# EDGAR Filing Document

**Accession Number:** 0000355437
**File Stem:** 0001752724-25-158600
**Filing Date:** 2025-6
**Character Count:** 110361
**Document Hash:** b7f305530d2dc9b9bbc90205bbf50e33
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-158600.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-158600

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03258
- **FILM NUMBER:** 251078016

**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:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1074655033.30

**Total Liabilities:** $25514918.84

**Net Assets:** $1049140114.46

**Amount of Assets Invested in Other Investment Companies:** $221790955.97

**Cash Not Reported:** $60134114.94

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3413.35000000 | **1-Year:** -41503.62000000 | **5-Year:** -19312.81000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** -2.90000000 | **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 | 0.43%                | 3.82%                | -5.17%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $185220.60               | $-202768.42                                |
| Month 2  | $-34202.47               | $-155626.30                                |
| Month 3  | $12852.79                | $-923614.03                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Dimensional Holdings Inc.               | DFA Short Term Investment Fund                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    162809 | NS      | $162809.00    | 0.02%             |  |  |  | No            | N/A                | On Loan: No      |
| Cabot Corp                              | Cabot Corp.                                             | CUSIP: 12705WRW4<br>LEI: K05C0SER542GQ6VLRO68 | Long             | STIV             | CORP              | US        |   6000000 | PA      | $6000000.00   | 0.57%             | 2025-04-30      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ENTERGY CORP                            | Entergy Corp.                                           | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197157.61    | 0.02%             | 2025-09-15      | Fixed         | 0.90%                 | No            | 2                  | On Loan: No      |
| The Campbell's Company                  | The Campbell's Company                                  | CUSIP: 13443CTR2<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | STIV             | CORP              | US        |   4250000 | PA      | $4219126.30   | 0.40%             | 2025-06-25      | 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      | $519323.15    | 0.05%             | 2027-04-04      | Floating      | 5.44%                 | No            | 2                  | On Loan: No      |
| BAT International Finance PLC           | BAT International Finance PLC                           | CUSIP: 05531MS58<br>LEI: 21380041YBGOQDFAC823 | Long             | STIV             | CORP              | US        |   3500000 | PA      | $3497772.95   | 0.33%             | 2025-05-05      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TELUS Corp                              | TELUS Corp.                                             | CUSIP: 87974PTJ2<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | STIV             | CORP              | CA        |   4000000 | PA      | $3974588.80   | 0.38%             | 2025-06-18      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| London Metal Exchange                   | Future                                                  | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        19 | NC      | $-70193.38    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| DCP MIDSTREAM OPERATING                 | DCP Midstream Operating LP                              | CUSIP: 23311VAG2<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   1116000 | PA      | $1116233.20   | 0.11%             | 2025-07-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings Inc     | NextEra Energy Capital Holdings, Inc.                   | CUSIP: 65339MTA4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | STIV             | CORP              | US        |    500000 | PA      | $497340.70    | 0.05%             | 2025-06-10      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                        | Bank of Montreal                                        | CUSIP: 06368LNU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2100000 | PA      | $2115329.54   | 0.20%             | 2026-06-05      | Floating      | 5.70%                 | No            | 2                  | On Loan: No      |
| RTX Corp                                | RTX Corp.                                               | CUSIP: 78109FSU7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | STIV             | CORP              | US        |   4000000 | PA      | $3985428.00   | 0.38%             | 2025-05-28      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY BANK NA                  | Morgan Stanley Bank NA                                  | CUSIP: 61690U7U8<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   3620000 | PA      | $3624498.28   | 0.35%             | 2025-07-16      | Fixed         | 5.48%                 | No            | 2                  | On Loan: No      |
| London Metal Exchange                   | Future                                                  | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -11 | NC      | $25745.46     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| WILLIAMS COMPANIES INC                  | Williams Cos., Inc.                                     | CUSIP: 96949LAB1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2491575.40   | 0.24%             | 2025-09-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Avangrid Inc                            | Avangrid, Inc.                                          | CUSIP: 05353ATJ8<br>LEI: 549300OX0Q38NLSKPB49 | Long             | STIV             | CORP              | US        |   7500000 | PA      | $7452837.76   | 0.71%             | 2025-06-18      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| The Campbell's Company                  | Campbell's Co.                                          | CUSIP: 13443CSL6<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | STIV             | CORP              | US        |   1500000 | PA      | $1496120.25   | 0.14%             | 2025-05-20      | None          | 0.00%                 | 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      | $1997283.14   | 0.19%             | 2025-12-03      | Floating      | 4.77%                 | No            | 2                  | On Loan: No      |
| NOMURA HOLDINGS INC                     | Nomura Holdings, Inc.                                   | CUSIP: 65535HAR0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   7115000 | PA      | $7073330.72   | 0.67%             | 2025-07-16      | Fixed         | 1.85%                 | No            | 2                  | On Loan: No      |
| Broadcom Inc                            | Broadcom, Inc.                                          | CUSIP: 11135MU87<br>LEI: 549300WV6GIDOZJTV909 | Long             | STIV             | CORP              | US        |   5500000 | PA      | $5450738.70   | 0.52%             | 2025-07-08      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc                              | AbbVie, Inc.                                            | CUSIP: 00287YAQ2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    410000 | PA      | $409835.97    | 0.04%             | 2025-05-14      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Stanley Black & Decker Inc              | Stanley Black & Decker, Inc.                            | CUSIP: 85462CTR6<br>LEI: 549300DJ09SMTO561131 | Long             | STIV             | CORP              | US        |   4750000 | PA      | $4715715.45   | 0.45%             | 2025-06-25      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                     | Bank of Nova Scotia                                     | CUSIP: 06418GAC1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    507000 | PA      | $507561.12    | 0.05%             | 2025-06-12      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                  | Future                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       156 | NC      | $54169.54     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| TORONTO-DOMINION BANK                   | Toronto-Dominion Bank                                   | CUSIP: 89115A2T8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2900000 | PA      | $2915104.89   | 0.28%             | 2026-07-17      | Floating      | 5.46%                 | No            | 2                  | On Loan: No      |
| BP Capital Markets PLC                  | BP Capital Markets PLC                                  | CUSIP: 05568TTS8<br>LEI: 549300CRVT18MXX0AG93 | Long             | STIV             | CORP              | GB        |   7500000 | PA      | $7447073.25   | 0.71%             | 2025-06-26      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| NISOURCE INC                            | NiSource, Inc.                                          | CUSIP: 65473PAK1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   5700000 | PA      | $5640530.70   | 0.54%             | 2025-08-15      | Fixed         | 0.95%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                    | Glencore Funding LLC                                    | CUSIP: 000000000<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1977860.96   | 0.19%             | 2025-09-01      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury                  | U.S. Treasury Bills                                     | CUSIP: 912797PX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $19681402.80  | 1.88%             | 2025-09-18      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ALTRIA GROUP INC                        | Altria Group, Inc.                                      | CUSIP: 02209SBH5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1799296.71   | 0.17%             | 2025-05-06      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange            | Future                                                  | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        16 | NC      | $-103566.11   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Nutrien Ltd                             | Nutrien Ltd.                                            | CUSIP: 67077USM3<br>LEI: 5493002QQ7GD21OWF963 | Long             | STIV             | CORP              | CA        |   6500000 | PA      | $6482282.95   | 0.62%             | 2025-05-21      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| BAT International Finance PLC           | BAT International Finance PLC                           | CUSIP: 05531MVR6<br>LEI: 21380041YBGOQDFAC823 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $984954.10    | 0.09%             | 2025-08-25      | 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      | $3800603.17   | 0.36%             | 2026-01-09      | Floating      | 5.05%                 | No            | 2                  | On Loan: No      |
| Enbridge US Inc                         | Enbridge U.S., Inc.                                     | CUSIP: 29251USN9<br>LEI: 5493003FRODSVHJWFS32 | Long             | STIV             | CORP              | US        |   3500000 | PA      | $3490070.85   | 0.33%             | 2025-05-22      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange             | Future                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        35 | NC      | $-26734.95    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sherwin-Williams Co/The                 | Sherwin-Williams Co.                                    | CUSIP: 82434TTB6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $994817.70    | 0.09%             | 2025-06-11      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| RTX CORP                                | RTX Corp.                                               | CUSIP: 913017DD8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    800000 | PA      | $798030.08    | 0.08%             | 2025-08-16      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| HP INC                                  | HP, Inc.                                                | CUSIP: 40434LAA3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   3419000 | PA      | $3406574.64   | 0.32%             | 2025-06-17      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| FANNIE MAE                              | Federal National Mortgage Association                   | CUSIP: 3135G07M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   2500000 | PA      | $2505938.08   | 0.24%             | 2027-11-05      | Floating      | 4.62%                 | No            | 2                  | On Loan: No      |
| Enel Finance America LLC                | Enel Finance America LLC                                | CUSIP: 29279GT64<br>LEI: 549300EGNLVUJX1DEC60 | Long             | STIV             | CORP              | US        |   5500000 | PA      | $5473658.30   | 0.52%             | 2025-06-06      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| MASTERCARD INC                          | Mastercard, Inc.                                        | CUSIP: 57636QBE3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   5100000 | PA      | $5088272.30   | 0.48%             | 2028-03-15      | Floating      | 4.81%                 | No            | 2                  | On Loan: No      |
| DAIMLER TRUCK FINAN NA                  | Daimler Truck Finance North America LLC                 | CUSIP: 233853BB5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   4830000 | PA      | $4804511.27   | 0.46%             | 2028-01-13      | Floating      | 5.22%                 | 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      | $4009725.92   | 0.38%             | 2027-07-16      | Floating      | 5.06%                 | No            | 2                  | On Loan: No      |
| Canadian Natural Resources Ltd          | Canadian Natural Resources Ltd.                         | CUSIP: 13638WS78<br>LEI: 549300T15RIMIKZC5Q38 | Long             | STIV             | CORP              | CA        |   3000000 | PA      | $2997240.90   | 0.29%             | 2025-05-07      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| SYNCHRONY FINANCIAL                     | Synchrony Financial                                     | CUSIP: 87165BAS2<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   6324000 | PA      | $6319196.22   | 0.60%             | 2025-06-13      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Parker-Hannifin Corp                    | Parker-Hannifin Corp.                                   | CUSIP: 70109LS64<br>LEI: 5493002CONDB4N2HKI23 | Long             | STIV             | CORP              | US        |   6000000 | PA      | $5995413.01   | 0.57%             | 2025-05-06      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| DBS GROUP HOLDINGS LTD                  | DBS Group Holdings Ltd.                                 | CUSIP: 24023KAM0<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |  20000000 | PA      | $19972665.60  | 1.90%             | 2028-03-21      | Floating      | 4.97%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORP                 | John Deere Capital Corp.                                | CUSIP: 24422EXL8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2499804.08   | 0.24%             | 2026-03-06      | Floating      | 4.81%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                          | Swap                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCO              |  | US        |  59997315 | OU      | $-1025772.61  | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| BASF SE                                 | BASF SE                                                 | CUSIP: 05526LTC1<br>LEI: 529900PM64WH8AF1E917 | Long             | STIV             | CORP              | DE        |   7000000 | PA      | $6960463.30   | 0.66%             | 2025-06-12      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NUCOR CORP                              | Nucor Corp.                                             | CUSIP: 670346AX3<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3097166.32   | 0.30%             | 2025-05-23      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| MUFG Bank Ltd/New York NY               | MUFG Bank Ltd.                                          | CUSIP: 62479LSG1<br>LEI: C3GTMMZIHMY46P4OIX74 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $998081.00    | 0.10%             | 2025-05-16      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Broadcom Inc                            | Broadcom, Inc.                                          | CUSIP: 11135MSL1<br>LEI: 549300WV6GIDOZJTV909 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1994837.60   | 0.19%             | 2025-05-20      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                | Public Service Enterprise Group, Inc.                   | CUSIP: 744573AP1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2274035.44   | 0.22%             | 2025-08-15      | Fixed         | 0.80%                 | No            | 2                  | On Loan: No      |
| CHEVRON USA INC                         | Chevron USA, Inc.                                       | CUSIP: 166756BC9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |  14178000 | PA      | $14186608.74  | 1.35%             | 2028-02-26      | Floating      | 4.83%                 | No            | 2                  | On Loan: No      |
| Citibank NA                             | Swap                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCO              |  | US        |  67694994 | OU      | $-727388.45   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury                  | U.S. Treasury Floating Rate Notes                       | CUSIP: 91282CJD4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $8002780.32   | 0.76%             | 2025-10-31      | Floating      | 4.42%                 | No            | 2                  | On Loan: No      |
| London Metal Exchange                   | Future                                                  | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        11 | NC      | $-7983.54     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| TELUS Corp                              | TELUS Corp.                                             | CUSIP: 87974PTG8<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | STIV             | CORP              | CA        |    500000 | PA      | $496952.40    | 0.05%             | 2025-06-16      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| DEVON ENERGY CORPORATION                | Devon Energy Corp.                                      | CUSIP: 25179MAV5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $1979455.72   | 0.19%             | 2025-12-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| United States Treasury                  | U.S. Treasury Bills                                     | CUSIP: 912797NA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34000000 | PA      | $33306428.22  | 3.17%             | 2025-10-30      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| OVINTIV INC                             | Ovintiv, Inc.                                           | CUSIP: 69047QAA0<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999626.25    | 0.10%             | 2025-05-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                    | Swap                                                    | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DCO              |  | US        |  94833174 | OU      | $-1768865.12  | -0.17%            |  |  |  | No            | 2                  | On Loan: No      |
| NATWEST MARKETS PLC                     | NatWest Markets PLC                                     | CUSIP: 63906YAN8<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   7000000 | PA      | $6984505.50   | 0.67%             | 2028-03-21      | Floating      | 5.32%                 | No            | 2                  | On Loan: No      |
| MERCEDES-BENZ FIN NA                    | Mercedes-Benz Finance North America LLC                 | CUSIP: 58769JAJ6<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    240000 | PA      | $240249.03    | 0.02%             | 2025-08-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Parker-Hannifin Corp                    | Parker-Hannifin Corp.                                   | CUSIP: 70109LS72<br>LEI: 5493002CONDB4N2HKI23 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1998215.00   | 0.19%             | 2025-05-07      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                             | Swap                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCO              |  | US        | 126790166 | OU      | $-1402633.74  | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| Amcor Flexibles North America Inc       | Amcor Flexibles North America, Inc.                     | CUSIP: 02343BSK4<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | STIV             | CORP              | US        |   6500000 | PA      | $6483647.95   | 0.62%             | 2025-05-19      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Dow Chemical Co/The                     | Dow Chemical Co.                                        | CUSIP: 26055AS72<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1998203.40   | 0.19%             | 2025-05-07      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| VIATRIS INC                             | Viatris, Inc.                                           | CUSIP: 92556VAB2<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198767.34    | 0.02%             | 2025-06-22      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| Commodities Exchange Center             | Future                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        33 | NC      | $-298741.64   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| US BANCORP                              | U.S. Bancorp                                            | CUSIP: 91159HHZ6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1366000 | PA      | $1364603.17   | 0.13%             | 2025-05-12      | Fixed         | 1.45%                 | 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      | $835569.30    | 0.08%             | 2026-01-13      | Floating      | 5.81%                 | No            | 2                  | On Loan: No      |
| Magna International Inc                 | Magna International, Inc.                               | CUSIP: 55922PU35<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | STIV             | CORP              | CA        |   6650000 | PA      | $6595011.15   | 0.63%             | 2025-07-03      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| PEPSICO INC                             | PepsiCo, Inc.                                           | CUSIP: 713448FP8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   3020000 | PA      | $3024565.61   | 0.29%             | 2026-02-13      | Floating      | 4.76%                 | No            | 2                  | On Loan: No      |
| Mondelez International Inc              | Mondelez International, Inc.                            | CUSIP: 60920VTP7<br>LEI: 549300DV9GIB88LZ5P30 | Long             | STIV             | CORP              | US        |   1250000 | PA      | $1241348.75   | 0.12%             | 2025-06-23      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                          | Swap                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCO              |  | US        |  89470698 | OU      | $-1477914.15  | -0.14%            |  |  |  | No            | 2                  | On Loan: No      |
| PNC Bank NA                             | PNC Bank NA                                             | CUSIP: 69353REQ7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    600000 | PA      | $599204.17    | 0.06%             | 2025-06-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| National Securities Clearing Corp       | National Securities Clearing Corp.                      | CUSIP: 63763PTG4<br>LEI: 549300RYC9NELN2ICA34 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2982935.10   | 0.28%             | 2025-06-16      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                 | Inter-American Development Bank                         | CUSIP: 4581X0EG9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |  22000000 | PA      | $22009636.00  | 2.10%             | 2027-10-04      | Floating      | 4.73%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                    | Swap                                                    | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DCO              |  | US        | 101527481 | OU      | $-1878542.97  | -0.18%            |  |  |  | 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      | $1585563.20   | 0.15%             | 2027-05-08      | Floating      | 5.71%                 | No            | 2                  | On Loan: No      |
| Boston Properties LP                    | Boston Properties LP                                    | CUSIP: 10113BST6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | STIV             | CORP              | US        |   2100000 | PA      | $2092627.53   | 0.20%             | 2025-05-27      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                  | Commonwealth Bank of Australia                          | CUSIP: 2027A1KV8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   3400000 | PA      | $3397922.60   | 0.32%             | 2026-11-27      | Floating      | 4.82%                 | No            | 2                  | On Loan: No      |
| CRH America Finance Inc                 | CRH America Finance, Inc.                               | CUSIP: 12636CT91<br>LEI: 549300WEVUODRJ4CWK56 | Long             | STIV             | CORP              | US        |   5250000 | PA      | $5222758.28   | 0.50%             | 2025-06-09      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CATERPILLAR FINL SERVICE                | Caterpillar Financial Services Corp.                    | CUSIP: 14913UAP5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6522385.48   | 0.62%             | 2026-10-16      | Floating      | 5.07%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                  | Commonwealth Bank of Australia                          | CUSIP: 2027A0KV0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $999389.00    | 0.10%             | 2026-11-27      | Floating      | 4.82%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                    | Westpac Banking Corp.                                   | CUSIP: 961214FX6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  15550000 | PA      | $15549517.95  | 1.48%             | 2026-10-20      | Floating      | 4.84%                 | No            | 2                  | On Loan: No      |
| TotalEnergies Capital SA                | TotalEnergies Capital SA                                | CUSIP: 89152ES58<br>LEI: 529900QI55ZLJVCMPA71 | Long             | STIV             | CORP              | FR        |   6500000 | PA      | $6496071.40   | 0.62%             | 2025-05-05      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| LSEGA Financing PLC                     | LSEGA Financing PLC                                     | CUSIP: 50221FS62<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | STIV             | CORP              | GB        |    750000 | PA      | $749427.00    | 0.07%             | 2025-05-06      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ICE Futures U.S., Inc.                  | Future                                                  | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        30 | NC      | $-23831.53    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| PHILIP MORRIS INTL INC                  | Philip Morris International, Inc.                       | CUSIP: 718172CN7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300000.00    | 0.03%             | 2025-05-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Reynolds American Inc                   | Reynolds American, Inc.                                 | CUSIP: 761713BG0<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   1623000 | PA      | $1622112.54   | 0.15%             | 2025-06-12      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                     | Bank of Nova Scotia                                     | CUSIP: 06418GAB3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1000905.53   | 0.10%             | 2025-06-12      | Floating      | 5.46%                 | No            | 2                  | On Loan: No      |
| London Metal Exchange                   | Future                                                  | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -2 | NC      | $9952.84      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| The DFA Investment Trust Company        | DFA Investment Trust Co.                                | CUSIP: 23320U405<br>LEI: 549300FSKWEXKF6YBM56 | Long             | EC               | RF                | US        |     11285 | NS      | $130506.18    | 0.01%             |  |  |  | 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      | $10008000.00  | 0.95%             | 2028-02-20      | Floating      | 4.69%                 | No            | 2                  | On Loan: No      |
| United States Treasury                  | U.S. Treasury Floating Rate Notes                       | CUSIP: 91282CKM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13000000 | PA      | $13002360.28  | 1.24%             | 2026-04-30      | Floating      | 4.40%                 | No            | 2                  | On Loan: No      |
| Northrop Grumman Corp                   | Northrop Grumman Corp.                                  | CUSIP: 66681LTC4<br>LEI: RIMU48P07456QXSO0R61 | Long             | STIV             | CORP              | US        |   7500000 | PA      | $7458343.50   | 0.71%             | 2025-06-12      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                    | Royal Bank of Canada                                    | CUSIP: 78016HZU7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   3600000 | PA      | $3611031.69   | 0.34%             | 2027-01-19      | Floating      | 5.33%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                 | Cooperatieve Rabobank UA                                | CUSIP: 21688ABL5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   5700000 | PA      | $5660100.00   | 0.54%             | 2028-01-21      | Floating      | 4.98%                 | No            | 2                  | On Loan: No      |
| London Metal Exchange                   | Future                                                  | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -2 | NC      | $2826.47      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Marriott International Inc/MD           | Marriott International, Inc.                            | CUSIP: 57163TST7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | STIV             | CORP              | US        |   1650000 | PA      | $1644192.50   | 0.16%             | 2025-05-27      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CRH America Finance Inc                 | CRH America Finance, Inc.                               | CUSIP: 12636CSU5<br>LEI: 549300WEVUODRJ4CWK56 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1992746.40   | 0.19%             | 2025-05-28      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                  | Future                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        66 | NC      | $-34212.60    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Lloyds Bank PLC                         | Lloyds Bank PLC                                         | CUSIP: 53943RU72<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | STIV             | CORP              | GB        |   7500000 | PA      | $7437883.50   | 0.71%             | 2025-07-07      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                  | U.S. Treasury Bills                                     | CUSIP: 912797MG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  65000000 | PA      | $64260062.75  | 6.13%             | 2025-08-07      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                    | Bank of America Corp.                                   | CUSIP: 06051GFS3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159720.75    | 0.02%             | 2025-08-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| London Metal Exchange                   | Future                                                  | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        37 | NC      | $-229964.43   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| CNO Financial Group Inc                 | CNO Financial Group, Inc.                               | CUSIP: 12621EAK9<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3199811.26   | 0.30%             | 2025-05-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| QUALCOMM Inc                            | QUALCOMM, Inc.                                          | CUSIP: 747525AF0<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    323000 | PA      | $322793.09    | 0.03%             | 2025-05-20      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Entergy Corp                            | Entergy Corp.                                           | CUSIP: 29366ES98<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | STIV             | CORP              | US        |   7750000 | PA      | $7741107.65   | 0.74%             | 2025-05-09      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| London Metal Exchange                   | Future                                                  | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -15 | NC      | $78164.70     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| American Electric Power Co Inc          | American Electric Power Co., Inc.                       | CUSIP: 0255E2S68<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | STIV             | CORP              | US        |   1500000 | PA      | $1498853.55   | 0.14%             | 2025-05-06      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                  | American Honda Finance Corp.                            | CUSIP: 02665WFN6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1055309.21   | 0.10%             | 2026-10-05      | Floating      | 5.10%                 | No            | 2                  | On Loan: No      |
| Dollar Tree Inc                         | Dollar Tree, Inc.                                       | CUSIP: 256746AG3<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    847000 | PA      | $846526.89    | 0.08%             | 2025-05-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| London Metal Exchange                   | Future                                                  | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        15 | NC      | $-26632.56    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| LOWE'S COS INC                          | Lowe's Cos., Inc.                                       | CUSIP: 548661EK9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3996748.68   | 0.38%             | 2025-09-08      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| TRUIST FINANCIAL CORP                   | Truist Financial Corp.                                  | CUSIP: 867914BS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    195000 | PA      | $195000.00    | 0.02%             | 2025-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Honeywell International Inc             | Honeywell International, Inc.                           | CUSIP: 43851TVK9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | STIV             | CORP              | US        |   1250000 | PA      | $1233432.88   | 0.12%             | 2025-08-19      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK                  | Canadian Imperial Bank of Commerce                      | CUSIP: 13607H6M9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1100000 | PA      | $1097820.83   | 0.10%             | 2025-08-04      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| London Metal Exchange                   | Future                                                  | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        23 | NC      | $-130668.72   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| PUBLIC STORAGE OP CO                    | Public Storage Operating Co.                            | CUSIP: 74464AAA9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |  10100000 | PA      | $10042567.46  | 0.96%             | 2027-04-16      | Floating      | 5.08%                 | No            | 2                  | On Loan: No      |
| CONSTELLATION EN GEN LLC                | Constellation Energy Generation LLC                     | CUSIP: 30161MAS2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   7200000 | PA      | $7185912.12   | 0.68%             | 2025-06-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| ICE Futures Europe                      | Future                                                  | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        66 | NC      | $-183333.02   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                  | Future                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        76 | NC      | $18749.61     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BofA Securities, Inc.                   | Swap                                                    | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DCO              |  | US        | 126481977 | OU      | $-2010184.28  | -0.19%            |  |  |  | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                  | American Honda Finance Corp.                            | CUSIP: 02665WES6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1732512.70   | 0.17%             | 2025-10-03      | Floating      | 5.17%                 | No            | 2                  | On Loan: No      |
| Stanley Black & Decker Inc              | Stanley Black & Decker, Inc.                            | CUSIP: 85462CTQ8<br>LEI: 549300DJ09SMTO561131 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1985822.20   | 0.19%             | 2025-06-24      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Jabil Inc                               | Jabil, Inc.                                             | CUSIP: 46652LS24<br>LEI: 5493000CGCQY2OQU7669 | Long             | STIV             | CORP              | US        |   5250000 | PA      | $5248500.60   | 0.50%             | 2025-05-02      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                  | NextEra Energy Capital Holdings, Inc.                   | CUSIP: 65339KCG3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    900000 | PA      | $899138.32    | 0.09%             | 2025-06-20      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| ICE Futures Europe                      | Future                                                  | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        26 | NC      | $-127171.61   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase & Co                     | JPMorgan Chase & Co.                                    | CUSIP: 46625HMN7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998856.01    | 0.10%             | 2025-07-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Mizuho Bank Ltd/New York NY             | Mizuho Bank Ltd.                                        | CUSIP: 60689FT32<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | STIV             | CORP              | US        |   7500000 | PA      | $7468653.00   | 0.71%             | 2025-06-03      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| BofA Securities, Inc.                   | Swap                                                    | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DCO              |  | US        | 119091121 | OU      | $-1876908.75  | -0.18%            |  |  |  | No            | 2                  | On Loan: No      |
| Harley-Davidson Inc                     | Harley-Davidson, Inc.                                   | CUSIP: 412822AD0<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | DBT              | CORP              | US        |    989000 | PA      | $983603.99    | 0.09%             | 2025-07-28      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                 | GlaxoSmithKline Capital PLC                             | CUSIP: 377373AN5<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |   3350000 | PA      | $3345812.67   | 0.32%             | 2027-03-12      | Floating      | 4.87%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMER PIPELINE                | Plains All American Pipeline LP/PAA Finance Corp.       | CUSIP: 72650RBJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1697296.32   | 0.16%             | 2025-10-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Dow Chemical Co/The                     | Dow Chemical Co.                                        | CUSIP: 26055ATG1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | STIV             | CORP              | US        |   1750000 | PA      | $1739264.80   | 0.17%             | 2025-06-16      | Fixed         | 0.01%                 | 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      | $7577960.00   | 0.72%             | 2027-11-18      | Floating      | 4.88%                 | No            | 2                  | On Loan: No      |
| London Metal Exchange                   | Future                                                  | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -37 | NC      | $172359.57    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                  | Future                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        74 | NC      | $-13319.85    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Enbridge US Inc                         | Enbridge U.S., Inc.                                     | CUSIP: 29251USL3<br>LEI: 5493003FRODSVHJWFS32 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1994849.80   | 0.19%             | 2025-05-20      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Intesa Sanpaolo Funding LLC             | Intesa Sanpaolo Funding LLC                             | CUSIP: 4611K0TD9<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   5000000 | PA      | $4970886.50   | 0.47%             | 2025-06-13      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| GENERAL ELECTRIC CO                     | General Electric Co.                                    | CUSIP: 36962GW75<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   6714000 | PA      | $6702317.30   | 0.64%             | 2026-05-05      | Floating      | 4.94%                 | No            | 2                  | On Loan: No      |
| HSBC USA Inc                            | HSBC USA, Inc.                                          | CUSIP: 40434PSK3<br>LEI: 549300LBOHZ4QSIWU288 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $997693.40    | 0.10%             | 2025-05-19      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Stanley Black & Decker Inc              | Stanley Black & Decker, Inc.                            | CUSIP: 85462CTS4<br>LEI: 549300DJ09SMTO561131 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $992653.30    | 0.09%             | 2025-06-26      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| PVH CORP                                | PVH Corp.                                               | CUSIP: 693656AC4<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3801601.17   | 0.36%             | 2025-07-10      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| BAT INTL FINANCE PLC                    | BAT International Finance PLC                           | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    580000 | PA      | $579062.60    | 0.06%             | 2025-06-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| HEALTH CARE SERVICE CORP                | Health Care Service Corp. A Mutual Legal Reserve Co.    | CUSIP: 42218SAD0<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    254000 | PA      | $253270.15    | 0.02%             | 2025-06-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| EIDP Inc                                | EIDP, Inc.                                              | CUSIP: 28249KSL2<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | STIV             | CORP              | US        |   7500000 | PA      | $7480710.00   | 0.71%             | 2025-05-20      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| MACQUARIE BANK LTD                      | Macquarie Bank Ltd.                                     | CUSIP: 55608RBU3<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   5000000 | PA      | $5021294.45   | 0.48%             | 2027-07-02      | Floating      | 5.30%                 | No            | 2                  | On Loan: No      |
| DTE ENERGY CO                           | DTE Energy Co.                                          | CUSIP: 233331BG1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    440000 | PA      | $438463.82    | 0.04%             | 2025-06-01      | Fixed         | 1.05%                 | No            | 2                  | On Loan: No      |
| Becton Dickinson & Co                   | Becton Dickinson & Co.                                  | CUSIP: 07588LSV1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | STIV             | CORP              | US        |   2500000 | PA      | $2490602.26   | 0.24%             | 2025-05-29      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| National Grid North America Inc         | National Grid North America, Inc.                       | CUSIP: 63627AS82<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | STIV             | CORP              | US        |   7750000 | PA      | $7742088.80   | 0.74%             | 2025-05-08      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| CARGILL INC                             | Cargill, Inc.                                           | CUSIP: 141781CC6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3489057.46   | 0.33%             | 2028-02-11      | Floating      | 4.97%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                      | Energy Transfer LP                                      | CUSIP: 29278NAP8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1486000 | PA      | $1484821.36   | 0.14%             | 2025-05-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange            | Future                                                  | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        14 | NC      | $-106732.41   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Conagra Brands Inc                      | Conagra Brands, Inc.                                    | CUSIP: 20600GS98<br>LEI: 54930035UDEIH090K650 | Long             | STIV             | CORP              | US        |   5000000 | PA      | $4994113.50   | 0.48%             | 2025-05-09      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                | Healthcare Realty Holdings LP                           | CUSIP: 42225UAJ3<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |   1570000 | PA      | $1570000.00   | 0.15%             | 2025-05-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                  | Future                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        42 | NC      | $-73299.99    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| BMW US CAPITAL LLC                      | BMW U.S. Capital LLC                                    | CUSIP: 05565ECL7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1996768.66   | 0.19%             | 2026-04-02      | Floating      | 4.93%                 | No            | 2                  | On Loan: No      |
| ZOETIS INC                              | Zoetis, Inc.                                            | CUSIP: 98978VAU7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2509089.40   | 0.24%             | 2025-11-14      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange            | Future                                                  | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        60 | NC      | $-489416.60   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S., Inc.                  | Future                                                  | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        16 | NC      | $108643.76    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Reckitt Benckiser Treasury Services PLC | Reckitt Benckiser Treasury Services PLC                 | CUSIP: 7562E0SK3<br>LEI: 213800LAXWIUOOBZ3908 | Long             | STIV             | CORP              | GB        |   7000000 | PA      | $6983594.80   | 0.67%             | 2025-05-19      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Norfolk Southern Corp                   | Norfolk Southern Corp.                                  | CUSIP: 655844AW8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    700000 | PA      | $700308.46    | 0.07%             | 2025-05-17      | Fixed         | 5.59%                 | No            | 2                  | On Loan: No      |
| Honeywell International Inc             | Honeywell International, Inc.                           | CUSIP: 43851TVT0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | STIV             | CORP              | US        |    500000 | PA      | $492915.35    | 0.05%             | 2025-08-27      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO BANK NA                     | Wells Fargo Bank NA                                     | CUSIP: 94988J6G7<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   5930000 | PA      | $5963801.12   | 0.57%             | 2026-12-11      | Floating      | 5.44%                 | No            | 2                  | On Loan: No      |
| Mosaic Co/The                           | Mosaic Co.                                              | CUSIP: 61945NSF7<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | STIV             | CORP              | US        |   7000000 | PA      | $6986483.00   | 0.67%             | 2025-05-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                  | Commonwealth Bank of Australia                          | CUSIP: 2027A0KW8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   6500000 | PA      | $6493051.11   | 0.62%             | 2028-03-14      | Floating      | 5.01%                 | 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      | $5277541.82   | 0.50%             | 2026-12-08      | Floating      | 5.37%                 | 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      | $1761031.49   | 0.17%             | 2026-09-14      | Floating      | 5.52%                 | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange            | Future                                                  | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       163 | NC      | $-522804.25   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                | Sumitomo Mitsui Trust Bank Ltd.                         | CUSIP: 86563VBW8<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   3000000 | PA      | $3004715.49   | 0.29%             | 2027-09-10      | Floating      | 5.35%                 | No            | 2                  | On Loan: No      |
| MARATHON PETROLEUM CORP                 | Marathon Petroleum Corp.                                | CUSIP: 56585ABH4<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4000000.00   | 0.38%             | 2025-05-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                  | American Honda Finance Corp.                            | CUSIP: 02665WFC0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    440000 | PA      | $439108.06    | 0.04%             | 2027-03-12      | Floating      | 5.14%                 | No            | 2                  | On Loan: No      |
| VW Credit Inc                           | VW Credit, Inc.                                         | CUSIP: 91842JT25<br>LEI: 549300UUPJ2NXDB68M19 | Long             | STIV             | CORP              | US        |   2750000 | PA      | $2738227.80   | 0.26%             | 2025-06-02      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ARES CAPITAL CORP                       | ARES Capital Corp.                                      | CUSIP: 04010LAY9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1794182.40   | 0.17%             | 2025-07-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| American Honda Finance Corp             | American Honda Finance Corp.                            | CUSIP: 02665JSC5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | STIV             | CORP              | US        |   6296000 | PA      | $6286374.68   | 0.60%             | 2025-05-12      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| UBS Securities LLC                      | Swap                                                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DCO              |  | US        | 209800219 | OU      | $-4371044.85  | -0.42%            |  |  |  | No            | 2                  | On Loan: No      |
| American Tower Corp                     | American Tower Corp.                                    | CUSIP: 03027XAG5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    940000 | PA      | $939026.46    | 0.09%             | 2025-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| NATIONAL SECS CLEARING                  | National Securities Clearing Corp.                      | CUSIP: 637639AJ4<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2000856.78   | 0.19%             | 2025-05-30      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Telstra Group Ltd                       | Telstra Group Ltd.                                      | CUSIP: 8796VQU35<br>LEI: 894500WRW54CVN62K416 | Long             | STIV             | CORP              | AU        |   3000000 | PA      | $2975722.80   | 0.28%             | 2025-07-03      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| London Metal Exchange                   | Future                                                  | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        14 | NC      | $-20994.71    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Crown Castle Inc                        | Crown Castle, Inc.                                      | CUSIP: 22823PS12<br>LEI: 54930012H97VSM0I2R19 | Long             | STIV             | CORP              | US        |   5250000 | PA      | $5249296.50   | 0.50%             | 2025-05-01      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                  | Asian Development Bank                                  | CUSIP: 04517PBK7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   5835000 | PA      | $5913772.50   | 0.56%             | 2027-04-06      | Floating      | 5.38%                 | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                     | American Express Co.                                    | CUSIP: 025816CY3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997981.83    | 0.10%             | 2025-08-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| WELLTOWER OP LLC                        | Welltower OP LLC                                        | CUSIP: 42217KBF2<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |   4627000 | PA      | $4624433.03   | 0.44%             | 2025-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                | Element Fleet Management Corp.                          | CUSIP: 286181AD4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   1163000 | PA      | $1160670.59   | 0.11%             | 2025-06-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| JPN BANK FOR INT'L COOP                 | Japan Bank for International Cooperation                | CUSIP: 471048CJ5<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   1100000 | PA      | $1091296.28   | 0.10%             | 2025-07-15      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                | AerCap Ireland Capital DAC/AerCap Global Aviation Trust | CUSIP: 00774MAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   4004000 | PA      | $4009977.49   | 0.38%             | 2025-07-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Honeywell International Inc             | Honeywell International, Inc.                           | CUSIP: 43851TU12<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | STIV             | CORP              | US        |   6000000 | PA      | $5955160.20   | 0.57%             | 2025-07-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Commodities Exchange Center             | Future                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        34 | NC      | $685597.78    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                 | National Australia Bank Ltd.                            | CUSIP: 632525BQ3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  16950000 | PA      | $16956847.80  | 1.62%             | 2027-06-11      | Floating      | 4.99%                 | No            | 2                  | On Loan: No      |
| London Metal Exchange                   | Future                                                  | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        49 | NC      | $-134730.36   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                   | Future                                                  | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -20 | NC      | $156064.70    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| SANTANDER HOLDINGS USA                  | Santander Holdings USA, Inc.                            | CUSIP: 80282KBB1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    870000 | PA      | $868448.75    | 0.08%             | 2025-06-02      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Amphenol Corp                           | Amphenol Corp.                                          | CUSIP: 03209LS72<br>LEI: 549300D3L3G0R4U4VT04 | Long             | STIV             | CORP              | US        |    850000 | PA      | $849254.64    | 0.08%             | 2025-05-07      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK                  | Canadian Imperial Bank of Commerce                      | CUSIP: 13607LWU3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   2200000 | PA      | $2213297.99   | 0.21%             | 2026-10-02      | Floating      | 5.60%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange             | Future                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        29 | NC      | $-22663.53    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CVS Health Corp                         | CVS Health Corp.                                        | CUSIP: 126650CL2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   4900000 | PA      | $4887146.37   | 0.47%             | 2025-07-20      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN INC                       | Kinder Morgan, Inc.                                     | CUSIP: 49456BAF8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    548000 | PA      | $547606.55    | 0.05%             | 2025-06-01      | Fixed         | 4.30%                 | No            | 2                  | On Loan: —       |
| General Dynamics Corp                   | General Dynamics Corp.                                  | CUSIP: 369550BG2<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3098374.64   | 0.30%             | 2025-05-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Boston Properties LP                    | Boston Properties LP                                    | CUSIP: 10113BSE9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | STIV             |  | US        |   4000000 | PA      | $3992780.00   | 0.38%             | 2025-05-14      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Eversource Energy                       | Eversource Energy                                       | CUSIP: 30040XS56<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | STIV             | CORP              | US        |   5750000 | PA      | $5746304.48   | 0.55%             | 2025-05-05      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                | Toyota Motor Credit Corp.                               | CUSIP: 89236TMA0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   7900000 | PA      | $7900073.08   | 0.75%             | 2027-03-19      | Floating      | 5.02%                 | No            | 2                  | On Loan: No      |
| SHERWIN-WILLIAMS CO                     | Sherwin-Williams Co.                                    | CUSIP: 824348BR6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    680000 | PA      | $679039.60    | 0.06%             | 2025-08-08      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Commodities Exchange Center             | Future                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        19 | NC      | $-129595.99   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| TELUS Corp                              | TELUS Corp.                                             | CUSIP: 87974PUB7<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | STIV             | CORP              | CA        |    750000 | PA      | $743004.00    | 0.07%             | 2025-07-11      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| RTX Corp                                | RTX Corp.                                               | CUSIP: 78109FSM5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1994392.00   | 0.19%             | 2025-05-21      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Canadian National Railway Co            | Canadian National Railway Co.                           | CUSIP: 13639CST3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | STIV             | CORP              | CA        |   7750000 | PA      | $7722720.00   | 0.74%             | 2025-05-27      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TRUIST FINANCIAL CORP                   | Truist Financial Corp.                                  | CUSIP: 89788MAA0<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   2235000 | PA      | $2214752.93   | 0.21%             | 2025-08-05      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Co Inc         | General Motors Financial Co., Inc.                      | CUSIP: 37046TT46<br>LEI: 5493008B6JBRUJ90QL97 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2986262.40   | 0.28%             | 2025-06-04      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Flex Ltd                                | Flex Ltd.                                               | CUSIP: 33938EAU1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    600000 | PA      | $599738.83    | 0.06%             | 2025-06-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ICE Futures U.S., Inc.                  | Future                                                  | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        87 | NC      | $-121450.77   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Marriott International Inc/MD           | Marriott International, Inc.                            | CUSIP: 57163TSM2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | STIV             | CORP              | US        |   5000000 | PA      | $4986179.00   | 0.48%             | 2025-05-21      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                      | Credit Agricole SA                                      | CUSIP: 22534PAJ2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   7250000 | PA      | $7255282.13   | 0.69%             | 2027-03-11      | Floating      | 5.24%                 | No            | 2                  | On Loan: No      |
| London Metal Exchange                   | Future                                                  | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -3 | NC      | $20248.33     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ERP Operating LP                        | ERP Operating LP                                        | CUSIP: 26885TSM4<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | STIV             |  | US        |   4000000 | PA      | $3989176.40   | 0.38%             | 2025-05-21      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                        | Bank of Montreal                                        | CUSIP: 06368LWV4<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2003261.84   | 0.19%             | 2025-09-25      | Floating      | 5.33%                 | No            | 2                  | On Loan: No      |
| LSEGA Financing PLC                     | LSEGA Financing PLC                                     | CUSIP: 50221FSK1<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | STIV             | CORP              | GB        |   7000000 | PA      | $6983109.00   | 0.67%             | 2025-05-19      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                      | Royalty Pharma PLC                                      | CUSIP: 78081BAH6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    418000 | PA      | $412740.72    | 0.04%             | 2025-09-02      | Fixed         | 1.20%                 | 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      | $19346927.56  | 1.84%             | 2027-07-16      | Floating      | 5.06%                 | No            | 2                  | On Loan: No      |
| Intel Corp                              | Intel Corp.                                             | CUSIP: 458140AS9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2242000 | PA      | $2236167.41   | 0.21%             | 2025-07-29      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Dow Chemical Co/The                     | Dow Chemical Co.                                        | CUSIP: 26055ATT3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | STIV             | CORP              | US        |   3750000 | PA      | $3721656.38   | 0.35%             | 2025-06-27      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| Emerson Electric Co                     | Emerson Electric Co.                                    | CUSIP: 29101AT46<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | STIV             | CORP              | US        |   8000000 | PA      | $7966296.00   | 0.76%             | 2025-06-04      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                | Svenska Handelsbanken AB                                | CUSIP: 86959LAN3<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   5000000 | PA      | $5030424.50   | 0.48%             | 2026-06-15      | Floating      | 5.62%                 | No            | 2                  | On Loan: No      |
| Boston Properties LP                    | Boston Properties LP                                    | CUSIP: 10113BS58<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | STIV             | CORP              | US        |    750000 | PA      | $749519.33    | 0.07%             | 2025-05-05      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Reckitt Benckiser Treasury Services PLC | Reckitt Benckiser Treasury Services PLC                 | CUSIP: 7562E0TP1<br>LEI: 213800LAXWIUOOBZ3908 | Long             | STIV             | CORP              | GB        |    500000 | PA      | $496536.50    | 0.05%             | 2025-06-23      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| HONEYWELL INTERNATIONAL                 | Honeywell International, Inc.                           | CUSIP: 438516CB0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    186000 | PA      | $185416.04    | 0.02%             | 2025-06-01      | Fixed         | 1.35%                 | No            | 2                  | On Loan: No      |
| Lennar Corp                             | Lennar Corp.                                            | CUSIP: 526057BV5<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1749740.93   | 0.17%             | 2025-05-30      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| McDonald's Corp                         | McDonald's Corp.                                        | CUSIP: 58013MEU4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   3266000 | PA      | $3262624.16   | 0.31%             | 2025-05-26      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Exelon Corp                             | Exelon Corp.                                            | CUSIP: 30161NAN1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1697761.80   | 0.16%             | 2025-06-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| STRYKER CORP                            | Stryker Corp.                                           | CUSIP: 863667BA8<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    581000 | PA      | $578388.80    | 0.06%             | 2025-06-15      | Fixed         | 1.15%                 | No            | 2                  | On Loan: No      |
| Becton Dickinson & Co                   | Becton Dickinson & Co.                                  | CUSIP: 07588LS82<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | STIV             | CORP              | US        |   3400000 | PA      | $3396529.28   | 0.32%             | 2025-05-08      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                  | Future                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        86 | NC      | $124079.79    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| HUNTINGTON BANCSHARES                   | Huntington Bancshares, Inc.                             | CUSIP: 446150AM6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1903944.93   | 0.18%             | 2025-05-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corp                      | Union Pacific Corp.                                     | CUSIP: 907818ES3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249717.82    | 0.02%             | 2025-07-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| MUFG Bank Ltd/New York NY               | MUFG Bank Ltd.                                          | CUSIP: 62479LSF3<br>LEI: C3GTMMZIHMY46P4OIX74 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1996401.00   | 0.19%             | 2025-05-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Amphenol Corp                           | Amphenol Corp.                                          | CUSIP: 03209LST4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | STIV             | CORP              | US        |   4000000 | PA      | $3986181.20   | 0.38%             | 2025-05-27      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                | Toyota Motor Credit Corp.                               | CUSIP: 89236TKV6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1304017.68   | 0.12%             | 2026-05-18      | Floating      | 5.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                  | U.S. Treasury Floating Rate Notes                       | CUSIP: 91282CJU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24250000 | PA      | $24278285.20  | 2.31%             | 2026-01-31      | Floating      | 4.49%                 | No            | 2                  | On Loan: No      |
| Parker-Hannifin Corp                    | Parker-Hannifin Corp.                                   | CUSIP: 70109LT63<br>LEI: 5493002CONDB4N2HKI23 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1990421.20   | 0.19%             | 2025-06-06      | 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      | $7803864.90   | 0.74%             | 2026-01-29      | Floating      | 5.14%                 | No            | 2                  | On Loan: No      |
| London Metal Exchange                   | Future                                                  | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        20 | NC      | $-126789.05   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| INTL BK RECON & DEVELOP                 | International Bank for Reconstruction & Development     | CUSIP: 459058LH4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  16000000 | PA      | $16005280.00  | 1.53%             | 2027-06-15      | Floating      | 4.64%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                   | Toronto-Dominion Bank                                   | CUSIP: 89114QCH9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    810000 | PA      | $806651.74    | 0.08%             | 2025-06-12      | Fixed         | 1.15%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                | AerCap Ireland Capital DAC/AerCap Global Aviation Trust | CUSIP: 00774MAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1724000 | PA      | $1720750.57   | 0.16%             | 2025-10-01      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Aon Corp                                | Aon Corp.                                               | CUSIP: 03739NT50<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2986170.00   | 0.28%             | 2025-06-05      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings Inc     | NextEra Energy Capital Holdings, Inc.                   | CUSIP: 65339MTA4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $994681.40    | 0.09%             | 2025-06-10      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| VW Credit Inc                           | VW Credit, Inc.                                         | CUSIP: 91842JS59<br>LEI: 549300UUPJ2NXDB68M19 | Long             | STIV             | CORP              | US        |   2750000 | PA      | $2748223.50   | 0.26%             | 2025-05-05      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CANADIAN NATL RESOURCES                 | Canadian Natural Resources Ltd.                         | CUSIP: 136385AZ4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $497028.54    | 0.05%             | 2025-07-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| American Honda Finance Corp             | American Honda Finance Corp.                            | CUSIP: 02665JTQ3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | STIV             | CORP              | US        |    500000 | PA      | $496399.55    | 0.05%             | 2025-06-24      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| PFIZER INVESTMENT ENTER                 | Pfizer Investment Enterprises Pte. Ltd.                 | CUSIP: 716973AA0<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   1900000 | PA      | $1900008.65   | 0.18%             | 2025-05-19      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| United States Treasury                  | U.S. Treasury Bills                                     | CUSIP: 912797NE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31000000 | PA      | $30974653.16  | 2.95%             | 2025-05-08      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| STEEL DYNAMICS INC                      | Steel Dynamics, Inc.                                    | CUSIP: 858119BL3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |   5512000 | PA      | $5494176.07   | 0.52%             | 2025-06-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| KEY BANK NA                             | KeyBank NA                                              | CUSIP: 49327M3E2<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   6250000 | PA      | $6237821.88   | 0.59%             | 2025-08-08      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                     | American Express Co.                                    | CUSIP: 025816DD8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   8876000 | PA      | $8894195.80   | 0.85%             | 2026-02-13      | Floating      | 5.12%                 | No            | 2                  | On Loan: No      |
| London Metal Exchange                   | Future                                                  | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -7 | NC      | $24958.77     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Telstra Group Ltd                       | Telstra Group Ltd.                                      | CUSIP: 8796VQTT0<br>LEI: 894500WRW54CVN62K416 | Long             | STIV             | CORP              | AU        |   3000000 | PA      | $2978137.20   | 0.28%             | 2025-06-27      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| American Electric Power Co Inc          | American Electric Power Co., Inc.                       | CUSIP: 0255E2S50<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | STIV             | CORP              | US        |   4000000 | PA      | $3997454.80   | 0.38%             | 2025-05-05      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| SKANDINAVISKA ENSKILDA                  | Skandinaviska Enskilda Banken AB                        | CUSIP: 830505AY9<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    980000 | PA      | $980655.69    | 0.09%             | 2025-06-09      | Floating      | 5.33%                 | No            | 2                  | On Loan: No      |
| Aon Corp                                | Aon Corp.                                               | CUSIP: 03739NU90<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | STIV             | CORP              | US        |   5000000 | PA      | $4955245.50   | 0.47%             | 2025-07-09      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| MONDELEZ INTERNATIONAL                  | Mondelez International, Inc.                            | CUSIP: 609207AU9<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399865.26    | 0.04%             | 2025-05-04      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Duke Energy Corp                        | Duke Energy Corp.                                       | CUSIP: 26244HS61<br>LEI: I1BZKREC126H0VB1BL91 | Long             | STIV             | CORP              | US        |    500000 | PA      | $499622.00    | 0.05%             | 2025-05-06      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                     | Charles Schwab Corp.                                    | CUSIP: 808513AX3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    640000 | PA      | $639504.31    | 0.06%             | 2025-05-21      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                     | Charles Schwab Corp.                                    | CUSIP: 808513BQ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   7200000 | PA      | $7193707.20   | 0.69%             | 2026-05-13      | Floating      | 4.88%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc                              | AbbVie, Inc.                                            | CUSIP: 00287BSN0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | STIV             | CORP              | US        |   4400000 | PA      | $4387517.64   | 0.42%             | 2025-05-22      | None          | 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      | $1699711.00   | 0.16%             | 2026-03-20      | Floating      | 5.20%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Co Inc         | General Motors Financial Co., Inc.                      | CUSIP: 37046TU93<br>LEI: 5493008B6JBRUJ90QL97 | Long             | STIV             | CORP              | US        |   2750000 | PA      | $2724743.18   | 0.26%             | 2025-07-09      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| AIRCASTLE LTD                           | Aircastle Ltd.                                          | CUSIP: 00928QAT8<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    260000 | PA      | $259589.53    | 0.02%             | 2025-08-11      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Oracle Corp                             | Oracle Corp.                                            | CUSIP: 68389XBC8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1930000 | PA      | $1928626.92   | 0.18%             | 2025-05-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| TELUS Corp                              | TELUS Corp.                                             | CUSIP: 87974PW90<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | STIV             | CORP              | CA        |   1000000 | PA      | $983107.70    | 0.09%             | 2025-09-09      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Synchrony Financial                     | Synchrony Financial                                     | CUSIP: 87165BAG8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1397826.30   | 0.13%             | 2025-07-23      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORP                 | John Deere Capital Corp.                                | CUSIP: 24422EYA1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6985300.00   | 0.67%             | 2028-03-06      | Floating      | 4.87%                 | 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      | $7392240.72   | 0.70%             | 2027-08-19      | Floating      | 4.79%                 | No            | 2                  | On Loan: No      |

### Signature

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

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

**Signature:** Randy Olson

**Name of Signer:** Randy Olson

**Title:** Vice President