# EDGAR Filing Document

**Accession Number:** 0000355437
**File Stem:** 0001410368-26-065079
**Filing Date:** 2026-6
**Character Count:** 132360
**Document Hash:** e37603c54df01cc0dfa831883154aa9f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-065079.hdr.sgml**: 20260624

**ACCESSION NUMBER**: 0001410368-26-065079

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260624

**DATE AS OF CHANGE**: 20260624

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03258
- **FILM NUMBER:** 261114453

**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:** 2026-10-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1419424642.84

**Total Liabilities:** $7564322.08

**Net Assets:** $1411860320.76

**Amount of Assets Invested in Other Investment Companies:** $322452085.16

**Cash Not Reported:** $212888557.86

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -4785.85000000 | **1-Year:** -92440.30000000 | **5-Year:** -27798.16000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** -77.95000000 | **1-Year:** -186.62000000 | **5-Year:** -1.62000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000093002 | 2.30%                | 9.13%                | 5.68%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1592001.68             | $820016.45                                 |
| Month 2  | $-96972.72               | $-7740621.27                               |
| Month 3  | $258061.99               | $4708555.54                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| CROWN CASTLE INC                           | Crown Castle, Inc.                                                                                           | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    252000 | PA      | $251796.77    | 0.02%             | 2026-06-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| BRIXMOR OPERATING PART                     | Brixmor Operating Partnership LP                                                                             | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |   4700000 | PA      | $4686124.33   | 0.33%             | 2027-03-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Long: 301674833 TRS USD R E RE 301674833 / Short: 301674833 TRS USD P V 01MTBILL PV 301674833 + 14 BPS       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCO              |  | US        |  51317043 | OU      | $1528350.37   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Dimensional Holdings Inc.                  | DFA Short Term Investment Fund                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   3600185 | NS      | $3600185.00   | 0.25%             |  |  |  | No            | N/A                | On Loan: No      |
| BNP Paribas SA                             | Long: 363227709 TRS USD R E 363227709 TRS RE / Short: 363227709 TRS USD P V 01MTBILL 363227709 TRS PV +14BPS | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCO              |  | US        | 118729138 | OU      | $2037902.34   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| E.ON SE                                    | E.ON SE                                                                                                      | CUSIP: 26877KES5<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | STIV             | CORP              | DE        |   2000000 | PA      | $1994150.40   | 0.14%             | 2026-05-26      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                   | Omega Healthcare Investors, Inc.                                                                             | CUSIP: 681936BF6<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |   1480000 | PA      | $1479431.25   | 0.10%             | 2027-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CATERPILLAR FINL SERVICE                   | Caterpillar Financial Services Corp.                                                                         | CUSIP: 14913UAM2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1066000 | PA      | $1067745.28   | 0.08%             | 2027-05-14      | Floating      | 4.18%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                  | Boeing Co.                                                                                                   | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5000000.00   | 0.35%             | 2026-05-01      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| PAYPAL HOLDINGS INC                        | PayPal Holdings, Inc.                                                                                        | CUSIP: 70450YAR4<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   7223000 | PA      | $7234938.61   | 0.51%             | 2028-03-06      | Floating      | 4.32%                 | No            | 2                  | On Loan: No      |
| GLOBAL PAYMENTS INC                        | Global Payments, Inc.                                                                                        | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4512835.22   | 0.32%             | 2027-08-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                       | Glencore Funding LLC                                                                                         | CUSIP: 378272BW7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    517000 | PA      | $518956.88    | 0.04%             | 2027-04-04      | Floating      | 4.71%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group, Inc.                                                                        | CUSIP: 86562MCL2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1657000 | PA      | $1662364.90   | 0.12%             | 2027-01-14      | Floating      | 4.54%                 | No            | 2                  | On Loan: No      |
| HCA Inc                                    | HCA, Inc.                                                                                                    | CUSIP: 40412DED7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | STIV             | CORP              | US        |   4000000 | PA      | $3993956.40   | 0.28%             | 2026-05-13      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM INC                             | Amazon.com, Inc.                                                                                             | CUSIP: 023135DA1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   8075000 | PA      | $8091755.63   | 0.57%             | 2029-03-13      | Floating      | 4.24%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                                                                              | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   2760000 | PA      | $1817824.38   | 0.13%             | 2028-08-04      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| FORTIVE CORPORATION                        | Fortive Corp.                                                                                                | CUSIP: 34959JAG3<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998349.55    | 0.07%             | 2026-06-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                | LIVE CATTLE FUTR AUG26                                                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        44 | NC      | $-10107.06    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Rogers Communications Inc/Ontario          | Rogers Communications, Inc.                                                                                  | CUSIP: 77511MEE7<br>LEI: 54930030NVF3Y2OL0A78 | Long             | STIV             | CORP              | CA        |   2750000 | PA      | $2745646.20   | 0.19%             | 2026-05-14      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Charles Schwab Corp/The                    | Charles Schwab Corp.                                                                                         | CUSIP: 8085A3F91<br>LEI: 549300VSGCJ7E698NM85 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2987422.20   | 0.21%             | 2026-06-09      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| ICE Futures Europe                         | LOW SU GASOIL G JUL26                                                                                        | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        51 | NC      | $698325.50    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| HP ENTERPRISE CO                           | Hewlett Packard Enterprise Co.                                                                               | CUSIP: 42824CBY4<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7510179.00   | 0.53%             | 2028-09-15      | Floating      | 4.61%                 | No            | 2                  | On Loan: No      |
| MERCEDES-BENZ FIN NA                       | Mercedes-Benz Finance North America LLC                                                                      | CUSIP: 58769JBF3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  10600000 | PA      | $10637498.88  | 0.75%             | 2028-03-31      | Floating      | 4.58%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bills                                                                                          | CUSIP: 912797TX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4944631.05   | 0.35%             | 2026-08-20      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| OLD REPUBLIC INTL CORP                     | Old Republic International Corp.                                                                             | CUSIP: 680223AK0<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |   4065000 | PA      | $4058230.96   | 0.29%             | 2026-08-26      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| EQUIFAX INC                                | Equifax, Inc.                                                                                                | CUSIP: 294429AL9<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1248409.90   | 0.09%             | 2026-06-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| HP ENTERPRISE CO                           | Hewlett Packard Enterprise Co.                                                                               | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1534000 | PA      | $1532624.84   | 0.11%             | 2027-09-25      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Telstra Group Ltd                          | Telstra Group Ltd.                                                                                           | CUSIP: 8796VRF48<br>LEI: 894500WRW54CVN62K416 | Long             | STIV             | CORP              | AU        |   9750000 | PA      | $9713820.68   | 0.69%             | 2026-06-04      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                             | Home Depot, Inc.                                                                                             | CUSIP: 437076CZ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    450000 | PA      | $450858.17    | 0.03%             | 2026-06-25      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| E.ON SE                                    | E.ON SE                                                                                                      | CUSIP: 26877KG87<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | STIV             | CORP              | DE        |   6500000 | PA      | $6449294.80   | 0.46%             | 2026-07-08      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| EQUITABLE HOLDINGS INC                     | Equitable Holdings, Inc.                                                                                     | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4979733.05   | 0.35%             | 2028-04-20      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                                                                        | CUSIP: 89115A2T8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2900000 | PA      | $2905225.80   | 0.21%             | 2026-07-17      | Floating      | 4.73%                 | No            | 2                  | On Loan: No      |
| KEURIG DR PEPPER INC                       | Keurig Dr. Pepper, Inc.                                                                                      | CUSIP: 49271VAS9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    567000 | PA      | $567636.79    | 0.04%             | 2027-03-15      | Floating      | 4.53%                 | No            | 2                  | On Loan: No      |
| KEURIG DR PEPPER INC                       | Keurig Dr. Pepper, Inc.                                                                                      | CUSIP: 49271VAY6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1501125.00   | 0.11%             | 2026-11-15      | Floating      | 4.24%                 | No            | 2                  | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                   | Healthcare Realty Holdings LP                                                                                | CUSIP: 42225UAF1<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |   6000000 | PA      | $5946825.42   | 0.42%             | 2027-07-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| MERCEDES-BENZ FIN NA                       | Mercedes-Benz Finance North America LLC                                                                      | CUSIP: 58769JAZ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2419312.68   | 0.17%             | 2027-11-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| FISERV INC                                 | Fiserv, Inc.                                                                                                 | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    555000 | PA      | $557981.97    | 0.04%             | 2027-03-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| London Metal Exchange                      | LME ZINC FUTURE JUL26                                                                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -2 | NC      | $-8163.02     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bills                                                                                          | CUSIP: 912797RS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32000000 | PA      | $31601527.68  | 2.24%             | 2026-09-03      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ATLAS WAREHOUSE LEND                       | Atlas Warehouse Lending Co. LP                                                                               | CUSIP: 049463AD4<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1014695.30   | 0.07%             | 2028-01-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold AUD                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-134457.42   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| ALTRIA GROUP INC                           | Altria Group, Inc.                                                                                           | CUSIP: 02209SAU7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5969717.34   | 0.42%             | 2026-09-16      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| CDP FINANCIAL INC                          | CDP Financial, Inc.                                                                                          | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |  17000000 | PA      | $12656980.90  | 0.90%             | 2028-03-08      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| ICE Futures U.S., Inc.                     | COTTON NO.2 FUTR JUL26                                                                                       | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        52 | NC      | $247126.79    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| VICI PROPERTIES LP                         | VICI Properties LP                                                                                           | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |   2500000 | PA      | $2503463.10   | 0.18%             | 2028-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| FANNIE MAE                                 | Federal National Mortgage Association                                                                        | CUSIP: 3135G07M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   2500000 | PA      | $2506897.60   | 0.18%             | 2027-11-05      | Floating      | 3.89%                 | No            | 2                  | On Loan: No      |
| INGREDION INC                              | Ingredion, Inc.                                                                                              | CUSIP: 457187AB8<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2289939.32   | 0.16%             | 2026-10-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                   | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                                                      | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1750000 | PA      | $1735781.71   | 0.12%             | 2026-10-29      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| MASTERCARD INC                             | Mastercard, Inc.                                                                                             | CUSIP: 57636QBE3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   5100000 | PA      | $5103723.00   | 0.36%             | 2028-03-15      | Floating      | 4.09%                 | 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      | $4835610.19   | 0.34%             | 2028-01-13      | Floating      | 4.49%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold CAD                                                                                     | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-78708.30    | -0.01%            |  |  |  | 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      | $4015600.96   | 0.28%             | 2027-07-16      | Floating      | 4.34%                 | No            | 2                  | On Loan: No      |
| CATERPILLAR FINL SERVICE                   | Caterpillar Financial Services Corp.                                                                         | CUSIP: 14913UBE9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2000450.62   | 0.14%             | 2028-11-14      | Floating      | 4.24%                 | No            | 2                  | On Loan: No      |
| DBS GROUP HOLDINGS LTD                     | DBS Group Holdings Ltd.                                                                                      | CUSIP: 24023KAM0<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |  20000000 | PA      | $20062709.80  | 1.42%             | 2028-03-21      | Floating      | 4.26%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORP                         | Realty Income Corp.                                                                                          | CUSIP: 756109AR5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |   1500000 | PA      | $1500276.09   | 0.11%             | 2026-10-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange               | GASOLINE RBOB FUT JUL26                                                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        32 | NC      | $644587.07    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| EBAY INC                                   | eBay, Inc.                                                                                                   | CUSIP: 278642AX1<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999178.67    | 0.07%             | 2026-05-10      | Fixed         | 1.40%                 | No            | 2                  | On Loan: No      |
| BANQUE FED CRED MUTUEL                     | Banque Federative du Credit Mutuel SA                                                                        | CUSIP: 06675DCQ3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   3000000 | PA      | $3015618.00   | 0.21%             | 2028-10-16      | Floating      | 4.64%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                   | Toyota Motor Credit Corp.                                                                                    | CUSIP: 89236TNS0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1274733.11   | 0.09%             | 2028-09-05      | Floating      | 4.38%                 | No            | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP LP                    | Simon Property Group LP                                                                                      | CUSIP: 828807DE4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |   4000000 | PA      | $3947055.68   | 0.28%             | 2027-12-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Phillips 66                                | Phillips 66                                                                                                  | CUSIP: 71855BFH0<br>LEI: 5493005JBO5YSIGK1814 | Long             | STIV             | CORP              | US        |   6000000 | PA      | $5967744.00   | 0.42%             | 2026-06-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ICE Futures Europe                         | BRENT CRUDE FUTR SEP26                                                                                       | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |       147 | NC      | $-4793.08     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| WEC ENERGY GROUP INC                       | WEC Energy Group, Inc.                                                                                       | CUSIP: 92939UAM8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    785000 | PA      | $788095.59    | 0.06%             | 2026-09-12      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Campbell's Company/The                     | Campbell's Co.                                                                                               | CUSIP: 13443DGG8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | STIV             | CORP              | US        |   6500000 | PA      | $6443216.65   | 0.46%             | 2026-07-16      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| REINSURANCE GRP OF AMER                    | Reinsurance Group of America, Inc.                                                                           | CUSIP: 759351AM1<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4995570.55   | 0.35%             | 2026-09-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                   | Penske Truck Leasing Co. LP/PTL Finance Corp.                                                                | CUSIP: 709599BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $507973.65    | 0.04%             | 2028-02-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| CHEVRON USA INC                            | Chevron USA, Inc.                                                                                            | CUSIP: 166756BC9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |  14178000 | PA      | $14205583.16  | 1.01%             | 2028-02-26      | Floating      | 4.13%                 | No            | 2                  | On Loan: No      |
| NTT FINANCE CORP                           | NTT Finance Corp.                                                                                            | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1020000 | PA      | $1027098.95   | 0.07%             | 2028-07-16      | Floating      | 4.74%                 | No            | 2                  | On Loan: No      |
| KEYCORP                                    | KeyCorp                                                                                                      | CUSIP: 49326EEK5<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2651803.65   | 0.19%             | 2027-04-06      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| CATERPILLAR FINL SERVICE                   | Caterpillar Financial Services Corp.                                                                         | CUSIP: 14913UBK5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2497303.35   | 0.18%             | 2029-02-23      | Floating      | 4.15%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $1161.78      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ICE Futures U.S., Inc.                     | COCOA FUTURE JUL26                                                                                           | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        31 | NC      | $107366.28    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Keurig Dr Pepper Inc                       | Keurig Dr. Pepper, Inc.                                                                                      | CUSIP: 49271KEU4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | STIV             | CORP              | US        |   4000000 | PA      | $3986782.00   | 0.28%             | 2026-05-28      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| EXTRA SPACE STORAGE LP                     | Extra Space Storage LP                                                                                       | CUSIP: 30225VAM9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |   3313000 | PA      | $3280577.52   | 0.23%             | 2027-12-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Intesa Sanpaolo Funding LLC                | Intesa Sanpaolo Funding LLC                                                                                  | CUSIP: 4611K1E43<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1999090.80   | 0.14%             | 2026-05-04      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development                                                          | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   2900000 | PA      | $1640312.09   | 0.12%             | 2028-05-10      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                   | Penske Truck Leasing Co. LP/PTL Finance Corp.                                                                | CUSIP: 709599BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $507936.60    | 0.04%             | 2028-05-01      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| UBS Securities LLC                         | Long: 359931861 TRS USD R E 359931861 TRS RE / Short: 359931861 TRS USD P V 01MTBILL 359931861 TRS PV +14BPS | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DCO              |  | US        | 275550294 | OU      | $5896201.73   | 0.42%             |  |  |  | No            | 2                  | On Loan: No      |
| DTE ENERGY CO                              | DTE Energy Co.                                                                                               | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3521599.34   | 0.25%             | 2027-07-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                           | Societe Generale SA                                                                                          | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1600000 | PA      | $1611703.71   | 0.11%             | 2027-02-19      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| NATWEST MARKETS PLC                        | NatWest Markets PLC                                                                                          | CUSIP: 63906YAN8<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   9000000 | PA      | $9042857.28   | 0.64%             | 2028-03-21      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| CITY OF MONTREAL                           | City of Montreal                                                                                             | CUSIP: 614852PQ8<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |   2800000 | PA      | $2062210.77   | 0.15%             | 2028-09-01      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                   | South Bow USA Infrastructure Holdings LLC                                                                    | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6523036.26   | 0.46%             | 2027-09-01      | Fixed         | 4.91%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group, Inc.                                                                        | CUSIP: 86562MEH9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   9300000 | PA      | $9275277.07   | 0.66%             | 2029-01-15      | Floating      | 4.42%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                                                                                       | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   4000000 | PA      | $2410773.86   | 0.17%             | 2028-06-29      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| London Metal Exchange                      | LME PRI ALUM FUTR MAY26                                                                                      | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        64 | NC      | $549561.47    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| LEAR CORP                                  | Lear Corp.                                                                                                   | CUSIP: 521865AY1<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3072850.42   | 0.22%             | 2027-09-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Charles Schwab Corp/The                    | Charles Schwab Corp.                                                                                         | CUSIP: 8085A3GA7<br>LEI: 549300VSGCJ7E698NM85 | Long             | STIV             | CORP              | US        |    750000 | PA      | $744373.73    | 0.05%             | 2026-07-10      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                                                                        | CUSIP: 89115A3F7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2905000 | PA      | $2916847.98   | 0.21%             | 2028-01-31      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| BofA Securities, Inc.                      | Long: 240854084 TRS USD R E 240854084 TRS RE / Short: 240854084 TRS USD P V 01MTBILL 240854084 TRS PV +14BPS | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DCO              |  | US        | 106304140 | OU      | $3166189.53   | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORP                    | John Deere Capital Corp.                                                                                     | CUSIP: 24422EYJ2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2200357.21   | 0.16%             | 2029-03-09      | Floating      | 4.21%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold CAD                                                                                     | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-610354.76   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                                                                              | CUSIP: 4581X0EG9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |  22000000 | PA      | $22045319.56  | 1.56%             | 2027-10-04      | Floating      | 4.00%                 | 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      | $1607028.37   | 0.11%             | 2027-05-08      | Floating      | 5.02%                 | No            | 2                  | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                   | Volkswagen Group of America Finance LLC                                                                      | CUSIP: 928668BV3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1305005.22   | 0.09%             | 2026-09-12      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                                               | CUSIP: 2027A1KV8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   3400000 | PA      | $3403100.53   | 0.24%             | 2026-11-27      | Floating      | 4.12%                 | No            | 2                  | On Loan: No      |
| CATERPILLAR FINL SERVICE                   | Caterpillar Financial Services Corp.                                                                         | CUSIP: 14913UAP5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6513000.00   | 0.46%             | 2026-10-16      | Floating      | 4.34%                 | No            | 2                  | On Loan: —       |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                                               | CUSIP: 2027A0KV0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $1000911.92   | 0.07%             | 2026-11-27      | Floating      | 4.12%                 | No            | 2                  | On Loan: —       |
| VOLKSWAGEN GROUP AMERICA                   | Volkswagen Group of America Finance LLC                                                                      | CUSIP: 928668BN1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    750000 | PA      | $716344.52    | 0.05%             | 2027-11-24      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| AMPHENOL CORP                              | Amphenol Corp.                                                                                               | CUSIP: 032095AV3<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   1098000 | PA      | $1096788.65   | 0.08%             | 2027-11-15      | Floating      | 4.19%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                                                                        | CUSIP: 961214FX6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  15550000 | PA      | $15563685.71  | 1.10%             | 2026-10-20      | Floating      | 4.12%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                                                                           | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3128000 | PA      | $3110026.76   | 0.22%             | 2027-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| FISERV INC                                 | Fiserv, Inc.                                                                                                 | CUSIP: 337738BB3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   9400000 | PA      | $9175232.37   | 0.65%             | 2027-06-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| MARRIOTT INTERNATIONAL                     | Marriott International, Inc.                                                                                 | CUSIP: 571903BM4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003208.09   | 0.07%             | 2026-09-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| VERALTO CORP                               | Veralto Corp.                                                                                                | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5016172.90   | 0.36%             | 2026-09-18      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Avangrid Inc                               | Avangrid, Inc.                                                                                               | CUSIP: 05353BED5<br>LEI: 549300OX0Q38NLSKPB49 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2995668.00   | 0.21%             | 2026-05-13      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| HUMANA INC                                 | Humana, Inc.                                                                                                 | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254779.12    | 0.02%             | 2028-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                             | Long: 363227699 TRS USD R E 363227699 TRS RE / Short: 363227699 TRS USD P V 01MTBILL 363227699 TRS PV+ 18BPS | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCO              |  | US        | 115599524 | OU      | $1876603.77   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| The DFA Investment Trust Company           | DFA Investment Trust Co.                                                                                     | CUSIP: 23320U405<br>LEI: 549300FSKWEXKF6YBM56 | Long             | EC               | RF                | US        |    154967 | NS      | $1792192.22   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Commodities Exchange Center                | GOLD 100 OZ FUTR AUG26                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        35 | NC      | $273305.90    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| EUROPEAN BK RECON & DEV                    | European Bank for Reconstruction & Development                                                               | CUSIP: 29875BAK2<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |  10000000 | PA      | $10007668.60  | 0.71%             | 2028-02-20      | Floating      | 3.99%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                        | Bank of Nova Scotia                                                                                          | CUSIP: 064151S95<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $7335370.12   | 0.52%             | 2028-02-02      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bills                                                                                          | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31000000 | PA      | $30959895.92  | 2.19%             | 2026-05-14      | 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        |   1400000 | PA      | $1405950.00   | 0.10%             | 2027-01-19      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| ICE Futures U.S., Inc.                     | SUGAR 11 (WORLD) JUL26                                                                                       | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |       186 | NC      | $-220190.06   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                                                                     | CUSIP: 21688ABL5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   5700000 | PA      | $5716446.44   | 0.40%             | 2028-01-21      | Floating      | 4.25%                 | No            | 2                  | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                   | Baltimore Gas & Electric Co.                                                                                 | CUSIP: 059165EG1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |   2103000 | PA      | $2091370.96   | 0.15%             | 2026-08-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| BRIXMOR OPERATING PART                     | Brixmor Operating Partnership LP                                                                             | CUSIP: 11120VAC7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |   3920000 | PA      | $3918066.07   | 0.28%             | 2026-06-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| London Metal Exchange                      | LME LEAD FUTURE JUL26                                                                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -2 | NC      | $-2123.52     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                      | LME NICKEL FUTURE MAY26                                                                                      | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -26 | NC      | $-330227.00   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                      | LME ZINC FUTURE MAY26                                                                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -35 | NC      | $-133117.60   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| BAT CAPITAL CORP                           | BAT Capital Corp.                                                                                            | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5936868.78   | 0.42%             | 2027-08-15      | Fixed         | 3.56%                 | No            | 2                  | On Loan: No      |
| HSBC USA INC                               | HSBC USA, Inc.                                                                                               | CUSIP: 40428HS29<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7038074.19   | 0.50%             | 2028-06-03      | Floating      | 4.63%                 | No            | 2                  | On Loan: No      |
| WILLIAMS COMPANIES INC                     | Williams Cos., Inc.                                                                                          | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $8443445.17   | 0.60%             | 2027-06-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| HSBC USA INC                               | HSBC USA, Inc.                                                                                               | CUSIP: 40428HA51<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2259585.00   | 0.16%             | 2027-03-04      | Floating      | 4.62%                 | No            | 2                  | On Loan: No      |
| EQUINIX INC                                | Equinix, Inc.                                                                                                | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |   1500000 | PA      | $1454951.39   | 0.10%             | 2027-07-15      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| CITIBANK NA                                | Citibank NA                                                                                                  | CUSIP: 17325FBQ0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004460.00   | 0.07%             | 2027-05-29      | Floating      | 4.44%                 | No            | 2                  | On Loan: No      |
| MANITOBA (PROVINCE OF)                     | Province of Manitoba                                                                                         | CUSIP: 563469UR4<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |  10000000 | PA      | $7354731.84   | 0.52%             | 2028-06-02      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| SUNCOR ENERGY INC                          | Suncor Energy, Inc.                                                                                          | CUSIP: 71644EAE2<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2007126.00   | 0.14%             | 2026-06-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                     | CORN FUTURE JUL26                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       262 | NC      | $86659.95     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                                                                                 | CUSIP: 02665WFN6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1056293.43   | 0.07%             | 2026-10-05      | Floating      | 4.37%                 | No            | 2                  | On Loan: No      |
| London Metal Exchange                      | LME NICKEL FUTURE JUL26                                                                                      | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        23 | NC      | $294829.66    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                   | Healthcare Realty Holdings LP                                                                                | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |   1090000 | PA      | $1087503.26   | 0.08%             | 2026-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                   | Element Fleet Management Corp.                                                                               | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1009834.79   | 0.07%             | 2027-03-13      | Fixed         | 5.64%                 | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold NZD                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-27878.30    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Long: 240854144 TRS USD R E 240854144 TRS RE / Short: 240854144 TRS USD P V 01MTBILL 240854144 TRS PV +18BPS | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DCO              |  | US        | 135305914 | OU      | $2322107.66   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Entergy Corp                               | Entergy Corp.                                                                                                | CUSIP: 29366GEM9<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | STIV             | CORP              | US        |   7500000 | PA      | $7482338.26   | 0.53%             | 2026-05-21      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| PUBLIC STORAGE OP CO                       | Public Storage Operating Co.                                                                                 | CUSIP: 74464AAA9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |  10100000 | PA      | $10117523.50  | 0.72%             | 2027-04-16      | Floating      | 4.35%                 | No            | 2                  | On Loan: No      |
| London Metal Exchange                      | LME LEAD FUTURE JUL26                                                                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        22 | NC      | $18302.28     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings, Inc.                                                                        | CUSIP: 65339KDH0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003984.31   | 0.07%             | 2028-02-04      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| NATIONAL RURAL UTIL COOP                   | National Rural Utilities Cooperative Finance Corp.                                                           | CUSIP: 63743HGD8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   8548000 | PA      | $8550051.52   | 0.61%             | 2027-08-09      | Floating      | 4.10%                 | No            | 2                  | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                   | Broadridge Financial Solutions, Inc.                                                                         | CUSIP: 11133TAC7<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69858.76     | 0.00%             | 2026-06-27      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| RTX CORP                                   | RTX Corp.                                                                                                    | CUSIP: 75513ECT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1762651.40   | 0.12%             | 2026-11-08      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| BofA Securities, Inc.                      | Long: 240854088 TRS USD R E 240854088 TRS RE / Short: 240854088 TRS USD P V 01MTBILL 240854088 TRS PV +18BPS | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DCO              |  | US        | 154628234 | OU      | $4924187.25   | 0.35%             |  |  |  | No            | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                   | Penske Truck Leasing Co. LP/PTL Finance Corp.                                                                | CUSIP: 709599BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997987.35    | 0.07%             | 2027-07-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| RIO TINTO FIN USA PLC                      | Rio Tinto Finance USA PLC                                                                                    | CUSIP: 76720AAY2<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   2750000 | PA      | $2759471.72   | 0.20%             | 2028-03-14      | Floating      | 4.49%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                         | Credit Agricole SA                                                                                           | CUSIP: 22535EAE7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $250702.14    | 0.02%             | 2026-07-05      | Fixed         | 5.59%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                                                                            | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2004567.06   | 0.14%             | 2027-11-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Long: 240854140 TRS USD R E 240854140 TRS RE / Short: 240854140 TRS USD P V 01MTBILL 240854140 TRS PV +14BPS | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DCO              |  | US        | 145304701 | OU      | $2358799.43   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Glencore Funding LLC                       | Glencore Funding LLC                                                                                         | CUSIP: 37790BFW6<br>LEI: 213800STG1QDNBY87K49 | Long             | STIV             | CORP              | US        |   6250000 | PA      | $6207317.50   | 0.44%             | 2026-06-30      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bills                                                                                          | CUSIP: 912797TN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $29772855.00  | 2.11%             | 2026-07-16      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| BMW US CAPITAL LLC                         | BMW U.S. Capital LLC                                                                                         | CUSIP: 05565EDE2<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   2143000 | PA      | $2148970.40   | 0.15%             | 2027-08-11      | Floating      | 4.37%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Long: 301674843 TRS USD R E RE 301674843 / Short: 301674843 TRS USD P V 01MTBILL PV 301674843 + 18BPS        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCO              |  | US        | 146131179 | OU      | $4653352.02   | 0.33%             |  |  |  | No            | 2                  | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                    | GlaxoSmithKline Capital PLC                                                                                  | CUSIP: 377373AN5<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |   3350000 | PA      | $3356475.55   | 0.24%             | 2027-03-12      | Floating      | 4.15%                 | No            | 2                  | On Loan: No      |
| HIGHMARK INC                               | Highmark, Inc.                                                                                               | CUSIP: 431116AD4<br>LEI: 549300B6868ZXXEB2Y57 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499403.15    | 0.04%             | 2026-05-10      | Fixed         | 1.45%                 | 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      | $7593114.56   | 0.54%             | 2027-11-18      | Floating      | 4.18%                 | No            | 2                  | On Loan: No      |
| NATIONAL SECS CLEARING                     | National Securities Clearing Corp.                                                                           | CUSIP: 637639AP0<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3754271.33   | 0.27%             | 2027-05-20      | Floating      | 4.23%                 | No            | 2                  | On Loan: No      |
| GENERAL ELECTRIC CO                        | General Electric Co.                                                                                         | CUSIP: 36962GW75<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   4714000 | PA      | $4712303.15   | 0.33%             | 2026-05-05      | Floating      | 4.30%                 | No            | 2                  | On Loan: No      |
| ABN AMRO BANK NV                           | ABN AMRO Bank NV                                                                                             | CUSIP: 00084DBJ8<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   5000000 | PA      | $5010600.00   | 0.35%             | 2028-07-07      | Floating      | 4.44%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group, Inc.                                                                        | CUSIP: 86562MCZ1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    208000 | PA      | $208452.59    | 0.01%             | 2026-07-13      | Floating      | 4.96%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                                                                          | CUSIP: 68333ZAC1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |  18400000 | PA      | $13506969.49  | 0.96%             | 2028-06-02      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| London Metal Exchange                      | LME NICKEL FUTURE JUL26                                                                                      | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-13800.94    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Clorox Co/The                              | Clorox Co.                                                                                                   | CUSIP: 18905ME70<br>LEI: 54930044KVSC06Z79I06 | Long             | STIV             | CORP              | US        |   6000000 | PA      | $5995368.61   | 0.42%             | 2026-05-07      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange               | NATURAL GAS FUTR JUL26                                                                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       261 | NC      | $-563733.90   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| HCA INC                                    | HCA, Inc.                                                                                                    | CUSIP: 404119CX5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2256957.36   | 0.16%             | 2028-03-01      | Floating      | 4.53%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                     | WHEAT FUTURE(CBT) JUL26                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       111 | NC      | $105860.33    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold NZD                                                                                     | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $41516.64     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MACQUARIE BANK LTD                         | Macquarie Bank Ltd.                                                                                          | CUSIP: 55608RBU3<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   5000000 | PA      | $5026967.45   | 0.36%             | 2027-07-02      | Floating      | 4.58%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF ALBERTA                        | Province of Alberta                                                                                          | CUSIP: 013051EB9<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |   7600000 | PA      | $5569677.92   | 0.39%             | 2028-12-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Societe Generale SA                                                                                          | CUSIP: 83369CE75<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | STIV             | CORP              | FR        |   5000000 | PA      | $4996444.00   | 0.35%             | 2026-05-07      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CARGILL INC                                | Cargill, Inc.                                                                                                | CUSIP: 141781CC6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3506624.70   | 0.25%             | 2028-02-11      | Floating      | 4.27%                 | No            | 2                  | On Loan: No      |
| CARRIER GLOBAL CORP                        | Carrier Global Corp.                                                                                         | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2171873.11   | 0.15%             | 2027-02-15      | Fixed         | 2.49%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                                                                        | CUSIP: 89115KAL4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   3800000 | PA      | $3802287.60   | 0.27%             | 2028-01-13      | Floating      | 4.23%                 | No            | 2                  | On Loan: —       |
| NEDER WATERSCHAPSBANK                      | Nederlandse Waterschapsbank NV                                                                               | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |   1880000 | PA      | $1305578.68   | 0.09%             | 2028-07-17      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                     | SOYBEAN OIL FUTR JUL26                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       101 | NC      | $365880.59    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| VMWARE LLC                                 | VMware LLC                                                                                                   | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    947000 | PA      | $939722.06    | 0.07%             | 2026-08-15      | Fixed         | 1.40%                 | No            | 2                  | On Loan: No      |
| SWEDBANK                                   | Swedbank AB                                                                                                  | CUSIP: 87020XGN4<br>LEI: M312WZV08Y7LYUC71685 | Long             | STIV             | CORP              | SE        |  10000000 | PA      | $9912298.00   | 0.70%             | 2026-07-22      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                   | Banco Bilbao Vizcaya Argentaria SA                                                                           | CUSIP: 05946KAV3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   3000000 | PA      | $2997576.00   | 0.21%             | 2029-03-03      | Floating      | 4.54%                 | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange               | NY HARB ULSD FUT JUL26                                                                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        27 | NC      | $380828.19    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                   | Volkswagen Group of America Finance LLC                                                                      | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    850000 | PA      | $847548.46    | 0.06%             | 2027-09-11      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| DARDEN RESTAURANTS INC                     | Darden Restaurants, Inc.                                                                                     | CUSIP: 237194AL9<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1392328.16   | 0.10%             | 2027-05-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International, Inc.                                                                            | CUSIP: 718172EB1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2825000 | PA      | $2824893.07   | 0.20%             | 2028-10-27      | Floating      | 4.31%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                   | Sumitomo Mitsui Trust Bank Ltd.                                                                              | CUSIP: 000000000<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1002322.94   | 0.07%             | 2028-09-11      | Floating      | 4.41%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO BANK NA                        | Wells Fargo Bank NA                                                                                          | CUSIP: 94988J6G7<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   5930000 | PA      | $5953008.40   | 0.42%             | 2026-12-11      | Floating      | 4.72%                 | No            | 2                  | On Loan: No      |
| NATIONAL RURAL UTIL COOP                   | National Rural Utilities Cooperative Finance Corp.                                                           | CUSIP: 63743HFU1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    750000 | PA      | $753442.50    | 0.05%             | 2027-09-16      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| London Metal Exchange                      | LME PRI ALUM FUTR JUL26                                                                                      | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -3 | NC      | $-2421.03     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MIZUHO FINANCIAL GROUP                     | Mizuho Financial Group, Inc.                                                                                 | CUSIP: 60687YAM1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1500000 | PA      | $1477212.81   | 0.10%             | 2027-09-11      | Fixed         | 3.17%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                                               | CUSIP: 2027A0KW8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   6500000 | PA      | $6522505.73   | 0.46%             | 2028-03-14      | Floating      | 4.30%                 | 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      | $5270475.00   | 0.37%             | 2026-12-08      | Floating      | 4.65%                 | 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      | $1755390.02   | 0.12%             | 2026-09-14      | Floating      | 4.81%                 | No            | 2                  | On Loan: No      |
| BORGWARNER INC                             | BorgWarner, Inc.                                                                                             | CUSIP: 099724AL0<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1470249.54   | 0.10%             | 2027-07-01      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Commodities Exchange Center                | SILVER FUTURE JUL26                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        11 | NC      | $87515.97     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| NOVARTIS CAPITAL CORP                      | Novartis Capital Corp.                                                                                       | CUSIP: 66989HBD9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |  14900000 | PA      | $14956634.90  | 1.06%             | 2028-11-05      | Floating      | 4.19%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                   | Sumitomo Mitsui Trust Bank Ltd.                                                                              | CUSIP: 86563VBW8<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   3000000 | PA      | $3019616.82   | 0.21%             | 2027-09-10      | Floating      | 4.64%                 | No            | 2                  | On Loan: No      |
| EMERA US FINANCE LP                        | Emera U.S. Finance LP                                                                                        | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1138000 | PA      | $1136199.72   | 0.08%             | 2026-06-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Edison International                       | Edison International                                                                                         | CUSIP: 28103BFA5<br>LEI: 549300I7ROF15MAEVP56 | Long             | STIV             | CORP              | US        |   3500000 | PA      | $3482761.45   | 0.25%             | 2026-06-10      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| LLOYDS BANK PLC                            | Lloyds Bank PLC                                                                                              | CUSIP: 53943SEB9<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | STIV             | CORP              | GB        |   8500000 | PA      | $8490324.45   | 0.60%             | 2026-05-11      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Enbridge US Inc                            | Enbridge U.S., Inc.                                                                                          | CUSIP: 29251VET9<br>LEI: 5493003FRODSVHJWFS32 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1993921.60   | 0.14%             | 2026-05-27      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                                                                                 | CUSIP: 02665WFC0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    440000 | PA      | $440528.00    | 0.03%             | 2027-03-12      | Floating      | 4.42%                 | No            | 2                  | On Loan: No      |
| Constellation Energy Generation LLC        | Constellation Energy Generation LLC                                                                          | CUSIP: 21038QE83<br>LEI: S2PEWKCZFFECR4533P43 | Long             | STIV             | CORP              | US        |   6000000 | PA      | $5994069.60   | 0.42%             | 2026-05-08      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| TELUS CORP                                 | TELUS Corp.                                                                                                  | CUSIP: 87974WFF0<br>LEI: 894500WE70KKZRQMBU11 | Long             | STIV             | CORP              | CA        |   4500000 | PA      | $4474864.80   | 0.32%             | 2026-06-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| KRAFT HEINZ FOODS CO                       | Kraft Heinz Foods Co.                                                                                        | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2497052.38   | 0.18%             | 2026-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| PFIZER INC                                 | Pfizer, Inc.                                                                                                 | CUSIP: 717081FC2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |  10200000 | PA      | $10227234.00  | 0.72%             | 2027-11-15      | Floating      | 4.16%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                                                                                       | CUSIP: 04517PBK7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    835000 | PA      | $840796.35    | 0.06%             | 2027-04-06      | Floating      | 4.65%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                     | SOYBEAN FUTURE JUL26                                                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       106 | NC      | $81510.79     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| EQUINIX INC                                | Equinix, Inc.                                                                                                | CUSIP: 29444UBQ8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    370000 | PA      | $369582.67    | 0.03%             | 2026-05-15      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                                                                                       | CUSIP: 045167GN7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |  15025000 | PA      | $10939098.17  | 0.77%             | 2028-10-20      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC                           | Crown Castle, Inc.                                                                                           | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   4756000 | PA      | $4702411.01   | 0.33%             | 2027-09-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| London Metal Exchange                      | LME ZINC FUTURE MAY26                                                                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        35 | NC      | $8149.13      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| INTERCONTINENTALEXCHANGE                   | Intercontinental Exchange, Inc.                                                                              | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4086183.00   | 0.29%             | 2027-09-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                   | African Development Bank                                                                                     | CUSIP: 000000000<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |   6295000 | PA      | $4359368.57   | 0.31%             | 2028-08-08      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                     | SOYBEAN MEAL FUTR JUL26                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       102 | NC      | $49386.57     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CPPIB CAPITAL INC                          | CPPIB Capital, Inc.                                                                                          | CUSIP: 12593CAF8<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |   9600000 | PA      | $7057715.61   | 0.50%             | 2028-06-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| London Metal Exchange                      | LME LEAD FUTURE MAY26                                                                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        22 | NC      | $-38389.94    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                                                 | CUSIP: 632525BQ3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  16950000 | PA      | $16998136.14  | 1.20%             | 2027-06-11      | Floating      | 4.28%                 | No            | 2                  | On Loan: No      |
| GLOBAL PAYMENTS INC                        | Global Payments, Inc.                                                                                        | CUSIP: 37940XBA9<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2488925.38   | 0.18%             | 2028-03-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold AUD                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-132371.72   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BMW US CAPITAL LLC                         | BMW U.S. Capital LLC                                                                                         | CUSIP: 05565ECX1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1105247.00   | 0.08%             | 2028-03-21      | Floating      | 4.57%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                                                                                 | CUSIP: 02665WGQ8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2492398.78   | 0.18%             | 2029-01-08      | Floating      | 4.43%                 | No            | 2                  | On Loan: No      |
| NATWEST MARKETS PLC                        | NatWest Markets PLC                                                                                          | CUSIP: 63906YAR9<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $3002400.00   | 0.21%             | 2028-11-06      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| SKANDINAVISKA ENSKILDA                     | Skandinaviska Enskilda Banken AB                                                                             | CUSIP: 830505BP7<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   5910000 | PA      | $5906896.07   | 0.42%             | 2029-03-12      | Floating      | 4.33%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                                                                     | CUSIP: 21688ABQ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   2600000 | PA      | $2601299.77   | 0.18%             | 2028-10-17      | Floating      | 4.24%                 | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                       | Edison International                                                                                         | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2014061.42   | 0.14%             | 2027-06-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| CDP FINANCIAL INC                          | CDP Financial, Inc.                                                                                          | CUSIP: 125094BC5<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |   3000000 | PA      | $2233584.86   | 0.16%             | 2028-03-08      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| NTT FINANCE CORP                           | NTT Finance Corp.                                                                                            | CUSIP: 62954WAR6<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   8250000 | PA      | $8307417.94   | 0.59%             | 2028-07-16      | Floating      | 4.74%                 | No            | 2                  | On Loan: No      |
| LAS VEGAS SANDS CORP                       | Las Vegas Sands Corp.                                                                                        | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   4749000 | PA      | $4798428.92   | 0.34%             | 2027-06-01      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                   | Element Fleet Management Corp.                                                                               | CUSIP: 286181AH5<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   7590000 | PA      | $7599989.88   | 0.54%             | 2026-06-26      | Fixed         | 6.27%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                   | Toyota Motor Credit Corp.                                                                                    | CUSIP: 89236TMA0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   7900000 | PA      | $7921723.58   | 0.56%             | 2027-03-19      | Floating      | 4.30%                 | No            | 2                  | On Loan: No      |
| London Metal Exchange                      | LME NICKEL FUTURE MAY26                                                                                      | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        26 | NC      | $188144.74    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Philip Morris International Inc            | Philip Morris International, Inc.                                                                            | CUSIP: 71838MEC0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1997538.40   | 0.14%             | 2026-05-12      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| GATX CORP                                  | GATX Corp.                                                                                                   | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   6895000 | PA      | $6948158.11   | 0.49%             | 2027-03-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                                                                           | CUSIP: 86765BAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1499287.74   | 0.11%             | 2026-07-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| TOLL BROS FINANCE CORP                     | Toll Brothers Finance Corp.                                                                                  | CUSIP: 88947EAS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2005119.36   | 0.14%             | 2027-03-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                | BNP Paribas SA                                                                                               | CUSIP: 09659W2C7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2618000 | PA      | $2581515.68   | 0.18%             | 2027-11-16      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| SEMPRA                                     | Sempra                                                                                                       | CUSIP: 816851BQ1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3607211.45   | 0.26%             | 2026-08-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| TEMASEK FINANCIAL I LTD                    | Temasek Financial I Ltd.                                                                                     | CUSIP: 87976EAD8<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |   1640000 | PA      | $1638032.00   | 0.12%             | 2027-08-20      | Floating      | 4.05%                 | No            | 2                  | On Loan: No      |
| EPR PROPERTIES                             | EPR Properties                                                                                               | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   5000000 | PA      | $5000954.20   | 0.35%             | 2028-04-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                           | Bank of Montreal                                                                                             | CUSIP: 06368BTX6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   4300000 | PA      | $3157659.66   | 0.22%             | 2028-03-01      | Fixed         | 3.19%                 | No            | 2                  | On Loan: No      |
| London Metal Exchange                      | LME PRI ALUM FUTR MAY26                                                                                      | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -64 | NC      | $-213707.39   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| CANADA HOUSING TRUST                       | Canada Housing Trust No. 1                                                                                   | CUSIP: 13509PGS6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |  20000000 | PA      | $14567674.02  | 1.03%             | 2028-12-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATL INFO SERV                    | Fidelity National Information Services, Inc.                                                                 | CUSIP: 31620MCC8<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   8250000 | PA      | $8241090.00   | 0.58%             | 2029-03-10      | Floating      | 4.86%                 | No            | 2                  | On Loan: No      |
| LEGGETT & PLATT INC                        | Leggett & Platt, Inc.                                                                                        | CUSIP: 524660AY3<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |   7062000 | PA      | $6905656.92   | 0.49%             | 2027-11-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: —       |
| New York Mercantile Exchange               | WTI CRUDE FUTURE JUL26                                                                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       126 | NC      | $1197734.94   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange                      | LME PRI ALUM FUTR JUL26                                                                                      | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        57 | NC      | $115899.93    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| SCENTRE GROUP TRUST 1/2                    | Scentre Group Trust 1/Scentre Group Trust 2                                                                  | CUSIP: 80622GAC8<br>LEI: 549300SQ859FBKRKSI77 | Long             | DBT              |  | AU        |   1000000 | PA      | $994143.54    | 0.07%             | 2027-03-23      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| SYNCHRONY FINANCIAL                        | Synchrony Financial                                                                                          | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   7100000 | PA      | $7021389.08   | 0.50%             | 2027-12-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                         | Credit Agricole SA                                                                                           | CUSIP: 22534PAJ2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   5000000 | PA      | $5020623.45   | 0.36%             | 2027-03-11      | Floating      | 4.52%                 | No            | 2                  | On Loan: No      |
| TELUS Corp                                 | TELUS Corp.                                                                                                  | CUSIP: 87974WHJ0<br>LEI: 894500TX134IMF6NW757 | Long             | STIV             | CORP              | CA        |   2250000 | PA      | $2219658.30   | 0.16%             | 2026-08-18      | Fixed         | 0.01%                 | 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      | $19375274.63  | 1.37%             | 2027-07-16      | Floating      | 4.34%                 | No            | 2                  | On Loan: No      |
| London Metal Exchange                      | LME LEAD FUTURE MAY26                                                                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -22 | NC      | $-30482.97    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                   | Volkswagen Group of America Finance LLC                                                                      | CUSIP: 928668CK6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2002613.64   | 0.14%             | 2026-08-14      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                   | New Zealand Local Government Funding Agency Bonds                                                            | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |  45000000 | PA      | $25747102.22  | 1.82%             | 2028-05-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp.                                                                                             | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2696526.28   | 0.19%             | 2026-06-01      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                   | Svenska Handelsbanken AB                                                                                     | CUSIP: 86959LAN3<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   5000000 | PA      | $5005910.95   | 0.35%             | 2026-06-15      | Floating      | 4.90%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                                                                                       | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   1500000 | PA      | $846497.39    | 0.06%             | 2028-02-10      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| Commodities Exchange Center                | COPPER FUTURE JUL26                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        46 | NC      | $436354.17    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| AVIATION CAPITAL GROUP                     | Aviation Capital Group LLC                                                                                   | CUSIP: 05369AAR2<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    182000 | PA      | $182610.01    | 0.01%             | 2027-04-14      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| London Metal Exchange                      | LME ZINC FUTURE JUL26                                                                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        32 | NC      | $132621.68    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BANQUE FED CRED MUTUEL                     | Banque Federative du Credit Mutuel SA                                                                        | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    640000 | PA      | $643052.34    | 0.05%             | 2027-01-23      | Floating      | 4.78%                 | No            | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                   | Penske Truck Leasing Co. LP/PTL Finance Corp.                                                                | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6467000 | PA      | $6446391.22   | 0.46%             | 2026-06-15      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| MACQUARIE BANK LTD                         | Macquarie Bank Ltd.                                                                                          | CUSIP: 55608PBY9<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   1500000 | PA      | $1506247.32   | 0.11%             | 2028-06-12      | Floating      | 4.40%                 | No            | 2                  | On Loan: No      |
| NOVARTIS CAPITAL CORP                      | Novartis Capital Corp.                                                                                       | CUSIP: 66989HBE7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   8890000 | PA      | $8938006.00   | 0.63%             | 2029-03-16      | Floating      | 4.30%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bills                                                                                          | CUSIP: 912797SK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  41000000 | PA      | $40263053.29  | 2.85%             | 2026-10-29      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                                                                                 | CUSIP: 02665WGP0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    900000 | PA      | $898212.51    | 0.06%             | 2027-11-19      | Floating      | 4.31%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                                                                                 | CUSIP: 02665WFW6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7498650.00   | 0.53%             | 2028-03-03      | Floating      | 4.48%                 | No            | 2                  | On Loan: No      |
| NESTLE HOLDINGS INC                        | Nestle Holdings, Inc.                                                                                        | CUSIP: 000000000<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $2849339.27   | 0.20%             | 2029-01-26      | Fixed         | 2.19%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                        | American Tower Corp.                                                                                         | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   3000000 | PA      | $2983172.07   | 0.21%             | 2027-03-15      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                   | AT&T, Inc.                                                                                                   | CUSIP: 00206RHW5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2193993.71   | 0.16%             | 2027-02-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-258193.68   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                                                                          | CUSIP: 68333ZAZ0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   4100000 | PA      | $3040311.41   | 0.22%             | 2028-09-08      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development                                                          | CUSIP: 459058LH4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  16000000 | PA      | $16024124.96  | 1.13%             | 2027-06-15      | Floating      | 3.92%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank                                                                                        | CUSIP: 89115KAA8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1100000 | PA      | $1104316.41   | 0.08%             | 2028-06-02      | Floating      | 4.57%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                                                 | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   3300000 | PA      | $2378021.36   | 0.17%             | 2028-11-16      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| New Zealand Government Bonds               | New Zealand Government Bonds                                                                                 | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |  48000000 | PA      | $26463243.82  | 1.87%             | 2028-05-15      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group, Inc.                                                                                     | CUSIP: 91324PFE7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3001640.37   | 0.21%             | 2026-07-15      | Floating      | 4.15%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                                                                           | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2424507.86   | 0.17%             | 2027-05-08      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| DAIMLER TRUCK FINAN NA                     | Daimler Truck Finance North America LLC                                                                      | CUSIP: 233853AY6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1411041.44   | 0.10%             | 2027-09-25      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                     | KC HRW WHEAT FUT JUL26                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        71 | NC      | $186107.93    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Harley-Davidson Financial Services Inc     | Harley-Davidson Financial Services, Inc.                                                                     | CUSIP: 41282KG69<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2976092.10   | 0.21%             | 2026-07-06      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| HARLEY-DAVIDSON FINL SER                   | Harley-Davidson Financial Services, Inc.                                                                     | CUSIP: 41283LBA2<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2963232.72   | 0.21%             | 2027-02-14      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| ICE Futures U.S., Inc.                     | COFFEE 'C' FUTURE JUL26                                                                                      | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        22 | NC      | $-11100.65    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Honeywell International Inc                | Honeywell International, Inc.                                                                                | CUSIP: 43851UE82<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2997512.10   | 0.21%             | 2026-05-08      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CANADA HOUSING TRUST                       | Canada Housing Trust No. 1                                                                                   | CUSIP: 13509PJQ7<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |   4300000 | PA      | $3259022.34   | 0.23%             | 2028-12-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| CRH America Finance Inc                    | CRH America Finance, Inc.                                                                                    | CUSIP: 12636DFQ6<br>LEI: 549300WEVUODRJ4CWK56 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1987553.80   | 0.14%             | 2026-06-24      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                                                                           | CUSIP: 74814ZFD0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |  17800000 | PA      | $13008735.60  | 0.92%             | 2028-09-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                        | Charles Schwab Corp.                                                                                         | CUSIP: 808513BQ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5000470.00   | 0.35%             | 2026-05-13      | Floating      | 4.18%                 | No            | 2                  | On Loan: No      |
| UTAH ACQUISITION SUB                       | Utah Acquisition Sub, Inc.                                                                                   | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | NL        |   5300000 | PA      | $5295555.31   | 0.38%             | 2026-06-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                         | Royalty Pharma PLC                                                                                           | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   3700000 | PA      | $3571709.64   | 0.25%             | 2027-09-02      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                | LEAN HOGS FUTURE JUL26                                                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        55 | NC      | $-23076.35    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| TANGER PROPERTIES LP                       | Tanger Properties LP                                                                                         | CUSIP: 875484AJ6<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              |  | US        |   4000000 | PA      | $3981762.04   | 0.28%             | 2026-09-01      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORP                    | John Deere Capital Corp.                                                                                     | CUSIP: 24422EYA1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7013763.82   | 0.50%             | 2028-03-06      | Floating      | 4.16%                 | 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      | $7394451.12   | 0.52%             | 2027-08-19      | Floating      | 4.09%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                   | Capital One Financial Corp.                                                                                  | CUSIP: 14040HCE3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2483904.00   | 0.18%             | 2027-05-11      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| HUMANA INC                                 | Humana, Inc.                                                                                                 | CUSIP: 444859BF8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   3554000 | PA      | $3544339.94   | 0.25%             | 2027-03-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |

### Signature

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

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

**Signature:** Randy Olson

**Name of Signer:** Randy Olson

**Title:** Vice President