# EDGAR Filing Document

**Accession Number:** 0000355437
**File Stem:** 0001410368-26-064988
**Filing Date:** 2026-6
**Character Count:** 176719
**Document Hash:** 1fb73ebfcc8019265579127d899cb9d4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-064988.hdr.sgml**: 20260624

**ACCESSION NUMBER**: 0001410368-26-064988

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260624

**DATE AS OF CHANGE**: 20260624

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03258
- **FILM NUMBER:** 261114358

**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 Social Fixed Income Portfolio (Series ID: S000053205)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000167354 | 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 Social Fixed Income Portfolio

- **b. EDGAR series identifier (if any):** S000053205

- **c. LEI of Series:** 5493005K6VIM0RZQG219

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $737746012.88

**Total Liabilities:** $22959163.75

**Net Assets:** $714786849.13

**Cash Not Reported:** $11951859.94

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -640.16000000 | **1-Year:** -21908.47000000 | **5-Year:** -71855.49000000 | **10-Year:** -123670.61000000 | **30-Year:** -26882.07000000

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000167354 | 1.67%                | -1.95%               | 0.26%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1314109.18             | $9493300.31                                |
| Month 2  | $-301714.46              | $-18690642.70                              |
| Month 3  | $316072.82               | $2013665.84                                |

**Designated Index Information**

- **Index Name:** Securities Portfolio VaR

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

### Schedule of Portfolio Investments

| Name                                       | Title                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 912828YD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2976820.32   | 0.42%             | 2026-08-31      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                   | CUSIP: 961214GD9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   2500000 | PA      | $2523145.65   | 0.35%             | 2030-07-01      | Floating      | 4.48%                 | No            | 2                  | On Loan: No      |
| Dimensional Holdings Inc.                  | DFA Short Term Investment Fund                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  11527059 | NS      | $11527059.00  | 1.61%             |  |  |  | No            | N/A                | On Loan: No      |
| COX COMMUNICATIONS INC                     | Cox Communications, Inc.                                | CUSIP: 224044CC9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1433894.38   | 0.20%             | 2043-06-30      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                               | Broadcom, Inc.                                          | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     41000 | PA      | $34403.36     | 0.00%             | 2036-11-15      | Fixed         | 3.19%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                            | CUSIP: 632525BW0<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   1200000 | PA      | $1203438.00   | 0.17%             | 2027-10-26      | Floating      | 4.26%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                            | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    151000 | PA      | $148912.39    | 0.02%             | 2029-12-03      | Fixed         | 4.02%                 | No            | 2                  | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                     | Mitsubishi UFJ Financial Group, Inc.                    | CUSIP: 606822BU7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   2500000 | PA      | $2255506.28   | 0.32%             | 2030-07-17      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| AFLAC INC                                  | Aflac, Inc.                                             | CUSIP: 001055AD4<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3341014.20   | 0.47%             | 2039-12-17      | Fixed         | 6.90%                 | No            | 2                  | On Loan: No      |
| LPL HOLDINGS INC                           | LPL Holdings, Inc.                                      | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    600000 | PA      | $599614.43    | 0.08%             | 2035-03-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $735507.81    | 0.10%             | 2045-08-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                         | CUSIP: 4581X0DY1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    750000 | PA      | $750052.50    | 0.10%             | 2026-09-16      | Floating      | 3.82%                 | No            | 2                  | On Loan: No      |
| AMERIPRISE FINANCIAL INC                   | Ameriprise Financial, Inc.                              | CUSIP: 03076CAL0<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199159.26    | 0.03%             | 2032-05-13      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ILLINOIS TOOL WORKS INC                    | Illinois Tool Works, Inc.                               | CUSIP: 452308AR0<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $166900.71    | 0.02%             | 2042-09-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3552226.58   | 0.50%             | 2030-11-30      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| E.ON INTL FINANCE BV                       | E.ON International Finance BV                           | CUSIP: 268789AB0<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1091783.14   | 0.15%             | 2038-04-30      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| HOST HOTELS & RESORTS LP                   | Host Hotels & Resorts LP                                | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |   1000000 | PA      | $1020656.88   | 0.14%             | 2034-07-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                               | Comcast Corp.                                           | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    400000 | PA      | $307900.56    | 0.04%             | 2039-11-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S.Treasury Notes                                      | CUSIP: 91282CNQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $9008591.58   | 1.26%             | 2027-07-31      | Floating      | 3.78%                 | No            | 2                  | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                   | Agence Francaise de Developpement EPIC                  | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |    600000 | PA      | $695351.82    | 0.10%             | 2030-01-21      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.              | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   5000000 | PA      | $3560765.60   | 0.50%             | 2029-02-05      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-16098.46    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| FANNIE MAE                                 | Federal National Mortgage Association                   | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   3000000 | PA      | $3319432.68   | 0.46%             | 2030-11-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| GATX CORP                                  | GATX Corp.                                              | CUSIP: 361448BJ1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    850000 | PA      | $785444.72    | 0.11%             | 2032-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| EASTMAN CHEMICAL CO                        | Eastman Chemical Co.                                    | CUSIP: 277432AL4<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2195146.20   | 0.31%             | 2042-09-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                   | Enterprise Products Operating LLC                       | CUSIP: 29379VAW3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    444000 | PA      | $406883.36    | 0.06%             | 2042-08-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                            | CUSIP: 02665WFZ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    260000 | PA      | $257522.71    | 0.04%             | 2035-03-05      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3227929.67   | 0.45%             | 2032-08-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8300000 | PA      | $5509449.20   | 0.77%             | 2041-08-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group, Inc.                   | CUSIP: 86562MCJ7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $219325.85    | 0.03%             | 2031-09-17      | Fixed         | 2.22%                 | No            | 2                  | On Loan: No      |
| NATIONAL RURAL UTIL COOP                   | National Rural Utilities Cooperative Finance Corp.      | CUSIP: 637432CT0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    121000 | PA      | $140286.91    | 0.02%             | 2032-03-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1460449.22   | 0.20%             | 2045-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| KROGER CO                                  | Kroger Co.                                              | CUSIP: 501044BZ3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    424000 | PA      | $476021.95    | 0.07%             | 2031-04-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $590273.44    | 0.08%             | 2030-01-31      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| 7-ELEVEN INC                               | 7-Eleven, Inc.                                          | CUSIP: 817826AF7<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   1132000 | PA      | $759736.99    | 0.11%             | 2041-02-10      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| WELLTOWER OP LLC                           | Welltower OP LLC                                        | CUSIP: 95040QAL8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |   2000000 | PA      | $1842840.12   | 0.26%             | 2031-01-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3796562.48   | 0.53%             | 2033-05-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS CO                          | General Motors Co.                                      | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    500000 | PA      | $473848.08    | 0.07%             | 2038-04-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| P3 GROUP SARL                              | P3 Group SARL                                           | CUSIP: 000000000<br>LEI: 529900GR62MT0O5VW110 | Long             | DBT              | CORP              | LU        |   1300000 | PA      | $1573913.48   | 0.22%             | 2030-02-13      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENER PART                    | Kinder Morgan Energy Partners LP                        | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    400000 | PA      | $360162.40    | 0.05%             | 2043-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-303.74      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ING GROEP NV                               | ING Groep NV                                            | CUSIP: 456837AQ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $197660.53    | 0.03%             | 2029-04-09      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| LINCOLN NATIONAL CORP                      | Lincoln National Corp.                                  | CUSIP: 534187BK4<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    293000 | PA      | $273953.47    | 0.04%             | 2031-01-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: —       |
| FANNIE MAE                                 | Federal National Mortgage Association                   | CUSIP: 3135G0Q22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   2090000 | PA      | $2074484.07   | 0.29%             | 2026-09-24      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                               | Broadcom, Inc.                                          | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    483000 | PA      | $411673.90    | 0.06%             | 2035-11-15      | Fixed         | 3.14%                 | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                             | Home Depot, Inc.                                        | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1163073.77   | 0.16%             | 2041-04-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| INTL DEVELOPMENT ASSOC                     | International Development Association                   | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |    120000 | PA      | $138417.62    | 0.02%             | 2030-05-28      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1963671.88   | 0.27%             | 2032-12-31      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                      | CUSIP: 748148QR7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $553040.55    | 0.08%             | 2029-09-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8300000 | PA      | $5708843.75   | 0.80%             | 2041-02-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp.                                   | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2139072.53   | 0.30%             | 2042-02-07      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                   | Enterprise Products Operating LLC                       | CUSIP: 29379VAT0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1886860.55   | 0.26%             | 2041-02-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.              | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $726861.70    | 0.10%             | 2029-02-05      | Floating      | 4.89%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810FM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $867187.50    | 0.12%             | 2030-05-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| NEW ZEALAND GOVERNMENT                     | New Zealand Government Bonds                            | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |  32300000 | PA      | $19384430.66  | 2.71%             | 2030-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| KIMCO REALTY OP LLC                        | Kimco Realty OP LLC                                     | CUSIP: 49446RAW9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |   2200000 | PA      | $2049210.04   | 0.29%             | 2030-10-01      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3970156.24   | 0.56%             | 2035-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                   | Enbridge Energy Partners LP                             | CUSIP: 29250RAT3<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |   1071000 | PA      | $1048742.45   | 0.15%             | 2040-09-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CPY1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1483066.41   | 0.21%             | 2033-01-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| EATON VANCE CORP                           | Eaton Vance Corp.                                       | CUSIP: 278265AE3<br>LEI: 4JJ8ORNW1AFZPSV8GJ79 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1491476.94   | 0.21%             | 2027-04-06      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                         | CUSIP: 4581X0EC8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1100000 | PA      | $1100660.00   | 0.15%             | 2029-02-15      | Floating      | 3.96%                 | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC                          | CPPIB Capital, Inc.                                     | CUSIP: 12593CBA8<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |   1400000 | PA      | $1030322.08   | 0.14%             | 2030-12-02      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENER PART                    | Kinder Morgan Energy Partners LP                        | CUSIP: 494550BN5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3343985.67   | 0.47%             | 2042-08-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LP                       | Boston Properties LP                                    | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    400000 | PA      | $401846.29    | 0.06%             | 2035-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| HASBRO INC                                 | Hasbro, Inc.                                            | CUSIP: 418056AS6<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2278871.08   | 0.32%             | 2040-03-15      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $2778125.00   | 0.39%             | 2045-02-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FREDDIE MAC                                | Federal Home Loan Mortgage Corp.                        | CUSIP: 3134A3U46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   2500000 | PA      | $2721227.73   | 0.38%             | 2029-09-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMER PIPELINE                   | Plains All American Pipeline LP/PAA Finance Corp.       | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $275467.52    | 0.04%             | 2036-01-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                               | Comcast Corp.                                           | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3173000 | PA      | $2571071.97   | 0.36%             | 2040-04-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                               | Broadcom, Inc.                                          | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    436000 | PA      | $424779.26    | 0.06%             | 2037-05-15      | Fixed         | 4.93%                 | No            | 2                  | On Loan: No      |
| HOST HOTELS & RESORTS LP                   | Host Hotels & Resorts LP                                | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    200000 | PA      | $200587.83    | 0.03%             | 2035-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| DICK'S SPORTING GOODS                      | Dick's Sporting Goods, Inc.                             | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    300000 | PA      | $273394.31    | 0.04%             | 2032-01-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-25301.80    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5300000 | PA      | $5308902.36   | 0.74%             | 2031-11-30      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CMX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10500000 | PA      | $10511401.43  | 1.47%             | 2027-04-30      | Floating      | 3.78%                 | No            | 2                  | On Loan: No      |
| LYB INT FINANCE III                        | LYB International Finance III LLC                       | CUSIP: 50249AAH6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    940000 | PA      | $690931.83    | 0.10%             | 2040-10-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| ARROW ELECTRONICS INC                      | Arrow Electronics, Inc.                                 | CUSIP: 042735BF6<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395256.40    | 0.06%             | 2028-01-12      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5500000 | PA      | $5588730.46   | 0.78%             | 2033-11-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold GBP                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-71446.46    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UNITED OVERSEAS BANK/SYD                   | United Overseas Bank Ltd.                               | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |   1300000 | PA      | $938555.85    | 0.13%             | 2027-04-16      | Floating      | 5.04%                 | No            | 2                  | On Loan: No      |
| MARS INC                                   | Mars, Inc.                                              | CUSIP: 571676AD7<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1038771.06   | 0.15%             | 2039-04-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| UDR INC                                    | UDR, Inc.                                               | CUSIP: 90265EAV2<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |   1000000 | PA      | $826282.41    | 0.12%             | 2033-06-15      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| TARGET CORP                                | Target Corp.                                            | CUSIP: 87612EBA3<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    600000 | PA      | $499065.13    | 0.07%             | 2042-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                          | HSBC Holdings PLC                                       | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1900000 | PA      | $2007023.33   | 0.28%             | 2042-01-14      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| PUBLIC STORAGE OP CO                       | Public Storage Operating Co.                            | CUSIP: 74460WAG2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |   1600000 | PA      | $1629333.97   | 0.23%             | 2033-08-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| INTL FINANCE CORP                          | International Finance Corp.                             | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |   1500000 | PA      | $1074288.06   | 0.15%             | 2027-05-14      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5200000 | PA      | $4507546.89   | 0.63%             | 2031-08-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3987031.24   | 0.56%             | 2032-11-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7600000 | PA      | $5763234.36   | 0.81%             | 2042-08-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| AKER BP ASA                                | Aker BP ASA                                             | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    200000 | PA      | $195562.14    | 0.03%             | 2034-10-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| DCP MIDSTREAM OPERATING                    | DCP Midstream Operating LP                              | CUSIP: 23311VAF4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47425.99     | 0.01%             | 2044-04-01      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| NYKREDIT REALKREDIT A/S                    | Nykredit Realkredit AS                                  | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |    700000 | PA      | $821603.24    | 0.11%             | 2030-07-24      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1982968.76   | 0.28%             | 2032-07-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                    | Schlumberger Holdings Corp.                             | CUSIP: 806851AP6<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000033.24   | 0.14%             | 2033-05-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: —       |
| IBM CORP                                   | International Business Machines Corp.                   | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    400000 | PA      | $322964.41    | 0.05%             | 2042-06-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                           | T-Mobile USA, Inc.                                      | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $874476.21    | 0.12%             | 2040-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN BANK                     | Federal Home Loan Banks                                 | CUSIP: 3133XG6E9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    150000 | PA      | $150321.84    | 0.02%             | 2026-06-12      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                              | Citigroup, Inc.                                         | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1167000 | PA      | $1460445.70   | 0.20%             | 2039-07-15      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                   | Caisse d'Amortissement de la Dette Sociale              | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |   5500000 | PA      | $6413962.66   | 0.90%             | 2030-05-25      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC                           | Crown Castle, Inc.                                      | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   1050000 | PA      | $753325.05    | 0.11%             | 2041-04-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| RELX CAPITAL INC                           | RELX Capital, Inc.                                      | CUSIP: 74949LAE2<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    133000 | PA      | $133122.24    | 0.02%             | 2032-05-20      | Fixed         | 4.75%                 | No            | 2                  | On Loan: —       |
| INTEL CORP                                 | Intel Corp.                                             | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    500000 | PA      | $446963.40    | 0.06%             | 2040-03-25      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                            | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   1500000 | PA      | $1091253.69   | 0.15%             | 2028-11-16      | Floating      | 4.99%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp.                                        | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    400000 | PA      | $366454.90    | 0.05%             | 2043-12-05      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM INC                             | Amazon.com, Inc.                                        | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $2359136.13   | 0.33%             | 2041-05-12      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP LP                    | Simon Property Group LP                                 | CUSIP: 828807DQ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |   2366000 | PA      | $2073703.79   | 0.29%             | 2032-01-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| ORSTED A/S                                 | Orsted AS                                               | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |    300000 | PA      | $327832.94    | 0.05%             | 2029-11-26      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold JPY                                | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-80999.38    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| ALLSTATE CORP                              | Allstate Corp.                                          | CUSIP: 020002BA8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1712132.62   | 0.24%             | 2043-06-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CQF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5014062.50   | 0.70%             | 2033-03-31      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CPM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2438183.60   | 0.34%             | 2032-11-30      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| VISA INC                                   | Visa, Inc.                                              | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2274018.96   | 0.32%             | 2040-04-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| KEMPER CORP                                | Kemper Corp.                                            | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |    330000 | PA      | $300876.73    | 0.04%             | 2032-02-23      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN BANK                     | Federal Home Loan Banks                                 | CUSIP: 3133XGAY0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   3295000 | PA      | $3565043.37   | 0.50%             | 2036-07-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| LOEWS CORP                                 | Loews Corp.                                             | CUSIP: 540424AU2<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    750000 | PA      | $731968.56    | 0.10%             | 2036-04-01      | Fixed         | 4.94%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                      | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    400000 | PA      | $425953.49    | 0.06%             | 2033-01-09      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                 | Intel Corp.                                             | CUSIP: 458140AP5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    120000 | PA      | $98069.81     | 0.01%             | 2042-12-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: —       |
| BROOKFIELD FINANCE INC                     | Brookfield Finance, Inc.                                | CUSIP: 11271LAK8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   2130000 | PA      | $2266346.97   | 0.32%             | 2034-01-05      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| INTERCONTINENTALEXCHANGE                   | Intercontinental Exchange, Inc.                         | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   4750000 | PA      | $3464935.00   | 0.48%             | 2040-09-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings, Inc.                   | CUSIP: 65339KCU2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405523.17    | 0.06%             | 2034-03-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| TAPESTRY INC                               | Tapestry, Inc.                                          | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502316.74    | 0.07%             | 2035-03-11      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| VISA INC                                   | Visa, Inc.                                              | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $920867.97    | 0.13%             | 2030-04-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| WP CAREY INC                               | WP Carey, Inc.                                          | CUSIP: 92936UAJ8<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |   1000000 | PA      | $877591.49    | 0.12%             | 2032-02-01      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| UNITED PARCEL SERVICE                      | United Parcel Service, Inc.                             | CUSIP: 911312AN6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1901807.00   | 0.27%             | 2040-11-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                            | CUSIP: 92343VBG8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    510000 | PA      | $404033.43    | 0.06%             | 2042-11-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2800000 | PA      | $2546359.37   | 0.36%             | 2040-08-15      | 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      | $273.97       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp.                                        | CUSIP: 126650BR0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1953789.55   | 0.27%             | 2039-09-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| HALLIBURTON CO                             | Halliburton Co.                                         | CUSIP: 406216AW1<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    795000 | PA      | $883347.53    | 0.12%             | 2038-09-15      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| FLOWSERVE CORPORATION                      | Flowserve Corp.                                         | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    900000 | PA      | $795898.37    | 0.11%             | 2032-01-15      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                         | CUSIP: 4581X0EG9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   5000000 | PA      | $5010299.90   | 0.70%             | 2027-10-04      | Floating      | 4.00%                 | No            | 2                  | On Loan: No      |
| HP INC                                     | HP, Inc.                                                | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1453036.78   | 0.20%             | 2041-09-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: —       |
| INTEL CORP                                 | Intel Corp.                                             | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2520000 | PA      | $1764071.09   | 0.25%             | 2041-08-12      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| PULTEGROUP INC                             | PulteGroup, Inc.                                        | CUSIP: 745867AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1572290.93   | 0.22%             | 2035-02-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENER PART                    | Kinder Morgan Energy Partners LP                        | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    500000 | PA      | $474241.76    | 0.07%             | 2044-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| EXPEDIA GROUP INC                          | Expedia Group, Inc.                                     | CUSIP: 30212PAR6<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1138623.47   | 0.16%             | 2030-02-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1951718.76   | 0.27%             | 2032-10-31      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP LP                    | Simon Property Group LP                                 | CUSIP: 828807DM6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |   1000000 | PA      | $899815.60    | 0.13%             | 2031-02-01      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                   | AT&T, Inc.                                              | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    170000 | PA      | $157980.07    | 0.02%             | 2039-03-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                    | Schlumberger Holdings Corp.                             | CUSIP: 806851AR2<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    439000 | PA      | $410387.82    | 0.06%             | 2030-06-26      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                               | Broadcom, Inc.                                          | CUSIP: 11135FCV1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1118311.71   | 0.16%             | 2041-02-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN BANK                     | Federal Home Loan Banks                                 | CUSIP: 3130AHKT9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $938005.03    | 0.13%             | 2029-12-14      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp.                                        | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     85000 | PA      | $71621.40     | 0.01%             | 2040-04-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| FISERV INC                                 | Fiserv, Inc.                                            | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487797.04    | 0.07%             | 2035-08-11      | Fixed         | 5.25%                 | No            | 2                  | On Loan: —       |
| JEFFERIES FIN GROUP INC                    | Jefferies Financial Group, Inc.                         | CUSIP: 47233JDX3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $1799496.89   | 0.25%             | 2032-10-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                   | Rogers Communications, Inc.                             | CUSIP: 775109AL5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $341634.48    | 0.05%             | 2038-08-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| The DFA Investment Trust Company           | DFA Investment Trust Co.                                | CUSIP: 23320U405<br>LEI: 549300FSKWEXKF6YBM56 | Long             | EC               | RF                | US        |    925196 | NS      | $10699888.57  | 1.50%             |  |  |  | No            | 2                  | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                   | TWDC Enterprises 18 Corp.                               | CUSIP: 25468PCP9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1762544.34   | 0.25%             | 2041-08-16      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| IBM INTERNAT CAPITAL                       | IBM International Capital Pte. Ltd.                     | CUSIP: 449276AF1<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |   1500000 | PA      | $1375159.91   | 0.19%             | 2044-02-05      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CISCO SYSTEMS INC                          | Cisco Systems, Inc.                                     | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211593.96    | 0.03%             | 2039-02-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| MARATHON PETROLEUM CORP                    | Marathon Petroleum Corp.                                | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   2712000 | PA      | $2905570.76   | 0.41%             | 2041-03-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp.                   | CUSIP: 459200KJ9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1448232.00   | 0.20%             | 2030-05-15      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| VERISIGN INC                               | VeriSign, Inc.                                          | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $901171.43    | 0.13%             | 2031-06-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: —       |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group, Inc.                               | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4759604.06   | 0.67%             | 2041-02-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| KRAFT HEINZ FOODS CO                       | Kraft Heinz Foods Co.                                   | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1269432.04   | 0.18%             | 2045-07-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS CO                          | General Motors Co.                                      | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $875229.78    | 0.12%             | 2045-04-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group, Inc.                   | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $117255.55    | 0.02%             | 2026-06-15      | Fixed         | 1.55%                 | No            | 2                  | On Loan: No      |
| PRIMERICA INC                              | Primerica, Inc.                                         | CUSIP: 74164MAB4<br>LEI: 254900621R686KJR7022 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1529833.57   | 0.21%             | 2031-11-19      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| TARGET CORP                                | Target Corp.                                            | CUSIP: 87612EAU0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    383000 | PA      | $443051.60    | 0.06%             | 2038-01-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| CUMMINS INC                                | Cummins, Inc.                                           | CUSIP: 231021AQ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1102213.09   | 0.15%             | 2043-10-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN BANK                     | Federal Home Loan Banks                                 | CUSIP: 3130A2VE3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1200000 | PA      | $1196603.78   | 0.17%             | 2026-09-11      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6500000 | PA      | $6355781.25   | 0.89%             | 2033-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5700000 | PA      | $5609156.25   | 0.78%             | 2032-08-31      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.              | CUSIP: 05252ADS7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    265000 | PA      | $265818.87    | 0.04%             | 2028-06-18      | Floating      | 4.28%                 | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-34050.41    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                                | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   3000000 | PA      | $2167582.80   | 0.30%             | 2028-05-26      | Floating      | 4.74%                 | No            | 2                  | On Loan: No      |
| HUMANA INC                                 | Humana, Inc.                                            | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1687098.98   | 0.24%             | 2044-10-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5500000 | PA      | $5500429.66   | 0.77%             | 2030-07-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| EBAY INC                                   | eBay, Inc.                                              | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $402092.58    | 0.06%             | 2042-07-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group, Inc.                   | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    800000 | PA      | $763254.61    | 0.11%             | 2029-07-16      | Fixed         | 3.04%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                               | Comcast Corp.                                           | CUSIP: 20030NAC5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    400000 | PA      | $448260.06    | 0.06%             | 2033-03-15      | Fixed         | 7.05%                 | No            | 2                  | On Loan: No      |
| CSX CORP                                   | CSX Corp.                                               | CUSIP: 126408GY3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164880.50    | 0.02%             | 2044-03-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Floating Rate Notes                       | CUSIP: 91282CPX3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $6000432.42   | 0.84%             | 2028-01-31      | Floating      | 3.72%                 | No            | 2                  | On Loan: No      |
| WALT DISNEY COMPANY/THE                    | Walt Disney Co.                                         | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    140000 | PA      | $114896.44    | 0.02%             | 2040-05-13      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENER PART                    | Kinder Morgan Energy Partners LP                        | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140113.91    | 0.02%             | 2044-09-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                        | Elevance Health, Inc.                                   | CUSIP: 94973VAN7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    400000 | PA      | $431065.99    | 0.06%             | 2037-06-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                            | CUSIP: 02665WEZ0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $979167.98    | 0.14%             | 2034-01-10      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| BLUE OWL FINANCE LLC                       | Blue Owl Finance LLC                                    | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49217.23     | 0.01%             | 2034-04-18      | Fixed         | 6.25%                 | No            | 2                  | On Loan: —       |
| CAMDEN PROPERTY TRUST                      | Camden Property Trust                                   | CUSIP: 133131BC5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |   2000000 | PA      | $1944034.00   | 0.27%             | 2036-02-28      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| PROLOGIS LP                                | Prologis LP                                             | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    800000 | PA      | $807852.66    | 0.11%             | 2034-01-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| NUCOR CORP                                 | Nucor Corp.                                             | CUSIP: 670346AH8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1938943.16   | 0.27%             | 2037-12-01      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1507734.38   | 0.21%             | 2045-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CNO FINANCIAL GROUP INC                    | CNO Financial Group, Inc.                               | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    700000 | PA      | $703189.25    | 0.10%             | 2029-05-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| FEDEX CORP                                 | FedEx Corp.                                             | CUSIP: 31428XDJ2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    672000 | PA      | $666784.00    | 0.09%             | 2034-01-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| PHILLIPS 66                                | Phillips 66                                             | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    800000 | PA      | $803791.13    | 0.11%             | 2042-05-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                               | Broadcom, Inc.                                          | CUSIP: 11135FCX7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $966362.71    | 0.14%             | 2038-02-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| MARSH & MCLENNAN COS INC                   | Marsh & McLennan Cos., Inc.                             | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    574000 | PA      | $511155.01    | 0.07%             | 2031-12-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| METLIFE INC                                | MetLife, Inc.                                           | CUSIP: 59156RAY4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1032862.79   | 0.14%             | 2041-02-06      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| REPSOL E&P CAP MARKETS                     | Repsol E&P Capital Markets U.S. LLC                     | CUSIP: 76026AAC1<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |    400000 | PA      | $408086.54    | 0.06%             | 2035-09-16      | Fixed         | 5.98%                 | No            | 2                  | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                   | New Zealand Local Government Funding Agency Bonds       | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |   6600000 | PA      | $3623601.90   | 0.51%             | 2029-04-20      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS CO                          | General Motors Co.                                      | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1398187.39   | 0.20%             | 2043-10-02      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                        | Elevance Health, Inc.                                   | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   2066000 | PA      | $1809020.47   | 0.25%             | 2043-01-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| CIGNA GROUP/THE                            | Cigna Group                                             | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    500000 | PA      | $470124.17    | 0.07%             | 2038-08-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| REINSURANCE GRP OF AMER                    | Reinsurance Group of America, Inc.                      | CUSIP: 759351AP4<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1219928.91   | 0.17%             | 2030-06-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| FREDDIE MAC                                | Federal Home Loan Mortgage Corp.                        | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   4239000 | PA      | $4717020.75   | 0.66%             | 2032-07-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: —       |
| OP CORPORATE BANK PLC                      | OP Corporate Bank PLC                                   | CUSIP: 000000000<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |    379000 | PA      | $445347.41    | 0.06%             | 2027-03-28      | Floating      | 2.54%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold AUD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-62954.14    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.              | CUSIP: 05252ADJ7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $501770.00    | 0.07%             | 2027-01-18      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                   | Enterprise Products Operating LLC                       | CUSIP: 29379VAV5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404472.42    | 0.06%             | 2042-02-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp.                                        | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493410.77    | 0.07%             | 2044-06-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1731484.38   | 0.24%             | 2031-11-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| CENTERPOINT ENERGY RES                     | CenterPoint Energy Resources Corp.                      | CUSIP: 15189WAH3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    442000 | PA      | $451361.30    | 0.06%             | 2041-01-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                   | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $738143.99    | 0.10%             | 2032-06-08      | Fixed         | 4.46%                 | No            | 2                  | On Loan: No      |
| CON EDISON CO OF NY INC                    | Consolidated Edison Co. of New York, Inc.               | CUSIP: 209111EU3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    200000 | PA      | $225963.23    | 0.03%             | 2038-04-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| PRUDENTIAL FUNDING ASIA                    | Prudential Funding Asia PLC                             | CUSIP: 744330AB7<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |   2200000 | PA      | $2077481.01   | 0.29%             | 2032-03-24      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CMJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $9002699.28   | 1.26%             | 2027-01-31      | Floating      | 3.72%                 | No            | 2                  | On Loan: No      |
| BOARDWALK PIPELINES LP                     | Boardwalk Pipelines LP                                  | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $970400.63    | 0.14%             | 2032-09-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                            | CUSIP: 02665WFJ5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000045.48   | 0.14%             | 2027-07-09      | Floating      | 4.36%                 | No            | 2                  | On Loan: No      |
| EUROPEAN BK RECON & DEV                    | European Bank for Reconstruction & Development          | CUSIP: 29874QEU4<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    184000 | PA      | $183851.37    | 0.03%             | 2029-02-16      | Floating      | 3.96%                 | No            | 2                  | On Loan: No      |
| ENEL FINANCE INTL NV                       | ENEL Finance International NV                           | CUSIP: 29268BAF8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1950000 | PA      | $1981262.73   | 0.28%             | 2039-10-07      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| VONOVIA SE                                 | Vonovia SE                                              | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $635868.48    | 0.09%             | 2030-07-09      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| BLACKROCK INC                              | Blackrock, Inc.                                         | CUSIP: 09247XAS0<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    500000 | PA      | $438723.47    | 0.06%             | 2032-02-25      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $1949.21      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                         | Royalty Pharma PLC                                      | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   2925000 | PA      | $2236345.43   | 0.31%             | 2040-09-02      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| LSEG FINANCE PLC                           | LSEG Finance PLC                                        | CUSIP: 50220PAE3<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |   2513000 | PA      | $1900181.20   | 0.27%             | 2041-04-06      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                            | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    238000 | PA      | $208091.71    | 0.03%             | 2032-03-15      | Fixed         | 2.36%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATL FINANCIAL                    | Fidelity National Financial, Inc.                       | CUSIP: 31620RAK1<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    500000 | PA      | $443413.55    | 0.06%             | 2031-03-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $614953.13    | 0.09%             | 2030-09-30      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| FANNIE MAE                                 | Federal National Mortgage Association                   | CUSIP: 3135G05Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    970000 | PA      | $928135.15    | 0.13%             | 2027-10-08      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                      | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199924.76    | 0.03%             | 2034-09-06      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| MARSH & MCLENNAN COS INC                   | Marsh & McLennan Cos., Inc.                             | CUSIP: 571748BH4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    800000 | PA      | $756032.52    | 0.11%             | 2039-03-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                   | Caisse d'Amortissement de la Dette Sociale              | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |   1000000 | PA      | $1079795.96   | 0.15%             | 2029-11-25      | Fixed         | 0.60%                 | No            | 2                  | On Loan: No      |
| DIGITAL DUTCH FINCO BV                     | Digital Dutch Finco BV                                  | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |    700000 | PA      | $762367.83    | 0.11%             | 2030-03-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7500000 | PA      | $5426074.20   | 0.76%             | 2041-05-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                           | T-Mobile USA, Inc.                                      | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    250000 | PA      | $182582.35    | 0.03%             | 2041-02-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                        | Elevance Health, Inc.                                   | CUSIP: 94973VAL1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207152.15    | 0.03%             | 2036-01-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased GBP / Sold USD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $18047.55     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                         | CUSIP: 45828RAA3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1200000 | PA      | $1203299.50   | 0.17%             | 2028-10-05      | Floating      | 4.00%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                      | CUSIP: 37045XFN1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    170000 | PA      | $168774.65    | 0.02%             | 2036-01-08      | Fixed         | 5.45%                 | No            | 2                  | On Loan: —       |
| BRIGHTHOUSE FINANCIAL IN                   | Brighthouse Financial, Inc.                             | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    454000 | PA      | $457834.37    | 0.06%             | 2030-05-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: —       |
| NEWMONT CORP                               | Newmont Corp.                                           | CUSIP: 651639AV8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192726.63    | 0.03%             | 2044-06-09      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP LP                    | Simon Property Group LP                                 | CUSIP: 828807CE5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    200000 | PA      | $224421.60    | 0.03%             | 2040-02-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                             | Home Depot, Inc.                                        | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $2885384.52   | 0.40%             | 2040-04-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                   | AT&T, Inc.                                              | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1315286.97   | 0.18%             | 2041-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                                | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1500000 | PA      | $1557701.31   | 0.22%             | 2030-09-09      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| SOUTHWEST GAS CORP                         | Southwest Gas Corp.                                     | CUSIP: 845011AC9<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $454663.72    | 0.06%             | 2030-06-15      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                | Oracle Corp.                                            | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $721090.88    | 0.10%             | 2040-04-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                            | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1759841.75   | 0.25%             | 2039-03-15      | Fixed         | 4.81%                 | No            | 2                  | On Loan: No      |
| EXTRA SPACE STORAGE LP                     | Extra Space Storage LP                                  | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    900000 | PA      | $779016.62    | 0.11%             | 2032-03-15      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| HUMANA INC                                 | Humana, Inc.                                            | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298086.54    | 0.04%             | 2035-05-01      | Fixed         | 5.55%                 | No            | 2                  | On Loan: —       |
| AMERICAN TOWER CORP                        | American Tower Corp.                                    | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    500000 | PA      | $442070.04    | 0.06%             | 2031-09-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATL INFO SERV                    | Fidelity National Information Services, Inc.            | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    311000 | PA      | $224686.12    | 0.03%             | 2041-03-01      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bills                                     | CUSIP: 912797TU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1993608.88   | 0.28%             | 2026-06-02      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co.                                    | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1633274.37   | 0.23%             | 2040-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| UBS AG AUSTRALIA                           | UBS AG                                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   1500000 | PA      | $1089892.98   | 0.15%             | 2028-11-24      | Fixed         | 5.81%                 | No            | 2                  | On Loan: No      |
| LINCOLN NATIONAL CORP                      | Lincoln National Corp.                                  | CUSIP: 534187BQ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    268000 | PA      | $244318.48    | 0.03%             | 2032-03-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                           | Societe Generale SA                                     | CUSIP: 83368RAW2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1900000 | PA      | $1779500.06   | 0.25%             | 2030-01-22      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CARRIER GLOBAL CORP                        | Carrier Global Corp.                                    | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $797802.45    | 0.11%             | 2040-04-05      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| DOW CHEMICAL CO/THE                        | Dow Chemical Co.                                        | CUSIP: 260543CE1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1298950.27   | 0.18%             | 2041-11-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2497851.55   | 0.35%             | 2032-05-31      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| HEALTH CARE SERVICE CORP                   | Health Care Service Corp. A Mutual Legal Reserve Co.    | CUSIP: 42218SAL2<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400195.92    | 0.06%             | 2034-06-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $978906.25    | 0.14%             | 2030-11-30      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN BANK                     | Federal Home Loan Banks                                 | CUSIP: 3130AEB25<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   2350000 | PA      | $2319315.09   | 0.32%             | 2028-06-09      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| ARCELORMITTAL SA                           | ArcelorMittal SA                                        | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   1100000 | PA      | $1274001.97   | 0.18%             | 2030-09-30      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| ABN AMRO BANK NV                           | ABN AMRO Bank NV                                        | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   2600000 | PA      | $3059523.72   | 0.43%             | 2027-01-15      | Floating      | 2.80%                 | No            | 2                  | On Loan: No      |
| CON EDISON CO OF NY INC                    | Consolidated Edison Co. of New York, Inc.               | CUSIP: 209111FB4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $839091.46    | 0.12%             | 2042-03-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK                     | Canadian Imperial Bank of Commerce                      | CUSIP: 13607HR53<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1882523.74   | 0.26%             | 2032-04-07      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| CSX CORP                                   | CSX Corp.                                               | CUSIP: 126408GS6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    333000 | PA      | $360391.65    | 0.05%             | 2040-04-30      | Fixed         | 6.22%                 | No            | 2                  | On Loan: No      |
| UNION PACIFIC CORP                         | Union Pacific Corp.                                     | CUSIP: 907818FT0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1938231.03   | 0.27%             | 2041-05-20      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| FOX CORP                                   | Fox Corp.                                               | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1266213.36   | 0.18%             | 2039-01-25      | Fixed         | 5.48%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2973750.00   | 0.42%             | 2035-08-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1940781.24   | 0.27%             | 2034-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $4501582.02   | 0.63%             | 2032-02-29      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                   | Volkswagen Group of America Finance LLC                 | CUSIP: 928668CS9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302388.88    | 0.04%             | 2035-03-27      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                               | Comcast Corp.                                           | CUSIP: 20030NBE0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    400000 | PA      | $342728.28    | 0.05%             | 2042-07-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5500000 | PA      | $5273984.38   | 0.74%             | 2033-02-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| JACKSON FINANCIAL INC                      | Jackson Financial, Inc.                                 | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    235000 | PA      | $210417.30    | 0.03%             | 2031-11-23      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                   | Sumitomo Mitsui Trust Bank Ltd.                         | CUSIP: 86563VCL1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $288895.00    | 0.04%             | 2036-03-05      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                     | CUSIP: 68333ZAN7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   2700000 | PA      | $1820499.87   | 0.25%             | 2030-12-02      | Fixed         | 1.35%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN BANK                     | Federal Home Loan Banks                                 | CUSIP: 3130AGUW3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    945000 | PA      | $887612.89    | 0.12%             | 2029-09-14      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp.                                        | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    620000 | PA      | $574551.10    | 0.08%             | 2038-03-25      | Fixed         | 4.78%                 | No            | 2                  | On Loan: No      |
| TRAVELERS COS INC                          | Travelers Cos., Inc.                                    | CUSIP: 89417EAH2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $992822.30    | 0.14%             | 2040-11-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| PHILLIPS 66                                | Phillips 66                                             | CUSIP: 718546AL8<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1051095.36   | 0.15%             | 2044-11-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| CONAGRA BRANDS INC                         | Conagra Brands, Inc.                                    | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1956346.48   | 0.27%             | 2038-11-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                               | Broadcom, Inc.                                          | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    767000 | PA      | $702731.34    | 0.10%             | 2033-04-15      | Fixed         | 3.42%                 | No            | 2                  | On Loan: No      |
| VOYA FINANCIAL INC                         | Voya Financial, Inc.                                    | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    500000 | PA      | $481322.45    | 0.07%             | 2043-07-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $-12242.85    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1021015.62   | 0.14%             | 2035-02-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| DOW CHEMICAL CO/THE                        | Dow Chemical Co.                                        | CUSIP: 260543DG5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1267289.71   | 0.18%             | 2033-03-15      | Fixed         | 6.30%                 | No            | 2                  | On Loan: —       |
| FANNIE MAE                                 | Federal National Mortgage Association                   | CUSIP: 31359MEU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   3030000 | PA      | $3236590.79   | 0.45%             | 2029-05-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                   | Enterprise Products Operating LLC                       | CUSIP: 29379VAG8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $427390.51    | 0.06%             | 2039-10-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| VODAFONE GROUP PLC                         | Vodafone Group PLC                                      | CUSIP: 92857WAB6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    533000 | PA      | $571646.42    | 0.08%             | 2032-11-30      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| STEEL DYNAMICS INC                         | Steel Dynamics, Inc.                                    | CUSIP: 858119BM1<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    125000 | PA      | $117561.01    | 0.02%             | 2031-01-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| MACQUARIE BANK LTD                         | Macquarie Bank Ltd.                                     | CUSIP: 000000000<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    195000 | PA      | $229126.25    | 0.03%             | 2026-12-18      | Floating      | 2.60%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1446562.50   | 0.20%             | 2040-05-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                   | AerCap Ireland Capital DAC/AerCap Global Aviation Trust | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1308000 | PA      | $1050871.45   | 0.15%             | 2041-10-29      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| FLEX LTD                                   | Flex Ltd.                                               | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    700000 | PA      | $702427.86    | 0.10%             | 2029-06-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| KRAFT HEINZ FOODS CO                       | Kraft Heinz Foods Co.                                   | CUSIP: 50077LAX4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1502169.78   | 0.21%             | 2039-10-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7600000 | PA      | $4757718.71   | 0.67%             | 2040-05-15      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                    | Baker Hughes Holdings LLC/Baker Hughes Co-Obligor, Inc. | CUSIP: 05723KAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29562.83     | 0.00%             | 2027-12-15      | Fixed         | 3.34%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FIN GROUP INC                    | Jefferies Financial Group, Inc.                         | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    350000 | PA      | $305961.07    | 0.04%             | 2031-10-15      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| BLACKROCK INC                              | Blackrock, Inc.                                         | CUSIP: 09247XAR2<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    160000 | PA      | $142722.01    | 0.02%             | 2031-01-28      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                        | American Express Co.                                    | CUSIP: 025816BF5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $999143.44    | 0.14%             | 2042-12-03      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| MASTERCARD INC                             | Mastercard, Inc.                                        | CUSIP: 57636QBB9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $992892.25    | 0.14%             | 2032-01-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| NETAPP INC                                 | NetApp, Inc.                                            | CUSIP: 64110DAK0<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    300000 | PA      | $276018.21    | 0.04%             | 2030-06-22      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| BLACKROCK INC                              | Blackrock, Inc.                                         | CUSIP: 09247XAQ4<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    133000 | PA      | $123711.55    | 0.02%             | 2030-04-30      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| AUTODESK INC                               | Autodesk, Inc.                                          | CUSIP: 052769AE6<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    315000 | PA      | $311661.31    | 0.04%             | 2027-06-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4986914.05   | 0.70%             | 2026-05-31      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| SHERWIN-WILLIAMS CO                        | Sherwin-Williams Co.                                    | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95425.09     | 0.01%             | 2029-08-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold NZD                                | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-9917.06     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ALPHABET INC                               | Alphabet, Inc.                                          | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $928614.48    | 0.13%             | 2040-08-15      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CLA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10500000 | PA      | $10504280.43  | 1.47%             | 2026-07-31      | Floating      | 3.80%                 | No            | 2                  | On Loan: No      |
| MOSAIC CO                                  | Mosaic Co.                                              | CUSIP: 61945CAE3<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    485000 | PA      | $454445.02    | 0.06%             | 2043-11-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| BLACKROCK INC                              | Blackrock, Inc.                                         | CUSIP: 09247XAP6<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1364068.15   | 0.19%             | 2029-04-30      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                            | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $1565322.05   | 0.22%             | 2041-03-22      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Japan Government Ten Year Bonds            | Japan Government Ten Year Bonds                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 400000000 | PA      | $2475526.17   | 0.35%             | 2028-09-20      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| IHG FINANCE LLC                            | IHG Finance LLC                                         | CUSIP: 000000000<br>LEI: 213800DXTXQ1YC8UP313 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1388931.31   | 0.19%             | 2030-09-10      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                   | Enterprise Products Operating LLC                       | CUSIP: 29379VAM5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $237551.14    | 0.03%             | 2038-04-15      | Fixed         | 7.55%                 | No            | 2                  | On Loan: No      |
| AETNA INC                                  | Aetna, Inc.                                             | CUSIP: 00817YAJ7<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    200000 | PA      | $167893.97    | 0.02%             | 2042-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                 | Intel Corp.                                             | CUSIP: 458140AK6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    130000 | PA      | $115514.81    | 0.02%             | 2041-10-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6800000 | PA      | $5724484.39   | 0.80%             | 2044-02-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| FANNIE MAE                                 | Federal National Mortgage Association                   | CUSIP: 31359MFP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   2016000 | PA      | $2262084.65   | 0.32%             | 2030-05-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold NZD                                | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $7226.82      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EQUINIX INC                                | Equinix, Inc.                                           | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    500000 | PA      | $448231.73    | 0.06%             | 2031-05-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CHUBB INA HOLDINGS LLC                     | Chubb INA Holdings LLC                                  | CUSIP: 171232AQ4<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1333587.10   | 0.19%             | 2037-05-11      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| TELEFONICA EMISIONES SAU                   | Telefonica Emisiones SA                                 | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    700000 | PA      | $772443.36    | 0.11%             | 2036-06-20      | Fixed         | 7.05%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                | Oracle Corp.                                            | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1064158.95   | 0.15%             | 2041-03-25      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FIN GROUP INC                    | Jefferies Financial Group, Inc.                         | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2046916.18   | 0.29%             | 2034-04-14      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| KRAFT HEINZ FOODS CO                       | Kraft Heinz Foods Co.                                   | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    300000 | PA      | $265188.42    | 0.04%             | 2042-06-04      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| STANLEY BLACK & DECKER I                   | Stanley Black & Decker, Inc.                            | CUSIP: 854502AA9<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    600000 | PA      | $561428.81    | 0.08%             | 2040-09-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5031054.70   | 0.70%             | 2034-05-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| COX COMMUNICATIONS INC                     | Cox Communications, Inc.                                | CUSIP: 224044CF2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $273520.37    | 0.04%             | 2035-02-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| ASHTEAD CAPITAL INC                        | Ashtead Capital, Inc.                                   | CUSIP: 045054AP8<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $883222.71    | 0.12%             | 2031-08-12      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                     | Mitsubishi UFJ Financial Group, Inc.                    | CUSIP: 606822BB9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $231768.00    | 0.03%             | 2038-07-26      | Fixed         | 4.29%                 | No            | 2                  | On Loan: —       |
| METLIFE INC                                | MetLife, Inc.                                           | CUSIP: 59156RAM0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1045481.81   | 0.15%             | 2035-06-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                              | Citigroup, Inc.                                         | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    400000 | PA      | $409240.64    | 0.06%             | 2042-01-30      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| ROSS STORES INC                            | Ross Stores, Inc.                                       | CUSIP: 778296AG8<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $880305.30    | 0.12%             | 2031-04-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CPG0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5007693.10   | 0.70%             | 2027-10-31      | Floating      | 3.81%                 | No            | 2                  | On Loan: No      |
| FREDDIE MAC                                | Federal Home Loan Mortgage Corp.                        | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   3815000 | PA      | $4268802.07   | 0.60%             | 2031-03-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7900000 | PA      | $5423843.75   | 0.76%             | 2041-11-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FANNIE MAE                                 | Federal National Mortgage Association                   | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |  10650000 | PA      | $9357830.49   | 1.31%             | 2030-08-05      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                            | CUSIP: 02665WGT2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244678.82    | 0.03%             | 2036-01-08      | Fixed         | 5.10%                 | No            | 2                  | On Loan: —       |
| CNO FINANCIAL GROUP INC                    | CNO Financial Group, Inc.                               | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1038478.10   | 0.15%             | 2034-06-15      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMER PIPELINE                   | Plains All American Pipeline LP/PAA Finance Corp.       | CUSIP: 72650RBC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1224141.75   | 0.17%             | 2043-01-31      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8800000 | PA      | $5451187.46   | 0.76%             | 2040-08-15      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                              | RCI Banque SA                                           | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |   2500000 | PA      | $2950218.30   | 0.41%             | 2030-09-30      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| AON CORP                                   | Aon Corp.                                               | CUSIP: 037389BC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $978825.75    | 0.14%             | 2029-05-02      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| VALERO ENERGY CORP                         | Valero Energy Corp.                                     | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    450000 | PA      | $493656.23    | 0.07%             | 2037-06-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| CHOICE HOTELS INTL INC                     | Choice Hotels International, Inc.                       | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    520000 | PA      | $497714.87    | 0.07%             | 2029-12-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| COX COMMUNICATIONS INC                     | Cox Communications, Inc.                                | CUSIP: 224044BV8<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1689148.52   | 0.24%             | 2039-03-01      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold NZD                                | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-164523.04   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| AT&T INC                                   | AT&T, Inc.                                              | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    306000 | PA      | $279340.32    | 0.04%             | 2031-06-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                     | Fairfax Financial Holdings Ltd.                         | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   1400000 | PA      | $1469785.97   | 0.21%             | 2033-12-07      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                               | Comcast Corp.                                           | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1125809.64   | 0.16%             | 2038-03-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                   | New Zealand Local Government Funding Agency Bonds       | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |   4500000 | PA      | $2677401.79   | 0.37%             | 2030-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                                  | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   5000000 | PA      | $6949460.73   | 0.97%             | 2029-05-23      | Floating      | 4.75%                 | No            | 2                  | On Loan: No      |
| LINCOLN NATIONAL CORP                      | Lincoln National Corp.                                  | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   1144000 | PA      | $1240174.71   | 0.17%             | 2040-06-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                | Oracle Corp.                                            | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $435590.98    | 0.06%             | 2040-07-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3035000.00   | 0.42%             | 2044-11-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AFFILIATED MANAGERS GROU                   | Affiliated Managers Group, Inc.                         | CUSIP: 008252AP3<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    800000 | PA      | $752758.22    | 0.11%             | 2030-06-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| FANNIE MAE                                 | Federal National Mortgage Association                   | CUSIP: 31359MFJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   2783000 | PA      | $3081072.77   | 0.43%             | 2030-01-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                        | Bank of Nova Scotia                                     | CUSIP: 0641594B9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2200000 | PA      | $1948506.36   | 0.27%             | 2031-08-01      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $5438125.00   | 0.76%             | 2044-08-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Japan Government Five Year Bonds           | Japan Government Five Year Bonds                        | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 292000000 | PA      | $1819276.29   | 0.25%             | 2028-09-20      | Fixed         | 0.40%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENER PART                    | Kinder Morgan Energy Partners LP                        | CUSIP: 494550BD7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107579.19    | 0.02%             | 2039-09-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| FRANKLIN RESOURCES INC                     | Franklin Resources, Inc.                                | CUSIP: 354613AL5<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $2912912.15   | 0.41%             | 2030-10-30      | Fixed         | 1.60%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATL FINANCIAL                    | Fidelity National Financial, Inc.                       | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    700000 | PA      | $659938.55    | 0.09%             | 2030-06-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| BRUNSWICK CORP                             | Brunswick Corp.                                         | CUSIP: 117043AU3<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189470.59    | 0.03%             | 2032-09-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2800000 | PA      | $2754062.50   | 0.39%             | 2032-09-30      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                        | Elevance Health, Inc.                                   | CUSIP: 94973VBF3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182511.35    | 0.03%             | 2044-01-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| FEDEX CORP                                 | FedEx Corp.                                             | CUSIP: 31428XDL7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    450000 | PA      | $338594.31    | 0.05%             | 2041-05-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| FIRST AMERICAN FINANCIAL                   | First American Financial Corp.                          | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    300000 | PA      | $259935.42    | 0.04%             | 2031-08-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| AVNET INC                                  | Avnet, Inc.                                             | CUSIP: 053807AV5<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121825.44    | 0.02%             | 2032-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2511816.40   | 0.35%             | 2030-08-31      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2973632.82   | 0.42%             | 2030-05-31      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| UNION PACIFIC CORP                         | Union Pacific Corp.                                     | CUSIP: 907818FD5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $168929.77    | 0.02%             | 2039-08-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| KRAFT HEINZ FOODS CO                       | Kraft Heinz Foods Co.                                   | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    800000 | PA      | $870404.34    | 0.12%             | 2039-01-26      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2480175.78   | 0.35%             | 2032-06-30      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| AHOLD FINANCE USA LLC                      | Ahold Finance USA LLC                                   | CUSIP: 008685AB5<br>LEI: 549300XB4647UBM7K822 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42607.09     | 0.01%             | 2029-05-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                    | BPCE SA                                                 | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1200000 | PA      | $1392924.68   | 0.19%             | 2030-09-05      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group, Inc.                   | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1160000 | PA      | $1048164.88   | 0.15%             | 2030-07-08      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6700000 | PA      | $5320480.45   | 0.74%             | 2043-02-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                        | American Tower Corp.                                    | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    625000 | PA      | $601511.85    | 0.08%             | 2032-03-15      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                               | Comcast Corp.                                           | CUSIP: 20030NAY7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1073117.38   | 0.15%             | 2039-07-01      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| NOMURA HOLDINGS INC                        | Nomura Holdings, Inc.                                   | CUSIP: 65535HAS8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $366700.19    | 0.05%             | 2030-07-16      | Fixed         | 2.68%                 | No            | 2                  | On Loan: No      |
| 7-ELEVEN INC                               | 7-Eleven, Inc.                                          | CUSIP: 817826AE0<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    173000 | PA      | $150729.39    | 0.02%             | 2031-02-10      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| KONINKLIJKE PHILIPS NV                     | Koninklijke Philips NV                                  | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $349269.11    | 0.05%             | 2030-05-23      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LP                       | Boston Properties LP                                    | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |   1000000 | PA      | $867490.83    | 0.12%             | 2032-04-01      | Fixed         | 2.55%                 | No            | 2                  | On Loan: —       |
| WILLIAMS COMPANIES INC                     | Williams Cos., Inc.                                     | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211876.37    | 0.03%             | 2040-04-15      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                            | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    720000 | PA      | $519971.06    | 0.07%             | 2027-05-10      | Floating      | 4.64%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4663281.25   | 0.65%             | 2032-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| COX COMMUNICATIONS INC                     | Cox Communications, Inc.                                | CUSIP: 224044BY2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $231552.91    | 0.03%             | 2042-12-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $47238.83     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                        | Elevance Health, Inc.                                   | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $881235.21    | 0.12%             | 2042-05-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| EUROGRID GMBH                              | Eurogrid GmbH                                           | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $236877.46    | 0.03%             | 2030-04-27      | Fixed         | 3.72%                 | No            | 2                  | On Loan: No      |
| HALLIBURTON CO                             | Halliburton Co.                                         | CUSIP: 406216AY7<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1176734.28   | 0.16%             | 2039-09-15      | Fixed         | 7.45%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORP                         | Realty Income Corp.                                     | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    366000 | PA      | $325351.23    | 0.05%             | 2032-12-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                   | Caisse d'Amortissement de la Dette Sociale              | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |   6400000 | PA      | $7532949.99   | 1.05%             | 2030-03-01      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN BANK                     | Federal Home Loan Banks                                 | CUSIP: 3130AFFX0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   2510000 | PA      | $2473211.46   | 0.35%             | 2028-11-16      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| MARRIOTT INTERNATIONAL                     | Marriott International, Inc.                            | CUSIP: 571903BZ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    500000 | PA      | $479535.31    | 0.07%             | 2038-05-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2612812.50   | 0.37%             | 2030-11-15      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                      | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    400000 | PA      | $410661.68    | 0.06%             | 2035-01-07      | Fixed         | 5.90%                 | No            | 2                  | On Loan: —       |
| NIKE INC                                   | NIKE, Inc.                                              | CUSIP: 654106AK9<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |   6550000 | PA      | $6185708.26   | 0.87%             | 2030-03-27      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                        | Bank of Nova Scotia                                     | CUSIP: 06417XAE1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    275000 | PA      | $244190.06    | 0.03%             | 2032-02-02      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2655234.36   | 0.37%             | 2032-02-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6400000 | PA      | $4874750.02   | 0.68%             | 2043-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                   | Fortune Brands Innovations, Inc.                        | CUSIP: 34964CAE6<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1012135.21   | 0.14%             | 2029-09-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development     | CUSIP: 459058LH4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   3200000 | PA      | $3204824.99   | 0.45%             | 2027-06-15      | Floating      | 3.92%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2697187.50   | 0.38%             | 2044-08-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| CONSTELLATION EN GEN LLC                   | Constellation Energy Generation LLC                     | CUSIP: 30161MAJ2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503001.68    | 0.07%             | 2041-10-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                | CUSIP: 21688ABE1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $501534.27    | 0.07%             | 2027-03-05      | Floating      | 4.37%                 | No            | 2                  | On Loan: No      |
| MARATHON PETROLEUM CORP                    | Marathon Petroleum Corp.                                | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128943.05    | 0.02%             | 2044-09-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BEST BUY CO INC                            | Best Buy Co., Inc.                                      | CUSIP: 08652BAB5<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $268333.86    | 0.04%             | 2030-10-01      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| ASHTEAD CAPITAL INC                        | Ashtead Capital, Inc.                                   | CUSIP: 000000000<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3111903.18   | 0.44%             | 2033-10-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| SANTANDER HOLDINGS USA                     | Santander Holdings USA, Inc.                            | CUSIP: 80282KAP1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199844.10    | 0.03%             | 2027-07-13      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                               | Comcast Corp.                                           | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1118939.55   | 0.16%             | 2038-10-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| ONEOK PARTNERS LP                          | ONEOK Partners LP                                       | CUSIP: 68268NAD5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    519000 | PA      | $568334.09    | 0.08%             | 2037-10-15      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| FMR LLC                                    | FMR LLC                                                 | CUSIP: 30251BAD0<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250285.20    | 0.04%             | 2033-02-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold CAD                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-51384.53    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CQC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2920781.25   | 0.41%             | 2033-02-28      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $5756484.42   | 0.81%             | 2040-11-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| KKR GROUP FIN CO II                        | KKR Group Finance Co. II LLC                            | CUSIP: 48249DAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $468532.57    | 0.07%             | 2043-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: —       |
| PRINCIPAL FINANCIAL GRP                    | Principal Financial Group, Inc.                         | CUSIP: 74251VAA0<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1070078.40   | 0.15%             | 2036-10-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                   | Banco Bilbao Vizcaya Argentaria SA                      | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    300000 | PA      | $348671.49    | 0.05%             | 2030-07-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| KFW                                        | Kreditanstalt fuer Wiederaufbau                         | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1500000 | PA      | $1071966.22   | 0.15%             | 2027-07-13      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                                | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1500000 | PA      | $1090357.35   | 0.15%             | 2029-02-26      | Floating      | 5.02%                 | No            | 2                  | On Loan: No      |
| MICRON TECHNOLOGY INC                      | Micron Technology, Inc.                                 | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2278432.85   | 0.32%             | 2041-11-01      | Fixed         | 3.37%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                          | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $538701.01    | 0.08%             | 2042-07-24      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.              | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $722160.43    | 0.10%             | 2027-06-18      | Floating      | 4.96%                 | No            | 2                  | On Loan: No      |
| MARSH & MCLENNAN COS INC                   | Marsh & McLennan Cos., Inc.                             | CUSIP: 571748CE0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    266000 | PA      | $252831.84    | 0.04%             | 2044-11-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| AETNA INC                                  | Aetna, Inc.                                             | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    730000 | PA      | $794168.78    | 0.11%             | 2037-12-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                   | Export Development Canada                               | CUSIP: 000000000<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    880000 | PA      | $511356.49    | 0.07%             | 2030-08-08      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2671289.07   | 0.37%             | 2031-05-15      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| AVNET INC                                  | Avnet, Inc.                                             | CUSIP: 053807AU7<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1353554.39   | 0.19%             | 2031-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMER PIPELINE                   | Plains All American Pipeline LP/PAA Finance Corp.       | CUSIP: 72650RBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $847903.89    | 0.12%             | 2044-06-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: —       |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6500000 | PA      | $6384726.53   | 0.89%             | 2034-02-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold NZD                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-58990.75    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2800000 | PA      | $2026718.74   | 0.28%             | 2042-02-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1520214.84   | 0.21%             | 2032-01-31      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| ALLY FINANCIAL INC                         | Ally Financial, Inc.                                    | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $223394.13    | 0.03%             | 2031-11-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                            | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   2500000 | PA      | $1819224.11   | 0.25%             | 2027-11-25      | Floating      | 5.19%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6500000 | PA      | $4903183.61   | 0.69%             | 2042-11-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| DOW CHEMICAL CO/THE                        | Dow Chemical Co.                                        | CUSIP: 260543CL5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $158392.78    | 0.02%             | 2044-10-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM INC                             | Amazon.com, Inc.                                        | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3575043.12   | 0.50%             | 2030-06-03      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                 | Intel Corp.                                             | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2793265.94   | 0.39%             | 2043-02-10      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5500000 | PA      | $4453925.80   | 0.62%             | 2044-05-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development     | CUSIP: 459058JF1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1123000 | PA      | $1127031.57   | 0.16%             | 2027-08-19      | Floating      | 4.09%                 | No            | 2                  | On Loan: No      |
| BRITISH TELECOMMUNICATIO                   | British Telecommunications PLC                          | CUSIP: 11102AAE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $957479.82    | 0.13%             | 2029-11-08      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                    | MPLX LP                                                 | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $902657.77    | 0.13%             | 2038-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CLT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $9007029.54   | 1.26%             | 2026-10-31      | Floating      | 3.83%                 | No            | 2                  | On Loan: No      |

### Signature

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

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

**Signature:** Randy Olson

**Name of Signer:** Randy Olson

**Title:** Vice President