# EDGAR Filing Document

**Accession Number:** 0000355437
**File Stem:** 0001752724-25-158710
**Filing Date:** 2025-6
**Character Count:** 153740
**Document Hash:** 8564e64057df5dbf6b0e976a5b94495f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-158710.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-158710

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03258
- **FILM NUMBER:** 251078140

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** AUSTIN

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 78746

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-04-30

**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:** $317169925.93

**Total Liabilities:** $47638067.40

**Net Assets:** $269531858.53

**Cash Not Reported:** $3632247.62

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -162.74000000 | **1-Year:** -5357.35000000 | **5-Year:** -53083.61000000 | **10-Year:** -68860.18000000 | **30-Year:** -8805.81000000

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

- **3-Month:** -26.27000000 | **1-Year:** -1470.59000000 | **5-Year:** -5609.62000000 | **10-Year:** -2159.45000000 | **30-Year:** -19.28000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000226674 | 1.36%                | 0.21%                | -0.21%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $547351.38               | $4350770.49                                |
| Month 2  | $-712682.37              | $95890.52                                  |
| Month 3  | $-1847021.05             | $5907854.16                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| State Street Bank & Trust Co.              | Purchased USD / Sold EUR                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $9505.45      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Dimensional Holdings Inc.                  | DFA Short Term Investment Fund                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   6249624 | NS      | $6249624.50   | 2.32%             |  |  |  | No            | N/A                | On Loan: No      |
| Citibank NA                                | Purchased JPY / Sold USD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |         1 | NC      | $1618.59      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                | BNP Paribas SA                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $420312.49    | 0.16%             | 2031-07-13      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| EQUINIX INC                                | Equinix, Inc.                                            | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    300000 | PA      | $265364.83    | 0.10%             | 2030-07-15      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| BROWN & BROWN INC                          | Brown & Brown, Inc.                                      | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $863070.85    | 0.32%             | 2031-03-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co LLC                   | Ford Motor Credit Co. LLC                                | CUSIP: 345397XL2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348418.06    | 0.13%             | 2025-08-04      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                               | Broadcom, Inc.                                           | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    150000 | PA      | $122409.13    | 0.05%             | 2036-11-15      | Fixed         | 3.19%                 | No            | 2                  | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS                    | Duquesne Light Holdings, Inc.                            | CUSIP: 266233AJ4<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $858152.93    | 0.32%             | 2032-01-07      | Fixed         | 2.78%                 | No            | 2                  | On Loan: No      |
| French Republic Government Bonds OAT       | French Republic Government Bonds OAT                     | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   5650000 | PA      | $4941152.15   | 1.83%             | 2038-05-25      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   9000000 | OU      | $-164059.11   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                   | Swap                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |  10000000 | OU      | $35417.00     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co                        | JPMorgan Chase & Co.                                     | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $548787.51    | 0.20%             | 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        |    350000 | PA      | $206315.76    | 0.08%             | 2034-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                       | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 370000000 | PA      | $2316498.11   | 0.86%             | 2036-03-20      | Fixed         | 0.40%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold EUR                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-54107.17    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| New Zealand Government Bonds               | New Zealand Government Bonds                             | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |   2750000 | PA      | $1348568.34   | 0.50%             | 2037-04-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| MASTERCARD INC                             | Mastercard, Inc.                                         | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    800000 | PA      | $781447.06    | 0.29%             | 2035-01-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: —       |
| US CELLULAR CORP                           | U.S. Cellular Corp.                                      | CUSIP: 911684AD0<br>LEI: 549300B164AZXESI6E03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $216502.69    | 0.08%             | 2033-12-15      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| OWENS CORNING                              | Owens Corning                                            | CUSIP: 690742AM3<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1416408.03   | 0.53%             | 2030-02-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold GBP                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-283.16      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GATX CORP                                  | GATX Corp.                                               | CUSIP: 361448BJ1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    500000 | PA      | $447638.22    | 0.17%             | 2032-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| VONTIER CORP                               | Vontier Corp.                                            | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    400000 | PA      | $372120.00    | 0.14%             | 2028-04-01      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                  | Uniform Mortgage-Backed Security, TBA                    | CUSIP: 01F060659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4483000 | PA      | $4547605.32   | 1.69%             | 2054-05-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                       | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    350000 | PA      | $330704.80    | 0.12%             | 2030-05-15      | Fixed         | 3.75%                 | 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      | $-323873.07   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| WINTERSHALL DEA FINANCE                    | Wintershall Dea Finance BV                               | CUSIP: 000000000<br>LEI: 529900SUC9JUI6M74U66 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $980661.11    | 0.36%             | 2031-09-25      | Fixed         | 1.82%                 | No            | 2                  | On Loan: No      |
| RTX CORP                                   | RTX Corp.                                                | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    500000 | PA      | $434304.91    | 0.16%             | 2042-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group, Inc.                    | CUSIP: 86562MCJ7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $858758.56    | 0.32%             | 2031-09-17      | Fixed         | 2.22%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                           | Paramount Global                                         | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193488.52    | 0.07%             | 2031-01-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank Securities, Inc.             | Swap                                                     | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DIR              |  | US        |   4000000 | OU      | $380325.76    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| ALTRIA GROUP INC                           | Altria Group, Inc.                                       | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188076.48    | 0.07%             | 2030-05-06      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased AUD / Sold USD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |         1 | NC      | $2611.78      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UMBS, TBA                                  | Uniform Mortgage-Backed Security, TBA                    | CUSIP: 01F020653<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7989000 | PA      | $6334951.45   | 2.35%             | 2055-05-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased CAD / Sold USD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |         1 | NC      | $691.61       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CON EDISON CO OF NY INC                    | Consolidated Edison Co. of New York, Inc.                | CUSIP: 209111FA6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    475000 | PA      | $482736.25    | 0.18%             | 2040-06-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| TREASURY CORP VICTORIA                     | Treasury Corp. of Victoria                               | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |    900000 | PA      | $565311.13    | 0.21%             | 2032-12-20      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-1483.69     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MOLINA HEALTHCARE INC                      | Molina Healthcare, Inc.                                  | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    250000 | PA      | $220304.20    | 0.08%             | 2032-05-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-33833.42    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| TREASURY CORP VICTORIA                     | Treasury Corp. of Victoria                               | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |   2050000 | PA      | $1269335.01   | 0.47%             | 2036-09-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| LINCOLN NATIONAL CORP                      | Lincoln National Corp.                                   | CUSIP: 534187BK4<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    700000 | PA      | $644773.38    | 0.24%             | 2031-01-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: —       |
| CELANESE US HOLDINGS LLC                   | Celanese U.S. Holdings LLC                               | CUSIP: 000000000<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $982747.82    | 0.36%             | 2028-09-10      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased CAD / Sold USD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |         1 | NC      | $20693.36     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Swap                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |  11000000 | OU      | $434812.40    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America Corp                       | Bank of America Corp.                                    | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1391853.93   | 0.52%             | 2042-02-07      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| MOTOROLA SOLUTIONS INC                     | Motorola Solutions, Inc.                                 | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176202.61    | 0.07%             | 2030-11-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| WEA FINANCE LLC                            | WEA Finance LLC                                          | CUSIP: 92928QAF5<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              |  | US        |   1400000 | PA      | $1328557.52   | 0.49%             | 2029-06-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                    | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $553522.09    | 0.21%             | 2032-08-03      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold AUD                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-54082.16    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| CANADIAN GOVERNMENT                        | Canada Government Bonds                                  | CUSIP: 135087Q31<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   1700000 | PA      | $1233307.70   | 0.46%             | 2025-05-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| TAYLOR MORRISON COMM                       | Taylor Morrison Communities, Inc.                        | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000451.55   | 0.37%             | 2028-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| CHEVRON USA INC                            | Chevron USA, Inc.                                        | CUSIP: 166756AU0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $960771.63    | 0.36%             | 2043-11-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LP                       | Boston Properties LP                                     | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |   1000000 | PA      | $986219.43    | 0.37%             | 2035-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased JPY / Sold USD                                 | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $437.79       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITY OF MONTREAL                           | City of Montreal                                         | CUSIP: 614853EV7<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $150747.13    | 0.06%             | 2033-09-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| DICK'S SPORTING GOODS                      | Dick's Sporting Goods, Inc.                              | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    500000 | PA      | $437872.77    | 0.16%             | 2032-01-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: —       |
| Royal Bank of Canada                       | Purchased NZD / Sold USD                                 | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | NZ        |         1 | NC      | $1533.29      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                       | CUSIP: 37045XCS3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303886.27    | 0.11%             | 2029-01-17      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| LYB INT FINANCE III                        | LYB International Finance III LLC                        | CUSIP: 50249AAH6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    500000 | PA      | $358339.87    | 0.13%             | 2040-10-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| TREASURY CORP VICTORIA                     | Treasury Corp. of Victoria                               | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |   2100000 | PA      | $1015511.56   | 0.38%             | 2035-09-17      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENER PART                    | Kinder Morgan Energy Partners LP                         | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108076.42    | 0.04%             | 2038-01-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| CINCINNATI FINL CORP                       | Cincinnati Financial Corp.                               | CUSIP: 172062AE1<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |    721000 | PA      | $757446.13    | 0.28%             | 2034-11-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Steelcase Inc                              | Steelcase, Inc.                                          | CUSIP: 858155AE4<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | DBT              | CORP              | US        |    700000 | PA      | $665140.00    | 0.25%             | 2029-01-18      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| EPR PROPERTIES                             | EPR Properties                                           | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   1200000 | PA      | $1122911.83   | 0.42%             | 2029-08-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                               | Broadcom, Inc.                                           | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $843254.68    | 0.31%             | 2033-02-15      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   9000000 | OU      | $79260.93     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| MANITOBA (PROVINCE OF)                     | Province of Manitoba                                     | CUSIP: 563469VB8<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |   5200000 | PA      | $3839083.13   | 1.42%             | 2033-06-02      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                    | BPCE SA                                                  | CUSIP: 05578AAN8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1500000 | PA      | $1381655.30   | 0.51%             | 2029-10-01      | Fixed         | 2.70%                 | No            | 2                  | On Loan: —       |
| Hess Corp                                  | Hess Corp.                                               | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492927.58    | 0.18%             | 2041-02-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   8000000 | OU      | $-122952.56   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| JACOBS ENGINEERING GROUP                   | Jacobs Engineering Group, Inc.                           | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |    750000 | PA      | $762756.05    | 0.28%             | 2033-03-01      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| Mizuho Financial Group, Inc.               | Mizuho Financial Group, Inc.                             | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $595815.02    | 0.22%             | 2030-10-07      | Fixed         | 0.69%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased NZD / Sold USD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NZ        |         1 | NC      | $214.18       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BOEING CO                                  | Boeing Co.                                               | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188786.70    | 0.07%             | 2029-03-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                   | Huntsman International LLC                               | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $823937.38    | 0.31%             | 2031-06-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                             | CUSIP: 632525BN0<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $1008868.93   | 0.37%             | 2034-01-10      | Fixed         | 4.95%                 | No            | 2                  | On Loan: —       |
| UBS Group AG                               | UBS Group AG                                             | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $182713.41    | 0.07%             | 2033-02-24      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                 | Intel Corp.                                              | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    800000 | PA      | $679558.26    | 0.25%             | 2040-03-25      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| KB HOME                                    | KB Home                                                  | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1351838.70   | 0.50%             | 2031-06-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: —       |
| FAIRFAX FINL HLDGS LTD                     | Fairfax Financial Holdings Ltd.                          | CUSIP: 303901BF8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $490320.57    | 0.18%             | 2030-04-29      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Oracle Corp                                | Oracle Corp.                                             | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    600000 | PA      | $618666.58    | 0.23%             | 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        |   1250000 | PA      | $1155094.13   | 0.43%             | 2030-09-17      | Fixed         | 4.81%                 | No            | 2                  | On Loan: —       |
| Walmart Inc                                | Walmart, Inc.                                            | CUSIP: 931142CV3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490415.37    | 0.18%             | 2040-07-08      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased AUD / Sold USD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |         1 | NC      | $13898.85     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays PLC                               | Barclays PLC                                             | CUSIP: 06738EAZ8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $675469.78    | 0.25%             | 2033-01-17      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| FOX CORP                                   | Fox Corp.                                                | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179779.51    | 0.07%             | 2029-01-25      | Fixed         | 4.71%                 | No            | 2                  | On Loan: No      |
| BP Capital Markets PLC                     | BP Capital Markets PLC                                   | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   2300000 | PA      | $2324077.94   | 0.86%             | 2031-05-08      | Fixed         | 1.23%                 | No            | 2                  | On Loan: No      |
| PUBLIC STORAGE OP CO                       | Public Storage Operating Co.                             | CUSIP: 000000000<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |   1000000 | PA      | $983239.48    | 0.36%             | 2030-09-09      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold EUR                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-97296.07    | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5000000 | OU      | $-29351.00    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| KEMPER CORP                                | Kemper Corp.                                             | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $890325.39    | 0.33%             | 2032-02-23      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| GLP CAPITAL LP / FIN II                    | GLP Capital LP/GLP Financing II, Inc.                    | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              |  | US        |    200000 | PA      | $188526.32    | 0.07%             | 2030-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                       | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 261000000 | PA      | $1873146.87   | 0.69%             | 2034-03-20      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| NOMURA HOLDINGS INC                        | Nomura Holdings, Inc.                                    | CUSIP: 65535HAX7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $866817.97    | 0.32%             | 2031-07-14      | Fixed         | 2.61%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4000000 | OU      | $-55867.12    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                     | Berkshire Hathaway Finance Corp.                         | CUSIP: 084664CS8<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    600000 | PA      | $549385.62    | 0.20%             | 2039-06-19      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| EXPERIAN FINANCE PLC                       | Experian Finance PLC                                     | CUSIP: 30217AAC7<br>LEI: 635400RKRK5EGXSPC782 | Long             | DBT              | CORP              | GB        |    602000 | PA      | $558439.73    | 0.21%             | 2030-03-08      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| UNEDIC                                     | UNEDIC ASSEO                                             | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |    100000 | PA      | $84112.34     | 0.03%             | 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        |   2000000 | PA      | $1991939.40   | 0.74%             | 2034-08-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| GLP CAPITAL LP / FIN II                    | GLP Capital LP/GLP Financing II, Inc.                    | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              |  | US        |    200000 | PA      | $203159.60    | 0.08%             | 2028-06-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased GBP / Sold USD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $4143.05      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased CAD / Sold USD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |         1 | NC      | $23244.19     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold GBP                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-79577.07    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Societe Generale SA                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1022097.38   | 0.38%             | 2029-09-24      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY INC                     | Berkshire Hathaway, Inc.                                 | CUSIP: 084670DE5<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        | 200000000 | PA      | $1286551.80   | 0.48%             | 2032-01-23      | Fixed         | 0.47%                 | No            | 2                  | On Loan: No      |
| FLOWSERVE CORPORATION                      | Flowserve Corp.                                          | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1704832.56   | 0.63%             | 2032-01-15      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Swap                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   6000000 | OU      | $11250.90     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ONEOK INC                                  | ONEOK, Inc.                                              | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $317139.29    | 0.12%             | 2031-01-15      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| ACCENTURE CAPITAL INC                      | Accenture Capital, Inc.                                  | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2216812.96   | 0.82%             | 2034-10-04      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                    | Imperial Brands Finance PLC                              | CUSIP: 000000000<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1327364.12   | 0.49%             | 2034-02-12      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| GRAPHIC PACKAGING INTERN                   | Graphic Packaging International LLC                      | CUSIP: 38869AAA5<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491723.95    | 0.18%             | 2027-07-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                  | Uniform Mortgage-Backed Security, TBA                    | CUSIP: 01F062655<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4259000 | PA      | $4385788.56   | 1.63%             | 2054-05-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| EXPEDIA GROUP INC                          | Expedia Group, Inc.                                      | CUSIP: 30212PAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $607547.75    | 0.23%             | 2030-02-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| ADVANCE AUTO PARTS                         | Advance Auto Parts, Inc.                                 | CUSIP: 00751YAE6<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134934.16    | 0.05%             | 2030-04-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp.                                         | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $406843.26    | 0.15%             | 2040-04-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                      | CUSIP: 683234YD4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1400000 | PA      | $1085858.12   | 0.40%             | 2037-06-02      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Nokia OYJ                                  | Nokia OYJ                                                | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |    682000 | PA      | $684966.02    | 0.25%             | 2039-05-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased CAD / Sold USD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |         1 | NC      | $519.69       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| The DFA Investment Trust Company           | DFA Investment Trust Co.                                 | CUSIP: 23320U405<br>LEI: 549300FSKWEXKF6YBM56 | Long             | EC               | RF                | US        |    668799 | NS      | $7734655.80   | 2.87%             |  |  |  | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                        | American Tower Corp.                                     | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    500000 | PA      | $484006.42    | 0.18%             | 2032-01-15      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| CISCO SYSTEMS INC                          | Cisco Systems, Inc.                                      | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1067016.14   | 0.40%             | 2039-02-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| Brookfield Finance Inc                     | Brookfield Finance, Inc.                                 | CUSIP: 11271LAD4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $603232.27    | 0.22%             | 2029-03-29      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Floating Rate Notes                        | CUSIP: 91282CKM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $6001089.36   | 2.23%             | 2026-04-30      | Floating      | 4.40%                 | No            | 2                  | On Loan: No      |
| SENSATA TECH INC                           | Sensata Technologies, Inc.                               | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    850000 | PA      | $783802.34    | 0.29%             | 2030-02-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank Securities, Inc.             | Swap                                                     | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DIR              |  | US        |   4000000 | OU      | $396516.88    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-1248278.84  | -0.46%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-448.59      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SKANDINAVISKA ENSKILDA                     | Skandinaviska Enskilda Banken AB                         | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    200000 | PA      | $203643.02    | 0.08%             | 2029-11-12      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold GBP                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-104195.68   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group, Inc.                                | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208713.36    | 0.08%             | 2041-02-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| LAS VEGAS SANDS CORP                       | Las Vegas Sands Corp.                                    | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489941.11    | 0.18%             | 2034-08-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| PRIMERICA INC                              | Primerica, Inc.                                          | CUSIP: 74164MAB4<br>LEI: 254900621R686KJR7022 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $870622.03    | 0.32%             | 2031-11-19      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| TOLL BROS FINANCE CORP                     | Toll Brothers Finance Corp.                              | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $335241.40    | 0.12%             | 2029-11-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| SOCIETE DES GRANDS PROJ                    | Societe Des Grands Projets EPIC                          | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |   1100000 | PA      | $1045876.59   | 0.39%             | 2034-05-25      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| ENERSYS                                    | EnerSys                                                  | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $969832.30    | 0.36%             | 2027-12-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-202448.06   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| MARRIOTT INTERNATIONAL                     | Marriott International, Inc.                             | CUSIP: 571903BH5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82664.41     | 0.03%             | 2033-10-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| NATL GAS TRANSMISSION                      | National Gas Transmission PLC                            | CUSIP: 000000000<br>LEI: FPCHGTHKVH9ZWXS7S453 | Long             | DBT              | CORP              | GB        |    656000 | PA      | $639653.24    | 0.24%             | 2033-01-14      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                       | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 394000000 | PA      | $2707461.74   | 1.00%             | 2035-09-20      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                             | BNP Paribas SA                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $530174.04    | 0.20%             | 2029-05-28      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| WALT DISNEY COMPANY/THE                    | Walt Disney Co.                                          | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    500000 | PA      | $405126.46    | 0.15%             | 2040-05-13      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| INTL FINANCE CORP                          | International Finance Corp.                              | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |   2500000 | PA      | $1186619.16   | 0.44%             | 2035-04-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| BLUE OWL FINANCE LLC                       | Blue Owl Finance LLC                                     | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504466.67    | 0.19%             | 2034-04-18      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| PROLOGIS EURO FINANCE                      | Prologis Euro Finance LLC                                | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |    500000 | PA      | $472286.51    | 0.18%             | 2032-02-16      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold AUD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $507.38       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                       | Glencore Funding LLC                                     | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    500000 | PA      | $444595.54    | 0.16%             | 2031-04-27      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased EUR / Sold USD                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $-5627.42     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ORIX CORP                                  | ORIX Corp.                                               | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1124576.17   | 0.42%             | 2031-10-22      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank Securities, Inc.             | Swap                                                     | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DIR              |  | US        |   5000000 | OU      | $511436.50    | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| ADVANCE AUTO PARTS                         | Advance Auto Parts, Inc.                                 | CUSIP: 00751YAG1<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    270000 | PA      | $225641.39    | 0.08%             | 2032-03-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: —       |
| State Street Bank & Trust Co.              | Purchased USD / Sold EUR                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-647615.16   | -0.24%            |  |  |  | No            | 2                  | On Loan: No      |
| PUBLIC STORAGE OP CO                       | Public Storage Operating Co.                             | CUSIP: 000000000<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    200000 | PA      | $190598.93    | 0.07%             | 2032-01-24      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| NEWMARKET CORP                             | NewMarket Corp.                                          | CUSIP: 651587AG2<br>LEI: 54930082CG88ERDREQ47 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $880185.74    | 0.33%             | 2031-03-18      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| CIGNA GROUP/THE                            | Cigna Group                                              | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    800000 | PA      | $743046.94    | 0.28%             | 2038-08-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| E.ON INTL FINANCE BV                       | E.ON International Finance BV                            | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $357063.85    | 0.13%             | 2032-06-07      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| REINSURANCE GRP OF AMER                    | Reinsurance Group of America, Inc.                       | CUSIP: 759351AP4<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    258000 | PA      | $238691.56    | 0.09%             | 2030-06-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| BLACKROCK FUNDING INC                      | BlackRock Funding, Inc.                                  | CUSIP: 09290DAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1603017.14   | 0.59%             | 2035-01-08      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| WP CAREY INC                               | WP Carey, Inc.                                           | CUSIP: 000000000<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    300000 | PA      | $349497.52    | 0.13%             | 2032-07-23      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| FRESENIUS MED CARE III                     | Fresenius Medical Care U.S. Finance III, Inc.            | CUSIP: 35805BAB4<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |    750000 | PA      | $633754.28    | 0.24%             | 2031-02-16      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased CAD / Sold USD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |         1 | NC      | $20755.09     | 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        | 350000000 | PA      | $2478983.07   | 0.92%             | 2034-09-20      | Fixed         | 1.40%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                   | Swap                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |   9000000 | OU      | $-34099.74    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold JPY                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-567059.04   | -0.21%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                   | Swap                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |   8000000 | OU      | $-13080.96    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC                          | CPPIB Capital, Inc.                                      | CUSIP: 12593CAW1<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |   3300000 | PA      | $2603806.76   | 0.97%             | 2033-06-02      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| PRUDENTIAL FUNDING ASIA                    | Prudential Funding Asia PLC                              | CUSIP: 744330AB7<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $921005.26    | 0.34%             | 2032-03-24      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Electricite de France SA                   | Electricite de France SA                                 | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $410096.94    | 0.15%             | 2034-06-02      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Floating Rate Notes                        | CUSIP: 91282CMJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1299289.90   | 0.48%             | 2027-01-31      | Floating      | 4.34%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Swap                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   8000000 | OU      | $-58638.64    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Rio Tinto Alcan Inc                        | Rio Tinto Alcan, Inc.                                    | CUSIP: 013716AW5<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1063127.99   | 0.39%             | 2035-06-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| YUM! BRANDS INC                            | Yum! Brands, Inc.                                        | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    500000 | PA      | $450964.15    | 0.17%             | 2031-03-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| DPL INC                                    | DPL, Inc.                                                | CUSIP: 233293AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1430318.85   | 0.53%             | 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        |    100000 | PA      | $88042.86     | 0.03%             | 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        |   1000000 | PA      | $901459.60    | 0.33%             | 2030-11-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| WELLTOWER OP LLC                           | Welltower OP LLC                                         | CUSIP: 95040QAN4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |   1000000 | PA      | $917238.89    | 0.34%             | 2029-01-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: —       |
| Bank of America NA                         | Swap                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   3000000 | OU      | $239079.39    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Bath & Body Works Inc                      | Bath & Body Works, Inc.                                  | CUSIP: 501797AN4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    600000 | PA      | $596484.90    | 0.22%             | 2028-02-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences Inc                        | Gilead Sciences, Inc.                                    | CUSIP: 375558AS2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999384.76    | 0.37%             | 2041-12-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| ASSURED GUARANTY US HLDG                   | Assured Guaranty U.S. Holdings, Inc.                     | CUSIP: 04621WAD2<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $909574.89    | 0.34%             | 2031-06-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMER PIPELINE                   | Plains All American Pipeline LP/PAA Finance Corp.        | CUSIP: 72650RAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $525727.70    | 0.20%             | 2037-01-15      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association   | Government National Mortgage Association, TBA            | CUSIP: 21H060655<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3908000 | PA      | $3952422.98   | 1.47%             | 2054-05-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| TREASURY CORP VICTORIA                     | Treasury Corp. of Victoria                               | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |   1990000 | PA      | $1015077.72   | 0.38%             | 2034-11-20      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                           | Paramount Global                                         | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    700000 | PA      | $702859.97    | 0.26%             | 2036-04-30      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| NIKE INC                                   | NIKE, Inc.                                               | CUSIP: 654106AL7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1547518.22   | 0.57%             | 2040-03-27      | 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        |   2000000 | PA      | $1087961.63   | 0.40%             | 2037-11-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased CAD / Sold USD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |         1 | NC      | $1684.56      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hyatt Hotels Corp                          | Hyatt Hotels Corp.                                       | CUSIP: 448579AG7<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $984743.48    | 0.37%             | 2028-09-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| QUEENSLAND TREASURY CORP                   | Queensland Treasury Corp.                                | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |   1700000 | PA      | $889170.09    | 0.33%             | 2032-08-20      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                   | AT&T, Inc.                                               | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1074941.42   | 0.40%             | 2041-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Oracle Corp                                | Oracle Corp.                                             | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    875000 | PA      | $682007.26    | 0.25%             | 2040-04-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Progress Energy Inc                        | Progress Energy, Inc.                                    | CUSIP: 743263AG0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    290000 | PA      | $320627.34    | 0.12%             | 2031-10-30      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| PSP CAPITAL INC                            | PSP Capital, Inc.                                        | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |    700000 | PA      | $530240.10    | 0.20%             | 2033-06-01      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-11853.31    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold AUD                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-122204.83   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co                        | JPMorgan Chase & Co.                                     | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503791.73    | 0.19%             | 2040-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                     | HAT Holdings I LLC/HAT Holdings II LLC                   | CUSIP: 418751AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $527213.22    | 0.20%             | 2030-09-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: —       |
| ASSURANT INC                               | Assurant, Inc.                                           | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $841414.21    | 0.31%             | 2032-01-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| NATIONAL FUEL GAS CO                       | National Fuel Gas Co.                                    | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $885495.65    | 0.33%             | 2031-03-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| ALLSTATE CORP                              | Allstate Corp.                                           | CUSIP: 020002AT8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1481633.50   | 0.55%             | 2036-04-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| BAT INTL FINANCE PLC                       | BAT International Finance PLC                            | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $544096.77    | 0.20%             | 2030-01-16      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| AUTONATION INC                             | AutoNation, Inc.                                         | CUSIP: 05329WAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1259653.43   | 0.47%             | 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        |    300000 | PA      | $283631.01    | 0.11%             | 2027-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Japan Government Ten Year Bonds            | Japan Government Ten Year Bonds                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  90000000 | PA      | $595530.84    | 0.22%             | 2033-06-20      | Fixed         | 0.40%                 | No            | 2                  | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER                   | Volkswagen Financial Services AG                         | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |    900000 | PA      | $883219.99    | 0.33%             | 2030-02-12      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-394582.24   | -0.15%            |  |  |  | No            | 2                  | On Loan: No      |
| Japan Government Ten Year Bonds            | Japan Government Ten Year Bonds                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 420000000 | PA      | $2765749.06   | 1.03%             | 2032-09-20      | Fixed         | 0.20%                 | No            | 2                  | On Loan: No      |
| CI FINANCIAL CORP                          | CI Financial Corp.                                       | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1308957.08   | 0.49%             | 2030-12-17      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| SEAGATE HDD CAYMAN                         | Seagate HDD Cayman                                       | CUSIP: 81180WBD2<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    500000 | PA      | $456648.29    | 0.17%             | 2031-01-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| FOX CORP                                   | Fox Corp.                                                | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    500000 | PA      | $480105.58    | 0.18%             | 2039-01-25      | Fixed         | 5.48%                 | No            | 2                  | On Loan: No      |
| AUTONATION INC                             | AutoNation, Inc.                                         | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $449432.19    | 0.17%             | 2032-03-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| SOUTHERN GAS NETWORK PLC                   | Southern Gas Networks PLC                                | CUSIP: 000000000<br>LEI: 549300SPX8573VZ2SK79 | Long             | DBT              | CORP              | GB        |   1250000 | PA      | $1303214.74   | 0.48%             | 2031-12-02      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Swap                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |  13000000 | OU      | $-72329.92    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| CANADIAN NATL RESOURCES                    | Canadian Natural Resources Ltd.                          | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $453428.93    | 0.17%             | 2030-07-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                       | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  20000000 | PA      | $123971.18    | 0.05%             | 2037-09-20      | Fixed         | 0.60%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                   | Swap                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |   8000000 | OU      | $-184250.08   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| AKER BP ASA                                | Aker BP ASA                                              | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    300000 | PA      | $279695.91    | 0.10%             | 2031-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Walmart Inc                                | Walmart, Inc.                                            | CUSIP: 000000000<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     26000 | PA      | $35500.60     | 0.01%             | 2035-09-28      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased EUR / Sold USD                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $-13833.82    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Utah Acquisition Sub, Inc.                 | Utah Acquisition Sub, Inc.                               | CUSIP: 000000000<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | NL        |    550000 | PA      | $619204.76    | 0.23%             | 2028-11-22      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| HCA INC                                    | HCA, Inc.                                                | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $814057.34    | 0.30%             | 2042-03-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                    | Exxon Mobil Corp.                                        | CUSIP: 000000000<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2211115.71   | 0.82%             | 2039-06-26      | Fixed         | 1.41%                 | No            | 2                  | On Loan: No      |
| SEAGATE HDD CAYMAN                         | Seagate HDD Cayman                                       | CUSIP: 81180WBC4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $379682.96    | 0.14%             | 2029-06-01      | Fixed         | 4.09%                 | No            | 2                  | On Loan: No      |
| SABRA HEALTH CARE LP                       | Sabra Health Care LP                                     | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |    900000 | PA      | $795770.06    | 0.30%             | 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        |   1000000 | PA      | $860725.66    | 0.32%             | 2031-11-23      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| BLOCK INC                                  | Block, Inc.                                              | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1338845.24   | 0.50%             | 2031-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| AGENCE FRANCE LOCALE                       | Agence France Locale                                     | CUSIP: 000000000<br>LEI: 969500NMI4UP00IO8G47 | Long             | DBT              | NUSS              | FR        |    100000 | PA      | $113186.27    | 0.04%             | 2034-03-20      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Conagra Brands Inc                         | Conagra Brands, Inc.                                     | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189326.77    | 0.07%             | 2038-11-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank Securities, Inc.             | Swap                                                     | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DIR              |  | US        |   6000000 | OU      | $284377.08    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| MGM RESORTS INTL                           | MGM Resorts International                                | CUSIP: 552953CD1<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347080.83    | 0.13%             | 2026-09-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| MIZUHO FINANCIAL GROUP                     | Mizuho Financial Group, Inc.                             | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $413827.57    | 0.15%             | 2032-04-08      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| KYNDRYL HOLDINGS INC                       | Kyndryl Holdings, Inc.                                   | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1338046.37   | 0.50%             | 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        |    300000 | PA      | $328906.72    | 0.12%             | 2032-04-07      | Fixed         | 2.82%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-140.38      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                   | Swap                                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  12000000 | OU      | $110477.28    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank Securities, Inc.             | Swap                                                     | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DIR              |  | US        |   7000000 | OU      | $596694.98    | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-24842.09    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| NAT GRID ELECTY WM                         | National Grid Electricity Distribution West Midlands PLC | CUSIP: 000000000<br>LEI: 549300L22M2RCLXON143 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $409113.01    | 0.15%             | 2032-04-16      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Vodafone Group PLC                         | Vodafone Group PLC                                       | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     71000 | PA      | $75073.52     | 0.03%             | 2037-02-27      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| LA POSTE SA                                | La Poste SA                                              | CUSIP: 000000000<br>LEI: 9695000YG7TR7PAP0L59 | Long             | DBT              | CORP              | FR        |   1100000 | PA      | $1109638.86   | 0.41%             | 2032-04-21      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| APA INFRASTRUCTURE LTD                     | APA Infrastructure Ltd.                                  | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |   1500000 | PA      | $1563437.36   | 0.58%             | 2029-03-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                        | Intesa Sanpaolo SpA                                      | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    400000 | PA      | $474850.34    | 0.18%             | 2030-01-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| HCA Inc                                    | HCA, Inc.                                                | CUSIP: 404119AJ8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    117000 | PA      | $131918.87    | 0.05%             | 2033-11-06      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold CAD                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-177680.51   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| AMERICAN ASSETS TRUST LP                   | American Assets Trust LP                                 | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |   1000000 | PA      | $872752.21    | 0.32%             | 2031-02-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| LCR FINANCE PLC                            | LCR Finance PLC                                          | CUSIP: 000000000<br>LEI: 2138008GSNH2EM5YC581 | Long             | DBT              | NUSS              | GB        |     65000 | PA      | $82770.95     | 0.03%             | 2038-12-07      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-44.56       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| FEDEX CORP                                 | FedEx Corp.                                              | CUSIP: 31428XCN4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $827494.87    | 0.31%             | 2041-05-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                       | CUSIP: 74814ZFN8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   4100000 | PA      | $2951577.69   | 1.10%             | 2032-09-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Swap                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |  10000000 | OU      | $-145983.40   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| JEFFERIES FIN GROUP INC                    | Jefferies Financial Group, Inc.                          | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    300000 | PA      | $252900.19    | 0.09%             | 2031-10-15      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                   | Capital One Financial Corp.                              | CUSIP: 14040HCC7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    373000 | PA      | $396777.49    | 0.15%             | 2029-06-12      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| INTERSTATE POWER & LIGHT                   | Interstate Power & Light Co.                             | CUSIP: 461070AU8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1642455.86   | 0.61%             | 2033-10-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Swap                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |  40000000 | OU      | $3758784.00   | 1.39%             |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Floating Rate Notes                        | CUSIP: 91282CLA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3002238.48   | 1.11%             | 2026-07-31      | Floating      | 4.43%                 | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold EUR                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-657705.74   | -0.24%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                   | Swap                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |  11000000 | OU      | $-254325.83   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                    | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    900000 | PA      | $578605.11    | 0.21%             | 2028-09-19      | Floating      | 5.05%                 | No            | 2                  | On Loan: No      |
| OVINTIV INC                                | Ovintiv, Inc.                                            | CUSIP: 012873AH8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    400000 | PA      | $444282.88    | 0.16%             | 2030-09-15      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased CAD / Sold USD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |         1 | NC      | $12671.39     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                      | CUSIP: 68333ZAU1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1800000 | PA      | $1340873.35   | 0.50%             | 2032-06-02      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Loews Corp                                 | Loews Corp.                                              | CUSIP: 540424AR9<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    495000 | PA      | $414977.99    | 0.15%             | 2043-05-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| BRIXMOR OPERATING PART                     | Brixmor Operating Partnership LP                         | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    300000 | PA      | $288019.04    | 0.11%             | 2030-07-01      | Fixed         | 4.05%                 | No            | 2                  | On Loan: —       |
| NEW S WALES TREASURY CRP                   | New South Wales Treasury Corp.                           | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |   5860000 | PA      | $3129659.01   | 1.16%             | 2032-02-20      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased AUD / Sold USD                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |         1 | NC      | $6211.16      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-1516.42     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| YUM! BRANDS INC                            | Yum! Brands, Inc.                                        | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194110.45    | 0.07%             | 2030-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ASHTEAD CAPITAL INC                        | Ashtead Capital, Inc.                                    | CUSIP: 045054AP8<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170001.81    | 0.06%             | 2031-08-12      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co.                                        | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    278000 | PA      | $274345.17    | 0.10%             | 2030-08-14      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased NZD / Sold USD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NZ        |         1 | NC      | $1233.85      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DOW CHEMICAL CO/THE                        | Dow Chemical Co.                                         | CUSIP: 260543DA8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    267000 | PA      | $256816.70    | 0.10%             | 2032-03-15      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| ROSS STORES INC                            | Ross Stores, Inc.                                        | CUSIP: 778296AG8<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |     99000 | PA      | $83973.01     | 0.03%             | 2031-04-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| HOLDING D'INFRASTRUCTURE                   | Holding d'Infrastructures de Transport SASU              | CUSIP: 000000000<br>LEI: 9695004S3RCE0Q5V8G28 | Long             | DBT              | CORP              | FR        |   1100000 | PA      | $1171231.60   | 0.43%             | 2029-09-18      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                       | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 207600000 | PA      | $1137778.09   | 0.42%             | 2041-12-20      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased EUR / Sold USD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $545.11       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-38418.91    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| THERMO FISHER SCIENTIFIC                   | Thermo Fisher Scientific, Inc.                           | CUSIP: 883556CY6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196035.95    | 0.07%             | 2043-08-10      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| VONTIER CORP                               | Vontier Corp.                                            | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    665000 | PA      | $573299.83    | 0.21%             | 2031-04-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                       | CUSIP: 748148QT3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   1400000 | PA      | $1196621.21   | 0.44%             | 2032-06-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| EPR Properties                             | EPR Properties                                           | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    500000 | PA      | $494170.01    | 0.18%             | 2028-04-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group, Inc.                                 | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    600000 | PA      | $480896.20    | 0.18%             | 2039-08-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| DXC TECHNOLOGY CO                          | DXC Technology Co.                                       | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |    400000 | PA      | $366613.54    | 0.14%             | 2028-09-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank Securities, Inc.             | Swap                                                     | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DIR              |  | US        |  15000000 | OU      | $219410.55    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| NOV INC                                    | NOV, Inc.                                                | CUSIP: 637071AM3<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    400000 | PA      | $377152.45    | 0.14%             | 2029-12-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: —       |
| United States Treasury                     | U.S. Treasury Inflation-Indexed Notes                    | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1810746 | PA      | $1787807.49   | 0.66%             | 2028-01-15      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| FMG RESOURCES AUG 2006                     | FMG Resources August 2006 Pty. Ltd.                      | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   1150000 | PA      | $1121794.87   | 0.42%             | 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        |   1000000 | PA      | $733294.65    | 0.27%             | 2033-06-02      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| ConocoPhillips                             | ConocoPhillips                                           | CUSIP: 20825CAQ7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    300000 | PA      | $328590.85    | 0.12%             | 2039-02-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased CAD / Sold USD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |         1 | NC      | $6678.66      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                   | Swap                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |  10000000 | OU      | $190718.10    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| ASHLAND INC                                | Ashland, Inc.                                            | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |    400000 | PA      | $347064.00    | 0.13%             | 2031-09-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| TENNET HOLDING BV                          | TenneT Holding BV                                        | CUSIP: 000000000<br>LEI: 724500LTUWK3JQG63903 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1100735.33   | 0.41%             | 2033-05-17      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY INC                     | Berkshire Hathaway, Inc.                                 | CUSIP: 000000000<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        | 100000000 | PA      | $614552.86    | 0.23%             | 2040-04-16      | Fixed         | 1.59%                 | No            | 2                  | On Loan: No      |
| DENTSPLY SIRONA INC                        | Dentsply Sirona, Inc.                                    | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |    650000 | PA      | $579958.55    | 0.22%             | 2030-06-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: —       |
| State Street Bank & Trust Co.              | Purchased USD / Sold EUR                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-43905.81    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| BRITISH COLUMBIA PROV OF                   | Province of British Columbia                             | CUSIP: 110709AK8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   1400000 | PA      | $1052985.64   | 0.39%             | 2034-06-18      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMER PIPELINE                   | Plains All American Pipeline LP/PAA Finance Corp.        | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $189210.35    | 0.07%             | 2029-12-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp.                    | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $942945.12    | 0.35%             | 2034-02-09      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Discover Bank                              | Discover Bank                                            | CUSIP: 25466AAP6<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199654.60    | 0.07%             | 2028-09-13      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                       | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990925.79    | 0.37%             | 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        |   1200000 | PA      | $1030468.13   | 0.38%             | 2030-12-10      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased CAD / Sold USD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |         1 | NC      | $5502.16      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JAB Holdings BV                            | JAB Holdings BV                                          | CUSIP: 000000000<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $362253.65    | 0.13%             | 2033-06-12      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| KILROY REALTY LP                           | Kilroy Realty LP                                         | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |   1600000 | PA      | $1238098.64   | 0.46%             | 2032-11-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BAT INTL FINANCE PLC                       | BAT International Finance PLC                            | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $231284.12    | 0.09%             | 2032-04-12      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| HUMANA INC                                 | Humana, Inc.                                             | CUSIP: 444859BK7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140122.22    | 0.05%             | 2029-08-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| BPIFRANCE SACA                             | Bpifrance SACA                                           | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |   1200000 | PA      | $1377732.01   | 0.51%             | 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        |   2500000 | PA      | $2166635.85   | 0.80%             | 2043-08-12      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| TELEFONICA EMISIONES SAU                   | Telefonica Emisiones SA                                  | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $451720.52    | 0.17%             | 2034-01-23      | Fixed         | 3.72%                 | No            | 2                  | On Loan: No      |
| DIGITAL DUTCH FINCO BV                     | Digital Dutch Finco BV                                   | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |   1000000 | PA      | $955706.68    | 0.35%             | 2032-01-15      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| MANITOBA (PROVINCE OF)                     | Province of Manitoba                                     | CUSIP: 563469EZ4<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $835615.84    | 0.31%             | 2037-03-05      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank Securities, Inc.             | Swap                                                     | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DIR              |  | US        |   4000000 | OU      | $309853.04    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| BRITISH COLUMBIA PROV OF                   | Province of British Columbia                             | CUSIP: 110709GN6<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   1100000 | PA      | $799666.33    | 0.30%             | 2033-06-18      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Banque Federative du Credit Mutuel SA      | Banque Federative du Credit Mutuel SA                    | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $579104.96    | 0.21%             | 2031-02-21      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                   | International Flavors & Fragrances, Inc.                 | CUSIP: 459506AR2<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $718023.87    | 0.27%             | 2040-11-15      | Fixed         | 3.27%                 | No            | 2                  | On Loan: No      |
| SNCF RESEAU                                | SNCF Reseau                                              | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |    800000 | PA      | $807255.68    | 0.30%             | 2034-03-30      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| NEW S WALES TREASURY CRP                   | New South Wales Treasury Corp.                           | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |   1600000 | PA      | $964258.58    | 0.36%             | 2036-02-20      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| BROADSTONE NET LEASE LLC                   | Broadstone Net Lease LLC                                 | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              |  | US        |   1504000 | PA      | $1267015.04   | 0.47%             | 2031-09-15      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                   | Swap                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |   7000000 | OU      | $47990.74     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| PLAINS ALL AMER PIPELINE                   | Plains All American Pipeline LP/PAA Finance Corp.        | CUSIP: 72650RBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $47126.24     | 0.02%             | 2030-09-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                       | CUSIP: 74814ZDK6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   2000000 | PA      | $1578935.15   | 0.59%             | 2038-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ARCELORMITTAL SA                           | ArcelorMittal SA                                         | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $222937.28    | 0.08%             | 2031-12-13      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| INVITATION HOMES OP                        | Invitation Homes Operating Partnership LP                | CUSIP: 46188BAC6<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    900000 | PA      | $731508.50    | 0.27%             | 2034-01-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY INC                     | Berkshire Hathaway, Inc.                                 | CUSIP: 084670CW6<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        | 410000000 | PA      | $2655074.75   | 0.99%             | 2031-04-15      | Fixed         | 0.44%                 | No            | 2                  | On Loan: No      |
| DEVON ENERGY CORPORATION                   | Devon Energy Corp.                                       | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $878677.81    | 0.33%             | 2041-07-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| FMG RESOURCES AUG 2006                     | FMG Resources August 2006 Pty. Ltd.                      | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $181006.32    | 0.07%             | 2031-04-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Lennar Corp                                | Lennar Corp.                                             | CUSIP: 526057BV5<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499925.98    | 0.19%             | 2025-05-30      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold AUD                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-221535.50   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| CITY OF MONTREAL                           | City of Montreal                                         | CUSIP: 614853CP2<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $151581.31    | 0.06%             | 2032-12-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| 7-ELEVEN INC                               | 7-Eleven, Inc.                                           | CUSIP: 817826AE0<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $249485.92    | 0.09%             | 2031-02-10      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| INDIANA MICHIGAN POWER                     | Indiana Michigan Power Co.                               | CUSIP: 454889AM8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    500000 | PA      | $527266.27    | 0.20%             | 2037-03-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold JPY                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $24770.41     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Japan Government Thirty Year Bonds         | Japan Government Thirty Year Bonds                       | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 120000000 | PA      | $924372.64    | 0.34%             | 2034-03-20      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                   | Siemens Financieringsmaatschappij NV                     | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $222070.86    | 0.08%             | 2037-02-22      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                       | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 349000000 | PA      | $2151336.76   | 0.80%             | 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        |    300000 | PA      | $230361.96    | 0.09%             | 2034-09-01      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                     | Mitsubishi UFJ Financial Group, Inc.                     | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1480000 | PA      | $1703510.05   | 0.63%             | 2032-06-15      | Fixed         | 3.56%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                        | CUSIP: 718172AM1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85583.83     | 0.03%             | 2041-11-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| SELP FINANCE SARL                          | SELP Finance SARL                                        | CUSIP: 000000000<br>LEI: 549300Y4VYEJE1MH6D45 | Long             | DBT              |  | LU        |   1000000 | PA      | $1132168.54   | 0.42%             | 2032-01-16      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| HP INC                                     | HP, Inc.                                                 | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173144.21    | 0.06%             | 2031-06-17      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                        | Elevance Health, Inc.                                    | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $433498.25    | 0.16%             | 2042-05-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                | Equinor ASA                                              | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    500000 | PA      | $467441.31    | 0.17%             | 2036-11-09      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased EUR / Sold USD                                 | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | XX        |         1 | NC      | $35309.19     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                        | CUSIP: 718172CL1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    800000 | PA      | $776151.23    | 0.29%             | 2031-08-01      | Fixed         | 0.80%                 | No            | 2                  | On Loan: No      |
| ASHTEAD CAPITAL INC                        | Ashtead Capital, Inc.                                    | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991599.45    | 0.37%             | 2032-08-11      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC                          | CPPIB Capital, Inc.                                      | CUSIP: 12593ZAA8<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |   3600000 | PA      | $2714310.17   | 1.01%             | 2032-06-02      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                               | UBS Group AG                                             | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1870000 | PA      | $1819079.29   | 0.67%             | 2031-11-03      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                        | Bank of Nova Scotia                                      | CUSIP: 06417XAE1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    195000 | PA      | $167313.35    | 0.06%             | 2032-02-02      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Japan Government Ten Year Bonds            | Japan Government Ten Year Bonds                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 140000000 | PA      | $928848.79    | 0.34%             | 2032-03-20      | Fixed         | 0.20%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Floating Rate Notes                        | CUSIP: 91282CJU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1001166.40   | 0.37%             | 2026-01-31      | Floating      | 4.49%                 | No            | 2                  | On Loan: No      |
| AKER BP ASA                                | Aker BP ASA                                              | CUSIP: 000000000<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    900000 | PA      | $1023876.18   | 0.38%             | 2032-05-29      | Fixed         | 4.00%                 | 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        |    450000 | PA      | $432781.20    | 0.16%             | 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        |   2100000 | PA      | $1115618.02   | 0.41%             | 2033-09-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| BLACKROCK FUNDING INC                      | BlackRock Funding, Inc.                                  | CUSIP: 09290DAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    972000 | PA      | $985503.85    | 0.37%             | 2034-03-14      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                       | OneMain Finance Corp.                                    | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    450000 | PA      | $453935.25    | 0.17%             | 2026-03-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| Merlin Properties Socimi SA                | Merlin Properties Socimi SA                              | CUSIP: 000000000<br>LEI: 959800L8KD863DP30X04 | Long             | DBT              |  | ES        |    900000 | PA      | $984623.93    | 0.37%             | 2029-09-18      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold EUR                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-39987.30    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Inflation-Indexed Notes                    | CUSIP: 912828N71<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4028040 | PA      | $4024752.03   | 1.49%             | 2026-01-15      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| STORE CAPITAL LLC                          | Store Capital LLC                                        | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |    900000 | PA      | $877209.80    | 0.33%             | 2029-03-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| NOVARTIS CAPITAL CORP                      | Novartis Capital Corp.                                   | CUSIP: 66989HAV0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1338060.37   | 0.50%             | 2034-09-18      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| JCDECAUX SE                                | JCDecaux SE                                              | CUSIP: 000000000<br>LEI: 9695009KV7AFPDEI5S30 | Long             | DBT              | CORP              | FR        |   1200000 | PA      | $1260441.20   | 0.47%             | 2030-02-07      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| BLACK HILLS CORP                           | Black Hills Corp.                                        | CUSIP: 092113AT6<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    800000 | PA      | $713719.18    | 0.26%             | 2030-06-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Japan Government Ten Year Bonds            | Japan Government Ten Year Bonds                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 330000000 | PA      | $2215417.54   | 0.82%             | 2032-12-20      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                    | Principal Financial Group, Inc.                          | CUSIP: 74251VAA0<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    147000 | PA      | $157291.26    | 0.06%             | 2036-10-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased JPY / Sold USD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |         1 | NC      | $-1950.15     | -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        |    200000 | PA      | $209476.52    | 0.08%             | 2036-05-15      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                      | CUSIP: 68333ZBC0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   2000000 | PA      | $1507108.66   | 0.56%             | 2034-06-02      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA PIPELINES                      | TransCanada PipeLines Ltd.                               | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   1200000 | PA      | $1126617.10   | 0.42%             | 2034-03-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| MICRON TECHNOLOGY INC                      | Micron Technology, Inc.                                  | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    500000 | PA      | $355063.73    | 0.13%             | 2041-11-01      | Fixed         | 3.37%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                             | Morgan Stanley                                           | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    900000 | PA      | $966322.40    | 0.36%             | 2042-07-24      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                   | Ford Motor Credit Co. LLC                                | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    600000 | PA      | $604237.54    | 0.22%             | 2033-11-07      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                    | CUSIP: 961214FU2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   3000000 | PA      | $3009038.10   | 1.12%             | 2029-04-16      | Floating      | 5.19%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.               | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1100000 | PA      | $1245821.54   | 0.46%             | 2027-05-21      | Floating      | 2.93%                 | No            | 2                  | On Loan: No      |
| WESTERN DIGITAL CORP                       | Western Digital Corp.                                    | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1094983.64   | 0.41%             | 2029-02-01      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                         | Royalty Pharma PLC                                       | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $130138.53    | 0.05%             | 2030-09-02      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| ARES CAPITAL CORP                          | ARES Capital Corp.                                       | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    800000 | PA      | $681668.42    | 0.25%             | 2031-11-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| BANQUE FED CRED MUTUEL                     | Banque Federative du Credit Mutuel SA                    | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   1300000 | PA      | $1328343.69   | 0.49%             | 2030-06-03      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                    | Exxon Mobil Corp.                                        | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2565894.16   | 0.95%             | 2040-03-19      | Fixed         | 4.23%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased CAD / Sold USD                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |         1 | NC      | $10333.26     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Swap                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   8000000 | OU      | $72341.68     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Ally Financial Inc                         | Ally Financial, Inc.                                     | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $332220.22    | 0.12%             | 2031-11-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Inflation-Indexed Notes                    | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1468922 | PA      | $1448125.13   | 0.54%             | 2027-04-15      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| TAPESTRY INC                               | Tapestry, Inc.                                           | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    300000 | PA      | $259555.55    | 0.10%             | 2032-03-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: —       |
| UNICREDIT SPA                              | UniCredit SpA                                            | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   1000000 | PA      | $1010502.66   | 0.37%             | 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        |    900000 | PA      | $867897.22    | 0.32%             | 2034-10-04      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                 | Intel Corp.                                              | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    700000 | PA      | $645750.91    | 0.24%             | 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        |   7637000 | PA      | $6347651.17   | 2.36%             | 2054-05-01      | 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        |   1200000 | PA      | $645859.04    | 0.24%             | 2032-05-24      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold EUR                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-46533.03    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Westlake Corp.                             | Westlake Corp.                                           | CUSIP: 960413AV4<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    500000 | PA      | $531454.16    | 0.20%             | 2029-07-17      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                             | Home Depot, Inc.                                         | CUSIP: 437076AU6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002199.63   | 0.37%             | 2040-09-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| PIEDMONT OPERATING PARTN                   | Piedmont Operating Partnership LP                        | CUSIP: 720198AE0<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |   1000000 | PA      | $854736.03    | 0.32%             | 2030-08-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2025-05-16

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

**Signature:** Randy Olson

**Name of Signer:** Randy Olson

**Title:** Vice President