARE LP                       | Sabra Health Care LP                                                           | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |    3658000 | PA      | $3307035.68   | 0.11%             | 2031-12-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| JACKSON FINANCIAL INC                      | Jackson Financial, Inc.                                                        | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    1671000 | PA      | $1496201.32   | 0.05%             | 2031-11-23      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-3491.54     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LVMH MOET HENNESSY VUITT                   | LVMH Moet Hennessy Louis Vuitton SE                                            | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |    1500000 | PA      | $1726044.53   | 0.06%             | 2032-03-07      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO BANK NA                        | Wells Fargo Bank NA                                                            | CUSIP: 94988J6G7<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4015520.00   | 0.14%             | 2026-12-11      | Floating      | 4.72%                 | No            | 2                  | On Loan: No      |
| BLOCK INC                                  | Block, Inc.                                                                    | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    9932000 | PA      | $9019503.46   | 0.31%             | 2031-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR COMPANY                         | Ford Motor Co.                                                                 | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $877480.71    | 0.03%             | 2032-02-12      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| CONAGRA BRANDS INC                         | Conagra Brands, Inc.                                                           | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   11500000 | PA      | $10713325.94  | 0.37%             | 2038-11-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| BUCKEYE PARTNERS LP                        | Buckeye Partners LP                                                            | CUSIP: 118230AP6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $7988575.50   | 0.27%             | 2044-10-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased AUD / Sold USD                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | AU        |          1 | NC      | $56159.75     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NATIONAL GRID PLC                          | National Grid PLC                                                              | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |     500000 | PA      | $598844.98    | 0.02%             | 2035-01-16      | Fixed         | 4.28%                 | No            | 2                  | On Loan: No      |
| VISA INC                                   | Visa, Inc.                                                                     | CUSIP: 000000000<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   26900000 | PA      | $30950428.52  | 1.06%             | 2033-05-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| MGM RESORTS INTL                           | MGM Resorts International                                                      | CUSIP: 552953CD1<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    2693000 | PA      | $2691750.72   | 0.09%             | 2026-09-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| DOW CHEMICAL CO/THE                        | Dow Chemical Co.                                                               | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3977908.50   | 0.14%             | 2042-11-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold GBP                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-69312.31    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| VOYA FINANCIAL INC                         | Voya Financial, Inc.                                                           | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     500000 | PA      | $481322.45    | 0.02%             | 2043-07-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| BELO CORP                                  | Belo Corp.                                                                     | CUSIP: 080555AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1025916.00   | 0.04%             | 2027-09-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| SEAGATE DATA STOR                          | Seagate Data Storage Technology Pte. Ltd.                                      | CUSIP: 81180LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    2800000 | PA      | $2848140.40   | 0.10%             | 2034-12-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| TYCO ELECTRONICS GROUP S                   | Tyco Electronics Group SA                                                      | CUSIP: 000000000<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    3500000 | PA      | $3999281.52   | 0.14%             | 2033-01-31      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| MIZUHO FINANCIAL GROUP                     | Mizuho Financial Group, Inc.                                                   | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    2850000 | PA      | $3069123.44   | 0.11%             | 2032-04-08      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| BLACK HILLS CORP                           | Black Hills Corp.                                                              | CUSIP: 092113AQ2<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2137118.69   | 0.07%             | 2033-05-01      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                                              | CUSIP: 000000000<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3258886.68   | 0.11%             | 2031-08-01      | Fixed         | 0.80%                 | No            | 2                  | On Loan: No      |
| NOVARTIS CAPITAL CORP                      | Novartis Capital Corp.                                                         | CUSIP: 66989HBD9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1806841.80   | 0.06%             | 2028-11-05      | Floating      | 4.19%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-60363.32    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NISSAN MOTOR CO                            | Nissan Motor Co. Ltd.                                                          | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    2000000 | PA      | $2110143.58   | 0.07%             | 2035-07-17      | Fixed         | 8.13%                 | No            | 2                  | On Loan: —       |
| GOODYEAR TIRE & RUBBER                     | Goodyear Tire & Rubber Co.                                                     | CUSIP: 382550BG5<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    2739000 | PA      | $2723630.10   | 0.09%             | 2027-03-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: —       |
| BAYER US FINANCE II LLC                    | Bayer U.S. Finance II LLC                                                      | CUSIP: 07274NBD4<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2155114.80   | 0.07%             | 2042-07-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-59764.41    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1100000000 | PA      | $6142026.76   | 0.21%             | 2035-12-20      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                   | Huntsman International LLC                                                     | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    4750000 | PA      | $4549010.02   | 0.16%             | 2029-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| KYNDRYL HOLDINGS INC                       | Kyndryl Holdings, Inc.                                                         | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   15500000 | PA      | $11130411.90  | 0.38%             | 2041-10-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| BP CAPITAL MARKETS PLC                     | BP Capital Markets PLC                                                         | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    4000000 | PA      | $4521255.62   | 0.16%             | 2032-04-07      | Fixed         | 2.82%                 | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                   | Western Midstream Operating LP                                                 | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1796935.44   | 0.06%             | 2044-04-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| SHELL INTERNATIONAL FIN                    | Shell International Finance BV                                                 | CUSIP: 822582BF8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     500000 | PA      | $423247.16    | 0.01%             | 2045-05-11      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                                             | CUSIP: 748148RL9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    6000000 | PA      | $5019177.68   | 0.17%             | 2036-12-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| PROLOGIS INTL FUND II                      | Prologis International Funding II SA                                           | CUSIP: 000000000<br>LEI: 213800JNRWW2C9DWI388 | Long             | DBT              | CORP              | LU        |    1000000 | PA      | $1038785.27   | 0.04%             | 2032-06-17      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-196352.60   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| IBERDROLA FINANZAS SAU                     | Iberdrola Finanzas SA                                                          | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |    1700000 | PA      | $2201491.75   | 0.08%             | 2036-10-31      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                                       | CUSIP: 21688AAZ5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    1340000 | PA      | $1343229.40   | 0.05%             | 2026-10-05      | Floating      | 4.55%                 | No            | 2                  | On Loan: No      |
| ABBOTT LABORATORIES                        | Abbott Laboratories                                                            | CUSIP: 002824BN9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     500000 | PA      | $457916.27    | 0.02%             | 2043-04-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CF INDUSTRIES INC                          | CF Industries, Inc.                                                            | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1878035.86   | 0.06%             | 2044-03-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| MERCK & CO INC                             | Merck & Co., Inc.                                                              | CUSIP: 58933YAV7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     500000 | PA      | $438346.29    | 0.02%             | 2039-03-07      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                           | Paramount Global                                                               | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2202201.78   | 0.08%             | 2043-09-01      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| HCA INC                                    | HCA, Inc.                                                                      | CUSIP: 404119AJ8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     273000 | PA      | $308446.45    | 0.01%             | 2033-11-06      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| CAISSE FRANCAISE DE FIN                    | Caisse Francaise de Financement Local SA                                       | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |    3100000 | PA      | $3154623.50   | 0.11%             | 2034-01-16      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                                                       | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     300000 | PA      | $367192.92    | 0.01%             | 2030-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                   | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                        | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    1000000 | PA      | $803418.54    | 0.03%             | 2041-10-29      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| FLEX LTD                                   | Flex Ltd.                                                                      | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |      49000 | PA      | $49169.95     | 0.00%             | 2029-06-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| ALTRIA GROUP INC                           | Altria Group, Inc.                                                             | CUSIP: 02209SAZ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    4118000 | PA      | $4719576.82   | 0.16%             | 2031-06-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                                       | CUSIP: 21688ABJ0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    7100000 | PA      | $7160066.00   | 0.25%             | 2029-10-17      | Floating      | 4.54%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF ALBERTA                        | Province of Alberta                                                            | CUSIP: 013051EW3<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |   21800000 | PA      | $16116769.61  | 0.55%             | 2035-06-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| RTX CORP                                   | RTX Corp.                                                                      | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $923300.22    | 0.03%             | 2038-11-16      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                       | American Tower Corp.                                                           | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    1000000 | PA      | $1052249.77   | 0.04%             | 2030-10-05      | Fixed         | 0.95%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 632525CN9<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    1800000 | PA      | $1801269.00   | 0.06%             | 2028-12-13      | Floating      | 4.19%                 | No            | 2                  | On Loan: —       |
| Australia & New Zealand Banking Group Ltd. | Purchased EUR / Sold USD                                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | XX        |          1 | NC      | $2337.63      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JEFFERIES FIN GROUP INC                    | Jefferies Financial Group, Inc.                                                | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1049009.39   | 0.04%             | 2031-10-15      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                    | Macy's Retail Holdings LLC                                                     | CUSIP: 55616XAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3490699.20   | 0.12%             | 2034-12-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| QUEENSLAND TREASURY CORP                   | Queensland Treasury Corp.                                                      | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |   28000000 | PA      | $15149594.85  | 0.52%             | 2034-07-20      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| STELLANTIS FIN US INC                      | Stellantis Finance U.S., Inc.                                                  | CUSIP: 85855CAB6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |     800000 | PA      | $684463.09    | 0.02%             | 2031-09-15      | Fixed         | 2.69%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                   | Capital One Financial Corp.                                                    | CUSIP: 000000000<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     180000 | PA      | $199299.94    | 0.01%             | 2029-06-12      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| CBRE SERVICES INC                          | CBRE Services, Inc.                                                            | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    1713000 | PA      | $1787673.27   | 0.06%             | 2034-08-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Societe Generale SA                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $1225562.30   | 0.04%             | 2032-11-16      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| TANGER PROPERTIES LP                       | Tanger Properties LP                                                           | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              |  | US        |    1000000 | PA      | $894758.06    | 0.03%             | 2031-09-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| GLOBAL PAYMENTS INC                        | Global Payments, Inc.                                                          | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1741003.25   | 0.06%             | 2030-05-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| MARRIOTT INTERNATIONAL                     | Marriott International, Inc.                                                   | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2002325.46   | 0.07%             | 2037-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                   | Ford Motor Credit Co. LLC                                                      | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7132159.58   | 0.24%             | 2035-02-07      | Fixed         | 6.50%                 | No            | 2                  | On Loan: —       |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 632525BQ3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    5000000 | PA      | $5014199.45   | 0.17%             | 2027-06-11      | Floating      | 4.28%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF ALBERTA                        | Province of Alberta                                                            | CUSIP: 013051EW3<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |   21800000 | PA      | $16116769.61  | 0.55%             | 2035-06-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold DKK                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-94952.97    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UNEDIC                                     | UNEDIC ASSEO                                                                   | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |    7000000 | PA      | $6058103.46   | 0.21%             | 2035-07-16      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold JPY                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-3869.84     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SUNCOR ENERGY INC                          | Suncor Energy, Inc.                                                            | CUSIP: 867229AD8<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |    1700000 | PA      | $1784923.38   | 0.06%             | 2034-12-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| NOVARTIS CAPITAL CORP                      | Novartis Capital Corp.                                                         | CUSIP: 66989HAF5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     200000 | PA      | $163062.54    | 0.01%             | 2042-09-21      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                                             | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    3500000 | PA      | $4048930.25   | 0.14%             | 2034-03-27      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| CAISSE DES DEPOTS ET CON                   | Caisse des Depots et Consignations                                             | CUSIP: 000000000<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | DBT              | NUSS              | FR        |    7000000 | PA      | $7860382.61   | 0.27%             | 2035-05-25      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| MIZUHO FINANCIAL GROUP                     | Mizuho Financial Group, Inc.                                                   | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     923000 | PA      | $979587.85    | 0.03%             | 2030-04-15      | Fixed         | 0.80%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-861521.86   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| TD SYNNEX CORP                             | TD SYNNEX Corp.                                                                | CUSIP: 87162WAN0<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $4016047.25   | 0.14%             | 2035-10-10      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC                               | Alphabet, Inc.                                                                 | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     250000 | PA      | $165824.02    | 0.01%             | 2040-08-15      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                            | CUSIP: 91282CLA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   31000000 | PA      | $31012637.46  | 1.06%             | 2026-07-31      | Floating      | 3.80%                 | No            | 2                  | On Loan: No      |
| EASTERN POWER NETWORKS                     | Eastern Power Networks PLC                                                     | CUSIP: 000000000<br>LEI: 213800U5R8Q5KGM2KU56 | Long             | DBT              | CORP              | GB        |    1940000 | PA      | $2088601.03   | 0.07%             | 2033-11-25      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| COPT DEFENSE PROP LP                       | COPT Defense Properties LP                                                     | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    2000000 | PA      | $1815414.94   | 0.06%             | 2031-04-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                                                   | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $2685601.56   | 0.09%             | 2041-03-22      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| ZF NA CAPITAL                              | ZF North America Capital, Inc.                                                 | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    3908000 | PA      | $3918399.19   | 0.13%             | 2030-04-14      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                           | Paramount Global                                                               | CUSIP: 124857AJ2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1346168.64   | 0.05%             | 2042-07-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                   | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                        | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    4000000 | PA      | $3554954.40   | 0.12%             | 2033-10-29      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| FISERV INC                                 | Fiserv, Inc.                                                                   | CUSIP: 337738BA5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2372396.95   | 0.08%             | 2031-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                                             | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2252957.28   | 0.08%             | 2031-06-10      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| PPG INDUSTRIES INC                         | PPG Industries, Inc.                                                           | CUSIP: 000000000<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    2311000 | PA      | $2656540.21   | 0.09%             | 2032-03-04      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                   | Air Products & Chemicals, Inc.                                                 | CUSIP: 009158BG0<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    7250000 | PA      | $8584207.01   | 0.29%             | 2035-03-03      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold GBP                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-22390.34    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                   | Siemens Financieringsmaatschappij NV                                           | CUSIP: 82620KBF9<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    1000000 | PA      | $747882.71    | 0.03%             | 2041-03-11      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| TAYLOR MORRISON COMM                       | Taylor Morrison Communities, Inc.                                              | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     650000 | PA      | $647371.08    | 0.02%             | 2030-08-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| GENERAL MILLS INC                          | General Mills, Inc.                                                            | CUSIP: 000000000<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $3133112.50   | 0.11%             | 2034-04-23      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| U.K. Gilts                                 | U.K. Gilts                                                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    2500000 | PA      | $2787920.01   | 0.10%             | 2032-01-31      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR COMPANY                         | Ford Motor Co.                                                                 | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $2703241.52   | 0.09%             | 2043-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co.                                                           | CUSIP: 46625HJB7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2743410.38   | 0.09%             | 2041-07-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| TELEFONICA EMISIONES SAU                   | Telefonica Emisiones SA                                                        | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    4530000 | PA      | $4998812.01   | 0.17%             | 2036-06-20      | Fixed         | 7.05%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                | Oracle Corp.                                                                   | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $6384953.70   | 0.22%             | 2041-03-25      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| CONTINENTAL RESOURCES                      | Continental Resources, Inc.                                                    | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3066055.29   | 0.11%             | 2031-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| LVMH MOET HENNESSY VUITT                   | LVMH Moet Hennessy Louis Vuitton SE                                            | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |    2100000 | PA      | $2424637.34   | 0.08%             | 2032-11-07      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| NEW S WALES TREASURY CRP                   | New South Wales Treasury Corp.                                                 | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |   12820000 | PA      | $7521978.57   | 0.26%             | 2032-02-20      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC                               | Alphabet, Inc.                                                                 | CUSIP: 02079KAZ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11642187.60  | 0.40%             | 2045-11-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| COX COMMUNICATIONS INC                     | Cox Communications, Inc.                                                       | CUSIP: 224044CF2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7293876.48   | 0.25%             | 2035-02-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| YUM! BRANDS INC                            | Yum! Brands, Inc.                                                              | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    3875000 | PA      | $3837301.68   | 0.13%             | 2030-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CORP                           | Duke Energy Corp.                                                              | CUSIP: 26441CBM6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $942673.13    | 0.03%             | 2041-06-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co.                                                              | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     761000 | PA      | $795621.25    | 0.03%             | 2030-08-14      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| SFIL SA                                    | SFIL SA                                                                        | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |    1300000 | PA      | $1370917.45   | 0.05%             | 2032-03-05      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| DELL INC                                   | Dell, Inc.                                                                     | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3769791.31   | 0.13%             | 2038-04-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS INC                         | Meta Platforms, Inc.                                                           | CUSIP: 30303M8N5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    7770000 | PA      | $7799264.23   | 0.27%             | 2033-05-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: —       |
| DOW CHEMICAL CO/THE                        | Dow Chemical Co.                                                               | CUSIP: 260543DA8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    1932000 | PA      | $1927295.14   | 0.07%             | 2032-03-15      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| BHP BILLITON FINANCE LTD                   | BHP Billiton Finance Ltd.                                                      | CUSIP: 000000000<br>LEI: 549300KZMIS43NMT0A66 | Long             | DBT              | CORP              | AU        |    1000000 | PA      | $1092517.83   | 0.04%             | 2030-04-29      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                            | CUSIP: 91282CPG0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   20000000 | PA      | $20030772.40  | 0.69%             | 2027-10-31      | Floating      | 3.81%                 | No            | 2                  | On Loan: No      |
| KEMPER CORP                                | Kemper Corp.                                                                   | CUSIP: 488401AC4<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4205446.90   | 0.14%             | 2030-09-30      | Fixed         | 2.40%                 | No            | 2                  | On Loan: —       |
| ALPHABET INC                               | Alphabet, Inc.                                                                 | CUSIP: 02079KAU1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3209344.00   | 0.11%             | 2028-11-15      | Floating      | 4.18%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 2268000000 | PA      | $9811412.47   | 0.34%             | 2041-12-20      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold GBP                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-5513.91     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SHELL INTERNATIONAL FIN                    | Shell International Finance BV                                                 | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    8560000 | PA      | $8766977.99   | 0.30%             | 2032-11-11      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMER PIPELINE                   | Plains All American Pipeline LP/PAA Finance Corp.                              | CUSIP: 72650RBC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     534000 | PA      | $435794.46    | 0.01%             | 2043-01-31      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| VONTIER CORP                               | Vontier Corp.                                                                  | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    6584000 | PA      | $6013380.59   | 0.21%             | 2031-04-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| VONOVIA SE                                 | Vonovia SE                                                                     | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |    1800000 | PA      | $2051864.35   | 0.07%             | 2036-11-12      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| TRANSALTA CORP                             | TransAlta Corp.                                                                | CUSIP: 89346DAE7<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |    1000000 | PA      | $1001010.00   | 0.03%             | 2040-03-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                                             | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    7800000 | PA      | $9009291.16   | 0.31%             | 2033-01-24      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group, Inc.                                                       | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $4335118.20   | 0.15%             | 2039-08-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                   | Berkshire Hathaway Energy Co.                                                  | CUSIP: 59562VAP2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     300000 | PA      | $318454.43    | 0.01%             | 2037-05-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| COX COMMUNICATIONS INC                     | Cox Communications, Inc.                                                       | CUSIP: 224044BV8<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    2225000 | PA      | $2505570.30   | 0.09%             | 2039-03-01      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| BUCKEYE PARTNERS LP                        | Buckeye Partners LP                                                            | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2747728.50   | 0.09%             | 2043-11-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| DOW CHEMICAL CO/THE                        | Dow Chemical Co.                                                               | CUSIP: 260543CK7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    1055000 | PA      | $966222.69    | 0.03%             | 2034-10-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| ALTRIA GROUP INC                           | Altria Group, Inc.                                                             | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $834287.66    | 0.03%             | 2043-05-02      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| FORTESCUE TREASURY PTY L                   | Fortescue Treasury Pty. Ltd.                                                   | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     800000 | PA      | $793760.42    | 0.03%             | 2027-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                                            | CUSIP: 68333ZAY3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   21000000 | PA      | $15452666.84  | 0.53%             | 2033-06-02      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATL INFO SERV                    | Fidelity National Information Services, Inc.                                   | CUSIP: 000000000<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3311267.81   | 0.11%             | 2030-05-21      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Purchased AUD / Sold USD                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | AU        |          1 | NC      | $2915.92      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DEVON ENERGY CORPORATION                   | Devon Energy Corp.                                                             | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $881604.96    | 0.03%             | 2042-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ASHLAND INC                                | Ashland, Inc.                                                                  | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |   12070000 | PA      | $10766486.95  | 0.37%             | 2031-09-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: —       |
| AGENCE FRANCAISE DEVELOP                   | Agence Francaise de Developpement EPIC                                         | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |    1000000 | PA      | $879559.13    | 0.03%             | 2035-05-31      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| VINCI SA                                   | Vinci SA                                                                       | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | DBT              | CORP              | FR        |    5000000 | PA      | $5805222.86   | 0.20%             | 2032-10-17      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| COLGATE-PALMOLIVE CO                       | Colgate-Palmolive Co.                                                          | CUSIP: 19416QEJ5<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |     500000 | PA      | $418537.04    | 0.01%             | 2045-08-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                    | Macy's Retail Holdings LLC                                                     | CUSIP: 314275AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $917601.50    | 0.03%             | 2037-03-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| COPT DEFENSE PROP LP                       | COPT Defense Properties LP                                                     | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    2875000 | PA      | $2442559.32   | 0.08%             | 2033-12-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| DENTSPLY SIRONA INC                        | Dentsply Sirona, Inc.                                                          | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4626146.25   | 0.16%             | 2030-06-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: —       |
| VOLKSWAGEN INTL FIN NV                     | Volkswagen International Finance NV                                            | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    2000000 | PA      | $2313991.71   | 0.08%             | 2035-09-02      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| LINCOLN NATIONAL CORP                      | Lincoln National Corp.                                                         | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     800000 | PA      | $867255.04    | 0.03%             | 2040-06-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                | Oracle Corp.                                                                   | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $958300.15    | 0.03%             | 2040-07-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| NESTLE CAPITAL CORP                        | Nestle Capital Corp.                                                           | CUSIP: 000000000<br>LEI: 549300VIRTXBZ81J0S95 | Long             | DBT              | CORP              | US        |   11500000 | PA      | $14727528.40  | 0.51%             | 2036-03-22      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC                               | Alphabet, Inc.                                                                 | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   22789000 | PA      | $26099222.99  | 0.90%             | 2033-05-06      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                 | CUSIP: 2027A1KW6<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    3136000 | PA      | $3146858.15   | 0.11%             | 2028-03-14      | Floating      | 4.30%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-163716.50   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MERCK & CO INC                             | Merck & Co., Inc.                                                              | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $774240.48    | 0.03%             | 2045-02-10      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| BRITISH COLUMBIA PROV OF                   | Province of British Columbia                                                   | CUSIP: 110709AK8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   34700000 | PA      | $26128140.76  | 0.90%             | 2034-06-18      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC                          | CPPIB Capital, Inc.                                                            | CUSIP: 12593CAY7<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |    9500000 | PA      | $7241778.63   | 0.25%             | 2034-06-02      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| PIEDMONT OPERATING PARTN                   | Piedmont Operating Partnership LP                                              | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |    4600000 | PA      | $3913691.32   | 0.13%             | 2032-04-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| SUNCOR ENERGY INC                          | Suncor Energy, Inc.                                                            | CUSIP: 71644EAJ1<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |    2028000 | PA      | $2218518.37   | 0.08%             | 2038-05-15      | Fixed         | 6.80%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |          1 | NC      | $-71282.98    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CANADIAN NATL RAILWAY                      | Canadian National Railway Co.                                                  | CUSIP: 136375DU3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    4800000 | PA      | $3501118.27   | 0.12%             | 2035-06-10      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| METHANEX CORP                              | Methanex Corp.                                                                 | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    3260000 | PA      | $3240047.50   | 0.11%             | 2029-12-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: —       |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                                             | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8351900.56   | 0.29%             | 2042-02-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| JUNIPER NETWORKS INC                       | Juniper Networks, Inc.                                                         | CUSIP: 48203RAP9<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |     750000 | PA      | $658176.76    | 0.02%             | 2030-12-10      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| ELI LILLY & CO                             | Eli Lilly & Co.                                                                | CUSIP: 532457DA3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2306016.80   | 0.08%             | 2028-10-15      | Floating      | 4.18%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group, Inc.                                          | CUSIP: 86562MBW9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     390000 | PA      | $364834.05    | 0.01%             | 2030-01-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| KILROY REALTY LP                           | Kilroy Realty LP                                                               | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |   10500000 | PA      | $8654017.37   | 0.30%             | 2032-11-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BRUNSWICK CORP                             | Brunswick Corp.                                                                | CUSIP: 117043AU3<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9473529.60   | 0.33%             | 2032-09-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd    | Seagate Data Storage Technology Pte. Ltd.                                      | CUSIP: 81180LAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    9500000 | PA      | $9175100.00   | 0.31%             | 2031-01-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| BPIFRANCE SACA                             | Bpifrance SACA                                                                 | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |    2500000 | PA      | $2872749.79   | 0.10%             | 2034-05-25      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| SHELL FINANCE US INC                       | Shell Finance U.S., Inc.                                                       | CUSIP: 822905AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1765157.12   | 0.06%             | 2043-08-12      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| WELLTOWER OP LLC                           | Welltower OP LLC                                                               | CUSIP: 42217KBE5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    5900000 | PA      | $7324842.58   | 0.25%             | 2034-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |          1 | NC      | $-1657384.32  | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| ENBRIDGE GAS INC                           | Enbridge Gas, Inc.                                                             | CUSIP: 29260ZAJ5<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |    3000000 | PA      | $2414907.79   | 0.08%             | 2033-10-06      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| NOKIA OYJ                                  | Nokia OYJ                                                                      | CUSIP: 654902AE5<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |     350000 | PA      | $349346.24    | 0.01%             | 2027-06-12      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Banque Federative du Credit Mutuel SA      | Banque Federative du Credit Mutuel SA                                          | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    9900000 | PA      | $10099145.64  | 0.35%             | 2031-02-21      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| New Zealand Government Bonds               | New Zealand Government Bonds                                                   | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    4700000 | PA      | $2614709.80   | 0.09%             | 2033-04-14      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                                                   | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1146406.14   | 0.04%             | 2032-10-29      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| FLEMISH COMMUNITY                          | Ministeries Van de Vlaamse Gemeenschap                                         | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |   11800000 | PA      | $13464192.44  | 0.46%             | 2034-06-22      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| BNG BANK NV                                | BNG Bank NV                                                                    | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |    4463000 | PA      | $4303769.35   | 0.15%             | 2032-10-05      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| BATH & BODY WORKS INC                      | Bath & Body Works, Inc.                                                        | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1944996.24   | 0.07%             | 2036-07-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BAHN AG                           | Deutsche Bahn AG                                                               | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |    2600000 | PA      | $2708855.32   | 0.09%             | 2033-08-16      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                        | American Tower Corp.                                                           | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    2325000 | PA      | $2237624.08   | 0.08%             | 2032-03-15      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| BROADSTONE NET LEASE LLC                   | Broadstone Net Lease LLC                                                       | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              |  | US        |    7685000 | PA      | $6775165.55   | 0.23%             | 2031-09-15      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                                             | CUSIP: 74814ZDK6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    6000000 | PA      | $4707284.57   | 0.16%             | 2038-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| TREASURY CORP VICTORIA                     | Treasury Corp. of Victoria                                                     | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |   12000000 | PA      | $5822870.66   | 0.20%             | 2037-11-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| INVITATION HOMES OP                        | Invitation Homes Operating Partnership LP                                      | CUSIP: 46188BAC6<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    2100000 | PA      | $1762103.15   | 0.06%             | 2034-01-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY INC                     | Berkshire Hathaway, Inc.                                                       | CUSIP: 000000000<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        | 2050000000 | PA      | $11815677.01  | 0.41%             | 2031-04-15      | Fixed         | 0.44%                 | No            | 2                  | On Loan: No      |
| JOHNSON & JOHNSON                          | Johnson & Johnson                                                              | CUSIP: 478160AV6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     500000 | PA      | $473878.47    | 0.02%             | 2040-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased AUD / Sold USD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |          1 | NC      | $60919.90     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DEVON ENERGY CORPORATION                   | Devon Energy Corp.                                                             | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    1197000 | PA      | $1166626.95   | 0.04%             | 2041-07-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| FORTESCUE TREASURY PTY L                   | Fortescue Treasury Pty. Ltd.                                                   | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    1176000 | PA      | $1123712.79   | 0.04%             | 2031-04-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                    | Exxon Mobil Corp.                                                              | CUSIP: 30231GAY8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     700000 | PA      | $557630.63    | 0.02%             | 2039-08-16      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $17966.87     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nasdaq, Inc.                               | Nasdaq, Inc.                                                                   | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $963224.11    | 0.03%             | 2033-07-30      | Fixed         | 0.90%                 | No            | 2                  | On Loan: No      |
| EFSF                                       | European Financial Stability Facility                                          | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      57000 | PA      | $60163.28     | 0.00%             | 2030-03-18      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| SEGRO PLC                                  | Segro PLC                                                                      | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | DBT              |  | GB        |     650000 | PA      | $878823.32    | 0.03%             | 2035-06-20      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| EFSF                                       | European Financial Stability Facility                                          | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     600000 | PA      | $696165.64    | 0.02%             | 2030-05-07      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp.                                          | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4983875.99   | 0.17%             | 2032-02-11      | Fixed         | 0.65%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                           | Paramount Global                                                               | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2621690.97   | 0.09%             | 2032-05-19      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| VOLVO TREASURY AB                          | Volvo Treasury AB                                                              | CUSIP: 000000000<br>LEI: 549300PD69T87IGZG395 | Long             | DBT              | CORP              | SE        |    1200000 | PA      | $1375775.10   | 0.05%             | 2033-02-11      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                   | Siemens Financieringsmaatschappij NV                                           | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    9600000 | PA      | $10831585.17  | 0.37%             | 2037-02-22      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| MACQUARIE BANK LTD                         | Macquarie Bank Ltd.                                                            | CUSIP: 55608PBY9<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    1800000 | PA      | $1807496.78   | 0.06%             | 2028-06-12      | Floating      | 4.40%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group, Inc.                                                       | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $733235.35    | 0.03%             | 2040-05-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 2915000000 | PA      | $14690534.96  | 0.50%             | 2037-12-20      | Fixed         | 0.60%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                                             | CUSIP: 74814ZFT5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   29000000 | PA      | $22255928.15  | 0.76%             | 2034-09-01      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                                          | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    8400000 | PA      | $6093785.03   | 0.21%             | 2029-05-14      | Floating      | 4.84%                 | No            | 2                  | On Loan: No      |
| TC PIPELINES LP                            | TC PipeLines LP                                                                | CUSIP: 87233QAC2<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1986514.80   | 0.07%             | 2027-05-25      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| MAGNA INTERNATIONAL INC                    | Magna International, Inc.                                                      | CUSIP: 000000000<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    1720000 | PA      | $2086441.41   | 0.07%             | 2032-03-17      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                     | Mitsubishi UFJ Financial Group, Inc.                                           | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    4069000 | PA      | $4759935.25   | 0.16%             | 2032-06-15      | Fixed         | 3.56%                 | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                | Equinor ASA                                                                    | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    4500000 | PA      | $4256875.37   | 0.15%             | 2036-11-09      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| COLGATE-PALMOLIVE CO                       | Colgate-Palmolive Co.                                                          | CUSIP: 000000000<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $9021330.19   | 0.31%             | 2034-03-06      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| TIMKEN CO                                  | Timken Co.                                                                     | CUSIP: 887389AL8<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |     600000 | PA      | $569945.48    | 0.02%             | 2032-04-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| APACHE CORP                                | Apache Corp.                                                                   | CUSIP: 037411AW5<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1752634.06   | 0.06%             | 2040-09-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| VIATRIS INC                                | Viatris, Inc.                                                                  | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   16500000 | PA      | $12673721.61  | 0.44%             | 2040-06-22      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| HALEON UK CAPITAL PLC                      | Haleon U.K. Capital PLC                                                        | CUSIP: 000000000<br>LEI: 5493004B26DRJNN0OV17 | Long             | DBT              | CORP              | GB        |     940000 | PA      | $1223044.47   | 0.04%             | 2033-09-18      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Purchased USD / Sold AUD                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-41950.90    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased GBP / Sold USD                                                       | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |          1 | NC      | $2307.81      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| KOMMUNEKREDIT                              | Kommunekredit                                                                  | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |     300000 | PA      | $318088.50    | 0.01%             | 2029-11-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| FISERV INC                                 | Fiserv, Inc.                                                                   | CUSIP: 337738AY4<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   10300000 | PA      | $11117525.83  | 0.38%             | 2030-07-01      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                                              | CUSIP: 718172CL1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1527603.14   | 0.05%             | 2031-08-01      | Fixed         | 0.80%                 | No            | 2                  | On Loan: No      |
| DIGITAL EURO FINCO                         | Digital Euro Finco LLC                                                         | CUSIP: 000000000<br>LEI: 635400OUEAPTXSW3SC91 | Long             | DBT              |  | US        |    3500000 | PA      | $3961957.95   | 0.14%             | 2037-11-20      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| ASHTEAD CAPITAL INC                        | Ashtead Capital, Inc.                                                          | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1021047.10   | 0.04%             | 2032-08-11      | Fixed         | 5.50%                 | No            | 2                  | On Loan: —       |
| UBS GROUP AG                               | UBS Group AG                                                                   | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   12900000 | PA      | $13129708.64  | 0.45%             | 2031-11-03      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased AUD / Sold USD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |          1 | NC      | $3891.44      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                        | Bank of Nova Scotia                                                            | CUSIP: 06417XAE1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    8891000 | PA      | $7894886.68   | 0.27%             | 2032-02-02      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| DAIMLER TRUCK FINAN NA                     | Daimler Truck Finance North America LLC                                        | CUSIP: 233853AU4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     600000 | PA      | $610516.16    | 0.02%             | 2033-09-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-36034.49    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AMGEN INC                                  | Amgen, Inc.                                                                    | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1553993.82   | 0.05%             | 2040-02-21      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-4373.63     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AGENCE FRANCE LOCALE                       | Agence France Locale                                                           | CUSIP: 000000000<br>LEI: 969500NMI4UP00IO8G47 | Long             | DBT              | NUSS              | FR        |   11200000 | PA      | $12789183.89  | 0.44%             | 2032-08-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BAYER US FINANCE II LLC                    | Bayer U.S. Finance II LLC                                                      | CUSIP: 07274NBA0<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     877000 | PA      | $866165.46    | 0.03%             | 2035-07-30      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| TREASURY CORP VICTORIA                     | Treasury Corp. of Victoria                                                     | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |    3000000 | PA      | $1740061.99   | 0.06%             | 2033-09-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                                             | CUSIP: 74814ZFS7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    5000000 | PA      | $3652409.17   | 0.13%             | 2033-09-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| SUEZ                                       | Suez SACA                                                                      | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |    1500000 | PA      | $1822950.74   | 0.06%             | 2033-11-13      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BALL CORP                                  | Ball Corp.                                                                     | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    5865000 | PA      | $5334937.72   | 0.18%             | 2030-08-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Prologis Euro Finance LLC                  | Prologis Euro Finance LLC                                                      | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |    1493000 | PA      | $1505185.78   | 0.05%             | 2031-09-10      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                                             | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     369000 | PA      | $375632.16    | 0.01%             | 2038-06-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 05252BDW6<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    7000000 | PA      | $7035529.69   | 0.24%             | 2030-12-08      | Floating      | 4.34%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                               | Comcast Corp.                                                                  | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1944000 | PA      | $1775688.56   | 0.06%             | 2038-10-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| APA CORP                                   | APA Corp.                                                                      | CUSIP: 03743QBB3<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3652486.24   | 0.13%             | 2040-09-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| PROLOGIS INTL FUND II                      | Prologis International Funding II SA                                           | CUSIP: 000000000<br>LEI: 213800JNRWW2C9DWI388 | Long             | DBT              | CORP              | LU        |    4550000 | PA      | $5070548.41   | 0.17%             | 2030-11-14      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED PLC                     | Standard Chartered PLC                                                         | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    1650000 | PA      | $1934091.68   | 0.07%             | 2038-01-18      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                    | BPCE SA                                                                        | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    1400000 | PA      | $1543980.94   | 0.05%             | 2032-04-26      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                    | Principal Financial Group, Inc.                                                | CUSIP: 74251VAA0<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     500000 | PA      | $535039.20    | 0.02%             | 2036-10-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group, Inc.                                                       | CUSIP: 91324PAR3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     480000 | PA      | $503741.75    | 0.02%             | 2036-03-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| EUROPEAN UNION                             | European Union                                                                 | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |    5300000 | PA      | $6084086.72   | 0.21%             | 2032-12-13      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| BAYER US FINANCE II LLC                    | Bayer U.S. Finance II LLC                                                      | CUSIP: 07274NAN3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4498757.95   | 0.15%             | 2038-06-25      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold GBP                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $294.17       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| PLAINS ALL AMER PIPELINE                   | Plains All American Pipeline LP/PAA Finance Corp.                              | CUSIP: 72650RAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     800000 | PA      | $863461.58    | 0.03%             | 2036-05-15      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                                                | CUSIP: 4581X0ET1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   11100000 | PA      | $11135795.72  | 0.38%             | 2030-03-13      | Floating      | 4.04%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                                            | CUSIP: 68333ZBC0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   32700000 | PA      | $24699471.42  | 0.85%             | 2034-06-02      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| MERCK & CO INC                             | Merck & Co., Inc.                                                              | CUSIP: 58933YBL8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     500000 | PA      | $457768.60    | 0.02%             | 2044-05-17      | Fixed         | 4.90%                 | 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      | $-181402.69   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MICRON TECHNOLOGY INC                      | Micron Technology, Inc.                                                        | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1158525.18   | 0.04%             | 2041-11-01      | Fixed         | 3.37%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                                 | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     177000 | PA      | $190700.16    | 0.01%             | 2042-07-24      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold AUD                                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |          1 | NC      | $-144681.08   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MARRIOTT INTERNATIONAL                     | Marriott International, Inc.                                                   | CUSIP: 571903AY9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    5901000 | PA      | $5861023.09   | 0.20%             | 2028-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| AETNA INC                                  | Aetna, Inc.                                                                    | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     700000 | PA      | $761531.71    | 0.03%             | 2037-12-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| AVNET INC                                  | Avnet, Inc.                                                                    | CUSIP: 053807AU7<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |     555000 | PA      | $500815.12    | 0.02%             | 2031-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| MANITOBA (PROVINCE OF)                     | Province of Manitoba                                                           | CUSIP: 563469VE2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |   21000000 | PA      | $15915846.43  | 0.55%             | 2034-06-02      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| ARIZONA PUBLIC SERVICE                     | Arizona Public Service Co.                                                     | CUSIP: 040555DD3<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     500000 | PA      | $436655.44    | 0.01%             | 2031-12-15      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                                          | CUSIP: 961214FU2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   10800000 | PA      | $10897308.00  | 0.37%             | 2029-04-16      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                     | Mitsubishi UFJ Financial Group, Inc.                                           | CUSIP: 606822BR4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     600000 | PA      | $556262.42    | 0.02%             | 2030-02-25      | Fixed         | 2.56%                 | No            | 2                  | On Loan: No      |
| RAYMOND JAMES FINANCIAL                    | Raymond James Financial, Inc.                                                  | CUSIP: 754730AJ8<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |     780000 | PA      | $760919.78    | 0.03%             | 2035-09-11      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Kingdom of Belgium Government Bonds        | Kingdom of Belgium Government Bonds                                            | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     300000 | PA      | $313952.97    | 0.01%             | 2030-06-22      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 05252BDN6<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    1850000 | PA      | $1868634.72   | 0.06%             | 2029-12-16      | Floating      | 4.51%                 | No            | 2                  | On Loan: No      |
| BANQUE FED CRED MUTUEL                     | Banque Federative du Credit Mutuel SA                                          | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    1700000 | PA      | $1822225.85   | 0.06%             | 2030-06-03      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold JPY                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |          1 | NC      | $-751650.62   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| KILROY REALTY LP                           | Kilroy Realty LP                                                               | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    2000000 | PA      | $1604918.48   | 0.06%             | 2033-11-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold AUD                                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |          1 | NC      | $-869755.56   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  500000000 | PA      | $2445370.64   | 0.08%             | 2038-06-20      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| JOHNSON & JOHNSON                          | Johnson & Johnson                                                              | CUSIP: 478160CE2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99231.65     | 0.00%             | 2027-03-03      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| ALLY FINANCIAL INC                         | Ally Financial, Inc.                                                           | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    7775000 | PA      | $8684446.65   | 0.30%             | 2031-11-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    1040000 | PA      | $756797.23    | 0.03%             | 2027-11-25      | Floating      | 5.19%                 | No            | 2                  | On Loan: No      |
| NESTLE FINANCE INTL LTD                    | Nestle Finance International Ltd.                                              | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |    2500000 | PA      | $2481306.75   | 0.09%             | 2035-03-29      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| JOHNSON & JOHNSON                          | Johnson & Johnson                                                              | CUSIP: 000000000<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2658799.00   | 0.09%             | 2033-02-26      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| TAPESTRY INC                               | Tapestry, Inc.                                                                 | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1623434.20   | 0.06%             | 2032-03-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| UNICREDIT SPA                              | UniCredit SpA                                                                  | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    7400000 | PA      | $7865285.31   | 0.27%             | 2032-01-18      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| F&G ANNUITIES & LIFE INC                   | F&G Annuities & Life, Inc.                                                     | CUSIP: 30190AAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9600000 | PA      | $9373779.55   | 0.32%             | 2034-10-04      | Fixed         | 6.25%                 | No            | 2                  | On Loan: —       |
| INTEL CORP                                 | Intel Corp.                                                                    | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   11900000 | PA      | $11462022.29  | 0.39%             | 2043-02-10      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                  | Uniform Mortgage-Backed Security, TBA                                          | CUSIP: 01F022659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   72825000 | PA      | $60969296.82  | 2.09%             | 2056-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| SOUTH AUST GOVT FIN AUTH                   | South Australian Government Financing Authority                                | CUSIP: 000000000<br>LEI: 254900TDPILDN6AUAD69 | Long             | DBT              | NUSS              | AU        |   19500000 | PA      | $11494875.75  | 0.39%             | 2032-05-24      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| AFFILIATED MANAGERS GROU                   | Affiliated Managers Group, Inc.                                                | CUSIP: 008252AS7<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |     250000 | PA      | $246901.34    | 0.01%             | 2036-02-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $267550.11    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT MUTUEL ARKEA                        | Credit Mutuel Arkea SA                                                         | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |    1100000 | PA      | $1266227.26   | 0.04%             | 2035-07-17      | Fixed         | 3.64%                 | No            | 2                  | On Loan: No      |
| BRITISH COLUMBIA PROV OF                   | Province of British Columbia                                                   | CUSIP: 110709AP7<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   35300000 | PA      | $26074469.02  | 0.90%             | 2035-06-18      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                    | MPLX LP                                                                        | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3159302.20   | 0.11%             | 2038-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                    | Baker Hughes Holdings LLC/Baker Hughes Co-Obligor, Inc.                        | CUSIP: 05724BAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2952387.00   | 0.10%             | 2036-06-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| DIAGEO FINANCE PLC                         | Diageo Finance PLC                                                             | CUSIP: 000000000<br>LEI: BPF79TJMIH3DK8XCKI50 | Long             | DBT              | CORP              | GB        |     370000 | PA      | $417840.51    | 0.01%             | 2035-08-30      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| WHIRLPOOL CORP                             | Whirlpool Corp.                                                                | CUSIP: 96332HCG2<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2236954.50   | 0.08%             | 2043-03-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| PIEDMONT OPERATING PARTN                   | Piedmont Operating Partnership LP                                              | CUSIP: 720198AE0<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |    5300000 | PA      | $4824929.68   | 0.17%             | 2030-08-15      | Fixed         | 3.15%                 | 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