# EDGAR Filing Document

**Accession Number:** 0000355437
**File Stem:** 0001410368-25-040480
**Filing Date:** 2025-12
**Character Count:** 163819
**Document Hash:** 6d95668bd647bdb5155366efef455ca0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-040480.hdr.sgml**: 20251222

**ACCESSION NUMBER**: 0001410368-25-040480

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251222

**DATE AS OF CHANGE**: 20251222

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03258
- **FILM NUMBER:** 251590385

**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:** 2025-10-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $743631937.91

**Total Liabilities:** $40720987.75

**Net Assets:** $702910950.16

**Cash Not Reported:** $11298174.33

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -596.31000000 | **1-Year:** -18563.61000000 | **5-Year:** -78729.09000000 | **10-Year:** -116047.77000000 | **30-Year:** -27993.70000000

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

- **3-Month:** -87.66000000 | **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 | 0.98%                | 1.14%                | 0.64%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-511370.97              | $5888812.43                                |
| Month 2  | $499789.78               | $5138636.90                                |
| Month 3  | $488305.54               | $284299.58                                 |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| APA INFRASTRUCTURE LTD               | APA Infrastructure Ltd.                                 | CUSIP: 00205GAC1<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $1002233.44   | 0.14%             | 2035-03-23      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| AT&T INC                             | AT&T, Inc.                                              | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    306000 | PA      | $280321.69    | 0.04%             | 2031-06-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| AT&T INC                             | AT&T, Inc.                                              | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1349008.92   | 0.19%             | 2041-06-01      | Fixed         | 3.50%                 | 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        |    308000 | PA      | $254523.28    | 0.04%             | 2041-10-29      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| AETNA INC                            | Aetna, Inc.                                             | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    730000 | PA      | $809028.11    | 0.12%             | 2037-12-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| AETNA INC                            | Aetna, Inc.                                             | CUSIP: 00817YAJ7<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172606.03    | 0.02%             | 2042-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| AFFILIATED MANAGERS GROU             | Affiliated Managers Group, Inc.                         | CUSIP: 008252AP3<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    800000 | PA      | $760577.90    | 0.11%             | 2030-06-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| AHOLD FINANCE USA LLC                | Ahold Finance USA LLC                                   | CUSIP: 008685AB5<br>LEI: 549300XB4647UBM7K822 | Long             | DBT              | CORP              | US        |     40000 | PA      | $43471.49     | 0.01%             | 2029-05-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| AKER BP ASA                          | Aker BP ASA                                             | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    200000 | PA      | $196538.86    | 0.03%             | 2034-10-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| ALLSTATE CORP                        | Allstate Corp.                                          | CUSIP: 020002BA8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1778846.86   | 0.25%             | 2043-06-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC                         | Alphabet, Inc.                                          | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $955535.94    | 0.14%             | 2040-08-15      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM INC                       | Amazon.com, Inc.                                        | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3586438.04   | 0.51%             | 2030-06-03      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM INC                       | Amazon.com, Inc.                                        | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $2448736.61   | 0.35%             | 2041-05-12      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                  | American Express Co.                                    | CUSIP: 025816BF5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1042250.21   | 0.15%             | 2042-12-03      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE               | American Honda Finance Corp.                            | CUSIP: 02665WEZ0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011041.07   | 0.14%             | 2034-01-10      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE               | American Honda Finance Corp.                            | CUSIP: 02665WFJ5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001107.58   | 0.14%             | 2027-07-09      | Floating      | 4.81%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                  | American Tower Corp.                                    | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    500000 | PA      | $442743.24    | 0.06%             | 2031-09-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                  | American Tower Corp.                                    | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    625000 | PA      | $605804.83    | 0.09%             | 2032-03-15      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| AMERIPRISE FINANCIAL INC             | Ameriprise Financial, Inc.                              | CUSIP: 03076CAL0<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201170.12    | 0.03%             | 2032-05-13      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| AON CORP                             | Aon Corp.                                               | CUSIP: 037389BC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $986702.80    | 0.14%             | 2029-05-02      | Fixed         | 3.75%                 | No            | 2                  | On Loan: —       |
| ARES CAPITAL CORP                    | ARES Capital Corp.                                      | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132743.79    | 0.02%             | 2031-11-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| ARES CAPITAL CORP                    | ARES Capital Corp.                                      | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202268.51    | 0.03%             | 2032-03-08      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| ARROW ELECTRONICS INC                | Arrow Electronics, Inc.                                 | CUSIP: 042735BF6<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396185.76    | 0.06%             | 2028-01-12      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| ASHTEAD CAPITAL INC                  | Ashtead Capital, Inc.                                   | CUSIP: 045054AP8<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $887058.98    | 0.13%             | 2031-08-12      | Fixed         | 2.45%                 | 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      | $503001.92    | 0.07%             | 2027-01-18      | Floating      | 5.10%                 | 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      | $266149.84    | 0.04%             | 2028-06-18      | Floating      | 4.88%                 | No            | 2                  | On Loan: No      |
| AUTODESK INC                         | Autodesk, Inc.                                          | CUSIP: 052769AE6<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    315000 | PA      | $312045.73    | 0.04%             | 2027-06-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| AVNET INC                            | Avnet, Inc.                                             | CUSIP: 053807AU7<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1356618.95   | 0.19%             | 2031-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AVNET INC                            | Avnet, Inc.                                             | CUSIP: 053807AV5<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121995.72    | 0.02%             | 2032-06-01      | Fixed         | 5.50%                 | 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      | $29590.41     | 0.00%             | 2027-12-15      | Fixed         | 3.34%                 | No            | 2                  | On Loan: —       |
| BANK OF AMERICA CORP                 | Bank of America Corp.                                   | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2226588.77   | 0.32%             | 2042-02-07      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                  | Bank of Nova Scotia                                     | CUSIP: 0641594B9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2200000 | PA      | $1951077.19   | 0.28%             | 2031-08-01      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                  | Bank of Nova Scotia                                     | CUSIP: 06417XAE1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    275000 | PA      | $245267.72    | 0.03%             | 2032-02-02      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                         | Barclays PLC                                            | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $499952.05    | 0.07%             | 2026-01-12      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM             | Amcor Flexibles North America, Inc.                     | CUSIP: 081437AT2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    125000 | PA      | $115609.31    | 0.02%             | 2030-06-19      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| BEST BUY CO INC                      | Best Buy Co., Inc.                                      | CUSIP: 08652BAB5<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $266893.34    | 0.04%             | 2030-10-01      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| BLACKROCK INC                        | Blackrock, Inc.                                         | CUSIP: 09247XAP6<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1369565.75   | 0.19%             | 2029-04-30      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| BLACKROCK INC                        | Blackrock, Inc.                                         | CUSIP: 09247XAQ4<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    133000 | PA      | $123943.62    | 0.02%             | 2030-04-30      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| BLACKROCK INC                        | Blackrock, Inc.                                         | CUSIP: 09247XAR2<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    160000 | PA      | $143198.50    | 0.02%             | 2031-01-28      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| BLACKROCK INC                        | Blackrock, Inc.                                         | CUSIP: 09247XAS0<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    500000 | PA      | $439336.82    | 0.06%             | 2032-02-25      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| BLUE OWL FINANCE LLC                 | Blue Owl Finance LLC                                    | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207540.25    | 0.03%             | 2034-04-18      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| BOARDWALK PIPELINES LP               | Boardwalk Pipelines LP                                  | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $969801.01    | 0.14%             | 2032-09-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LP                 | Boston Properties LP                                    | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |   1000000 | PA      | $865974.12    | 0.12%             | 2032-04-01      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LP                 | Boston Properties LP                                    | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    400000 | PA      | $409029.83    | 0.06%             | 2035-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: —       |
| BRIGHTHOUSE FINANCIAL IN             | Brighthouse Financial, Inc.                             | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1225552.22   | 0.17%             | 2030-05-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: —       |
| BRITISH TELECOMMUNICATIO             | British Telecommunications PLC                          | CUSIP: 11102AAE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $958190.86    | 0.14%             | 2029-11-08      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                         | Broadcom, Inc.                                          | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    483000 | PA      | $418621.20    | 0.06%             | 2035-11-15      | Fixed         | 3.14%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                         | Broadcom, Inc.                                          | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     41000 | PA      | $34991.24     | 0.00%             | 2036-11-15      | Fixed         | 3.19%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                         | Broadcom, Inc.                                          | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    436000 | PA      | $434118.98    | 0.06%             | 2037-05-15      | Fixed         | 4.93%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                         | Broadcom, Inc.                                          | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    767000 | PA      | $715209.64    | 0.10%             | 2033-04-15      | Fixed         | 3.42%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                         | Broadcom, Inc.                                          | CUSIP: 11135FCV1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1157529.48   | 0.16%             | 2041-02-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BROOKFIELD FINANCE INC               | Brookfield Finance, Inc.                                | CUSIP: 11271LAK8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   2130000 | PA      | $2319264.05   | 0.33%             | 2034-01-05      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| BRUNSWICK CORP                       | Brunswick Corp.                                         | CUSIP: 117043AU3<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190028.23    | 0.03%             | 2032-09-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| CNO FINANCIAL GROUP INC              | CNO Financial Group, Inc.                               | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    700000 | PA      | $711234.18    | 0.10%             | 2029-05-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CNO FINANCIAL GROUP INC              | CNO Financial Group, Inc.                               | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1061187.50   | 0.15%             | 2034-06-15      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| CSX CORP                             | CSX Corp.                                               | CUSIP: 126408GY3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $169924.71    | 0.02%             | 2044-03-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                      | CVS Health Corp.                                        | CUSIP: 126650BR0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1986365.68   | 0.28%             | 2039-09-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                      | CVS Health Corp.                                        | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    400000 | PA      | $377548.78    | 0.05%             | 2043-12-05      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                      | CVS Health Corp.                                        | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $469790.28    | 0.07%             | 2038-03-25      | Fixed         | 4.78%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                      | CVS Health Corp.                                        | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     85000 | PA      | $72743.36     | 0.01%             | 2040-04-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                      | CVS Health Corp.                                        | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506434.40    | 0.07%             | 2044-06-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK               | Canadian Imperial Bank of Commerce                      | CUSIP: 13607HR53<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1900427.34   | 0.27%             | 2032-04-07      | Fixed         | 3.60%                 | No            | 2                  | On Loan: —       |
| CARRIER GLOBAL CORP                  | Carrier Global Corp.                                    | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $814716.02    | 0.12%             | 2040-04-05      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| CENTERPOINT ENERGY RES               | CenterPoint Energy Resources Corp.                      | CUSIP: 15189WAH3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    442000 | PA      | $462401.56    | 0.07%             | 2041-01-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| CHOICE HOTELS INTL INC               | Choice Hotels International, Inc.                       | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    520000 | PA      | $499207.16    | 0.07%             | 2029-12-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| CHUBB CORP                           | Chubb Corp.                                             | CUSIP: 171232AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1091141.76   | 0.16%             | 2037-05-11      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CISCO SYSTEMS INC                    | Cisco Systems, Inc.                                     | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    200000 | PA      | $217355.76    | 0.03%             | 2039-02-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                        | Citigroup, Inc.                                         | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1167000 | PA      | $1496414.62   | 0.21%             | 2039-07-15      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                        | Citigroup, Inc.                                         | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    400000 | PA      | $424118.55    | 0.06%             | 2042-01-30      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                         | Comcast Corp.                                           | CUSIP: 20030NAC5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    400000 | PA      | $456262.22    | 0.06%             | 2033-03-15      | Fixed         | 7.05%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                         | Comcast Corp.                                           | CUSIP: 20030NAY7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1102198.56   | 0.16%             | 2039-07-01      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                         | Comcast Corp.                                           | CUSIP: 20030NBE0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    400000 | PA      | $355236.50    | 0.05%             | 2042-07-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                         | Comcast Corp.                                           | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    310000 | PA      | $270649.70    | 0.04%             | 2038-03-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                         | Comcast Corp.                                           | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1138299.19   | 0.16%             | 2038-10-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                         | Comcast Corp.                                           | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    400000 | PA      | $315431.45    | 0.04%             | 2039-11-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                         | Comcast Corp.                                           | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3173000 | PA      | $2636351.18   | 0.38%             | 2040-04-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| CONAGRA BRANDS INC                   | Conagra Brands, Inc.                                    | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288668.41    | 0.04%             | 2038-11-01      | Fixed         | 5.30%                 | 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      | $230167.11    | 0.03%             | 2038-04-01      | Fixed         | 6.75%                 | 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      | $872647.28    | 0.12%             | 2042-03-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY              | Cooperatieve Rabobank UA                                | CUSIP: 21688ABE1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $502655.93    | 0.07%             | 2027-03-05      | Floating      | 4.90%                 | No            | 2                  | On Loan: No      |
| COX COMMUNICATIONS INC               | Cox Communications, Inc.                                | CUSIP: 224044BV8<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1791291.27   | 0.25%             | 2039-03-01      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| COX COMMUNICATIONS INC               | Cox Communications, Inc.                                | CUSIP: 224044BY2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $244029.59    | 0.03%             | 2042-12-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| COX COMMUNICATIONS INC               | Cox Communications, Inc.                                | CUSIP: 224044CC9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1506172.18   | 0.21%             | 2043-06-30      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| COX COMMUNICATIONS INC               | Cox Communications, Inc.                                | CUSIP: 224044CF2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $282455.79    | 0.04%             | 2035-02-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC                     | Crown Castle, Inc.                                      | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   1050000 | PA      | $769521.21    | 0.11%             | 2041-04-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| CUMMINS INC                          | Cummins, Inc.                                           | CUSIP: 231021AQ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1147701.43   | 0.16%             | 2043-10-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| DCP MIDSTREAM OPERATING              | DCP Midstream Operating LP                              | CUSIP: 23311VAF4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48600.30     | 0.01%             | 2044-04-01      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| The DFA Investment Trust Company     | DFA Investment Trust Co.                                | CUSIP: 23320U405<br>LEI: 549300FSKWEXKF6YBM56 | Long             | EC               | RF                | US        |   1753632 | NS      | $20284256.96  | 2.89%             |  |  |  | No            | 2                  | On Loan: No      |
| Dimensional Holdings Inc.            | DFA Short Term Investment Fund                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  20249926 | NS      | $20249926.00  | 2.88%             |  |  |  | No            | N/A                | On Loan: No      |
| DICK'S SPORTING GOODS                | Dick's Sporting Goods, Inc.                             | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    300000 | PA      | $275417.62    | 0.04%             | 2032-01-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| WALT DISNEY COMPANY/THE              | Walt Disney Co.                                         | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    140000 | PA      | $117713.62    | 0.02%             | 2040-05-13      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| TWDC ENTERPRISES 18 CORP             | TWDC Enterprises 18 Corp.                               | CUSIP: 25468PCP9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1818703.26   | 0.26%             | 2041-08-16      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| DOLLAR TREE INC                      | Dollar Tree, Inc.                                       | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398434.50    | 0.06%             | 2028-05-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Citibank NA                          | Purchased USD / Sold NZD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $35839.96     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                          | Purchased USD / Sold NZD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $148463.36    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                          | Purchased USD / Sold NZD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $64186.43     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs Bank USA               | Purchased USD / Sold NZD                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $27427.55     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                          | Purchased USD / Sold NZD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $27514.42     | 0.00%             |  |  |  | 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      | $137094.03    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                          | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $72466.02     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                          | Purchased USD / Sold AUD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-41948.74    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                 | Purchased USD / Sold NZD                                | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $19279.53     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.        | Purchased USD / Sold GBP                                | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $117754.47    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                  | Purchased USD / Sold JPY                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $44456.53     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                        | Purchased USD / Sold CAD                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $8534.28      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.        | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $137929.48    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| DOW CHEMICAL CO/THE                  | Dow Chemical Co.                                        | CUSIP: 260543CE1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1323976.27   | 0.19%             | 2041-11-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| DOW CHEMICAL CO/THE                  | Dow Chemical Co.                                        | CUSIP: 260543CL5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $165462.29    | 0.02%             | 2044-10-01      | 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      | $1283891.34   | 0.18%             | 2033-03-15      | Fixed         | 6.30%                 | 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      | $1118510.76   | 0.16%             | 2038-04-30      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| EASTMAN CHEMICAL CO                  | Eastman Chemical Co.                                    | CUSIP: 277432AL4<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2208627.15   | 0.31%             | 2042-09-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| EATON VANCE CORP                     | Eaton Vance Corp.                                       | CUSIP: 278265AE3<br>LEI: 4JJ8ORNW1AFZPSV8GJ79 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1487627.75   | 0.21%             | 2027-04-06      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| EBAY INC                             | eBay, Inc.                                              | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $417625.16    | 0.06%             | 2042-07-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS             | Enbridge Energy Partners LP                             | CUSIP: 29250RAT3<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |   1071000 | PA      | $1073233.18   | 0.15%             | 2040-09-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ENEL FINANCE INTL NV                 | Enel Finance International NV                           | CUSIP: 29268BAF8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1950000 | PA      | $2061401.41   | 0.29%             | 2039-10-07      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER             | Enterprise Products Operating LLC                       | CUSIP: 29379VAG8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $435352.80    | 0.06%             | 2039-10-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER             | Enterprise Products Operating LLC                       | CUSIP: 29379VAM5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $241674.51    | 0.03%             | 2038-04-15      | Fixed         | 7.55%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER             | Enterprise Products Operating LLC                       | CUSIP: 29379VAT0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1911932.60   | 0.27%             | 2041-02-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER             | Enterprise Products Operating LLC                       | CUSIP: 29379VAV5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $413474.00    | 0.06%             | 2042-02-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER             | Enterprise Products Operating LLC                       | CUSIP: 29379VAW3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    444000 | PA      | $414303.65    | 0.06%             | 2042-08-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| EQUINIX INC                          | Equinix, Inc.                                           | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    500000 | PA      | $451649.85    | 0.06%             | 2031-05-15      | Fixed         | 2.50%                 | 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      | $183828.65    | 0.03%             | 2029-02-16      | Floating      | 4.56%                 | No            | 2                  | On Loan: No      |
| CONSTELLATION EN GEN LLC             | Constellation Energy Generation LLC                     | CUSIP: 30161MAJ2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514252.59    | 0.07%             | 2041-10-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| EXPEDIA GROUP INC                    | Expedia Group, Inc.                                     | CUSIP: 30212PAR6<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1145530.38   | 0.16%             | 2030-02-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| EXTRA SPACE STORAGE LP               | Extra Space Storage LP                                  | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    900000 | PA      | $782096.58    | 0.11%             | 2032-03-15      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| FMR LLC                              | FMR LLC                                                 | CUSIP: 30251BAD0<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252425.99    | 0.04%             | 2033-02-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| FAIRFAX FINL HLDGS LTD               | Fairfax Financial Holdings Ltd.                         | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   1400000 | PA      | $1489471.14   | 0.21%             | 2033-12-07      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN BANK               | Federal Home Loan Banks                                 | CUSIP: 3130A2VE3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1200000 | PA      | $1191692.11   | 0.17%             | 2026-09-11      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN BANK               | Federal Home Loan Banks                                 | CUSIP: 3130AEB25<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   2350000 | PA      | $2333787.04   | 0.33%             | 2028-06-09      | Fixed         | 3.25%                 | No            | 2                  | On Loan: —       |
| FEDERAL HOME LOAN BANK               | Federal Home Loan Banks                                 | CUSIP: 3130AFFX0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   6960000 | PA      | $6885766.38   | 0.98%             | 2028-11-16      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN BANK               | Federal Home Loan Banks                                 | CUSIP: 3130AGUW3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    945000 | PA      | $890259.51    | 0.13%             | 2029-09-14      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN BANK               | Federal Home Loan Banks                                 | CUSIP: 3130AHKT9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $937909.70    | 0.13%             | 2029-12-14      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN BANK               | Federal Home Loan Banks                                 | CUSIP: 3133XG6E9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    150000 | PA      | $151671.94    | 0.02%             | 2026-06-12      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN BANK               | Federal Home Loan Banks                                 | CUSIP: 3133XGAY0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   3295000 | PA      | $3624683.47   | 0.52%             | 2036-07-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| FREDDIE MAC                          | Federal Home Loan Mortgage Corp.                        | CUSIP: 3134A3U46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   2500000 | PA      | $2779519.85   | 0.40%             | 2029-09-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| FREDDIE MAC                          | Federal Home Loan Mortgage Corp.                        | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   3815000 | PA      | $4365198.88   | 0.62%             | 2031-03-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| FREDDIE MAC                          | Federal Home Loan Mortgage Corp.                        | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   4239000 | PA      | $4820983.42   | 0.69%             | 2032-07-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: —       |
| FANNIE MAE                           | Federal National Mortgage Association                   | CUSIP: 31359MEU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   4330000 | PA      | $4700260.34   | 0.67%             | 2029-05-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: —       |
| FANNIE MAE                           | Federal National Mortgage Association                   | CUSIP: 31359MFJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   3583000 | PA      | $4052288.19   | 0.58%             | 2030-01-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| FANNIE MAE                           | Federal National Mortgage Association                   | CUSIP: 31359MFP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   3316000 | PA      | $3805072.89   | 0.54%             | 2030-05-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: —       |
| FANNIE MAE                           | Federal National Mortgage Association                   | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   4400000 | PA      | $4978196.08   | 0.71%             | 2030-11-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| FANNIE MAE                           | Federal National Mortgage Association                   | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |  10650000 | PA      | $9350795.85   | 1.33%             | 2030-08-05      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| FANNIE MAE                           | Federal National Mortgage Association                   | CUSIP: 3135G05Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1320000 | PA      | $1249089.76   | 0.18%             | 2027-10-08      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| FANNIE MAE                           | Federal National Mortgage Association                   | CUSIP: 3135G0K36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   3000000 | PA      | $2975969.10   | 0.42%             | 2026-04-24      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| FANNIE MAE                           | Federal National Mortgage Association                   | CUSIP: 3135G0Q22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   2090000 | PA      | $2055263.95   | 0.29%             | 2026-09-24      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| FEDEX CORP                           | FedEx Corp.                                             | CUSIP: 31428XDJ2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    672000 | PA      | $669310.46    | 0.10%             | 2034-01-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| FEDEX CORP                           | FedEx Corp.                                             | CUSIP: 31428XDL7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    450000 | PA      | $336618.88    | 0.05%             | 2041-05-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATL INFO SERV              | Fidelity National Information Services, Inc.            | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     61000 | PA      | $45560.57     | 0.01%             | 2041-03-01      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATL FINANCIAL              | Fidelity National Financial, Inc.                       | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    700000 | PA      | $665164.93    | 0.09%             | 2030-06-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATL FINANCIAL              | Fidelity National Financial, Inc.                       | CUSIP: 31620RAK1<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    500000 | PA      | $442730.62    | 0.06%             | 2031-03-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| FIRST AMERICAN FINANCIAL             | First American Financial Corp.                          | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    300000 | PA      | $261164.51    | 0.04%             | 2031-08-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| FLEX LTD                             | Flex Ltd.                                               | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    700000 | PA      | $708763.82    | 0.10%             | 2029-06-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| FLOWSERVE CORPORATION                | Flowserve Corp.                                         | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    900000 | PA      | $800602.16    | 0.11%             | 2032-01-15      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| FORTUNE BRANDS INNOVATIO             | Fortune Brands Innovations, Inc.                        | CUSIP: 34964CAE6<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1494465.88   | 0.21%             | 2029-09-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| FOX CORP                             | Fox Corp.                                               | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1005455.02   | 0.14%             | 2039-01-25      | Fixed         | 5.48%                 | No            | 2                  | On Loan: No      |
| FRANKLIN RESOURCES INC               | Franklin Resources, Inc.                                | CUSIP: 354613AL5<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $2894526.26   | 0.41%             | 2030-10-30      | Fixed         | 1.60%                 | No            | 2                  | On Loan: No      |
| GATX CORP                            | GATX Corp.                                              | CUSIP: 361448BJ1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    850000 | PA      | $788409.01    | 0.11%             | 2032-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ALLY FINANCIAL INC                   | Ally Financial, Inc.                                    | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $227691.40    | 0.03%             | 2031-11-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS CO                    | General Motors Co.                                      | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1021738.04   | 0.15%             | 2043-10-02      | Fixed         | 6.25%                 | 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      | $430994.61    | 0.06%             | 2033-01-09      | Fixed         | 6.40%                 | 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      | $202412.04    | 0.03%             | 2034-09-06      | Fixed         | 5.45%                 | 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      | $416688.80    | 0.06%             | 2035-01-07      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                    | HSBC Holdings PLC                                       | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1900000 | PA      | $2074490.11   | 0.30%             | 2042-01-14      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| HALLIBURTON CO                       | Halliburton Co.                                         | CUSIP: 406216AW1<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    795000 | PA      | $894449.51    | 0.13%             | 2038-09-15      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| HALLIBURTON CO                       | Halliburton Co.                                         | CUSIP: 406216AY7<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1196338.47   | 0.17%             | 2039-09-15      | Fixed         | 7.45%                 | No            | 2                  | On Loan: No      |
| HASBRO INC                           | Hasbro, Inc.                                            | CUSIP: 418056AS6<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2319498.79   | 0.33%             | 2040-03-15      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| HEALTH CARE SERVICE CORP             | Health Care Service Corp. A Mutual Legal Reserve Co.    | CUSIP: 42218SAF5<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    500000 | PA      | $453446.47    | 0.06%             | 2030-06-01      | Fixed         | 2.20%                 | 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      | $411574.39    | 0.06%             | 2034-06-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| HP INC                               | HP, Inc.                                                | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1178381.71   | 0.17%             | 2041-09-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: —       |
| HOME DEPOT INC                       | Home Depot, Inc.                                        | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    800000 | PA      | $862075.87    | 0.12%             | 2041-04-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                       | Home Depot, Inc.                                        | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $2965403.81   | 0.42%             | 2040-04-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| HOST HOTELS & RESORTS LP             | Host Hotels & Resorts LP                                | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |   1000000 | PA      | $1025387.96   | 0.15%             | 2034-07-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| HOST HOTELS & RESORTS LP             | Host Hotels & Resorts LP                                | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    200000 | PA      | $201932.71    | 0.03%             | 2035-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| HUMANA INC                           | Humana, Inc.                                            | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1780664.26   | 0.25%             | 2044-10-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| IBM INTERNAT CAPITAL                 | IBM International Capital Pte. Ltd.                     | CUSIP: 449276AF1<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |   1500000 | PA      | $1469601.47   | 0.21%             | 2044-02-05      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| ILLINOIS TOOL WORKS INC              | Illinois Tool Works, Inc.                               | CUSIP: 452308AR0<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170924.38    | 0.02%             | 2042-09-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| ING GROEP NV                         | ING Groep NV                                            | CUSIP: 456837AQ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $198585.84    | 0.03%             | 2029-04-09      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                           | Intel Corp.                                             | CUSIP: 458140AK6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    130000 | PA      | $117139.86    | 0.02%             | 2041-10-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                           | Intel Corp.                                             | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    300000 | PA      | $271466.64    | 0.04%             | 2040-03-25      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                           | Intel Corp.                                             | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $1618837.73   | 0.23%             | 2041-08-12      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                           | Intel Corp.                                             | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2368283.90   | 0.34%             | 2043-02-10      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK              | Inter-American Development Bank                         | CUSIP: 4581X0DY1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    750000 | PA      | $750022.50    | 0.11%             | 2026-09-16      | Floating      | 4.34%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK              | Inter-American Development Bank                         | CUSIP: 4581X0EC8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1100000 | PA      | $1098130.00   | 0.16%             | 2029-02-15      | Floating      | 4.58%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK              | Inter-American Development Bank                         | CUSIP: 4581X0EG9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   5000000 | PA      | $5008447.30   | 0.71%             | 2027-10-04      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK              | Inter-American Development Bank                         | CUSIP: 45828RAA3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1200000 | PA      | $1201018.09   | 0.17%             | 2028-10-05      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| INTERCONTINENTALEXCHANGE             | Intercontinental Exchange, Inc.                         | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   4750000 | PA      | $3530675.00   | 0.50%             | 2040-09-15      | Fixed         | 2.65%                 | 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      | $1127200.02   | 0.16%             | 2027-08-19      | Floating      | 4.69%                 | 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      | $3201988.00   | 0.46%             | 2027-06-15      | Floating      | 4.44%                 | No            | 2                  | On Loan: No      |
| IBM CORP                             | International Business Machines Corp.                   | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    400000 | PA      | $340274.21    | 0.05%             | 2042-06-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| IBM CORP                             | International Business Machines Corp.                   | CUSIP: 459200KJ9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1454096.08   | 0.21%             | 2030-05-15      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| INVITATION HOMES OP                  | Invitation Homes Operating Partnership LP               | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |   1000000 | PA      | $865858.96    | 0.12%             | 2031-08-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| INVITATION HOMES OP                  | Invitation Homes Operating Partnership LP               | CUSIP: 46188BAC6<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |   1000000 | PA      | $851193.71    | 0.12%             | 2034-01-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                  | JPMorgan Chase & Co.                                    | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1678806.30   | 0.24%             | 2040-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| JABIL INC                            | Jabil, Inc.                                             | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    750000 | PA      | $724807.72    | 0.10%             | 2030-01-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| JACKSON FINANCIAL INC                | Jackson Financial, Inc.                                 | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    235000 | PA      | $212997.11    | 0.03%             | 2031-11-23      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FIN GROUP INC              | Jefferies Financial Group, Inc.                         | CUSIP: 47233JDX3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $1832228.51   | 0.26%             | 2032-10-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FIN GROUP INC              | Jefferies Financial Group, Inc.                         | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    350000 | PA      | $307516.74    | 0.04%             | 2031-10-15      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FIN GROUP INC              | Jefferies Financial Group, Inc.                         | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2098892.38   | 0.30%             | 2034-04-14      | Fixed         | 6.20%                 | 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      | $493234.21    | 0.07%             | 2043-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: —       |
| KEMPER CORP                          | Kemper Corp.                                            | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |    330000 | PA      | $304989.39    | 0.04%             | 2032-02-23      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| KIMCO REALTY OP LLC                  | Kimco Realty OP LLC                                     | CUSIP: 49446RAW9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |   2200000 | PA      | $2036581.12   | 0.29%             | 2030-10-01      | Fixed         | 2.70%                 | 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      | $109075.45    | 0.02%             | 2039-09-01      | Fixed         | 6.50%                 | 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      | $3420631.76   | 0.49%             | 2042-08-15      | Fixed         | 5.00%                 | 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      | $368913.73    | 0.05%             | 2043-03-01      | Fixed         | 5.00%                 | 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      | $485401.24    | 0.07%             | 2044-03-01      | Fixed         | 5.50%                 | 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      | $143414.75    | 0.02%             | 2044-09-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| KRAFT HEINZ FOODS CO                 | Kraft Heinz Foods Co.                                   | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    300000 | PA      | $276827.58    | 0.04%             | 2042-06-04      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| KRAFT HEINZ FOODS CO                 | Kraft Heinz Foods Co.                                   | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    500000 | PA      | $557480.64    | 0.08%             | 2039-01-26      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| KRAFT HEINZ FOODS CO                 | Kraft Heinz Foods Co.                                   | CUSIP: 50077LAX4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1547593.74   | 0.22%             | 2039-10-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| KROGER CO                            | Kroger Co.                                              | CUSIP: 501044BZ3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    424000 | PA      | $485382.54    | 0.07%             | 2031-04-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| LPL HOLDINGS INC                     | LPL Holdings, Inc.                                      | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    600000 | PA      | $612390.54    | 0.09%             | 2035-03-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| LSEGA FINANCING PLC                  | LSEGA Financing PLC                                     | CUSIP: 50220PAE3<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |   2513000 | PA      | $1956673.82   | 0.28%             | 2041-04-06      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| LYB INTL FINANCE BV                  | LYB International Finance BV                            | CUSIP: 50247VAB5<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |   1200000 | PA      | $1069712.02   | 0.15%             | 2043-07-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| LYB INTL FINANCE BV                  | LYB International Finance BV                            | CUSIP: 50247VAC3<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $170319.45    | 0.02%             | 2044-03-15      | Fixed         | 4.88%                 | 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      | $697618.64    | 0.10%             | 2040-10-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| LEGG MASON INC                       | Legg Mason, Inc.                                        | CUSIP: 524901AV7<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28017.40     | 0.00%             | 2026-03-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| LINCOLN NATIONAL CORP                | Lincoln National Corp.                                  | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   1144000 | PA      | $1295732.44   | 0.18%             | 2040-06-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| LINCOLN NATIONAL CORP                | Lincoln National Corp.                                  | CUSIP: 534187BK4<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    373000 | PA      | $352753.34    | 0.05%             | 2031-01-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| LINCOLN NATIONAL CORP                | Lincoln National Corp.                                  | CUSIP: 534187BQ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    268000 | PA      | $248158.67    | 0.04%             | 2032-03-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| MPLX LP                              | MPLX LP                                                 | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $906690.36    | 0.13%             | 2038-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| MARATHON PETROLEUM CORP              | Marathon Petroleum Corp.                                | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   2712000 | PA      | $2914167.04   | 0.41%             | 2041-03-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| MARS INC                             | Mars, Inc.                                              | CUSIP: 571676AD7<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    400000 | PA      | $351235.76    | 0.05%             | 2039-04-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| MARSH & MCLENNAN COS INC             | Marsh & McLennan Cos., Inc.                             | CUSIP: 571748BH4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485426.84    | 0.07%             | 2039-03-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| MARSH & MCLENNAN COS INC             | Marsh & McLennan Cos., Inc.                             | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    574000 | PA      | $511014.29    | 0.07%             | 2031-12-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| MARSH & MCLENNAN COS INC             | Marsh & McLennan Cos., Inc.                             | CUSIP: 571748CE0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    266000 | PA      | $264449.47    | 0.04%             | 2044-11-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| MASTERCARD INC                       | Mastercard, Inc.                                        | CUSIP: 57636QBB9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1005399.80   | 0.14%             | 2032-01-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| METLIFE INC                          | MetLife, Inc.                                           | CUSIP: 59156RAM0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1070468.39   | 0.15%             | 2035-06-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| METLIFE INC                          | MetLife, Inc.                                           | CUSIP: 59156RAY4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    500000 | PA      | $528798.63    | 0.08%             | 2041-02-06      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| MICRON TECHNOLOGY INC                | Micron Technology, Inc.                                 | CUSIP: 595112BQ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101106.78    | 0.01%             | 2030-02-15      | Fixed         | 4.66%                 | No            | 2                  | On Loan: No      |
| MICRON TECHNOLOGY INC                | Micron Technology, Inc.                                 | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2278850.04   | 0.32%             | 2041-11-01      | Fixed         | 3.37%                 | 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      | $2260526.55   | 0.32%             | 2030-07-17      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                       | Morgan Stanley                                          | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $564053.09    | 0.08%             | 2042-07-24      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| MOSAIC CO                            | Mosaic Co.                                              | CUSIP: 61945CAE3<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    485000 | PA      | $477486.50    | 0.07%             | 2043-11-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: —       |
| MOTOROLA SOLUTIONS INC               | Motorola Solutions, Inc.                                | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404424.46    | 0.06%             | 2029-05-23      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK              | National Australia Bank Ltd.                            | CUSIP: 632525BW0<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   1200000 | PA      | $1207776.00   | 0.17%             | 2027-10-26      | Floating      | 4.89%                 | 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      | $143472.86    | 0.02%             | 2032-03-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| NETAPP INC                           | NetApp, Inc.                                            | CUSIP: 64110DAK0<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    300000 | PA      | $278432.94    | 0.04%             | 2030-06-22      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| NEWMONT CORP                         | Newmont Corp.                                           | CUSIP: 651639AV8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202134.12    | 0.03%             | 2044-06-09      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL               | NextEra Energy Capital Holdings, Inc.                   | CUSIP: 65339KCU2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    400000 | PA      | $410960.65    | 0.06%             | 2034-03-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| NIKE INC                             | NIKE, Inc.                                              | CUSIP: 654106AK9<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |   6550000 | PA      | $6232297.82   | 0.89%             | 2030-03-27      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| NOMURA HOLDINGS INC                  | Nomura Holdings, Inc.                                   | CUSIP: 65535HAS8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $368573.76    | 0.05%             | 2030-07-16      | Fixed         | 2.68%                 | No            | 2                  | On Loan: No      |
| NUCOR CORP                           | Nucor Corp.                                             | CUSIP: 670346AH8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1966311.59   | 0.28%             | 2037-12-01      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| ONTARIO T-BILL                       | Ontario Treasury Bills                                  | CUSIP: 6832Z5PC8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   5500000 | PA      | $3902096.18   | 0.56%             | 2026-01-21      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                          | Oracle Corp.                                            | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $476451.93    | 0.07%             | 2040-07-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                          | Oracle Corp.                                            | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $783128.67    | 0.11%             | 2040-04-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                          | Oracle Corp.                                            | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1164859.77   | 0.17%             | 2041-03-25      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| PHILLIPS 66                          | Phillips 66                                             | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    800000 | PA      | $814138.42    | 0.12%             | 2042-05-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| PHILLIPS 66                          | Phillips 66                                             | CUSIP: 718546AL8<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1068775.43   | 0.15%             | 2044-11-15      | Fixed         | 4.88%                 | 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      | $1227695.58   | 0.17%             | 2043-01-31      | Fixed         | 4.30%                 | 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      | $855031.02    | 0.12%             | 2044-06-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| PRIMERICA INC                        | Primerica, Inc.                                         | CUSIP: 74164MAB4<br>LEI: 254900621R686KJR7022 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1536502.36   | 0.22%             | 2031-11-19      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| PRINCIPAL FINANCIAL GRP              | Principal Financial Group, Inc.                         | CUSIP: 74251VAA0<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1086838.22   | 0.15%             | 2036-10-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| PROLOGIS LP                          | Prologis LP                                             | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    800000 | PA      | $821800.19    | 0.12%             | 2034-01-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| PRUDENTIAL FUNDING ASIA              | Prudential Funding Asia PLC                             | CUSIP: 744330AB7<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |   2200000 | PA      | $2105817.25   | 0.30%             | 2032-03-24      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| PUBLIC STORAGE OP CO                 | Public Storage Operating Co.                            | CUSIP: 74460WAG2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |   1600000 | PA      | $1659114.37   | 0.24%             | 2033-08-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| PULTEGROUP INC                       | PulteGroup, Inc.                                        | CUSIP: 745867AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1616490.65   | 0.23%             | 2035-02-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| QUANTA SERVICES INC                  | Quanta Services, Inc.                                   | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   1147000 | PA      | $1072706.48   | 0.15%             | 2030-10-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                   | Province of Quebec                                      | CUSIP: 748148QR7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $565569.63    | 0.08%             | 2029-09-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| RELX CAPITAL INC                     | RELX Capital, Inc.                                      | CUSIP: 74949LAE2<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    133000 | PA      | $135642.51    | 0.02%             | 2032-05-20      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORP                   | Realty Income Corp.                                     | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    366000 | PA      | $327450.75    | 0.05%             | 2032-12-15      | Fixed         | 2.85%                 | 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      | $1229554.29   | 0.17%             | 2030-06-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN             | Rogers Communications, Inc.                             | CUSIP: 775109AL5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $349313.11    | 0.05%             | 2038-08-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| ROSS STORES INC                      | Ross Stores, Inc.                                       | CUSIP: 778296AG8<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $873533.31    | 0.12%             | 2031-04-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                   | Royalty Pharma PLC                                      | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   1800000 | PA      | $1623248.26   | 0.23%             | 2030-09-02      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                   | Royalty Pharma PLC                                      | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   1925000 | PA      | $1490593.22   | 0.21%             | 2040-09-02      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| SANTANDER HOLDINGS USA               | Santander Holdings USA, Inc.                            | CUSIP: 80282KAP1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200239.12    | 0.03%             | 2027-07-13      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| SCHLUMBERGER HLDGS CORP              | Schlumberger Holdings Corp.                             | CUSIP: 806851AP6<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1005790.36   | 0.14%             | 2033-05-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: —       |
| SCHLUMBERGER HLDGS CORP              | Schlumberger Holdings Corp.                             | CUSIP: 806851AR2<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    439000 | PA      | $410554.50    | 0.06%             | 2030-06-26      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| 7-ELEVEN INC                         | 7-Eleven, Inc.                                          | CUSIP: 817826AE0<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    173000 | PA      | $150647.95    | 0.02%             | 2031-02-10      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| 7-ELEVEN INC                         | 7-Eleven, Inc.                                          | CUSIP: 817826AF7<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   1132000 | PA      | $789450.68    | 0.11%             | 2041-02-10      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| SHERWIN-WILLIAMS CO                  | Sherwin-Williams Co.                                    | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95460.33     | 0.01%             | 2029-08-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP LP              | Simon Property Group LP                                 | CUSIP: 828807CE5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    200000 | PA      | $230427.78    | 0.03%             | 2040-02-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: —       |
| SIMON PROPERTY GROUP LP              | Simon Property Group LP                                 | CUSIP: 828807DM6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |   1000000 | PA      | $899418.13    | 0.13%             | 2031-02-01      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP LP              | Simon Property Group LP                                 | CUSIP: 828807DQ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |   2366000 | PA      | $2076406.26   | 0.30%             | 2032-01-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                     | Societe Generale SA                                     | CUSIP: 83368RAW2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1900000 | PA      | $1781869.15   | 0.25%             | 2030-01-22      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| SOUTHWEST GAS CORP                   | Southwest Gas Corp.                                     | CUSIP: 845011AC9<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $455505.19    | 0.06%             | 2030-06-15      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| STANLEY BLACK & DECKER I             | Stanley Black & Decker, Inc.                            | CUSIP: 854502AA9<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    600000 | PA      | $581730.94    | 0.08%             | 2040-09-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| STEEL DYNAMICS INC                   | Steel Dynamics, Inc.                                    | CUSIP: 858119BM1<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    125000 | PA      | $118509.37    | 0.02%             | 2031-01-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP             | Sumitomo Mitsui Financial Group, Inc.                   | CUSIP: 86562MAC4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $599523.01    | 0.09%             | 2026-03-09      | Fixed         | 3.78%                 | 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      | $767176.70    | 0.11%             | 2029-07-16      | Fixed         | 3.04%                 | 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      | $1052678.12   | 0.15%             | 2030-07-08      | Fixed         | 2.13%                 | 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      | $221721.31    | 0.03%             | 2031-09-17      | Fixed         | 2.22%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                     | T-Mobile USA, Inc.                                      | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $898420.19    | 0.13%             | 2040-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| TAPESTRY INC                         | Tapestry, Inc.                                          | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509171.02    | 0.07%             | 2035-03-11      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| TARGET CORP                          | Target Corp.                                            | CUSIP: 87612EBA3<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    600000 | PA      | $515772.56    | 0.07%             | 2042-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: —       |
| TELEFONICA EUROPE BV                 | Telefonica Europe BV                                    | CUSIP: 879385AD4<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |    975000 | PA      | $1123642.49   | 0.16%             | 2030-09-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| TELEFONICA EMISIONES SAU             | Telefonica Emisiones SA                                 | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    700000 | PA      | $789199.02    | 0.11%             | 2036-06-20      | Fixed         | 7.05%                 | No            | 2                  | On Loan: No      |
| TEXAS INSTRUMENTS INC                | Texas Instruments, Inc.                                 | CUSIP: 882508CB8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1547185.02   | 0.22%             | 2033-03-14      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                | Toronto-Dominion Bank                                   | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $749877.74    | 0.11%             | 2032-06-08      | Fixed         | 4.46%                 | No            | 2                  | On Loan: No      |
| GLOBAL PAYMENTS INC                  | Global Payments, Inc.                                   | CUSIP: 891906AF6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    787000 | PA      | $787381.48    | 0.11%             | 2028-06-01      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| TRAVELERS COS INC                    | Travelers Cos., Inc.                                    | CUSIP: 89417EAH2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1021051.18   | 0.15%             | 2040-11-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| UDR INC                              | UDR, Inc.                                               | CUSIP: 90265EAV2<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |   1000000 | PA      | $833748.33    | 0.12%             | 2033-06-15      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| UNION PACIFIC CORP                   | Union Pacific Corp.                                     | CUSIP: 907818FD5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170873.04    | 0.02%             | 2039-08-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| UNION PACIFIC CORP                   | Union Pacific Corp.                                     | CUSIP: 907818FT0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1966298.25   | 0.28%             | 2041-05-20      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| UNITED PARCEL SERVICE                | United Parcel Service, Inc.                             | CUSIP: 911312AN6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1945520.82   | 0.28%             | 2040-11-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S. Treasury Bills                                     | CUSIP: 912797RP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2495967.70   | 0.36%             | 2025-11-18      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S. Treasury Bills                                     | CUSIP: 912797RQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4988147.50   | 0.71%             | 2025-11-25      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S. Treasury Bonds                                     | CUSIP: 912810EW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6500000 | PA      | $6533007.85   | 0.93%             | 2026-02-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S. Treasury Bonds                                     | CUSIP: 912810FM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3800000 | PA      | $4203156.25   | 0.60%             | 2030-05-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S. Treasury Bonds                                     | CUSIP: 912810QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1491796.88   | 0.21%             | 2040-05-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S. Treasury Bonds                                     | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2800000 | PA      | $2626093.74   | 0.37%             | 2040-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S. Treasury Bonds                                     | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7600000 | PA      | $5962437.50   | 0.85%             | 2042-08-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S. Treasury Bonds                                     | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6500000 | PA      | $5075585.97   | 0.72%             | 2042-11-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S. Treasury Bonds                                     | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6700000 | PA      | $5513628.92   | 0.78%             | 2043-02-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S. Treasury Bonds                                     | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6400000 | PA      | $5056249.98   | 0.72%             | 2043-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S. Treasury Bonds                                     | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1758750.00   | 0.25%             | 2043-08-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S. Treasury Bonds                                     | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6800000 | PA      | $5953718.78   | 0.85%             | 2044-02-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S. Treasury Bonds                                     | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5500000 | PA      | $4634394.55   | 0.66%             | 2044-05-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S. Treasury Bonds                                     | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $5661523.42   | 0.81%             | 2044-08-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S. Treasury Bonds                                     | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7100000 | PA      | $5612050.80   | 0.80%             | 2044-11-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S. Treasury Bonds                                     | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $5069257.83   | 0.72%             | 2045-02-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S. Treasury Bonds                                     | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6500000 | PA      | $5111894.52   | 0.73%             | 2045-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S. Treasury Bonds                                     | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $1919824.23   | 0.27%             | 2045-08-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S. Treasury Bonds                                     | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8800000 | PA      | $5600031.27   | 0.80%             | 2040-08-15      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S. Treasury Bonds                                     | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7600000 | PA      | $4888343.71   | 0.70%             | 2040-05-15      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S. Treasury Bonds                                     | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $5929101.54   | 0.84%             | 2040-11-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S. Treasury Bonds                                     | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8300000 | PA      | $5883273.40   | 0.84%             | 2041-02-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S. Treasury Bonds                                     | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7500000 | PA      | $5600097.68   | 0.80%             | 2041-05-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S. Treasury Bonds                                     | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8300000 | PA      | $5682906.25   | 0.81%             | 2041-08-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S. Treasury Bonds                                     | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7900000 | PA      | $5598507.85   | 0.80%             | 2041-11-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S. Treasury Bonds                                     | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2800000 | PA      | $2093218.74   | 0.30%             | 2042-02-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S. Treasury Bonds                                     | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2807929.68   | 0.40%             | 2044-08-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S. Treasury Bonds                                     | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1520859.38   | 0.22%             | 2045-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S. Treasury Notes                                     | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3877343.76   | 0.55%             | 2029-02-15      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S. Treasury Notes                                     | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4600000 | PA      | $4408992.18   | 0.63%             | 2029-05-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S. Treasury Notes                                     | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5200000 | PA      | $4518515.61   | 0.64%             | 2031-08-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S. Treasury Notes                                     | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1738906.24   | 0.25%             | 2031-11-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S. Treasury Notes                                     | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2673632.82   | 0.38%             | 2032-02-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S. Treasury Notes                                     | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2880234.36   | 0.41%             | 2029-03-31      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S. Treasury Notes                                     | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4717187.50   | 0.67%             | 2032-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S. Treasury Notes                                     | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2466308.60   | 0.35%             | 2029-06-30      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S. Treasury Notes                                     | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3265664.08   | 0.46%             | 2032-08-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S. Treasury Notes                                     | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4057968.76   | 0.58%             | 2032-11-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S. Treasury Notes                                     | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $595851.56    | 0.08%             | 2030-01-31      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S. Treasury Notes                                     | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2435253.90   | 0.35%             | 2033-02-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S. Treasury Notes                                     | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2892304.68   | 0.41%             | 2033-05-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S. Treasury Notes                                     | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5500000 | PA      | $5569609.38   | 0.79%             | 2030-07-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S. Treasury Notes                                     | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4975781.25   | 0.71%             | 2033-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S. Treasury Notes                                     | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2544824.23   | 0.36%             | 2030-08-31      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S. Treasury Notes                                     | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $624328.13    | 0.09%             | 2030-09-30      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S. Treasury Notes                                     | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4146875.00   | 0.59%             | 2033-11-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S. Treasury Notes                                     | CUSIP: 91282CJL6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $7003958.08   | 1.00%             | 2025-11-30      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S. Treasury Notes                                     | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3604179.67   | 0.51%             | 2030-11-30      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S. Treasury Notes                                     | CUSIP: 91282CJU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9500000 | PA      | $9501359.55   | 1.35%             | 2026-01-31      | Floating      | 4.01%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S. Treasury Notes                                     | CUSIP: 91282CJV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $4503544.92   | 0.64%             | 2026-01-31      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S. Treasury Notes                                     | CUSIP: 91282CKM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8600000 | PA      | $8598331.08   | 1.22%             | 2026-04-30      | Floating      | 3.92%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S. Treasury Notes                                     | CUSIP: 91282CLA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8500000 | PA      | $8500018.79   | 1.21%             | 2026-07-31      | Floating      | 3.95%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S. Treasury Notes                                     | CUSIP: 91282CLT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $9001782.54   | 1.28%             | 2026-10-31      | Floating      | 3.97%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S. Treasury Notes                                     | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5300000 | PA      | $5386953.13   | 0.77%             | 2031-11-30      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S. Treasury Notes                                     | CUSIP: 91282CMJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $8990474.67   | 1.28%             | 2027-01-31      | Floating      | 3.86%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S. Treasury Notes                                     | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1544648.43   | 0.22%             | 2032-01-31      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S. Treasury Notes                                     | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3129375.00   | 0.45%             | 2035-02-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S. Treasury Notes                                     | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $4571718.75   | 0.65%             | 2032-02-29      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S. Treasury Notes                                     | CUSIP: 91282CMX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8500000 | PA      | $8497564.67   | 1.21%             | 2027-04-30      | Floating      | 3.93%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S. Treasury Notes                                     | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2537695.30   | 0.36%             | 2032-05-31      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S. Treasury Notes                                     | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2519433.60   | 0.36%             | 2032-06-30      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S.Treasury Notes                                      | CUSIP: 91282CNQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $8998177.59   | 1.28%             | 2027-07-31      | Floating      | 3.92%                 | No            | 2                  | On Loan: —       |
| United States Treasury               | U.S. Treasury Notes                                     | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2014453.12   | 0.29%             | 2032-07-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury               | U.S. Treasury Notes                                     | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5700000 | PA      | $5698218.75   | 0.81%             | 2032-08-31      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| VALERO ENERGY CORP                   | Valero Energy Corp.                                     | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    450000 | PA      | $497620.56    | 0.07%             | 2037-06-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: —       |
| VERISIGN INC                         | VeriSign, Inc.                                          | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $906197.23    | 0.13%             | 2031-06-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS               | Verizon Communications, Inc.                            | CUSIP: 92343VBG8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    510000 | PA      | $413279.93    | 0.06%             | 2042-11-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS               | Verizon Communications, Inc.                            | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1317958.66   | 0.19%             | 2039-03-15      | Fixed         | 4.81%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS               | Verizon Communications, Inc.                            | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    151000 | PA      | $149579.04    | 0.02%             | 2029-12-03      | Fixed         | 4.02%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS               | Verizon Communications, Inc.                            | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1099890.41   | 0.16%             | 2041-03-22      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS               | Verizon Communications, Inc.                            | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    238000 | PA      | $208108.43    | 0.03%             | 2032-03-15      | Fixed         | 2.36%                 | No            | 2                  | On Loan: No      |
| VISA INC                             | Visa, Inc.                                              | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2311824.27   | 0.33%             | 2040-04-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| VISA INC                             | Visa, Inc.                                              | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $921921.35    | 0.13%             | 2030-04-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: —       |
| VODAFONE GROUP PLC                   | Vodafone Group PLC                                      | CUSIP: 92857WAB6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    533000 | PA      | $577407.12    | 0.08%             | 2032-11-30      | Fixed         | 6.25%                 | 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      | $308553.73    | 0.04%             | 2035-03-27      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| WP CAREY INC                         | WP Carey, Inc.                                          | CUSIP: 92936UAJ8<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |   1000000 | PA      | $879564.94    | 0.13%             | 2032-02-01      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| WALMART INC                          | Walmart, Inc.                                           | CUSIP: 931142CS0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4315744.84   | 0.61%             | 2040-04-01      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                  | Elevance Health, Inc.                                   | CUSIP: 94973VAL1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211650.30    | 0.03%             | 2036-01-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                  | Elevance Health, Inc.                                   | CUSIP: 94973VAN7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    400000 | PA      | $438742.85    | 0.06%             | 2037-06-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                  | Elevance Health, Inc.                                   | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $906832.74    | 0.13%             | 2042-05-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                  | Elevance Health, Inc.                                   | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   2066000 | PA      | $1861088.87   | 0.26%             | 2043-01-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                  | Elevance Health, Inc.                                   | CUSIP: 94973VBF3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189615.58    | 0.03%             | 2044-01-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| WELLTOWER OP LLC                     | Welltower OP LLC                                        | CUSIP: 95040QAL8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |   2000000 | PA      | $1855982.76   | 0.26%             | 2031-01-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| WESTLAKE CORP                        | Westlake Corp.                                          | CUSIP: 960413AW2<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95398.26     | 0.01%             | 2030-06-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                 | Westpac Banking Corp.                                   | CUSIP: 961214FS7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    300000 | PA      | $300267.30    | 0.04%             | 2026-04-16      | Floating      | 4.71%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                 | Westpac Banking Corp.                                   | CUSIP: 961214GD9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   2500000 | PA      | $2523540.00   | 0.36%             | 2030-07-01      | Floating      | 5.09%                 | No            | 2                  | On Loan: No      |
| WILLIAMS COMPANIES INC               | Williams Cos., Inc.                                     | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $215408.98    | 0.03%             | 2040-04-15      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| French Republic Government Bonds OAT | French Republic Government Bonds OAT                    | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   3500000 | PA      | $4022575.80   | 0.57%             | 2030-05-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Japan Government Ten Year Bonds      | Japan Government Ten Year Bonds                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 400000000 | PA      | $2530530.14   | 0.36%             | 2028-09-20      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK             | European Investment Bank                                | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1500000 | PA      | $1541521.34   | 0.22%             | 2030-09-09      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| OP CORPORATE BANK PLC                | OP Corporate Bank PLC                                   | CUSIP: 000000000<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |    200000 | PA      | $228855.33    | 0.03%             | 2026-03-24      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| CAISSE D'AMORT DETTE SOC             | Caisse d'Amortissement de la Dette Sociale              | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |   1000000 | PA      | $1066770.25   | 0.15%             | 2029-11-25      | Fixed         | 0.60%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK               | Asian Development Bank                                  | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   5000000 | PA      | $6724495.05   | 0.96%             | 2029-05-23      | Floating      | 4.99%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK              | National Australia Bank Ltd.                            | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   2500000 | PA      | $1657538.09   | 0.24%             | 2027-11-25      | Floating      | 4.75%                 | No            | 2                  | On Loan: No      |
| AGENCE FRANCAISE DEVELOP             | Agence Francaise de Developpement EPIC                  | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |    600000 | PA      | $693221.38    | 0.10%             | 2030-01-21      | Fixed         | 2.88%                 | 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      | $7534985.78   | 1.07%             | 2030-03-01      | Fixed         | 3.13%                 | 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        |   1900000 | PA      | $1132108.16   | 0.16%             | 2030-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK              | National Australia Bank Ltd.                            | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   1500000 | PA      | $993148.83    | 0.14%             | 2028-11-16      | Floating      | 4.62%                 | 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      | $1863525.01   | 0.27%             | 2028-09-20      | Fixed         | 0.40%                 | No            | 2                  | On Loan: No      |
| UBS AG AUSTRALIA                     | UBS AG                                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   1500000 | PA      | $1023514.89   | 0.15%             | 2028-11-24      | Fixed         | 5.81%                 | No            | 2                  | On Loan: No      |
| ABN AMRO BANK NV                     | ABN AMRO Bank NV                                        | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   2600000 | PA      | $3010255.38   | 0.43%             | 2027-01-15      | Floating      | 2.63%                 | 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      | $3341673.48   | 0.48%             | 2029-02-05      | Fixed         | 4.95%                 | 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      | $660731.73    | 0.09%             | 2029-02-05      | Floating      | 4.62%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                       | Cooperatieve Rabobank UA                                | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1500000 | PA      | $991971.09    | 0.14%             | 2029-02-26      | Floating      | 4.58%                 | No            | 2                  | On Loan: No      |
| OP CORPORATE BANK PLC                | OP Corporate Bank PLC                                   | CUSIP: 000000000<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |    379000 | PA      | $437629.67    | 0.06%             | 2027-03-28      | Floating      | 2.38%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK              | National Australia Bank Ltd.                            | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    720000 | PA      | $472895.56    | 0.07%             | 2027-05-10      | Floating      | 4.36%                 | 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      | $656661.98    | 0.09%             | 2027-06-18      | Floating      | 4.26%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                       | Cooperatieve Rabobank UA                                | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   3000000 | PA      | $1968572.66   | 0.28%             | 2028-05-26      | Floating      | 4.30%                 | No            | 2                  | On Loan: No      |
| MACQUARIE BANK LTD                   | Macquarie Bank Ltd.                                     | CUSIP: 000000000<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    195000 | PA      | $225261.25    | 0.03%             | 2026-12-18      | Floating      | 2.46%                 | 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      | $6405375.99   | 0.91%             | 2030-05-25      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| INTL DEVELOPMENT ASSOC               | International Development Association                   | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |    120000 | PA      | $138401.29    | 0.02%             | 2030-05-28      | Fixed         | 2.50%                 | 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      | $114795.43    | 0.02%             | 2026-06-15      | Fixed         | 1.55%                 | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK             | European Investment Bank                                | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    680000 | PA      | $894024.02    | 0.13%             | 2026-03-12      | Floating      | 4.33%                 | No            | 2                  | On Loan: No      |
| UNITED OVERSEAS BANK/SYD             | United Overseas Bank Ltd.                               | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |   1300000 | PA      | $853388.39    | 0.12%             | 2027-04-16      | Floating      | 4.29%                 | No            | 2                  | On Loan: No      |
| NEW ZEALAND GOVERNMENT               | New Zealand Government Bonds                            | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |  21600000 | PA      | $12999395.70  | 1.85%             | 2030-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| PROLOGIS LP                          | Prologis LP                                             | CUSIP: 74340XBB6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    400000 | PA      | $462170.86    | 0.07%             | 2026-06-02      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ASHTEAD CAPITAL INC                  | Ashtead Capital, Inc.                                   | CUSIP: 000000000<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3168010.32   | 0.45%             | 2033-10-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                        | RCI Banque SA                                           | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |   2500000 | PA      | $2945074.30   | 0.42%             | 2030-09-30      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |

### Signature

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

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

**Signature:** Randy Olson

**Name of Signer:** Randy Olson

**Title:** Vice President