# EDGAR Filing Document

**Accession Number:** 0000355437
**File Stem:** 0001410368-25-040410
**Filing Date:** 2025-12
**Character Count:** 106158
**Document Hash:** 0da38f7d52fff79f616b92180f826f6f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-040410.hdr.sgml**: 20251222

**ACCESSION NUMBER**: 0001410368-25-040410

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251222

**DATE AS OF CHANGE**: 20251222

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03258
- **FILM NUMBER:** 251590307

**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 Commodity Strategy Portfolio (Series ID: S000030217)

| Class ID   | Class Name                              | Ticker Symbol   |
|:---|:---|:---|
| C000093002 | DFA Commodity Strategy Portfolio Shares |  |

## 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 Commodity Strategy Portfolio

- **b. EDGAR series identifier (if any):** S000030217

- **c. LEI of Series:** 5493006QOPGDR6RNZJ72

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1130965581.21

**Total Liabilities:** $16940873.41

**Net Assets:** $1114024707.80

**Amount of Assets Invested in Other Investment Companies:** $253475378.25

**Cash Not Reported:** $93650416.60

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3526.86000000 | **1-Year:** -43935.47000000 | **5-Year:** -14681.73000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**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 C000093002 | 1.94%                | 2.15%                | 2.90%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $11549.79                | $16470.33                                  |
| Month 2  | $-3219.53                | $101861.87                                 |
| Month 3  | $123.95                  | $49705.30                                  |

**Designated Index Information**

- **Index Name:** Bloomberg Commodity Total Return Index

- **Index Identifier:** BCOMTR

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| ABN AMRO BANK NV                                       | ABN AMRO Bank NV                                    | CUSIP: 00084DBJ8<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   5000000 | PA      | $5008972.40   | 0.45%             | 2028-07-07      | Floating      | 4.86%                 | No            | 2                  | On Loan: No      |
| AON GLOBAL LTD                                         | Aon Global Ltd.                                     | CUSIP: 00185AAK0<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |   1055000 | PA      | $1054466.48   | 0.09%             | 2025-12-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Alimentation Couche-Tard Inc                           | Alimentation Couche-Tard, Inc.                      | CUSIP: 01626VAN3<br>LEI: 549300OSW32RVX8CCZ87 | Long             | STIV             | CORP              | CA        |   7500000 | PA      | $7427833.50   | 0.67%             | 2026-01-22      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| AMERICAN ELECTRIC POWER                                | American Electric Power Co., Inc.                   | CUSIP: 025537AR2<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1495000.00   | 0.13%             | 2025-11-01      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                                    | American Express Co.                                | CUSIP: 025816DD8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   8876000 | PA      | $8882237.52   | 0.80%             | 2026-02-13      | Floating      | 5.03%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                                 | American Honda Finance Corp.                        | CUSIP: 02665JZJ2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | STIV             | CORP              | US        |   4500000 | PA      | $4475142.00   | 0.40%             | 2025-12-18      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                                 | American Honda Finance Corp.                        | CUSIP: 02665WEE7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1141562.59   | 0.10%             | 2026-01-12      | Floating      | 5.02%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                                 | American Honda Finance Corp.                        | CUSIP: 02665WFC0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    440000 | PA      | $440806.82    | 0.04%             | 2027-03-12      | Floating      | 4.93%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                                 | American Honda Finance Corp.                        | CUSIP: 02665WFN6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1057573.15   | 0.09%             | 2026-10-05      | Floating      | 4.83%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                                 | American Honda Finance Corp.                        | CUSIP: 02665WFW6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2502779.18   | 0.22%             | 2028-03-03      | Floating      | 5.02%                 | No            | 2                  | On Loan: —       |
| AMERICAN TOWER CORP                                    | American Tower Corp.                                | CUSIP: 03027XAJ9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   5151000 | PA      | $5151142.73   | 0.46%             | 2026-02-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                                    | Elevance Health, Inc.                               | CUSIP: 036752AR4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    760000 | PA      | $752472.31    | 0.07%             | 2026-03-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Archer-Daniels-Midland Co                              | Archer-Daniels-Midland Co.                          | CUSIP: 03948GZJ5<br>LEI: 549300LO13MQ9HYSTR83 | Long             | STIV             | CORP              | US        |   8000000 | PA      | $7957696.00   | 0.71%             | 2025-12-18      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                 | Asian Development Bank                              | CUSIP: 04517PBK7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   5835000 | PA      | $5896565.14   | 0.53%             | 2027-04-06      | Floating      | 5.12%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                                | Australia & New Zealand Banking Group Ltd.          | CUSIP: 05252ADL2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   4000000 | PA      | $4019108.60   | 0.36%             | 2027-07-16      | Floating      | 4.97%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                                | Australia & New Zealand Banking Group Ltd.          | CUSIP: 05252BDL0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  19300000 | PA      | $19392199.00  | 1.74%             | 2027-07-16      | Floating      | 4.97%                 | No            | 2                  | On Loan: No      |
| Avangrid Inc                                           | Avangrid, Inc.                                      | CUSIP: 05353AYM5<br>LEI: 549300OX0Q38NLSKPB49 | Long             | STIV             | CORP              | US        |   1500000 | PA      | $1496470.20   | 0.13%             | 2025-11-21      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Avangrid Inc                                           | Avangrid, Inc.                                      | CUSIP: 05353AZ85<br>LEI: 549300OX0Q38NLSKPB49 | Long             | STIV             | CORP              | US        |   4000000 | PA      | $3983004.00   | 0.36%             | 2025-12-08      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| BASF SE                                                | BASF SE                                             | CUSIP: 05526LY76<br>LEI: 529900PM64WH8AF1E917 | Long             | STIV             | CORP              | GE        |   2000000 | PA      | $1998390.00   | 0.18%             | 2025-11-07      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| BMW US CAPITAL LLC                                     | BMW U.S. Capital LLC                                | CUSIP: 05565ECL7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2002100.00   | 0.18%             | 2026-04-02      | Floating      | 4.66%                 | No            | 2                  | On Loan: No      |
| BMW US CAPITAL LLC                                     | BMW U.S. Capital LLC                                | CUSIP: 05565EDE2<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   2143000 | PA      | $2150380.94   | 0.19%             | 2027-08-11      | Floating      | 4.99%                 | No            | 2                  | On Loan: No      |
| BP Capital Markets PLC                                 | BP Capital Markets PLC                              | CUSIP: 05568TZA0<br>LEI: 549300CRVT18MXX0AG93 | Long             | STIV             | CORP              | GB        |   4500000 | PA      | $4479883.20   | 0.40%             | 2025-12-10      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                                       | Bank of Montreal                                    | CUSIP: 06368LNU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2100000 | PA      | $2112039.87   | 0.19%             | 2026-06-05      | Floating      | 5.52%                 | No            | 2                  | On Loan: No      |
| BAYER US FINANCE II LLC                                | Bayer U.S. Finance II LLC                           | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499761.44    | 0.04%             | 2025-12-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| BECTON DICKINSON & CO                                  | Becton Dickinson & Co.                              | CUSIP: 07588LY77<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | STIV             | CORP              | US        |   1250000 | PA      | $1248991.38   | 0.11%             | 2025-11-07      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Becton Dickinson & Co                                  | Becton Dickinson & Co.                              | CUSIP: 07588LYM4<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | STIV             | CORP              | US        |   1800000 | PA      | $1795701.24   | 0.16%             | 2025-11-21      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Becton Dickinson & Co                                  | Becton Dickinson & Co.                              | CUSIP: 07588LZK7<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | STIV             | CORP              | US        |   4750000 | PA      | $4723369.60   | 0.42%             | 2025-12-19      | Variable      | 0.01%                 | No            | 2                  | On Loan: No      |
| BNG BANK NV                                            | BNG Bank NV                                         | CUSIP: 09657RZK6<br>LEI: 529900GGYMNGRQTDOO93 | Long             | STIV             | CORP              | NE        |  10000000 | PA      | $9946508.00   | 0.89%             | 2025-12-19      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                              | Boeing Co.                                          | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4971199.95   | 0.45%             | 2026-05-01      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LP                                   | Boston Properties LP                                | CUSIP: 10112RAX2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |   2117000 | PA      | $2112671.22   | 0.19%             | 2026-02-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Boston Properties LP                                   | Boston Properties LP                                | CUSIP: 10113BY69<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | STIV             |  | US        |   3775000 | PA      | $3772404.31   | 0.34%             | 2025-11-06      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CIGNA GROUP/THE                                        | Cigna Group                                         | CUSIP: 125523CP3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   2502000 | PA      | $2474623.04   | 0.22%             | 2026-03-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| CRH America Finance Inc                                | CRH America Finance, Inc.                           | CUSIP: 12636CZ86<br>LEI: 549300WEVUODRJ4CWK56 | Long             | STIV             | CORP              | US        |   5500000 | PA      | $5476150.90   | 0.49%             | 2025-12-08      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                                        | CVS Health Corp.                                    | CUSIP: 126650DS6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   5100000 | PA      | $5107661.27   | 0.46%             | 2026-02-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CAISSE DES DEPOTS ET CON                               | Caisse des Depots et Consignations                  | CUSIP: 12800AYM0<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | STIV             | CORP              | FR        |   3000000 | PA      | $2993171.40   | 0.27%             | 2025-11-21      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CAISSE DES DEPOTS ET CON                               | Caisse des Depots et Consignations                  | CUSIP: 12800AZ15<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | STIV             | CORP              | FR        |   5000000 | PA      | $4983116.50   | 0.45%             | 2025-12-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| THE CAMPBELLS COMPANY                                  | Campbell's Co.                                      | CUSIP: 13443CY54<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | STIV             | CORP              | US        |    250000 | PA      | $249851.58    | 0.02%             | 2025-11-05      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| THE CAMPBELLS COMPANY                                  | Campbell's Co.                                      | CUSIP: 13443CZ38<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | STIV             | CORP              | US        |   3500000 | PA      | $3486361.55   | 0.31%             | 2025-12-03      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| THE CAMPBELLS COMPANY                                  | Campbell's Co.                                      | CUSIP: 13443CZ46<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1991969.80   | 0.18%             | 2025-12-04      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| THE CAMPBELLS COMPANY                                  | Campbell's Co.                                      | CUSIP: 13443CZH7<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $994444.00    | 0.09%             | 2025-12-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK                                 | Canadian Imperial Bank of Commerce                  | CUSIP: 13607LWU3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   2200000 | PA      | $2217522.98   | 0.20%             | 2026-10-02      | Floating      | 5.33%                 | No            | 2                  | On Loan: No      |
| CARGILL INC                                            | Cargill, Inc.                                       | CUSIP: 141781CC6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3507700.60   | 0.31%             | 2028-02-11      | Floating      | 4.89%                 | No            | 2                  | On Loan: No      |
| CATERPILLAR FINL SERVICE                               | Caterpillar Financial Services Corp.                | CUSIP: 14913UAM2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1066000 | PA      | $1068860.00   | 0.10%             | 2027-05-14      | Floating      | 4.78%                 | No            | 2                  | On Loan: No      |
| CATERPILLAR FINL SERVICE                               | Caterpillar Financial Services Corp.                | CUSIP: 14913UAP5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6530670.71   | 0.59%             | 2026-10-16      | Floating      | 4.78%                 | No            | 2                  | On Loan: No      |
| CHEVRON USA INC                                        | Chevron USA, Inc.                                   | CUSIP: 166756BC9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |  14178000 | PA      | $14218364.77  | 1.28%             | 2028-02-26      | Floating      | 4.70%                 | No            | 2                  | On Loan: No      |
| CHEVRON PHILLIPS CHEM CO                               | Chevron Phillips Chemical Co. LLC                   | CUSIP: 16677AYD1<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    250000 | PA      | $249635.50    | 0.02%             | 2025-11-13      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CHEVRON PHILLIPS CHEM CO                               | Chevron Phillips Chemical Co. LLC                   | CUSIP: 16677AZJ7<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   7500000 | PA      | $7459260.00   | 0.67%             | 2025-12-18      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CITIBANK NA                                            | Citibank NA                                         | CUSIP: 17325FBQ0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1007202.63   | 0.09%             | 2027-05-29      | Floating      | 4.99%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                                 | Commonwealth Bank of Australia                      | CUSIP: 2027A0KV0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $999619.49    | 0.09%             | 2026-11-27      | Floating      | 4.75%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                                 | Commonwealth Bank of Australia                      | CUSIP: 2027A0KW8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   6500000 | PA      | $6530862.26   | 0.59%             | 2028-03-14      | Floating      | 4.90%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                                 | Commonwealth Bank of Australia                      | CUSIP: 2027A1KV8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   3400000 | PA      | $3398706.27   | 0.31%             | 2026-11-27      | Floating      | 4.75%                 | No            | 2                  | On Loan: No      |
| CON EDISON CO OF NY INC                                | Consolidated Edison Co. of New York, Inc.           | CUSIP: 209111GL1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   7600000 | PA      | $7604028.00   | 0.68%             | 2027-11-18      | Floating      | 4.78%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                                | Cooperatieve Rabobank UA                            | CUSIP: 21688ABL5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   5700000 | PA      | $5707322.73   | 0.51%             | 2028-01-21      | Floating      | 4.69%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                                | Cooperatieve Rabobank UA                            | CUSIP: 21688ABQ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   2600000 | PA      | $2602236.00   | 0.23%             | 2028-10-17      | Floating      | 4.68%                 | No            | 2                  | On Loan: No      |
| Credit Agricole Corporate and Investment Bank/New York | Credit Agricole Corporate & Investment Bank SA      | CUSIP: 22533UB69<br>LEI: 254900BN8XS34XZDJ223 | Long             | STIV             | CORP              | FR        |   7500000 | PA      | $7418777.25   | 0.67%             | 2026-02-06      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                     | Credit Agricole SA                                  | CUSIP: 22534PAJ2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   7250000 | PA      | $7278747.56   | 0.65%             | 2027-03-11      | Floating      | 5.04%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC                                       | Crown Castle, Inc.                                  | CUSIP: 22822VAB7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    578000 | PA      | $577609.06    | 0.05%             | 2026-02-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| DBS BANK LTD                                           | DBS Bank Ltd.                                       | CUSIP: 23305EAN3<br>LEI: ATUEL7OJR5057F2PV266 | Long             | STIV             | CORP              | SG        |   3250000 | PA      | $3220482.53   | 0.29%             | 2026-01-22      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| The DFA Investment Trust Company                       | DFA Investment Trust Co.                            | CUSIP: 23320U405<br>LEI: 549300FSKWEXKF6YBM56 | Long             | EC               | RF                | US        |    697753 | NS      | $8070906.92   | 0.72%             |  |  |  | No            | 2                  | On Loan: No      |
| Dimensional Holdings Inc.                              | DFA Short Term Investment Fund                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   8167685 | NS      | $8167685.00   | 0.73%             |  |  |  | No            | N/A                | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                 | Daimler Truck Finance North America LLC             | CUSIP: 233853BB5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   4830000 | PA      | $4834202.10   | 0.43%             | 2028-01-13      | Floating      | 4.94%                 | No            | 2                  | On Loan: No      |
| DANSKE BANK A/S                                        | Danske Bank AS                                      | CUSIP: 23636QY59<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | STIV             | CORP              | DE        |    500000 | PA      | $499724.00    | 0.04%             | 2025-11-05      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| DBS GROUP HOLDINGS LTD                                 | DBS Group Holdings Ltd.                             | CUSIP: 24023KAM0<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |  20000000 | PA      | $20081864.80  | 1.80%             | 2028-03-21      | Floating      | 4.86%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE FINANCIAL INC                               | John Deere Financial, Inc.                          | CUSIP: 24422CYA5<br>LEI: CWQ698NK2DINVLMZRZ97 | Long             | STIV             | CORP              | CA        |    750000 | PA      | $749176.05    | 0.07%             | 2025-11-10      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                | John Deere Capital Corp.                            | CUSIP: 24422EXL8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2502196.85   | 0.22%             | 2026-03-06      | Floating      | 4.64%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                | John Deere Capital Corp.                            | CUSIP: 24422EYA1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7008895.81   | 0.63%             | 2028-03-06      | Floating      | 4.70%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK AG                                       | Deutsche Bank AG                                    | CUSIP: 25152R2Y8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1300000 | PA      | $1299196.68   | 0.12%             | 2026-01-13      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Dominion Energy Inc                                    | Dominion Energy, Inc.                               | CUSIP: 2574P0YD0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | STIV             | CORP              | US        |   3385000 | PA      | $3380006.79   | 0.30%             | 2025-11-13      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| DOW CHEMICAL CO/THE                                    | Dow Chemical Co.                                    | CUSIP: 260543CN1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2000190.62   | 0.18%             | 2025-11-30      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| DUPONT DE NEMOURS INC                                  | DuPont de Nemours, Inc.                             | CUSIP: 26078JAC4<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   3032000 | PA      | $3031371.89   | 0.27%             | 2025-11-15      | Fixed         | 4.49%                 | No            | 2                  | On Loan: No      |
| Duke Energy Corp                                       | Duke Energy Corp.                                   | CUSIP: 26244HYJ6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | STIV             | CORP              | US        |   4000000 | PA      | $3991996.00   | 0.36%             | 2025-11-18      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Duke Energy Corp                                       | Duke Energy Corp.                                   | CUSIP: 26244HYL1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | STIV             | CORP              | US        |   1500000 | PA      | $1496663.85   | 0.13%             | 2025-11-20      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Duke Energy Corp                                       | Duke Energy Corp.                                   | CUSIP: 26244HYQ0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | STIV             | CORP              | US        |   1750000 | PA      | $1745326.28   | 0.16%             | 2025-11-24      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| ERAC USA Finance LLC                                   | ERAC USA Finance LLC                                | CUSIP: 26882RYA0<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | STIV             | CORP              | US        |   7000000 | PA      | $6991974.50   | 0.63%             | 2025-11-10      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ERAC USA Finance LLC                                   | ERAC USA Finance LLC                                | CUSIP: 26882RYL6<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $997725.90    | 0.09%             | 2025-11-20      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| EIDP INC                                               | EIDP, Inc.                                          | CUSIP: 28249KYD3<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | STIV             | CORP              | US        |   7500000 | PA      | $7488960.75   | 0.67%             | 2025-11-13      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Electricite de France SA                               | Electricite de France SA                            | CUSIP: 28504GYM2<br>LEI: 549300X3UK4GG3FNMO06 | Long             | STIV             | CORP              | FR        |   5625000 | PA      | $5611074.19   | 0.50%             | 2025-11-21      | Variable      | 0.01%                 | No            | 2                  | On Loan: No      |
| Enbridge US Inc                                        | Enbridge U.S., Inc.                                 | CUSIP: 29251UYC6<br>LEI: 5493003FRODSVHJWFS32 | Long             | STIV             | CORP              | US        |   7500000 | PA      | $7489719.00   | 0.67%             | 2025-11-12      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| Enel Finance America LLC                               | Enel Finance America LLC                            | CUSIP: 29279HA96<br>LEI: 549300EGNLVUJX1DEC60 | Long             | STIV             | CORP              | US        |   5000000 | PA      | $4960139.00   | 0.45%             | 2026-01-09      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ENTERGY CORP                                           | Entergy Corp.                                       | CUSIP: 29366EZA7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | STIV             | CORP              | US        |   2050000 | PA      | $2040638.27   | 0.18%             | 2025-12-10      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ENTERGY CORP                                           | Entergy Corp.                                       | CUSIP: 29366EZB5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | STIV             | CORP              | US        |   5000000 | PA      | $4976590.00   | 0.45%             | 2025-12-11      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| EUROPEAN BK RECON & DEV                                | European Bank for Reconstruction & Development      | CUSIP: 29875BAK2<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |  10000000 | PA      | $10009586.40  | 0.90%             | 2028-02-20      | Floating      | 4.59%                 | No            | 2                  | On Loan: No      |
| FANNIE MAE                                             | Federal National Mortgage Association               | CUSIP: 3135G07M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   2500000 | PA      | $2511625.00   | 0.23%             | 2027-11-05      | Floating      | 4.30%                 | No            | 2                  | On Loan: No      |
| FEDEX CORP                                             | FedEx Corp.                                         | CUSIP: 31428XBF2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995783.16    | 0.09%             | 2026-04-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| GENERAL ELECTRIC CO                                    | General Electric Co.                                | CUSIP: 36962GW75<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   6714000 | PA      | $6727620.96   | 0.60%             | 2026-05-05      | Floating      | 4.96%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                                 | General Motors Financial Co., Inc.                  | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2620000 | PA      | $2604717.33   | 0.23%             | 2026-01-08      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                                 | General Motors Financial Co., Inc.                  | CUSIP: 37045XES1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1608240.00   | 0.14%             | 2027-05-08      | Floating      | 5.63%                 | No            | 2                  | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                                | GlaxoSmithKline Capital PLC                         | CUSIP: 377373AN5<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |   3350000 | PA      | $3367842.60   | 0.30%             | 2027-03-12      | Floating      | 4.66%                 | No            | 2                  | On Loan: No      |
| Glencore Funding LLC                                   | Glencore Funding LLC                                | CUSIP: 37790AZA4<br>LEI: 213800STG1QDNBY87K49 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1990777.80   | 0.18%             | 2025-12-10      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                                   | Glencore Funding LLC                                | CUSIP: 378272BW7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    517000 | PA      | $519701.47    | 0.05%             | 2027-04-04      | Floating      | 5.17%                 | No            | 2                  | On Loan: No      |
| HCA INC                                                | HCA, Inc.                                           | CUSIP: 404119CX5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1510072.02   | 0.14%             | 2028-03-01      | Floating      | 5.08%                 | No            | 2                  | On Loan: No      |
| HSBC USA INC                                           | HSBC USA, Inc.                                      | CUSIP: 40428HA51<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2263185.00   | 0.20%             | 2027-03-04      | Floating      | 5.15%                 | No            | 2                  | On Loan: No      |
| HSBC USA INC                                           | HSBC USA, Inc.                                      | CUSIP: 40428HS29<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7049558.46   | 0.63%             | 2028-06-03      | Floating      | 5.17%                 | No            | 2                  | On Loan: No      |
| HARLEY-DAVIDSON FINL SER                               | Harley-Davidson Financial Services, Inc.            | CUSIP: 41282JZ87<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | STIV             | CORP              | US        |   6750000 | PA      | $6719585.85   | 0.60%             | 2025-12-08      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| HP ENTERPRISE CO                                       | Hewlett Packard Enterprise Co.                      | CUSIP: 42824CBY4<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6017727.54   | 0.54%             | 2028-09-15      | Floating      | 5.12%                 | No            | 2                  | On Loan: —       |
| HONEYWELL INTERNATIONAL                                | Honeywell International, Inc.                       | CUSIP: 43851TZF6<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $995068.80    | 0.09%             | 2025-12-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| HONEYWELL INTERNATIONAL                                | Honeywell International, Inc.                       | CUSIP: 43851TZK5<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $994606.80    | 0.09%             | 2025-12-19      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ITC HOLDINGS CORP                                      | ITC Holdings Corp.                                  | CUSIP: 45032NYH3<br>LEI: 549300HTO5U9D3SLE207 | Long             | STIV             | CORP              | US        |   1500000 | PA      | $1497102.00   | 0.13%             | 2025-11-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                             | Intel Corp.                                         | CUSIP: 458140CD0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    540000 | PA      | $540825.57    | 0.05%             | 2026-02-10      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                | Inter-American Development Bank                     | CUSIP: 4581X0EG9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |  22000000 | PA      | $22037168.12  | 1.98%             | 2027-10-04      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| INTERCONTINENTALEXCHANGE                               | Intercontinental Exchange, Inc.                     | CUSIP: 45866FAD6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   3575000 | PA      | $3572855.00   | 0.32%             | 2025-12-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                                | International Bank for Reconstruction & Development | CUSIP: 459058JF1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   7368000 | PA      | $7395556.32   | 0.66%             | 2027-08-19      | Floating      | 4.69%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                                | International Bank for Reconstruction & Development | CUSIP: 459058LH4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  16000000 | PA      | $16009940.00  | 1.44%             | 2027-06-15      | Floating      | 4.44%                 | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO FDG LLC                                | Intesa Sanpaolo Funding LLC                         | CUSIP: 4611K0YC5<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   5250000 | PA      | $5242428.98   | 0.47%             | 2025-11-12      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ITALY GOV'T INT BOND                                   | Republic of Italy Government International Bonds    | CUSIP: 465410CA4<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   4266000 | PA      | $4229729.44   | 0.38%             | 2026-02-17      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK NA                                | JPMorgan Chase Bank NA                              | CUSIP: 48125LRV6<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $5287868.25   | 0.47%             | 2026-12-08      | Floating      | 5.19%                 | No            | 2                  | On Loan: No      |
| KEURIG DR PEPPER INC                                   | Keurig Dr. Pepper, Inc.                             | CUSIP: 49271VAY6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1500008.00   | 0.13%             | 2026-11-15      | Floating      | 4.84%                 | No            | 2                  | On Loan: No      |
| LSEGA Financing PLC                                    | LSEGA Financing PLC                                 | CUSIP: 50221FYC2<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | STIV             | CORP              | GB        |   4000000 | PA      | $3994604.80   | 0.36%             | 2025-11-12      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| LSEGA Financing PLC                                    | LSEGA Financing PLC                                 | CUSIP: 50221FZB3<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | STIV             | CORP              | GB        |   2500000 | PA      | $2488427.00   | 0.22%             | 2025-12-11      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| LSEGA Financing PLC                                    | LSEGA Financing PLC                                 | CUSIP: 50221FZC1<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | STIV             | CORP              | GB        |   1550000 | PA      | $1542647.27   | 0.14%             | 2025-12-12      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| LSEGA Financing PLC                                    | LSEGA Financing PLC                                 | CUSIP: 50221FZF4<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | STIV             | CORP              | GB        |    500000 | PA      | $497456.25    | 0.04%             | 2025-12-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                    | LVMH Moet Hennessy Louis Vuitton SE                 | CUSIP: 50244MAG7<br>LEI: IOG4E947OATN0KJYSD45 | Long             | STIV             | CORP              | FR        |   5000000 | PA      | $4958320.00   | 0.45%             | 2026-01-16      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| MACQUARIE BANK LTD                                     | Macquarie Bank Ltd.                                 | CUSIP: 55608PBY9<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   1500000 | PA      | $1507587.00   | 0.14%             | 2028-06-12      | Floating      | 5.01%                 | No            | 2                  | On Loan: No      |
| MACQUARIE BANK LTD                                     | Macquarie Bank Ltd.                                 | CUSIP: 55608RBU3<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   5000000 | PA      | $5036266.50   | 0.45%             | 2027-07-02      | Floating      | 5.19%                 | No            | 2                  | On Loan: No      |
| Marriott International Inc/MD                          | Marriott International, Inc.                        | CUSIP: 57163TYK9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | STIV             | CORP              | US        |   4600000 | PA      | $4589821.12   | 0.41%             | 2025-11-19      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| MASTERCARD INC                                         | Mastercard, Inc.                                    | CUSIP: 57636QBE3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   5100000 | PA      | $5104780.08   | 0.46%             | 2028-03-15      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| Medtronic Global Holdings SCA                          | Medtronic Global Holdings SCA                       | CUSIP: 58507AYH0<br>LEI: 549300JXMTTP8GKYIX14 | Long             | STIV             | CORP              | US        |   1185000 | PA      | $1182748.26   | 0.11%             | 2025-11-17      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Medtronic Global Holdings SCA                          | Medtronic Global Holdings SCA                       | CUSIP: 58507AYM9<br>LEI: 549300JXMTTP8GKYIX14 | Long             | STIV             | CORP              | IE        |   1000000 | PA      | $997648.00    | 0.09%             | 2025-11-21      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| MERCEDES-BENZ FIN NA                                   | Mercedes-Benz Finance North America LLC             | CUSIP: 58769JAN7<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3802140.05   | 0.34%             | 2026-01-09      | Floating      | 4.78%                 | No            | 2                  | On Loan: No      |
| MERCEDES-BENZ FIN NA                                   | Mercedes-Benz Finance North America LLC             | CUSIP: 58769JBF3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1605520.00   | 0.14%             | 2028-03-31      | Floating      | 5.05%                 | No            | 2                  | On Loan: No      |
| MONDELEZ INTERNATIONAL                                 | Mondelez International, Inc.                        | CUSIP: 60920VY55<br>LEI: 549300DV9GIB88LZ5P30 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1998861.60   | 0.18%             | 2025-11-05      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Mondelez International Inc                             | Mondelez International, Inc.                        | CUSIP: 60920VZ47<br>LEI: 549300DV9GIB88LZ5P30 | Long             | STIV             | CORP              | US        |   4000000 | PA      | $3984712.41   | 0.36%             | 2025-12-04      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Mondelez International Inc                             | Mondelez International, Inc.                        | CUSIP: 60920VZN5<br>LEI: 549300DV9GIB88LZ5P30 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $994118.20    | 0.09%             | 2025-12-22      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NTT FINANCE CORP                                       | NTT Finance Corp.                                   | CUSIP: 62954WAC9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $493687.74    | 0.04%             | 2026-04-03      | Fixed         | 1.16%                 | No            | 2                  | On Loan: No      |
| NTT FINANCE CORP                                       | NTT Finance Corp.                                   | CUSIP: 62954WAR6<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   8250000 | PA      | $8334810.00   | 0.75%             | 2028-07-16      | Floating      | 5.36%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                | National Australia Bank Ltd.                        | CUSIP: 632525BQ3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  16950000 | PA      | $16988713.29  | 1.52%             | 2027-06-11      | Floating      | 4.89%                 | No            | 2                  | On Loan: No      |
| NNN REIT INC                                           | NNN REIT, Inc.                                      | CUSIP: 637417AH9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    600000 | PA      | $599779.38    | 0.05%             | 2025-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| NATIONAL RURAL UTIL COOP                               | National Rural Utilities Cooperative Finance Corp.  | CUSIP: 63743HFU1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    750000 | PA      | $753954.69    | 0.07%             | 2027-09-16      | Floating      | 4.97%                 | No            | 2                  | On Loan: No      |
| NATIONAL RURAL UTIL COOP                               | National Rural Utilities Cooperative Finance Corp.  | CUSIP: 63743HFV9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2000203.52   | 0.18%             | 2025-12-03      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| NATIONAL SECS CLEARING                                 | National Securities Clearing Corp.                  | CUSIP: 637639AP0<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3761349.56   | 0.34%             | 2027-05-20      | Floating      | 4.81%                 | No            | 2                  | On Loan: No      |
| NATWEST MARKETS PLC                                    | NatWest Markets PLC                                 | CUSIP: 63906YAN8<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   9000000 | PA      | $9046489.59   | 0.81%             | 2028-03-21      | Floating      | 5.08%                 | No            | 2                  | On Loan: No      |
| NESTLE FINANCE INTL LTD                                | Nestle Finance International Ltd.                   | CUSIP: 64106GYJ6<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | STIV             | CORP              | US        |   5000000 | PA      | $4990192.50   | 0.45%             | 2025-11-18      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                 | NextEra Energy Capital Holdings, Inc.               | CUSIP: 65339KCR9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   7800000 | PA      | $7809923.16   | 0.70%             | 2026-01-29      | Floating      | 4.83%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings Inc                    | NextEra Energy Capital Holdings, Inc.               | CUSIP: 65339MYL4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | STIV             | CORP              | US        |   1500000 | PA      | $1496588.85   | 0.13%             | 2025-11-20      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings Inc                    | NextEra Energy Capital Holdings, Inc.               | CUSIP: 65339MYR1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | STIV             | CORP              | US        |    500000 | PA      | $498577.55    | 0.04%             | 2025-11-25      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NiSource Inc                                           | NiSource, Inc.                                      | CUSIP: 65478JYE8<br>LEI: 549300D8GOWWH0SJB189 | Long             | STIV             | CORP              | US        |   5000000 | PA      | $4992032.50   | 0.45%             | 2025-11-14      | Variable      | 0.01%                 | No            | 2                  | On Loan: No      |
| NOMURA HOLDINGS INC                                    | Nomura Holdings, Inc.                               | CUSIP: 65535HBG3<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    920000 | PA      | $922005.87    | 0.08%             | 2026-01-09      | Fixed         | 5.71%                 | No            | 2                  | On Loan: No      |
| NUTRIEN LTD                                            | Nutrien Ltd.                                        | CUSIP: 67077UYA2<br>LEI: 5493002QQ7GD21OWF963 | Long             | STIV             | CORP              | CA        |    500000 | PA      | $499425.30    | 0.04%             | 2025-11-10      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Nutrien Ltd                                            | Nutrien Ltd.                                        | CUSIP: 67077UYE4<br>LEI: 5493002QQ7GD21OWF963 | Long             | STIV             | CORP              | CA        |   5000000 | PA      | $4992011.00   | 0.45%             | 2025-11-14      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Nutrien Ltd                                            | Nutrien Ltd.                                        | CUSIP: 67077UZ11<br>LEI: 5493002QQ7GD21OWF963 | Long             | STIV             | CORP              | CA        |    500000 | PA      | $498209.10    | 0.04%             | 2025-12-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Nutrien Ltd                                            | Nutrien Ltd.                                        | CUSIP: 67077UZ29<br>LEI: 5493002QQ7GD21OWF963 | Long             | STIV             | CORP              | CA        |   1250000 | PA      | $1245378.88   | 0.11%             | 2025-12-02      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                | Oesterreichische Kontrollbank AG                    | CUSIP: 676167CG2<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |   1828000 | PA      | $1828000.00   | 0.16%             | 2025-11-03      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp.                                        | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2800715.48   | 0.25%             | 2025-11-10      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp.                                        | CUSIP: 6840C3AG8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | STIV             | CORP              | US        |   4500000 | PA      | $4461215.85   | 0.40%             | 2026-01-16      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| PSP CAPITAL INC                                        | PSP Capital, Inc.                                   | CUSIP: 69370AZ56<br>LEI: 549300B456N0WEIC5249 | Long             | STIV             | CORP              | CA        |   2250000 | PA      | $2241410.40   | 0.20%             | 2025-12-05      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| PSP Capital Inc                                        | PSP Capital, Inc.                                   | CUSIP: 69370BAP7<br>LEI: 549300B456N0WEIC5249 | Long             | STIV             | CORP              | CA        |   9000000 | PA      | $8917679.70   | 0.80%             | 2026-01-23      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Parker-Hannifin Corp                                   | Parker-Hannifin Corp.                               | CUSIP: 70109LZ90<br>LEI: 5493002CONDB4N2HKI23 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $995541.50    | 0.09%             | 2025-12-09      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Parker-Hannifin Corp                                   | Parker-Hannifin Corp.                               | CUSIP: 70109MAC8<br>LEI: 5493002CONDB4N2HKI23 | Long             | STIV             | CORP              | US        |   4000000 | PA      | $3966897.20   | 0.36%             | 2026-01-12      | Variable      | 0.01%                 | No            | 2                  | On Loan: No      |
| PAYPAL HOLDINGS INC                                    | PayPal Holdings, Inc.                               | CUSIP: 70450YAR4<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   5623000 | PA      | $5640590.77   | 0.51%             | 2028-03-06      | Floating      | 4.86%                 | No            | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                               | Penske Truck Leasing Co. LP/PTL Finance Corp.       | CUSIP: 709599BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5736000 | PA      | $5728721.02   | 0.51%             | 2025-11-15      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| PEPSICO INC                                            | PepsiCo, Inc.                                       | CUSIP: 713448FP8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   3020000 | PA      | $3023020.00   | 0.27%             | 2026-02-13      | Floating      | 4.67%                 | No            | 2                  | On Loan: —       |
| PEPSICO INC                                            | PepsiCo, Inc.                                       | CUSIP: 713448FV5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200036.35    | 0.02%             | 2025-11-10      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                                 | Philip Morris International, Inc.                   | CUSIP: 718172CU1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2440000 | PA      | $2440598.97   | 0.22%             | 2025-11-17      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                                 | Philip Morris International, Inc.                   | CUSIP: 718172CY3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   5600000 | PA      | $5609225.78   | 0.50%             | 2026-02-13      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Phillips 66                                            | Phillips 66                                         | CUSIP: 71855AYK4<br>LEI: 5493005JBO5YSIGK1814 | Long             | STIV             | CORP              | US        |   5000000 | PA      | $4989162.00   | 0.45%             | 2025-11-19      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Phillips 66                                            | Phillips 66                                         | CUSIP: 71855AYL2<br>LEI: 5493005JBO5YSIGK1814 | Long             | STIV             | CORP              | US        |    750000 | PA      | $748287.15    | 0.07%             | 2025-11-20      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Phillips 66                                            | Phillips 66                                         | CUSIP: 71855AYM0<br>LEI: 5493005JBO5YSIGK1814 | Long             | STIV             | CORP              | US        |   1750000 | PA      | $1745799.48   | 0.16%             | 2025-11-21      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| PUBLIC STORAGE OP CO                                   | Public Storage Operating Co.                        | CUSIP: 74464AAA9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |  10100000 | PA      | $10131360.91  | 0.91%             | 2027-04-16      | Floating      | 4.79%                 | No            | 2                  | On Loan: No      |
| RTX CORP                                               | RTX Corp.                                           | CUSIP: 75513ECQ2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    665000 | PA      | $666069.46    | 0.06%             | 2026-02-27      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORP                                     | Realty Income Corp.                                 | CUSIP: 756109BE3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    200000 | PA      | $200000.00    | 0.02%             | 2025-11-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                               | Rogers Communications, Inc.                         | CUSIP: 775109BE0<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    802000 | PA      | $801238.24    | 0.07%             | 2025-12-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                                   | Royal Bank of Canada                                | CUSIP: 78016HZU7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   3600000 | PA      | $3623779.44   | 0.33%             | 2027-01-19      | Floating      | 5.04%                 | No            | 2                  | On Loan: No      |
| Sanofi SA                                              | Sanofi SA                                           | CUSIP: 8010M2YA4<br>LEI: 549300E9PC51EN656011 | Long             | STIV             | CORP              | FR        |  10000000 | PA      | $9989014.00   | 0.90%             | 2025-11-10      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| SANOFI                                                 | Sanofi SA                                           | CUSIP: 8010M2ZH8<br>LEI: 549300E9PC51EN656011 | Long             | STIV             | CORP              | FR        |   3000000 | PA      | $2984629.80   | 0.27%             | 2025-12-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                                    | Charles Schwab Corp.                                | CUSIP: 808513BQ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   7200000 | PA      | $7201844.57   | 0.65%             | 2026-05-13      | Floating      | 4.79%                 | No            | 2                  | On Loan: —       |
| CHARLES SCHWAB CORP                                    | Charles Schwab Corp.                                | CUSIP: 8085A2YE1<br>LEI: 549300VSGCJ7E698NM85 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1996959.80   | 0.18%             | 2025-11-14      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Sherwin-Williams Co/The                                | Sherwin-Williams Co.                                | CUSIP: 82434TY53<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | STIV             | CORP              | US        |   6500000 | PA      | $6496348.96   | 0.58%             | 2025-11-05      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                | Southwestern Electric Power Co.                     | CUSIP: 845437BS0<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    650000 | PA      | $643951.64    | 0.06%             | 2026-03-15      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| Standard Chartered Bank/New York                       | Standard Chartered Bank                             | CUSIP: 85324UAE3<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | STIV             | CORP              | GB        |   1500000 | PA      | $1487435.10   | 0.13%             | 2026-01-14      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| STANLEY BLACK & DECKER                                 | Stanley Black & Decker, Inc.                        | CUSIP: 85462CYK5<br>LEI: 549300DJ09SMTO561131 | Long             | STIV             | CORP              | US        |   5750000 | PA      | $5737211.43   | 0.51%             | 2025-11-19      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                               | Sumitomo Mitsui Financial Group, Inc.               | CUSIP: 86562MCL2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1657000 | PA      | $1665798.11   | 0.15%             | 2027-01-14      | Floating      | 5.16%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                               | Sumitomo Mitsui Financial Group, Inc.               | CUSIP: 86562MCU2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    830000 | PA      | $832064.77    | 0.07%             | 2026-01-13      | Floating      | 5.71%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                               | Sumitomo Mitsui Financial Group, Inc.               | CUSIP: 86562MCZ1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    208000 | PA      | $209445.60    | 0.02%             | 2026-07-13      | Floating      | 5.58%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                               | Sumitomo Mitsui Trust Bank Ltd.                     | CUSIP: 86563VBF5<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   4500000 | PA      | $4513991.99   | 0.41%             | 2026-03-09      | Floating      | 5.40%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                               | Sumitomo Mitsui Trust Bank Ltd.                     | CUSIP: 86563VBL2<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   1750000 | PA      | $1761517.56   | 0.16%             | 2026-09-14      | Floating      | 5.42%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                               | Sumitomo Mitsui Trust Bank Ltd.                     | CUSIP: 86563VBW8<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   3000000 | PA      | $3030171.00   | 0.27%             | 2027-09-10      | Floating      | 5.26%                 | No            | 2                  | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                               | Svenska Handelsbanken AB                            | CUSIP: 86959LAN3<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   5000000 | PA      | $5033103.55   | 0.45%             | 2026-06-15      | Floating      | 5.41%                 | No            | 2                  | On Loan: No      |
| Sysco Corp                                             | Sysco Corp.                                         | CUSIP: 87183AZK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | STIV             | CORP              | US        |   5500000 | PA      | $5469538.80   | 0.49%             | 2025-12-19      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                       | T-Mobile USA, Inc.                                  | CUSIP: 87264ABZ7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3471029.66   | 0.31%             | 2026-02-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| TELSTRA GROUP LTD                                      | Telstra Group Ltd.                                  | CUSIP: 8796VQZA4<br>LEI: 894500WRW54CVN62K416 | Long             | STIV             | CORP              | AU        |   1750000 | PA      | $1742235.25   | 0.16%             | 2025-12-10      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Telstra Group Ltd                                      | Telstra Group Ltd.                                  | CUSIP: 8796VRAW1<br>LEI: 894500WRW54CVN62K416 | Long             | STIV             | CORP              | AU        |   7000000 | PA      | $6926249.40   | 0.62%             | 2026-01-30      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| TELUS CORP                                             | TELUS Corp.                                         | CUSIP: 87974PY56<br>LEI: 894500WE70KKZRQMBU11 | Long             | STIV             | CORP              | CA        |   2750000 | PA      | $2748271.90   | 0.25%             | 2025-11-05      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TELUS CORP                                             | TELUS Corp.                                         | CUSIP: 87974WA65<br>LEI: 894500WE70KKZRQMBU11 | Long             | STIV             | CORP              | CA        |    500000 | PA      | $495711.70    | 0.04%             | 2026-01-06      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TELUS Corp                                             | TELUS Corp.                                         | CUSIP: 87974WAG3<br>LEI: 894500WE70KKZRQMBU11 | Long             | STIV             | CORP              | CA        |   1750000 | PA      | $1732813.08   | 0.16%             | 2026-01-16      | Variable      | 0.01%                 | No            | 2                  | On Loan: No      |
| TELUS CORP                                             | TELUS Corp.                                         | CUSIP: 87974WBK3<br>LEI: 894500WE70KKZRQMBU11 | Long             | STIV             | CORP              | CA        |    500000 | PA      | $492911.40    | 0.04%             | 2026-02-19      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TELUS Corp                                             | TELUS Corp.                                         | CUSIP: 87974WBR8<br>LEI: 894500WE70KKZRQMBU11 | Long             | STIV             | CORP              | CA        |    500000 | PA      | $492515.25    | 0.04%             | 2026-02-25      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TEMASEK FINANCIAL I LTD                                | Temasek Financial I Ltd.                            | CUSIP: 87976EAD8<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |   1640000 | PA      | $1640606.80   | 0.15%             | 2027-08-20      | Floating      | 4.68%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                                  | Toronto-Dominion Bank                               | CUSIP: 89115A2T8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2900000 | PA      | $2917488.89   | 0.26%             | 2026-07-17      | Floating      | 5.17%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                                  | Toronto-Dominion Bank                               | CUSIP: 89115A3F7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    905000 | PA      | $908532.48    | 0.08%             | 2028-01-31      | Floating      | 4.88%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                                  | Toronto-Dominion Bank                               | CUSIP: 89115KAA8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1100000 | PA      | $1105123.04   | 0.10%             | 2028-06-02      | Floating      | 5.12%                 | No            | 2                  | On Loan: No      |
| TORONTO DOMINION BANK                                  | Toronto-Dominion Bank                               | CUSIP: 89119AZF8<br>LEI: PT3QB789TSUIDF371261 | Long             | STIV             | CORP              | CA        |   5000000 | PA      | $4974908.50   | 0.45%             | 2025-12-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TORONTO DOMINION BANK                                  | Toronto-Dominion Bank                               | CUSIP: 89119AZJ0<br>LEI: PT3QB789TSUIDF371261 | Long             | STIV             | CORP              | CA        |   3000000 | PA      | $2983927.20   | 0.27%             | 2025-12-18      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TotalEnergies Capital SA                               | TotalEnergies Capital SA                            | CUSIP: 89152EYM4<br>LEI: 529900QI55ZLJVCMPA71 | Long             | STIV             | CORP              | FR        |   2000000 | PA      | $1995424.40   | 0.18%             | 2025-11-21      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                               | Toyota Motor Credit Corp.                           | CUSIP: 89236TKV6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1806110.44   | 0.16%             | 2026-05-18      | Floating      | 5.15%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                               | Toyota Motor Credit Corp.                           | CUSIP: 89236TMA0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   7900000 | PA      | $7931993.03   | 0.71%             | 2027-03-19      | Floating      | 4.78%                 | No            | 2                  | On Loan: No      |
| TransCanada PipeLines Ltd                              | TransCanada PipeLines Ltd.                          | CUSIP: 89355PYK8<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | STIV             | CORP              | CA        |   5000000 | PA      | $4989200.00   | 0.45%             | 2025-11-19      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TransCanada PipeLines Ltd                              | TransCanada PipeLines Ltd.                          | CUSIP: 89355PYQ5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | STIV             | CORP              | CA        |   1750000 | PA      | $1745221.28   | 0.16%             | 2025-11-24      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bills                                 | CUSIP: 912797NL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  68000000 | PA      | $67817524.04  | 6.09%             | 2025-11-28      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bills                                 | CUSIP: 912797PV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  73000000 | PA      | $71974336.13  | 6.46%             | 2026-03-19      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bills                                 | CUSIP: 912797RJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $19847211.00  | 1.78%             | 2026-01-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bills                                 | CUSIP: 912797RQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $14964442.50  | 1.34%             | 2025-11-25      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bills                                 | CUSIP: 912797RU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23000000 | PA      | $22725287.31  | 2.04%             | 2026-02-26      | None          | 0.00%                 | No            | 2                  | On Loan: —       |
| United States Treasury                                 | U.S. Treasury Bills                                 | CUSIP: 912797RY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9946148.60   | 0.89%             | 2025-12-23      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                 | CUSIP: 91282CKM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13000000 | PA      | $12997477.22  | 1.17%             | 2026-04-30      | Floating      | 3.92%                 | No            | 2                  | On Loan: No      |
| VW CREDIT INC                                          | VW Credit, Inc.                                     | CUSIP: 91842JYH6<br>LEI: 549300UUPJ2NXDB68M19 | Long             | STIV             | CORP              | US        |   2750000 | PA      | $2744626.23   | 0.25%             | 2025-11-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| VW Credit Inc                                          | VW Credit, Inc.                                     | CUSIP: 91842JYQ6<br>LEI: 549300UUPJ2NXDB68M19 | Long             | STIV             | CORP              | US        |    250000 | PA      | $249317.33    | 0.02%             | 2025-11-24      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| VW Credit Inc                                          | VW Credit, Inc.                                     | CUSIP: 91842KAN6<br>LEI: 549300UUPJ2NXDB68M19 | Long             | STIV             | CORP              | US        |   2750000 | PA      | $2723911.85   | 0.24%             | 2026-01-22      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                               | Volkswagen Group of America Finance LLC             | CUSIP: 928668CD2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1701513.00   | 0.15%             | 2026-03-20      | Floating      | 4.96%                 | No            | 2                  | On Loan: No      |
| VONTIER CORP                                           | Vontier Corp.                                       | CUSIP: 928881AB7<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4947243.25   | 0.44%             | 2026-04-01      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO BANK NA                                    | Wells Fargo Bank NA                                 | CUSIP: 94988J6G7<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   5930000 | PA      | $5991802.46   | 0.54%             | 2026-12-11      | Floating      | 5.24%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                                   | Westpac Banking Corp.                               | CUSIP: 961214FX6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  15550000 | PA      | $15576223.21  | 1.40%             | 2026-10-20      | Floating      | 4.75%                 | No            | 2                  | On Loan: No      |
| WILLIAMS COMPANIES INC                                 | Williams Cos., Inc.                                 | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    800000 | PA      | $802996.36    | 0.07%             | 2026-03-02      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| BofA Securities, Inc.                                  | Swap                                                | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DCO              |  | US        | 111139296 | OU      | $1199675.43   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| BofA Securities, Inc.                                  | Swap                                                | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DCO              |  | US        |  96635632 | OU      | $1019824.66   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                   | Swap                                                | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DCO              |  | US        | 101068250 | OU      | $1090938.59   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                   | Swap                                                | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DCO              |  | US        | 107381499 | OU      | $1133232.70   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | Swap                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCO              |  | US        |  67254797 | OU      | $354299.15    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                            | Swap                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCO              |  | US        | 121142218 | OU      | $538513.39    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS Securities LLC                                     | Swap                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DCO              |  | US        | 221370047 | OU      | $2462898.63   | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                         | Swap                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCO              |  | US        | 102224433 | OU      | $494495.60    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                         | Swap                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCO              |  | US        | 111463445 | OU      | $605231.06    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                               | Agence Francaise de Developpement EPIC              | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |   3800000 | PA      | $3770736.88   | 0.34%             | 2026-01-22      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| CAISSE DES DEPOTS ET CON                               | Caisse des Depots et Consignations                  | CUSIP: 000000000<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | DBT              | NUSS              | FR        |   4400000 | PA      | $4399753.91   | 0.39%             | 2026-01-20      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange                           | Future                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       153 | NC      | $281472.40    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S., Inc.                                 | Future                                              | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        82 | NC      | $-237985.27   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                                  | Future                                              | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        12 | NC      | $-1402.68     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                                  | Future                                              | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -12 | NC      | $-5420.68     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                                  | Future                                              | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        40 | NC      | $268824.40    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                                  | Future                                              | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -40 | NC      | $-198285.60   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                                  | Future                                              | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        19 | NC      | $158305.34    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                                  | Future                                              | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -19 | NC      | $-87345.66    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S., Inc.                                 | Future                                              | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        15 | NC      | $21656.85     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | Future                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        57 | NC      | $-112685.46   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | Future                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       147 | NC      | $-11204.19    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | Future                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        62 | NC      | $8189.30      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | Future                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        13 | NC      | $37423.57     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                                  | Future                                              | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        16 | NC      | $-1506.88     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                                  | Future                                              | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -16 | NC      | $16606.40     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                                  | Future                                              | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        42 | NC      | $209137.62    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                                  | Future                                              | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -3 | NC      | $-10396.92    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                                  | Future                                              | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        12 | NC      | $1665.32      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                                  | Future                                              | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-838.64      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                                  | Future                                              | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        20 | NC      | $63334.70     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                                  | Future                                              | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-3227.89     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | Future                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        81 | NC      | $-56309.15    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures Europe                                     | Future                                              | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        62 | NC      | $6396.91      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | Future                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        71 | NC      | $301714.12    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures Europe                                     | Future                                              | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        24 | NC      | $31905.30     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | Future                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        69 | NC      | $294809.14    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S., Inc.                                 | Future                                              | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        28 | NC      | $-8533.87     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                                  | Future                                              | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        17 | NC      | $-17388.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                                  | Future                                              | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-103.78      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange                           | Future                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        15 | NC      | $-5851.05     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | Future                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        32 | NC      | $-57882.72    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                 | Future                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        40 | NC      | $-494.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | Future                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        31 | NC      | $-135337.01   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | Future                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        27 | NC      | $-33076.38    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                            | Future                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        33 | NC      | $-2017.80     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center                            | Future                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        17 | NC      | $7660.45      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| 7-ELEVEN INC                                           | 7-Eleven, Inc.                                      | CUSIP: 000000000<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128780.74    | 0.01%             | 2026-02-10      | Fixed         | 0.95%                 | No            | 2                  | On Loan: No      |

### Signature

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

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

**Signature:** Randy Olson

**Name of Signer:** Randy Olson

**Title:** Vice President