# EDGAR Filing Document

**Accession Number:** 0000355437
**File Stem:** 0001752724-25-158695
**Filing Date:** 2025-6
**Character Count:** 177459
**Document Hash:** 69bee1de7fac4cc76bbd5eb9cd83afda
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-158695.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-158695

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03258
- **FILM NUMBER:** 251078121

**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:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $678735350.41

**Total Liabilities:** $44372314.45

**Net Assets:** $634363035.96

**Cash Not Reported:** $6937139.67

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -579.53000000 | **1-Year:** -18422.72000000 | **5-Year:** -82642.62000000 | **10-Year:** -125997.19000000 | **30-Year:** -31751.03000000

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000167354 | 2.15%                | -0.07%               | 0.23%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-981259.07              | $12129187.50                               |
| Month 2  | $-897665.00              | $-1204909.45                               |
| Month 3  | $-1368750.23             | $1605675.83                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Dimensional Holdings Inc.                  | DFA Short Term Investment Fund                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  20816613 | NS      | $20816613.00  | 3.28%             |  |  |  | No            | N/A                | On Loan: No      |
| Cox Communications Inc                     | Cox Communications, Inc.                                | CUSIP: 224044CC9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1496937.78   | 0.24%             | 2043-06-30      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS INC                         | Meta Platforms, Inc.                                    | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $954147.77    | 0.15%             | 2032-08-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                               | Broadcom, Inc.                                          | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     41000 | PA      | $33458.50     | 0.01%             | 2036-11-15      | Fixed         | 3.19%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                            | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    151000 | PA      | $148266.00    | 0.02%             | 2029-12-03      | Fixed         | 4.02%                 | No            | 2                  | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                     | Mitsubishi UFJ Financial Group, Inc.                    | CUSIP: 606822BU7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   3500000 | PA      | $3068869.20   | 0.48%             | 2030-07-17      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| LPL HOLDINGS INC                           | LPL Holdings, Inc.                                      | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    600000 | PA      | $593303.08    | 0.09%             | 2035-03-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group PLC                   | Lloyds Banking Group PLC                                | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $598486.06    | 0.09%             | 2028-03-22      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3855781.24   | 0.61%             | 2029-02-15      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| UBS AG AUSTRALIA                           | UBS AG                                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   2000000 | PA      | $1271491.69   | 0.20%             | 2025-07-30      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                         | CUSIP: 4581X0DY1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    750000 | PA      | $749100.00    | 0.12%             | 2026-09-16      | Floating      | 4.54%                 | No            | 2                  | On Loan: No      |
| WestRock MWV LLC                           | WestRock MWV LLC                                        | CUSIP: 961548AV6<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |    222000 | PA      | $253354.58    | 0.04%             | 2030-01-15      | Fixed         | 8.20%                 | No            | 2                  | On Loan: No      |
| AMERIPRISE FINANCIAL INC                   | Ameriprise Financial, Inc.                              | CUSIP: 03076CAL0<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195791.33    | 0.03%             | 2032-05-13      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Illinois Tool Works Inc                    | Illinois Tool Works, Inc.                               | CUSIP: 452308AR0<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $163177.88    | 0.03%             | 2042-09-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1028593.75   | 0.16%             | 2030-11-30      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| E.ON INTL FINANCE BV                       | E.ON International Finance BV                           | CUSIP: 268789AB0<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1082249.73   | 0.17%             | 2038-04-30      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1475742.18   | 0.23%             | 2029-06-30      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| HOST HOTELS & RESORTS LP                   | Host Hotels & Resorts LP                                | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |   1000000 | PA      | $984035.72    | 0.16%             | 2034-07-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN BANK                     | Federal Home Loan Banks                                 | CUSIP: 313382GT4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   2500000 | PA      | $2457195.30   | 0.39%             | 2028-03-10      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                               | Comcast Corp.                                           | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    400000 | PA      | $309555.18    | 0.05%             | 2039-11-01      | Fixed         | 3.25%                 | 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      | $3285221.61   | 0.52%             | 2029-02-05      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                 | Federal National Mortgage Association                   | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   4400000 | PA      | $4995747.50   | 0.79%             | 2030-11-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| BRITISH TELECOMMUNICATIO                   | British Telecommunications PLC                          | CUSIP: 111021AL5<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $511997.78    | 0.08%             | 2028-12-04      | Fixed         | 5.13%                 | No            | 2                  | On Loan: —       |
| GATX CORP                                  | GATX Corp.                                              | CUSIP: 361448BJ1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    850000 | PA      | $760984.97    | 0.12%             | 2032-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Eastman Chemical Co                        | Eastman Chemical Co.                                    | CUSIP: 277432AL4<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2129000.45   | 0.34%             | 2042-09-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                   | Enterprise Products Operating LLC                       | CUSIP: 29379VAW3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    444000 | PA      | $395827.96    | 0.06%             | 2042-08-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3232167.96   | 0.51%             | 2032-08-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| NEWMONT CORP                               | Newmont Corp.                                           | CUSIP: 651639AM8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $214634.78    | 0.03%             | 2039-10-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8300000 | PA      | $5555164.10   | 0.88%             | 2041-08-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group, Inc.                   | CUSIP: 86562MCJ7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $214689.64    | 0.03%             | 2031-09-17      | Fixed         | 2.22%                 | No            | 2                  | On Loan: No      |
| NATIONAL RURAL UTIL COOP                   | National Rural Utilities Cooperative Finance Corp.      | CUSIP: 637432CT0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    121000 | PA      | $141528.06    | 0.02%             | 2032-03-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                               | Barclays PLC                                            | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $498774.09    | 0.08%             | 2026-01-12      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| KROGER CO                                  | Kroger Co.                                              | CUSIP: 501044BZ3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    424000 | PA      | $481495.48    | 0.08%             | 2031-04-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $594351.56    | 0.09%             | 2030-01-31      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| 7-ELEVEN INC                               | 7-Eleven, Inc.                                          | CUSIP: 817826AF7<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   1132000 | PA      | $735193.97    | 0.12%             | 2041-02-10      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| WELLTOWER OP LLC                           | Welltower OP LLC                                        | CUSIP: 95040QAL8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |   2000000 | PA      | $1810631.04   | 0.29%             | 2031-01-15      | Fixed         | 2.75%                 | 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      | $345286.25    | 0.05%             | 2043-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Vodafone Group PLC                         | Vodafone Group PLC                                      | CUSIP: 92857TAH0<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     20000 | PA      | $23020.97     | 0.00%             | 2030-02-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: —       |
| ING Groep NV                               | ING Groep NV                                            | CUSIP: 456837AQ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $685398.56    | 0.11%             | 2029-04-09      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| LINCOLN NATIONAL CORP                      | Lincoln National Corp.                                  | CUSIP: 534187BK4<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    373000 | PA      | $343572.10    | 0.05%             | 2031-01-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: —       |
| Fannie Mae                                 | Federal National Mortgage Association                   | CUSIP: 3135G0Q22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   2400000 | PA      | $2338957.39   | 0.37%             | 2026-09-24      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                               | Broadcom, Inc.                                          | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    483000 | PA      | $400192.87    | 0.06%             | 2035-11-15      | Fixed         | 3.14%                 | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                             | Home Depot, Inc.                                        | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    800000 | PA      | $837312.90    | 0.13%             | 2041-04-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Province of Quebec                         | Province of Quebec                                      | CUSIP: 748148QR7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $570873.22    | 0.09%             | 2029-09-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8300000 | PA      | $5753261.70   | 0.91%             | 2041-02-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| LYB INTL FINANCE BV                        | LYB International Finance BV                            | CUSIP: 50247VAB5<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |   1200000 | PA      | $1042360.31   | 0.16%             | 2043-07-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                       | Bank of America Corp.                                   | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2139331.04   | 0.34%             | 2042-02-07      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| MOHAWK INDUSTRIES INC                      | Mohawk Industries, Inc.                                 | CUSIP: 608190AL8<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |    171000 | PA      | $161355.09    | 0.03%             | 2030-05-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                   | Enterprise Products Operating LLC                       | CUSIP: 29379VAT0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1815809.92   | 0.29%             | 2041-02-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.              | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $642990.65    | 0.10%             | 2029-02-05      | Floating      | 5.18%                 | No            | 2                  | On Loan: No      |
| Legg Mason Inc                             | Legg Mason, Inc.                                        | CUSIP: 524901AV7<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28087.28     | 0.00%             | 2026-03-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810FM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3800000 | PA      | $4235367.18   | 0.67%             | 2030-05-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Whirlpool Corp                             | Whirlpool Corp.                                         | CUSIP: 963320AT3<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200000.00    | 0.03%             | 2025-05-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| KIMCO REALTY OP LLC                        | Kimco Realty OP LLC                                     | CUSIP: 49446RAW9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |   2200000 | PA      | $1999178.83   | 0.32%             | 2030-10-01      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                               | Broadcom, Inc.                                          | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1086056.23   | 0.17%             | 2041-02-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                   | Enbridge Energy Partners LP                             | CUSIP: 29250RAT3<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |   1071000 | PA      | $1019579.88   | 0.16%             | 2040-09-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Eaton Vance Corp                           | Eaton Vance Corp.                                       | CUSIP: 278265AE3<br>LEI: 4JJ8ORNW1AFZPSV8GJ79 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1475331.15   | 0.23%             | 2027-04-06      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                         | CUSIP: 4581X0EC8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1100000 | PA      | $1097888.00   | 0.17%             | 2029-02-15      | Floating      | 4.66%                 | 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      | $3200567.01   | 0.50%             | 2042-08-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LP                       | Boston Properties LP                                    | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    400000 | PA      | $394487.77    | 0.06%             | 2035-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Hasbro Inc                                 | Hasbro, Inc.                                            | CUSIP: 418056AS6<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2201649.27   | 0.35%             | 2040-03-15      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $4976289.08   | 0.78%             | 2045-02-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                | Federal Home Loan Mortgage Corp.                        | CUSIP: 3134A3U46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   2500000 | PA      | $2798826.85   | 0.44%             | 2029-09-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: —       |
| COMCAST CORP                               | Comcast Corp.                                           | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3173000 | PA      | $2602041.15   | 0.41%             | 2040-04-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                               | Broadcom, Inc.                                          | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    436000 | PA      | $417577.13    | 0.07%             | 2037-05-15      | Fixed         | 4.93%                 | No            | 2                  | On Loan: No      |
| HOST HOTELS & RESORTS LP                   | Host Hotels & Resorts LP                                | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    200000 | PA      | $193113.97    | 0.03%             | 2035-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| DICK'S SPORTING GOODS                      | Dick's Sporting Goods, Inc.                             | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    300000 | PA      | $262723.66    | 0.04%             | 2032-01-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: —       |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5300000 | PA      | $5366042.98   | 0.85%             | 2031-11-30      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CAJ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2959843.74   | 0.47%             | 2025-08-31      | Fixed         | 0.25%                 | 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      | $673678.95    | 0.11%             | 2040-10-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                                | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    700000 | PA      | $935791.81    | 0.15%             | 2025-09-08      | Floating      | 5.48%                 | No            | 2                  | On Loan: No      |
| Arrow Electronics Inc                      | Arrow Electronics, Inc.                                 | CUSIP: 042735BF6<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    400000 | PA      | $391601.82    | 0.06%             | 2028-01-12      | Fixed         | 3.88%                 | No            | 2                  | On Loan: —       |
| UNITED OVERSEAS BANK/SYD                   | United Overseas Bank Ltd.                               | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |   1300000 | PA      | $833189.85    | 0.13%             | 2027-04-16      | Floating      | 4.72%                 | No            | 2                  | On Loan: No      |
| Mars Inc                                   | Mars, Inc.                                              | CUSIP: 571676AD7<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    400000 | PA      | $344857.32    | 0.05%             | 2039-04-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| UDR INC                                    | UDR, Inc.                                               | CUSIP: 90265EAV2<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |   1000000 | PA      | $784770.51    | 0.12%             | 2033-06-15      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Target Corp                                | Target Corp.                                            | CUSIP: 87612EBA3<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    600000 | PA      | $500850.47    | 0.08%             | 2042-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                          | HSBC Holdings PLC                                       | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1900000 | PA      | $2004529.83   | 0.32%             | 2042-01-14      | Fixed         | 6.10%                 | No            | 2                  | On Loan: —       |
| PUBLIC STORAGE OP CO                       | Public Storage Operating Co.                            | CUSIP: 74460WAG2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |   1600000 | PA      | $1625074.83   | 0.26%             | 2033-08-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: —       |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5200000 | PA      | $4441531.22   | 0.70%             | 2031-08-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4039375.00   | 0.64%             | 2032-11-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| AFFILIATED MANAGERS GROU                   | Affiliated Managers Group, Inc.                         | CUSIP: 008252AN8<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149485.75    | 0.02%             | 2025-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7600000 | PA      | $5868328.14   | 0.93%             | 2042-08-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| LYB INTL FINANCE BV                        | LYB International Finance BV                            | CUSIP: 50247VAC3<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $165157.82    | 0.03%             | 2044-03-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| AKER BP ASA                                | Aker BP ASA                                             | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    200000 | PA      | $186842.42    | 0.03%             | 2034-10-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                        | Elevance Health, Inc.                                   | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    218000 | PA      | $216751.55    | 0.03%             | 2028-03-01      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| DCP MIDSTREAM OPERATING                    | DCP Midstream Operating LP                              | CUSIP: 23311VAF4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44326.59     | 0.01%             | 2044-04-01      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Floating Rate Notes                       | CUSIP: 91282CJD4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8500000 | PA      | $8502954.09   | 1.34%             | 2025-10-31      | Floating      | 4.42%                 | No            | 2                  | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp.                   | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    400000 | PA      | $326001.87    | 0.05%             | 2042-06-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                           | T-Mobile USA, Inc.                                      | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $873128.76    | 0.14%             | 2040-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN BANK                     | Federal Home Loan Banks                                 | CUSIP: 3133XG6E9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    200000 | PA      | $203960.85    | 0.03%             | 2026-06-12      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc                              | Citigroup, Inc.                                         | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1167000 | PA      | $1443507.44   | 0.23%             | 2039-07-15      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC                           | Crown Castle, Inc.                                      | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   1050000 | PA      | $737420.39    | 0.12%             | 2041-04-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| RELX CAPITAL INC                           | RELX Capital, Inc.                                      | CUSIP: 74949LAE2<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    133000 | PA      | $132138.64    | 0.02%             | 2032-05-20      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                 | Intel Corp.                                             | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    300000 | PA      | $254834.35    | 0.04%             | 2040-03-25      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                            | CVS Health Corp.                                        | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    400000 | PA      | $357327.76    | 0.06%             | 2043-12-05      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM INC                             | Amazon.com, Inc.                                        | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $2368659.74   | 0.37%             | 2041-05-12      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP LP                    | Simon Property Group LP                                 | CUSIP: 828807DQ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |   2366000 | PA      | $2019068.78   | 0.32%             | 2032-01-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| ALLSTATE CORP                              | Allstate Corp.                                          | CUSIP: 020002BA8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1685548.50   | 0.27%             | 2043-06-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1737187.50   | 0.27%             | 2043-08-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| CLOROX COMPANY                             | Clorox Co.                                              | CUSIP: 189054AW9<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    350000 | PA      | $346389.75    | 0.05%             | 2028-05-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| VISA INC                                   | Visa, Inc.                                              | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2261748.60   | 0.36%             | 2040-04-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Motorola Solutions Inc                     | Motorola Solutions, Inc.                                | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    900000 | PA      | $900214.89    | 0.14%             | 2029-05-23      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                               | Broadcom, Inc.                                          | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    345000 | PA      | $303111.91    | 0.05%             | 2034-04-15      | Fixed         | 3.47%                 | No            | 2                  | On Loan: No      |
| KEMPER CORP                                | Kemper Corp.                                            | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |    330000 | PA      | $293807.38    | 0.05%             | 2032-02-23      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN BANK                     | Federal Home Loan Banks                                 | CUSIP: 3133XGAY0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   3295000 | PA      | $3589367.36   | 0.57%             | 2036-07-15      | Fixed         | 5.50%                 | 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      | $413437.68    | 0.07%             | 2033-01-09      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $4516171.88   | 0.71%             | 2028-12-31      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| BROOKFIELD FINANCE INC                     | Brookfield Finance, Inc.                                | CUSIP: 11271LAK8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   2130000 | PA      | $2247140.14   | 0.35%             | 2034-01-05      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| INTERCONTINENTALEXCHANGE                   | Intercontinental Exchange, Inc.                         | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   4750000 | PA      | $3404135.00   | 0.54%             | 2040-09-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| JABIL INC                                  | Jabil, Inc.                                             | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    750000 | PA      | $707967.94    | 0.11%             | 2030-01-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| TAPESTRY INC                               | Tapestry, Inc.                                          | CUSIP: 000000000<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486956.25    | 0.08%             | 2035-03-11      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                           | Bank of Montreal                                        | CUSIP: 06367WB85<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2000000.00   | 0.32%             | 2025-05-01      | Fixed         | 1.85%                 | No            | 2                  | On Loan: No      |
| NORTHERN TRUST CORP                        | Northern Trust Corp.                                    | CUSIP: 665859AV6<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88847.25     | 0.01%             | 2030-05-01      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| VISA INC                                   | Visa, Inc.                                              | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $906375.90    | 0.14%             | 2030-04-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| WP CAREY INC                               | WP Carey, Inc.                                          | CUSIP: 92936UAJ8<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |   1000000 | PA      | $837670.36    | 0.13%             | 2032-02-01      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| UNITED PARCEL SERVICE                      | United Parcel Service, Inc.                             | CUSIP: 911312AN6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1873457.94   | 0.30%             | 2040-11-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                            | CUSIP: 92343VBG8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    510000 | PA      | $403641.32    | 0.06%             | 2042-11-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                            | CVS Health Corp.                                        | CUSIP: 126650BR0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1922536.74   | 0.30%             | 2039-09-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Halliburton Co                             | Halliburton Co.                                         | CUSIP: 406216AW1<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    795000 | PA      | $856271.49    | 0.13%             | 2038-09-15      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| PNC Bank NA                                | PNC Bank NA                                             | CUSIP: 69353REQ7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249668.40    | 0.04%             | 2025-06-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP LP                    | Simon Property Group LP                                 | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    200000 | PA      | $191220.15    | 0.03%             | 2034-09-26      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| FLOWSERVE CORPORATION                      | Flowserve Corp.                                         | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    900000 | PA      | $767174.65    | 0.12%             | 2032-01-15      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                         | CUSIP: 4581X0EG9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   5000000 | PA      | $5002190.00   | 0.79%             | 2027-10-04      | Floating      | 4.73%                 | No            | 2                  | On Loan: No      |
| HP Inc                                     | HP, Inc.                                                | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1124996.94   | 0.18%             | 2041-09-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: —       |
| INTEL CORP                                 | Intel Corp.                                             | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $1488280.14   | 0.23%             | 2041-08-12      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| PULTEGROUP INC                             | PulteGroup, Inc.                                        | CUSIP: 745867AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1542287.22   | 0.24%             | 2035-02-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENER PART                    | Kinder Morgan Energy Partners LP                        | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    500000 | PA      | $455405.94    | 0.07%             | 2044-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| EXPEDIA GROUP INC                          | Expedia Group, Inc.                                     | CUSIP: 30212PAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1121626.62   | 0.18%             | 2030-02-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| INVITATION HOMES OP                        | Invitation Homes Operating Partnership LP               | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |   1000000 | PA      | $838196.15    | 0.13%             | 2031-08-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Telefonica Europe BV                       | Telefonica Europe BV                                    | CUSIP: 879385AD4<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |    975000 | PA      | $1120922.74   | 0.18%             | 2030-09-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP LP                    | Simon Property Group LP                                 | CUSIP: 828807DM6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |   1000000 | PA      | $874760.83    | 0.14%             | 2031-02-01      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                    | Schlumberger Holdings Corp.                             | CUSIP: 806851AR2<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    439000 | PA      | $398374.05    | 0.06%             | 2030-06-26      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN BANK                     | Federal Home Loan Banks                                 | CUSIP: 3130AHKT9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $926816.55    | 0.15%             | 2029-12-14      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp.                                        | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     85000 | PA      | $69163.35     | 0.01%             | 2040-04-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FIN GROUP INC                    | Jefferies Financial Group, Inc.                         | CUSIP: 47233JDX3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $1735886.21   | 0.27%             | 2032-10-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                   | Rogers Communications, Inc.                             | CUSIP: 775109AL5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $343265.89    | 0.05%             | 2038-08-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| The DFA Investment Trust Company           | DFA Investment Trust Co.                                | CUSIP: 23320U405<br>LEI: 549300FSKWEXKF6YBM56 | Long             | EC               | RF                | US        |   1868616 | NS      | $21610546.20  | 3.41%             |  |  |  | No            | 2                  | On Loan: No      |
| TWDC Enterprises 18 Corp                   | TWDC Enterprises 18 Corp.                               | CUSIP: 25468PCP9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1736183.90   | 0.27%             | 2041-08-16      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| IBM INTERNAT CAPITAL                       | IBM International Capital Pte. Ltd.                     | CUSIP: 449276AF1<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |   1500000 | PA      | $1414924.47   | 0.22%             | 2044-02-05      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CISCO SYSTEMS INC                          | Cisco Systems, Inc.                                     | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213403.23    | 0.03%             | 2039-02-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Floating Rate Notes                       | CUSIP: 91282CKM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8600000 | PA      | $8601561.42   | 1.36%             | 2026-04-30      | Floating      | 4.40%                 | No            | 2                  | On Loan: No      |
| Marathon Petroleum Corp                    | Marathon Petroleum Corp.                                | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   2712000 | PA      | $2722936.33   | 0.43%             | 2041-03-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4250000 | PA      | $4153710.94   | 0.65%             | 2028-08-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp.                   | CUSIP: 459200KJ9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2298096.87   | 0.36%             | 2030-05-15      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| VERISIGN INC                               | VeriSign, Inc.                                          | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $883515.65    | 0.14%             | 2031-06-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Walmart Inc                                | Walmart, Inc.                                           | CUSIP: 931142CS0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4262208.28   | 0.67%             | 2040-04-01      | Fixed         | 5.63%                 | 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      | $112155.37    | 0.02%             | 2026-06-15      | Fixed         | 1.55%                 | No            | 2                  | On Loan: No      |
| PRIMERICA INC                              | Primerica, Inc.                                         | CUSIP: 74164MAB4<br>LEI: 254900621R686KJR7022 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1480057.45   | 0.23%             | 2031-11-19      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| CINCINNATI FINL CORP                       | Cincinnati Financial Corp.                              | CUSIP: 172062AF8<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |    400000 | PA      | $428161.26    | 0.07%             | 2028-05-15      | Fixed         | 6.92%                 | No            | 2                  | On Loan: No      |
| MICRON TECHNOLOGY INC                      | Micron Technology, Inc.                                 | CUSIP: 595112BQ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    600000 | PA      | $590596.86    | 0.09%             | 2030-02-15      | Fixed         | 4.66%                 | No            | 2                  | On Loan: No      |
| Cummins Inc                                | Cummins, Inc.                                           | CUSIP: 231021AQ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $2026503.21   | 0.32%             | 2043-10-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| OP CORPORATE BANK PLC                      | OP Corporate Bank PLC                                   | CUSIP: 000000000<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |    200000 | PA      | $222028.28    | 0.04%             | 2026-03-24      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN BANK                     | Federal Home Loan Banks                                 | CUSIP: 3130A2VE3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1200000 | PA      | $1187949.43   | 0.19%             | 2026-09-11      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ENEL FINANCE INTL NV                       | Enel Finance International NV                           | CUSIP: 29278GAF5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $194205.52    | 0.03%             | 2028-04-06      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                                | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   3000000 | PA      | $1916769.47   | 0.30%             | 2028-05-26      | Floating      | 4.87%                 | No            | 2                  | On Loan: No      |
| Humana Inc                                 | Humana, Inc.                                            | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1702348.54   | 0.27%             | 2044-10-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5500000 | PA      | $5562949.21   | 0.88%             | 2030-07-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                   | Capital One Financial Corp.                             | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294259.96    | 0.05%             | 2028-01-31      | Fixed         | 3.80%                 | 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      | $-277085.17   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| eBay Inc                                   | eBay, Inc.                                              | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $395973.87    | 0.06%             | 2042-07-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group, Inc.                   | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    800000 | PA      | $752469.02    | 0.12%             | 2029-07-16      | Fixed         | 3.04%                 | No            | 2                  | On Loan: No      |
| Comcast Corp                               | Comcast Corp.                                           | CUSIP: 20030NAC5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    400000 | PA      | $452005.23    | 0.07%             | 2033-03-15      | Fixed         | 7.05%                 | No            | 2                  | On Loan: No      |
| CSX Corp                                   | CSX Corp.                                               | CUSIP: 126408GY3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164405.56    | 0.03%             | 2044-03-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| WALT DISNEY COMPANY/THE                    | Walt Disney Co.                                         | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    140000 | PA      | $113435.41    | 0.02%             | 2040-05-13      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENER PART                    | Kinder Morgan Energy Partners LP                        | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134567.67    | 0.02%             | 2044-09-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                        | Elevance Health, Inc.                                   | CUSIP: 94973VAN7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    400000 | PA      | $431031.77    | 0.07%             | 2037-06-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| BLUE OWL FINANCE LLC                       | Blue Owl Finance LLC                                    | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201786.67    | 0.03%             | 2034-04-18      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| UNION PACIFIC CORP                         | Union Pacific Corp.                                     | CUSIP: 907818FQ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    250000 | PA      | $205073.02    | 0.03%             | 2036-04-06      | Fixed         | 2.89%                 | No            | 2                  | On Loan: No      |
| Best Buy Co Inc                            | Best Buy Co., Inc.                                      | CUSIP: 08652BAA7<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199717.52    | 0.03%             | 2028-10-01      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| PROLOGIS LP                                | Prologis LP                                             | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    800000 | PA      | $800148.82    | 0.13%             | 2034-01-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| NUCOR CORP                                 | Nucor Corp.                                             | CUSIP: 670346AH8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1916334.96   | 0.30%             | 2037-12-01      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $3920.82      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CNO Financial Group Inc                    | CNO Financial Group, Inc.                               | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    700000 | PA      | $700524.29    | 0.11%             | 2029-05-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Phillips 66                                | Phillips 66                                             | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    800000 | PA      | $766280.22    | 0.12%             | 2042-05-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| MARSH & MCLENNAN COS INC                   | Marsh & McLennan Cos., Inc.                             | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    574000 | PA      | $496451.14    | 0.08%             | 2031-12-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                 | Federal National Mortgage Association                   | CUSIP: 3135G0K36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   3000000 | PA      | $2947955.52   | 0.46%             | 2026-04-24      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| MetLife Inc                                | MetLife, Inc.                                           | CUSIP: 59156RAY4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511066.00    | 0.08%             | 2041-02-06      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| General Motors Co                          | General Motors Co.                                      | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $943221.28    | 0.15%             | 2043-10-02      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                        | Elevance Health, Inc.                                   | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   2066000 | PA      | $1798743.40   | 0.28%             | 2043-01-15      | Fixed         | 4.65%                 | 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      | $1202709.40   | 0.19%             | 2030-06-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                | Federal Home Loan Mortgage Corp.                        | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   4239000 | PA      | $4821975.13   | 0.76%             | 2032-07-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: —       |
| OP CORPORATE BANK PLC                      | OP Corporate Bank PLC                                   | CUSIP: 000000000<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |    379000 | PA      | $429718.51    | 0.07%             | 2027-03-28      | Floating      | 2.77%                 | No            | 2                  | On Loan: No      |
| WELLTOWER OP LLC                           | Welltower OP LLC                                        | CUSIP: 95040QAH7<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    450000 | PA      | $444701.14    | 0.07%             | 2029-03-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| CONSTELLATION EN GEN LLC                   | Constellation Energy Generation LLC                     | CUSIP: 30161MAS2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199608.67    | 0.03%             | 2025-06-01      | Fixed         | 3.25%                 | 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      | $501845.01    | 0.08%             | 2027-01-18      | Floating      | 5.19%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                   | Enterprise Products Operating LLC                       | CUSIP: 29379VAV5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $393580.24    | 0.06%             | 2042-02-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp.                                        | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $484294.44    | 0.08%             | 2044-06-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1709140.62   | 0.27%             | 2031-11-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.              | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   4500000 | PA      | $2882196.48   | 0.45%             | 2025-05-12      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| CENTERPOINT ENERGY RES                     | CenterPoint Energy Resources Corp.                      | CUSIP: 15189WAH3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    442000 | PA      | $445145.09    | 0.07%             | 2041-01-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                   | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $729153.32    | 0.11%             | 2032-06-08      | Fixed         | 4.46%                 | No            | 2                  | On Loan: No      |
| CON EDISON CO OF NY INC                    | Consolidated Edison Co. of New York, Inc.               | CUSIP: 209111EU3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    200000 | PA      | $225526.85    | 0.04%             | 2038-04-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| PRUDENTIAL FUNDING ASIA                    | Prudential Funding Asia PLC                             | CUSIP: 744330AB7<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |   2200000 | PA      | $2026211.57   | 0.32%             | 2032-03-24      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Floating Rate Notes                       | CUSIP: 91282CMJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1998907.54   | 0.32%             | 2027-01-31      | Floating      | 4.34%                 | No            | 2                  | On Loan: No      |
| SANTANDER HOLDINGS USA                     | Santander Holdings USA, Inc.                            | CUSIP: 80282KAE6<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249599.56    | 0.04%             | 2025-07-17      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Illinois Tool Works Inc                    | Illinois Tool Works, Inc.                               | CUSIP: 452308AQ2<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $937790.94    | 0.15%             | 2041-09-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| BOARDWALK PIPELINES LP                     | Boardwalk Pipelines LP                                  | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $924450.07    | 0.15%             | 2032-09-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| APA INFRASTRUCTURE LTD                     | APA Infrastructure Ltd.                                 | CUSIP: 00205GAC1<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $949285.09    | 0.15%             | 2035-03-23      | Fixed         | 5.00%                 | No            | 2                  | On Loan: —       |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                            | CUSIP: 02665WFJ5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997206.16    | 0.16%             | 2027-07-09      | Floating      | 5.09%                 | 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      | $183786.38    | 0.03%             | 2029-02-16      | Floating      | 4.66%                 | No            | 2                  | On Loan: No      |
| BNG BANK NV                                | BNG Bank NV                                             | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |   1500000 | PA      | $948084.69    | 0.15%             | 2028-07-17      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| ENEL FINANCE INTL NV                       | Enel Finance International NV                           | CUSIP: 29268BAF8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1950000 | PA      | $1976295.18   | 0.31%             | 2039-10-07      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BLACKROCK INC                              | Blackrock, Inc.                                         | CUSIP: 09247XAS0<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $2979629.38   | 0.47%             | 2032-02-25      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| RYDER SYSTEM INC                           | Ryder System, Inc.                                      | CUSIP: 78355HKR9<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497504.15    | 0.08%             | 2025-09-01      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                         | Royalty Pharma PLC                                      | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   1925000 | PA      | $1413906.26   | 0.22%             | 2040-09-02      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Harley-Davidson Inc                        | Harley-Davidson, Inc.                                   | CUSIP: 412822AD0<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | DBT              | CORP              | US        |    585000 | PA      | $581808.22    | 0.09%             | 2025-07-28      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| LSEGA FINANCING PLC                        | LSEGA Financing PLC                                     | CUSIP: 50220PAE3<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |   2513000 | PA      | $1894601.49   | 0.30%             | 2041-04-06      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                            | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    238000 | PA      | $203148.17    | 0.03%             | 2032-03-15      | Fixed         | 2.36%                 | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                                | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    680000 | PA      | $907834.20    | 0.14%             | 2026-03-12      | Floating      | 4.82%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATL FINANCIAL                    | Fidelity National Financial, Inc.                       | CUSIP: 31620RAK1<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    500000 | PA      | $427210.04    | 0.07%             | 2031-03-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $624585.94    | 0.10%             | 2030-09-30      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4916601.55   | 0.78%             | 2028-11-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| FANNIE MAE                                 | Federal National Mortgage Association                   | CUSIP: 3135G05Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1750000 | PA      | $1633570.70   | 0.26%             | 2027-10-08      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                      | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191928.89    | 0.03%             | 2034-09-06      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| MARSH & MCLENNAN COS INC                   | Marsh & McLennan Cos., Inc.                             | CUSIP: 571748BH4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    500000 | PA      | $470724.12    | 0.07%             | 2039-03-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                        | Elevance Health, Inc.                                   | CUSIP: 94973VAL1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208838.08    | 0.03%             | 2036-01-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| NEDER WATERSCHAPSBANK                      | Nederlandse Waterschapsbank NV                          | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |    700000 | PA      | $447655.09    | 0.07%             | 2025-07-22      | Fixed         | 3.40%                 | 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      | $444631.64    | 0.07%             | 2030-06-01      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                         | CUSIP: 45828RAA3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1200000 | PA      | $1200552.00   | 0.19%             | 2028-10-05      | Floating      | 4.73%                 | No            | 2                  | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                   | Brighthouse Financial, Inc.                             | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1538918.63   | 0.24%             | 2030-05-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: —       |
| NEWMONT CORP                               | Newmont Corp.                                           | CUSIP: 651639AV8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191385.25    | 0.03%             | 2044-06-09      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Simon Property Group LP                    | Simon Property Group LP                                 | CUSIP: 828807CE5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    200000 | PA      | $222564.17    | 0.04%             | 2040-02-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                             | Home Depot, Inc.                                        | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $2843063.24   | 0.45%             | 2040-04-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                   | AT&T, Inc.                                              | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1309125.09   | 0.21%             | 2041-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| SOUTHWEST GAS CORP                         | Southwest Gas Corp.                                     | CUSIP: 845011AC9<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $440177.44    | 0.07%             | 2030-06-15      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| Oracle Corp                                | Oracle Corp.                                            | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $779436.87    | 0.12%             | 2040-04-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                            | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1296322.69   | 0.20%             | 2039-03-15      | Fixed         | 4.81%                 | No            | 2                  | On Loan: No      |
| EXTRA SPACE STORAGE LP                     | Extra Space Storage LP                                  | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    900000 | PA      | $748261.33    | 0.12%             | 2032-03-15      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                        | American Tower Corp.                                    | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    500000 | PA      | $430291.82    | 0.07%             | 2031-09-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| BMW US Capital LLC                         | BMW U.S. Capital LLC                                    | CUSIP: 000000000<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    300000 | PA      | $330597.50    | 0.05%             | 2027-04-20      | Fixed         | 1.00%                 | 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      | $43407.39     | 0.01%             | 2041-03-01      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| GLOBAL PAYMENTS INC                        | Global Payments, Inc.                                   | CUSIP: 891906AF6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1107000 | PA      | $1097163.30   | 0.17%             | 2028-06-01      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| TEXAS INSTRUMENTS INC                      | Texas Instruments, Inc.                                 | CUSIP: 882508CB8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2532033.08   | 0.40%             | 2033-03-14      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co                        | JPMorgan Chase & Co.                                    | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1612133.54   | 0.25%             | 2040-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| UBS AG AUSTRALIA                           | UBS AG                                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   1500000 | PA      | $1007502.12   | 0.16%             | 2028-11-24      | Fixed         | 5.81%                 | No            | 2                  | On Loan: No      |
| LINCOLN NATIONAL CORP                      | Lincoln National Corp.                                  | CUSIP: 534187BQ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    268000 | PA      | $238738.44    | 0.04%             | 2032-03-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                           | Societe Generale SA                                     | CUSIP: 83368RAW2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1900000 | PA      | $1748371.75   | 0.28%             | 2030-01-22      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CARRIER GLOBAL CORP                        | Carrier Global Corp.                                    | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $781248.75    | 0.12%             | 2040-04-05      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Dow Chemical Co/The                        | Dow Chemical Co.                                        | CUSIP: 260543CE1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1287855.07   | 0.20%             | 2041-11-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold EUR                                | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-277589.04   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN BANK                     | Federal Home Loan Banks                                 | CUSIP: 3130AEB25<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   3190000 | PA      | $3154091.70   | 0.50%             | 2028-06-09      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| BOOKING HOLDINGS INC                       | Booking Holdings, Inc.                                  | CUSIP: 09857LAR9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    800000 | PA      | $806304.04    | 0.13%             | 2030-04-13      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| ABN AMRO BANK NV                           | ABN AMRO Bank NV                                        | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   2600000 | PA      | $2958860.08   | 0.47%             | 2027-01-15      | Floating      | 2.88%                 | 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      | $831592.64    | 0.13%             | 2042-03-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK                     | Canadian Imperial Bank of Commerce                      | CUSIP: 13607HR53<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1836811.04   | 0.29%             | 2032-04-07      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| UNION PACIFIC CORP                         | Union Pacific Corp.                                     | CUSIP: 907818FT0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1882010.78   | 0.30%             | 2041-05-20      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| FOX CORP                                   | Fox Corp.                                               | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $960211.16    | 0.15%             | 2039-01-25      | Fixed         | 5.48%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $4553437.50   | 0.72%             | 2032-02-29      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                       | Royal Bank of Canada                                    | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $538078.99    | 0.08%             | 2028-01-24      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| DEERE & COMPANY                            | Deere & Co.                                             | CUSIP: 244199BF1<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $844284.50    | 0.13%             | 2042-06-09      | Fixed         | 3.90%                 | 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      | $298368.44    | 0.05%             | 2035-03-27      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group PLC                   | Lloyds Banking Group PLC                                | CUSIP: 53944YAF0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $699977.12    | 0.11%             | 2025-05-08      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                   | CUSIP: 961214FS7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    300000 | PA      | $299901.46    | 0.05%             | 2026-04-16      | Floating      | 4.80%                 | No            | 2                  | On Loan: No      |
| Comcast Corp                               | Comcast Corp.                                           | CUSIP: 20030NBE0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    400000 | PA      | $349678.48    | 0.06%             | 2042-07-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2415332.03   | 0.38%             | 2033-02-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| HELMERICH & PAYNE INC                      | Helmerich & Payne, Inc.                                 | CUSIP: 423452AK7<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132137.48    | 0.02%             | 2034-12-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: —       |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                          | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   4000000 | PA      | $2623667.82   | 0.41%             | 2028-08-17      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Southwest Gas Corp                         | Southwest Gas Corp.                                     | CUSIP: 845011AA3<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97753.55     | 0.02%             | 2028-04-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| JACKSON FINANCIAL INC                      | Jackson Financial, Inc.                                 | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    235000 | PA      | $202270.53    | 0.03%             | 2031-11-23      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN BANK                     | Federal Home Loan Banks                                 | CUSIP: 3130AGUW3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    945000 | PA      | $879292.44    | 0.14%             | 2029-09-14      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                            | CVS Health Corp.                                        | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $450937.02    | 0.07%             | 2038-03-25      | Fixed         | 4.78%                 | No            | 2                  | On Loan: No      |
| TRAVELERS COS INC                          | Travelers Cos., Inc.                                    | CUSIP: 89417EAH2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997313.74    | 0.16%             | 2040-11-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Phillips 66                                | Phillips 66                                             | CUSIP: 718546AL8<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $997607.28    | 0.16%             | 2044-11-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Conagra Brands Inc                         | Conagra Brands, Inc.                                    | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    300000 | PA      | $283990.16    | 0.04%             | 2038-11-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN BANK                     | Federal Home Loan Banks                                 | CUSIP: 3130AERV4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $994748.66    | 0.16%             | 2025-09-12      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                               | Broadcom, Inc.                                          | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    767000 | PA      | $684013.29    | 0.11%             | 2033-04-15      | Fixed         | 3.42%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold AUD                                | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-109988.08   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings, Inc.                   | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    136000 | PA      | $136976.38    | 0.02%             | 2035-03-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| DOW CHEMICAL CO/THE                        | Dow Chemical Co.                                        | CUSIP: 260543DG5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1278395.27   | 0.20%             | 2033-03-15      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                 | Federal National Mortgage Association                   | CUSIP: 31359MEU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   4330000 | PA      | $4741982.66   | 0.75%             | 2029-05-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: —       |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group, Inc.                   | CUSIP: 86562MAC4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $597058.39    | 0.09%             | 2026-03-09      | Fixed         | 3.78%                 | No            | 2                  | On Loan: No      |
| Nucor Corp                                 | Nucor Corp.                                             | CUSIP: 670346AP0<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169237.26    | 0.03%             | 2028-05-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                   | Enterprise Products Operating LLC                       | CUSIP: 29379VAG8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $421432.38    | 0.07%             | 2039-10-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Vodafone Group PLC                         | Vodafone Group PLC                                      | CUSIP: 92857WAB6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    533000 | PA      | $574278.68    | 0.09%             | 2032-11-30      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| STEEL DYNAMICS INC                         | Steel Dynamics, Inc.                                    | CUSIP: 858119BM1<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    125000 | PA      | $114858.44    | 0.02%             | 2031-01-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| MACQUARIE BANK LTD                         | Macquarie Bank Ltd.                                     | CUSIP: 000000000<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    195000 | PA      | $220983.17    | 0.03%             | 2026-12-18      | Floating      | 2.92%                 | No            | 2                  | On Loan: No      |
| Banco Santander SA                         | Banco Santander SA                                      | CUSIP: 05964HAF2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $195437.17    | 0.03%             | 2028-02-23      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| THE CAMPBELLS COMPANY                      | Campbell's Co.                                          | CUSIP: 134429BG3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     71000 | PA      | $70559.74     | 0.01%             | 2028-03-15      | Fixed         | 4.15%                 | 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      | $238115.27    | 0.04%             | 2041-10-29      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Flex Ltd                                   | Flex Ltd.                                               | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    700000 | PA      | $695013.77    | 0.11%             | 2029-06-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| KRAFT HEINZ FOODS CO                       | Kraft Heinz Foods Co.                                   | CUSIP: 50077LAX4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1526036.93   | 0.24%             | 2039-10-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7600000 | PA      | $4755937.50   | 0.75%             | 2040-05-15      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                    | Baker Hughes Holdings LLC/Baker Hughes Co-Obligor, Inc. | CUSIP: 05723KAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29375.87     | 0.00%             | 2027-12-15      | Fixed         | 3.34%                 | No            | 2                  | On Loan: No      |
| FEDEX CORP                                 | FedEx Corp.                                             | CUSIP: 31428XCN4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    450000 | PA      | $310310.58    | 0.05%             | 2041-05-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FIN GROUP INC                    | Jefferies Financial Group, Inc.                         | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    350000 | PA      | $295050.22    | 0.05%             | 2031-10-15      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| BLACKROCK INC                              | Blackrock, Inc.                                         | CUSIP: 09247XAR2<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    160000 | PA      | $140065.47    | 0.02%             | 2031-01-28      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| WESTLAKE CORP                              | Westlake Corp.                                          | CUSIP: 960413AW2<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93545.94     | 0.01%             | 2030-06-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                   | African Development Bank                                | CUSIP: 000000000<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |   3100000 | PA      | $1961499.73   | 0.31%             | 2028-08-08      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| American Express Co                        | American Express Co.                                    | CUSIP: 025816BF5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $999466.22    | 0.16%             | 2042-12-03      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| MASTERCARD INC                             | Mastercard, Inc.                                        | CUSIP: 57636QBB9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989770.47    | 0.16%             | 2032-01-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| NETAPP INC                                 | NetApp, Inc.                                            | CUSIP: 64110DAK0<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    300000 | PA      | $269578.63    | 0.04%             | 2030-06-22      | Fixed         | 2.70%                 | No            | 2                  | On Loan: —       |
| BLACKROCK INC                              | Blackrock, Inc.                                         | CUSIP: 09247XAQ4<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    133000 | PA      | $121719.26    | 0.02%             | 2030-04-30      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Autodesk Inc                               | Autodesk, Inc.                                          | CUSIP: 052769AE6<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    315000 | PA      | $310393.43    | 0.05%             | 2027-06-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| SHERWIN-WILLIAMS CO                        | Sherwin-Williams Co.                                    | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    600000 | PA      | $561439.82    | 0.09%             | 2029-08-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| HSBC LTD/SYDNEY                            | Hongkong & Shanghai Banking Corp. Ltd.                  | CUSIP: 000000000<br>LEI: 2HI3YI5320L3RW6NJ957 | Long             | DBT              | CORP              | HK        |   1500000 | PA      | $984548.01    | 0.16%             | 2028-03-03      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC                               | Alphabet, Inc.                                          | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $937013.76    | 0.15%             | 2040-08-15      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Floating Rate Notes                       | CUSIP: 91282CLA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8500000 | PA      | $8506342.36   | 1.34%             | 2026-07-31      | Floating      | 4.43%                 | No            | 2                  | On Loan: No      |
| MOSAIC CO                                  | Mosaic Co.                                              | CUSIP: 61945CAE3<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    485000 | PA      | $458968.72    | 0.07%             | 2043-11-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| BLACKROCK INC                              | Blackrock, Inc.                                         | CUSIP: 09247XAP6<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1358778.57   | 0.21%             | 2029-04-30      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Georgia-Pacific LLC                        | Georgia-Pacific LLC                                     | CUSIP: 373298BR8<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     40000 | PA      | $45586.53     | 0.01%             | 2029-11-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| CON EDISON CO OF NY INC                    | Consolidated Edison Co. of New York, Inc.               | CUSIP: 209111EH2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    350000 | PA      | $356242.03    | 0.06%             | 2035-03-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CHV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4007656.24   | 0.63%             | 2025-08-31      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                            | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1067871.21   | 0.17%             | 2041-03-22      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Japan Government Ten Year Bonds            | Japan Government Ten Year Bonds                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 400000000 | PA      | $2737026.16   | 0.43%             | 2028-09-20      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                   | Enterprise Products Operating LLC                       | CUSIP: 29379VAM5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $237312.38    | 0.04%             | 2038-04-15      | Fixed         | 7.55%                 | No            | 2                  | On Loan: No      |
| Aetna Inc                                  | Aetna, Inc.                                             | CUSIP: 00817YAJ7<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162678.91    | 0.03%             | 2042-05-15      | Fixed         | 4.50%                 | 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      | $112317.11    | 0.02%             | 2030-06-19      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| Intel Corp                                 | Intel Corp.                                             | CUSIP: 458140AK6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    130000 | PA      | $107959.48    | 0.02%             | 2041-10-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6800000 | PA      | $5881203.11   | 0.93%             | 2044-02-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                 | Federal National Mortgage Association                   | CUSIP: 31359MFP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   3316000 | PA      | $3842356.37   | 0.61%             | 2030-05-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: —       |
| EQUINIX INC                                | Equinix, Inc.                                           | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    500000 | PA      | $437800.21    | 0.07%             | 2031-05-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co                        | JPMorgan Chase & Co.                                    | CUSIP: 46625HJB7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1009545.80   | 0.16%             | 2041-07-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| CHUBB CORP                                 | Chubb Corp.                                             | CUSIP: 171232AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1070652.14   | 0.17%             | 2037-05-11      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Telefonica Emisiones SAU                   | Telefonica Emisiones SA                                 | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    700000 | PA      | $775329.27    | 0.12%             | 2036-06-20      | Fixed         | 7.05%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                | Oracle Corp.                                            | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1146418.98   | 0.18%             | 2041-03-25      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| ARES CAPITAL CORP                          | ARES Capital Corp.                                      | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195385.53    | 0.03%             | 2032-03-08      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FIN GROUP INC                    | Jefferies Financial Group, Inc.                         | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2026612.06   | 0.32%             | 2034-04-14      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| Kraft Heinz Foods Co                       | Kraft Heinz Foods Co.                                   | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    300000 | PA      | $271567.94    | 0.04%             | 2042-06-04      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| STANLEY BLACK & DECKER I                   | Stanley Black & Decker, Inc.                            | CUSIP: 854502AA9<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    600000 | PA      | $547625.51    | 0.09%             | 2040-09-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Cox Communications Inc                     | Cox Communications, Inc.                                | CUSIP: 224044CF2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $280440.95    | 0.04%             | 2035-02-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| ASHTEAD CAPITAL INC                        | Ashtead Capital, Inc.                                   | CUSIP: 045054AP8<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $850009.03    | 0.13%             | 2031-08-12      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                            | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    623000 | PA      | $625077.61    | 0.10%             | 2028-09-21      | Fixed         | 4.33%                 | No            | 2                  | On Loan: No      |
| MetLife Inc                                | MetLife, Inc.                                           | CUSIP: 59156RAM0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1730119.83   | 0.27%             | 2035-06-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc                              | Citigroup, Inc.                                         | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405357.72    | 0.06%             | 2042-01-30      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| ROSS STORES INC                            | Ross Stores, Inc.                                       | CUSIP: 778296AG8<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $848212.22    | 0.13%             | 2031-04-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| WALT DISNEY COMPANY/THE                    | Walt Disney Co.                                         | CUSIP: 254687FR2<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    500000 | PA      | $469825.50    | 0.07%             | 2040-03-23      | Fixed         | 4.63%                 | No            | 2                  | On Loan: —       |
| Conagra Brands Inc                         | Conagra Brands, Inc.                                    | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006720.45   | 0.16%             | 2028-11-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                | Federal Home Loan Mortgage Corp.                        | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   3815000 | PA      | $4375188.80   | 0.69%             | 2031-03-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7900000 | PA      | $5480316.43   | 0.86%             | 2041-11-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FANNIE MAE                                 | Federal National Mortgage Association                   | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |  10650000 | PA      | $9125909.07   | 1.44%             | 2030-08-05      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| CNO FINANCIAL GROUP INC                    | CNO Financial Group, Inc.                               | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1031706.43   | 0.16%             | 2034-06-15      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMER PIPELINE                   | Plains All American Pipeline LP/PAA Finance Corp.       | CUSIP: 72650RBC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1145747.81   | 0.18%             | 2043-01-31      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM INC                             | Amazon.com, Inc.                                        | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3042384.54   | 0.48%             | 2032-12-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8800000 | PA      | $5450500.00   | 0.86%             | 2040-08-15      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| Whirlpool Corp                             | Whirlpool Corp.                                         | CUSIP: 963320AW6<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    600000 | PA      | $568707.76    | 0.09%             | 2029-02-26      | Fixed         | 4.75%                 | No            | 2                  | On Loan: —       |
| QUANTA SERVICES INC                        | Quanta Services, Inc.                                   | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   1147000 | PA      | $1038270.03   | 0.16%             | 2030-10-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2861132.82   | 0.45%             | 2029-03-31      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Aon Corp                                   | Aon Corp.                                               | CUSIP: 037389BC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $972001.00    | 0.15%             | 2029-05-02      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Valero Energy Corp                         | Valero Energy Corp.                                     | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    450000 | PA      | $467278.52    | 0.07%             | 2037-06-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: —       |
| CHOICE HOTELS INTL INC                     | Choice Hotels International, Inc.                       | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    520000 | PA      | $487572.21    | 0.08%             | 2029-12-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Cox Communications Inc                     | Cox Communications, Inc.                                | CUSIP: 224044BV8<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1810642.25   | 0.29%             | 2039-03-01      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                   | AT&T, Inc.                                              | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    306000 | PA      | $274594.45    | 0.04%             | 2031-06-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Dollar Tree Inc                            | Dollar Tree, Inc.                                       | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    400000 | PA      | $394516.68    | 0.06%             | 2028-05-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                     | Fairfax Financial Holdings Ltd.                         | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   1400000 | PA      | $1454621.76   | 0.23%             | 2033-12-07      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5800000 | PA      | $5416203.10   | 0.85%             | 2028-04-30      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Comcast Corp                               | Comcast Corp.                                           | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    310000 | PA      | $265584.46    | 0.04%             | 2038-03-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                                  | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   5000000 | PA      | $6844877.36   | 1.08%             | 2029-05-23      | Floating      | 5.48%                 | No            | 2                  | On Loan: No      |
| Lincoln National Corp                      | Lincoln National Corp.                                  | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   1144000 | PA      | $1264158.32   | 0.20%             | 2040-06-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Oracle Corp                                | Oracle Corp.                                            | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $474373.68    | 0.07%             | 2040-07-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5200000 | PA      | $4043609.39   | 0.64%             | 2044-11-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold JPY                                | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-186120.60   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| AFFILIATED MANAGERS GROU                   | Affiliated Managers Group, Inc.                         | CUSIP: 008252AP3<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    800000 | PA      | $745973.62    | 0.12%             | 2030-06-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Albemarle Corp                             | Albemarle Corp.                                         | CUSIP: 012725AD9<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $161858.24    | 0.03%             | 2044-12-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                 | Federal National Mortgage Association                   | CUSIP: 31359MFJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   3583000 | PA      | $4102126.36   | 0.65%             | 2030-01-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                        | Bank of Nova Scotia                                     | CUSIP: 0641594B9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2200000 | PA      | $1892880.66   | 0.30%             | 2031-08-01      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $5573476.58   | 0.88%             | 2044-08-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Japan Government Five Year Bonds           | Japan Government Five Year Bonds                        | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 292000000 | PA      | $2018206.46   | 0.32%             | 2028-09-20      | Fixed         | 0.40%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                           | Bank of Montreal                                        | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $341502.77    | 0.05%             | 2027-06-15      | Fixed         | 2.75%                 | 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      | $103441.94    | 0.02%             | 2039-09-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CHD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4998779.30   | 0.79%             | 2025-05-31      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| FRANKLIN RESOURCES INC                     | Franklin Resources, Inc.                                | CUSIP: 354613AL5<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $2825640.02   | 0.45%             | 2030-10-30      | Fixed         | 1.60%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATL FINANCIAL                    | Fidelity National Financial, Inc.                       | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    700000 | PA      | $643518.46    | 0.10%             | 2030-06-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| BRUNSWICK CORP                             | Brunswick Corp.                                         | CUSIP: 117043AU3<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179499.71    | 0.03%             | 2032-09-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                        | Elevance Health, Inc.                                   | CUSIP: 94973VBF3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181962.55    | 0.03%             | 2044-01-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| FIRST AMERICAN FINANCIAL                   | First American Financial Corp.                          | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    300000 | PA      | $253582.19    | 0.04%             | 2031-08-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| AVNET INC                                  | Avnet, Inc.                                             | CUSIP: 053807AV5<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117732.87    | 0.02%             | 2032-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2542382.80   | 0.40%             | 2030-08-31      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| UNION PACIFIC CORP                         | Union Pacific Corp.                                     | CUSIP: 907818FD5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $165142.39    | 0.03%             | 2039-08-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Kraft Heinz Foods Co                       | Kraft Heinz Foods Co.                                   | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    500000 | PA      | $553605.46    | 0.09%             | 2039-01-26      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810FG8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3709726.58   | 0.58%             | 2029-02-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                   | International Flavors & Fragrances, Inc.                | CUSIP: 459506AR2<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   2652000 | PA      | $1904199.30   | 0.30%             | 2040-11-15      | Fixed         | 3.27%                 | No            | 2                  | On Loan: No      |
| Ahold Finance USA LLC                      | Ahold Finance USA LLC                                   | CUSIP: 008685AB5<br>LEI: 549300XB4647UBM7K822 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42413.90     | 0.01%             | 2029-05-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Bunge Ltd Finance Corp                     | Bunge Ltd. Finance Corp.                                | CUSIP: 120568AZ3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    525000 | PA      | $518241.27    | 0.08%             | 2027-09-25      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| ANALOG DEVICES INC                         | Analog Devices, Inc.                                    | CUSIP: 032654BA2<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148475.96    | 0.02%             | 2027-06-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group, Inc.                   | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1800000 | PA      | $1589342.72   | 0.25%             | 2030-07-08      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6700000 | PA      | $5435113.30   | 0.86%             | 2043-02-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                        | American Tower Corp.                                    | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    625000 | PA      | $592693.94    | 0.09%             | 2032-03-15      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| INVITATION HOMES OP                        | Invitation Homes Operating Partnership LP               | CUSIP: 46188BAC6<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |   1000000 | PA      | $812787.22    | 0.13%             | 2034-01-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Comcast Corp                               | Comcast Corp.                                           | CUSIP: 20030NAY7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1101705.80   | 0.17%             | 2039-07-01      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Floating Rate Notes                       | CUSIP: 91282CHS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5000089.00   | 0.79%             | 2025-07-31      | Floating      | 4.37%                 | No            | 2                  | On Loan: No      |
| NOMURA HOLDINGS INC                        | Nomura Holdings, Inc.                                   | CUSIP: 65535HAS8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $357380.56    | 0.06%             | 2030-07-16      | Fixed         | 2.68%                 | No            | 2                  | On Loan: No      |
| 7-ELEVEN INC                               | 7-Eleven, Inc.                                          | CUSIP: 817826AE0<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    173000 | PA      | $143870.22    | 0.02%             | 2031-02-10      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| PROLOGIS LP                                | Prologis LP                                             | CUSIP: 74340XBB6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    400000 | PA      | $454316.56    | 0.07%             | 2026-06-02      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LP                       | Boston Properties LP                                    | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |   1000000 | PA      | $822827.14    | 0.13%             | 2032-04-01      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| JM SMUCKER CO                              | J.M. Smucker Co.                                        | CUSIP: 832696AM0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1197319.94   | 0.19%             | 2035-03-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| WILLIAMS COMPANIES INC                     | Williams Cos., Inc.                                     | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208002.33    | 0.03%             | 2040-04-15      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                            | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    720000 | PA      | $461380.59    | 0.07%             | 2027-05-10      | Floating      | 4.90%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4672070.30   | 0.74%             | 2032-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Cox Communications Inc                     | Cox Communications, Inc.                                | CUSIP: 224044BY2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $241413.96    | 0.04%             | 2042-12-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                        | Elevance Health, Inc.                                   | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $866996.50    | 0.14%             | 2042-05-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Halliburton Co                             | Halliburton Co.                                         | CUSIP: 406216AY7<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1140752.22   | 0.18%             | 2039-09-15      | Fixed         | 7.45%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORP                         | Realty Income Corp.                                     | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    366000 | PA      | $315479.56    | 0.05%             | 2032-12-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN BANK                     | Federal Home Loan Banks                                 | CUSIP: 3130AFFX0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   7100000 | PA      | $7031102.24   | 1.11%             | 2028-11-16      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                        | American Express Co.                                    | CUSIP: 025816CP2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    204000 | PA      | $200538.20    | 0.03%             | 2027-05-03      | Fixed         | 3.30%                 | 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      | $396963.58    | 0.06%             | 2035-01-07      | Fixed         | 5.90%                 | No            | 2                  | On Loan: —       |
| NIKE INC                                   | NIKE, Inc.                                              | CUSIP: 654106AK9<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |   7550000 | PA      | $7064666.37   | 1.11%             | 2030-03-27      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                        | Bank of Nova Scotia                                     | CUSIP: 06417XAE1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    275000 | PA      | $235954.73    | 0.04%             | 2032-02-02      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2634023.43   | 0.42%             | 2032-02-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6400000 | PA      | $4974499.97   | 0.78%             | 2043-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Floating Rate Notes                       | CUSIP: 91282CJU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8500000 | PA      | $8509914.40   | 1.34%             | 2026-01-31      | Floating      | 4.49%                 | No            | 2                  | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                   | Fortune Brands Innovations, Inc.                        | CUSIP: 34964CAE6<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1880738.92   | 0.30%             | 2029-09-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development     | CUSIP: 459058LH4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   3200000 | PA      | $3201056.00   | 0.50%             | 2027-06-15      | Floating      | 4.64%                 | No            | 2                  | On Loan: No      |
| CONSTELLATION EN GEN LLC                   | Constellation Energy Generation LLC                     | CUSIP: 30161MAJ2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486713.72    | 0.08%             | 2041-10-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                | CUSIP: 21688ABE1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $500799.50    | 0.08%             | 2027-03-05      | Floating      | 5.08%                 | No            | 2                  | On Loan: No      |
| BEST BUY CO INC                            | Best Buy Co., Inc.                                      | CUSIP: 08652BAB5<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |    800000 | PA      | $687836.98    | 0.11%             | 2030-10-01      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| ASHTEAD CAPITAL INC                        | Ashtead Capital, Inc.                                   | CUSIP: 000000000<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3030959.13   | 0.48%             | 2033-10-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| SANTANDER HOLDINGS USA                     | Santander Holdings USA, Inc.                            | CUSIP: 80282KAP1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198576.90    | 0.03%             | 2027-07-13      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Comcast Corp                               | Comcast Corp.                                           | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1122204.91   | 0.18%             | 2038-10-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| FMR LLC                                    | FMR LLC                                                 | CUSIP: 30251BAD0<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248984.06    | 0.04%             | 2033-02-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| FEDEX CORP                                 | FedEx Corp.                                             | CUSIP: 31428XCL8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    672000 | PA      | $647768.24    | 0.10%             | 2034-01-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $5780742.21   | 0.91%             | 2040-11-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| KKR GROUP FIN CO II                        | KKR Group Finance Co. II LLC                            | CUSIP: 48249DAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $463035.24    | 0.07%             | 2043-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: —       |
| PRINCIPAL FINANCIAL GRP                    | Principal Financial Group, Inc.                         | CUSIP: 74251VAA0<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1070008.58   | 0.17%             | 2036-10-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                                | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1500000 | PA      | $963054.35    | 0.15%             | 2029-02-26      | Floating      | 5.15%                 | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                | Equinor ASA                                             | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   1600000 | PA      | $1777230.38   | 0.28%             | 2027-02-17      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| MICRON TECHNOLOGY INC                      | Micron Technology, Inc.                                 | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2094876.01   | 0.33%             | 2041-11-01      | Fixed         | 3.37%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                             | Morgan Stanley                                          | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2684228.88   | 0.42%             | 2042-07-24      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.              | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $641069.00    | 0.10%             | 2027-06-18      | Floating      | 4.81%                 | No            | 2                  | On Loan: No      |
| MARSH & MCLENNAN COS INC                   | Marsh & McLennan Cos., Inc.                             | CUSIP: 571748CE0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    266000 | PA      | $256368.10    | 0.04%             | 2044-11-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Aetna Inc                                  | Aetna, Inc.                                             | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    730000 | PA      | $779212.44    | 0.12%             | 2037-12-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| SHERWIN-WILLIAMS CO                        | Sherwin-Williams Co.                                    | CUSIP: 824348AR7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99633.37     | 0.02%             | 2025-08-01      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| AVNET INC                                  | Avnet, Inc.                                             | CUSIP: 053807AU7<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1305424.14   | 0.21%             | 2031-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMER PIPELINE                   | Plains All American Pipeline LP/PAA Finance Corp.       | CUSIP: 72650RBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $797377.15    | 0.13%             | 2044-06-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                         | Royalty Pharma PLC                                      | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   1800000 | PA      | $1561662.31   | 0.25%             | 2030-09-02      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| ARES CAPITAL CORP                          | ARES Capital Corp.                                      | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127812.83    | 0.02%             | 2031-11-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2800000 | PA      | $2052859.37   | 0.32%             | 2042-02-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                     | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1539960.93   | 0.24%             | 2032-01-31      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Ally Financial Inc                         | Ally Financial, Inc.                                    | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $221480.14    | 0.03%             | 2031-11-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: —       |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                            | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   2500000 | PA      | $1619743.17   | 0.26%             | 2027-11-25      | Floating      | 5.32%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6500000 | PA      | $4995605.49   | 0.79%             | 2042-11-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Dow Chemical Co/The                        | Dow Chemical Co.                                        | CUSIP: 260543CL5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $159423.32    | 0.03%             | 2044-10-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM INC                             | Amazon.com, Inc.                                        | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3514836.08   | 0.55%             | 2030-06-03      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                 | Intel Corp.                                             | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2214003.12   | 0.35%             | 2043-02-10      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Oracle Corp                                | Oracle Corp.                                            | CUSIP: 68389XBC8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49964.43     | 0.01%             | 2025-05-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                     | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3323750.00   | 0.52%             | 2044-05-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development     | CUSIP: 459058JF1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1123000 | PA      | $1126694.67   | 0.18%             | 2027-08-19      | Floating      | 4.79%                 | No            | 2                  | On Loan: No      |
| BRITISH TELECOMMUNICATIO                   | British Telecommunications PLC                          | CUSIP: 11102AAE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $948787.09    | 0.15%             | 2029-11-08      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                    | MPLX LP                                                 | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $859355.64    | 0.14%             | 2038-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Floating Rate Notes                       | CUSIP: 91282CLT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $9008096.49   | 1.42%             | 2026-10-31      | Floating      | 4.45%                 | No            | 2                  | On Loan: No      |
| WHIRLPOOL CORP                             | Whirlpool Corp.                                         | CUSIP: 963320BA3<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1325719.82   | 0.21%             | 2033-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |

### Signature

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

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

**Signature:** Randy Olson

**Name of Signer:** Randy Olson

**Title:** Vice President