# EDGAR Filing Document

**Accession Number:** 0000355437
**File Stem:** 0001410368-26-065020
**Filing Date:** 2026-6
**Character Count:** 72104
**Document Hash:** c096af6edeca525b103037c15bbcb77c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-065020.hdr.sgml**: 20260624

**ACCESSION NUMBER**: 0001410368-26-065020

**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:** 261114392

**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 International Government Fixed Income Portfolio (Series ID: S000034651)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000106763 | Institutional Class |  |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** DFA INVESTMENT DIMENSIONS GROUP INC

- **b. Investment Company Act file number:** 811-03258

- **c. CIK number of Registrant:** 0000355437

- **d. LEI of Registrant:** 549300XGRTBJCE41BD26

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 6300 BEE CAVE ROAD

  - **City:** AUSTIN

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 78746

  - **Telephone number:** 512-306-7400

**Item A.2. Information about the Series.**

- **a. Name of Series:** DFA International Government Fixed Income Portfolio

- **b. EDGAR series identifier (if any):** S000034651

- **c. LEI of Series:** 5493001KSJU4MGHNS208

**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:** $1053441697.18

**Total Liabilities:** $13694054.71

**Net Assets:** $1039747642.47

**Cash Not Reported:** $15370526.62

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -285.86000000 | **1-Year:** -7007.13000000 | **5-Year:** -182471.53000000 | **10-Year:** -166823.24000000 | **30-Year:** -2236.98000000

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

- **3-Month:** -2.99000000 | **1-Year:** -102.73000000 | **5-Year:** -1774.93000000 | **10-Year:** -3260.07000000 | **30-Year:** -2.11000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000106763 | 1.64%                | -2.42%               | 0.24%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4895173.97             | $11926855.84                               |
| Month 2  | $11752660.48             | $-51881282.06                              |
| Month 3  | $37425.54                | $19391726.62                               |

**Designated Index Information**

- **Index Name:** Securities Portfolio VaR

- **Index Identifier:** Designated Reference Portfolio is the Fund's Securities Portfolio

### Schedule of Portfolio Investments

| Name                                       | Title                                                                          | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| DEUTSCHE BAHN AG                           | Deutsche Bahn AG                                                               | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |    2000000 | PA      | $2017511.30   | 0.19%             | 2034-03-03      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  300000000 | PA      | $1556615.89   | 0.15%             | 2036-09-20      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| ENEXIS HOLDING NV                          | Enexis Holding NV                                                              | CUSIP: 000000000<br>LEI: 7245009Q5867Q0YC9Q13 | Long             | DBT              | CORP              | NL        |    1000000 | PA      | $1140774.10   | 0.11%             | 2036-05-30      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold DKK                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $9.57         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EUROPEAN UNION                             | European Union                                                                 | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |    2000000 | PA      | $2295982.71   | 0.22%             | 2036-12-12      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| New Zealand Government Bonds               | New Zealand Government Bonds                                                   | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |   35000000 | PA      | $20223445.34  | 1.95%             | 2034-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| SWISSCOM FINANCE                           | Swisscom Finance BV                                                            | CUSIP: 000000000<br>LEI: 549300L41E8X8K71RV25 | Long             | DBT              | CORP              | NL        |    6300000 | PA      | $7153163.73   | 0.69%             | 2037-11-17      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| New Zealand Government Bonds               | New Zealand Government Bonds                                                   | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |   24200000 | PA      | $11797186.02  | 1.13%             | 2037-04-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold DKK                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-181711.49   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                | Equinor ASA                                                                    | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    4400000 | PA      | $4586441.15   | 0.44%             | 2032-05-22      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold AUD                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-100559.09   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| STEDIN HOLDING NV                          | Stedin Holding NV                                                              | CUSIP: 000000000<br>LEI: 724500R5IP6TFKTNRU48 | Long             | DBT              | CORP              | NL        |    2000000 | PA      | $2276551.77   | 0.22%             | 2032-11-03      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-11152.79    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| French Republic Government Bonds OAT       | French Republic Government Bonds OAT                                           | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   64000000 | PA      | $75336216.60  | 7.25%             | 2033-11-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| NEW S WALES TREASURY CRP                   | New South Wales Treasury Corp.                                                 | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |    7400000 | PA      | $4902965.83   | 0.47%             | 2037-02-20      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-27.83       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                   | Province of Saskatchewan                                                       | CUSIP: 000000000<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |   10000000 | PA      | $11683670.54  | 1.12%             | 2034-05-08      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-1072.36     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |          1 | NC      | $-224847.89   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| UNEDIC                                     | UNEDIC ASSEO                                                                   | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |    3400000 | PA      | $3454425.95   | 0.33%             | 2033-05-25      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| New Zealand Government Bonds               | New Zealand Government Bonds                                                   | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |   11100000 | PA      | $5733792.03   | 0.55%             | 2032-05-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| TREASURY CORP VICTORIA                     | Treasury Corp. of Victoria                                                     | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |    5000000 | PA      | $3375882.39   | 0.32%             | 2032-12-20      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased DKK / Sold USD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | DK        |          1 | NC      | $1153.06      | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold JPY                                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |          1 | NC      | $-929153.16   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| French Republic Government Bonds OAT       | French Republic Government Bonds OAT                                           | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   69000000 | PA      | $68248407.65  | 6.56%             | 2034-05-25      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased DKK / Sold USD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | DK        |          1 | NC      | $4439.70      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1100000000 | PA      | $5166637.92   | 0.50%             | 2039-03-20      | Fixed         | 0.40%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |          1 | NC      | $-139881.10   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| ESB FINANCE DAC                            | ESB Finance DAC                                                                | CUSIP: 000000000<br>LEI: 635400VCPRSU89DLMZ57 | Long             | DBT              | CORP              | IE        |    3500000 | PA      | $4190925.19   | 0.40%             | 2032-05-03      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold AUD                                                       | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-32755.42    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                                             | CUSIP: 74814ZFH1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   31000000 | PA      | $20688195.24  | 1.99%             | 2031-09-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| AEROPORTS DE PARIS SA                      | Aeroports de Paris SA                                                          | CUSIP: 000000000<br>LEI: 969500PJMBSFHYC37989 | Long             | DBT              | CORP              | FR        |    8000000 | PA      | $9227028.03   | 0.89%             | 2033-03-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  500000000 | PA      | $2902909.52   | 0.28%             | 2035-06-20      | Fixed         | 1.30%                 | No            | 2                  | On Loan: No      |
| TREASURY CORP VICTORIA                     | Treasury Corp. of Victoria                                                     | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |   11000000 | PA      | $5802107.29   | 0.56%             | 2035-09-17      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  675000000 | PA      | $2997930.44   | 0.29%             | 2040-09-20      | Fixed         | 0.40%                 | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC                          | CPPIB Capital, Inc.                                                            | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |   31520000 | PA      | $33050395.23  | 3.18%             | 2033-03-04      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| CDP FINANCIAL INC                          | CDP Financial, Inc.                                                            | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |    1000000 | PA      | $718393.64    | 0.07%             | 2035-06-02      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |          1 | NC      | $-804448.40   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased DKK / Sold USD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | DK        |          1 | NC      | $3059.52      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AGENCE FRANCE LOCALE                       | Agence France Locale                                                           | CUSIP: 000000000<br>LEI: 969500NMI4UP00IO8G47 | Long             | DBT              | NUSS              | FR        |    6100000 | PA      | $6947250.47   | 0.67%             | 2033-03-20      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold GBP                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-1248.57     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold GBP                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-1114.92     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AGENCE FRANCE LOCALE                       | Agence France Locale                                                           | CUSIP: 000000000<br>LEI: 969500NMI4UP00IO8G47 | Long             | DBT              | NUSS              | FR        |   11100000 | PA      | $11126188.56  | 1.07%             | 2031-03-20      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NEDERLANDSE GASUNIE N.V.                   | Nederlandse Gasunie NV                                                         | CUSIP: 000000000<br>LEI: 724500MQFZSYSBC5H178 | Long             | DBT              | CORP              | NL        |    2000000 | PA      | $2300891.03   | 0.22%             | 2038-01-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Japan Government Ten Year Bonds            | Japan Government Ten Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  900000000 | PA      | $5124863.47   | 0.49%             | 2034-09-20      | Fixed         | 0.90%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |          1 | NC      | $-1662475.44  | -0.16%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-247434.21   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| NEW S WALES TREASURY CRP                   | New South Wales Treasury Corp.                                                 | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |    5000000 | PA      | $3405076.37   | 0.33%             | 2035-02-20      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ONTARIO TEACHERS' FINANC                   | Ontario Teachers' Finance Trust                                                | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |    3333000 | PA      | $3614425.41   | 0.35%             | 2032-05-03      | Fixed         | 1.85%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1600000000 | PA      | $7969595.35   | 0.77%             | 2038-09-20      | Fixed         | 0.70%                 | No            | 2                  | On Loan: No      |
| Japan Government Ten Year Bonds            | Japan Government Ten Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1100000000 | PA      | $6354009.77   | 0.61%             | 2033-09-20      | Fixed         | 0.80%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-27449.28    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased AUD / Sold USD                                                       | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |          1 | NC      | $10375.91     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Japan Government Thirty Year Bonds         | Japan Government Thirty Year Bonds                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  800000000 | PA      | $4802708.31   | 0.46%             | 2039-03-20      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| CDP FINANCIAL INC                          | CDP Financial, Inc.                                                            | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |    8700000 | PA      | $9965780.51   | 0.96%             | 2032-02-13      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Japan Government Thirty Year Bonds         | Japan Government Thirty Year Bonds                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1400000000 | PA      | $8562038.90   | 0.82%             | 2038-09-20      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold AUD                                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |          1 | NC      | $-3714207.98  | -0.36%            |  |  |  | No            | 2                  | On Loan: No      |
| ONTARIO TEACHERS' FINANC                   | Ontario Teachers' Finance Trust                                                | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |   13000000 | PA      | $14097668.87  | 1.36%             | 2032-05-03      | Fixed         | 1.85%                 | No            | 2                  | On Loan: No      |
| Japan Government Ten Year Bonds            | Japan Government Ten Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  650000000 | PA      | $3735958.61   | 0.36%             | 2031-12-20      | Fixed         | 0.10%                 | 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        |   14400000 | PA      | $7855441.62   | 0.76%             | 2033-04-14      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1800000000 | PA      | $8150847.94   | 0.78%             | 2040-03-20      | Fixed         | 0.40%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |          1 | NC      | $-71914.66    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased EUR / Sold USD                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | XX        |          1 | NC      | $-49824.41    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  560000000 | PA      | $3204721.66   | 0.31%             | 2035-09-20      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |          1 | NC      | $-605281.59   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| EUROPEAN UNION                             | European Union                                                                 | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |    1000000 | PA      | $1149128.62   | 0.11%             | 2034-12-04      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |          1 | NC      | $481520.58    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold DKK                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-1061.11     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EUROPEAN UNION                             | European Union                                                                 | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |    7200000 | PA      | $7444001.77   | 0.72%             | 2033-04-04      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| French Republic Government Bonds OAT       | French Republic Government Bonds OAT                                           | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   23000000 | PA      | $29336747.09  | 2.82%             | 2035-04-25      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold JPY                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-1094311.22  | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1000000000 | PA      | $5934144.55   | 0.57%             | 2034-09-20      | Fixed         | 1.40%                 | No            | 2                  | On Loan: No      |
| KUNTARAHOITUS OYJ                          | Kuntarahoitus OYJ                                                              | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |   19011000 | PA      | $19777101.28  | 1.90%             | 2033-02-23      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-255291.56   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |          1 | NC      | $-85204.11    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Japan Government Thirty Year Bonds         | Japan Government Thirty Year Bonds                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1450000000 | PA      | $8567091.44   | 0.82%             | 2040-03-20      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| NEW S WALES TREASURY CRP                   | New South Wales Treasury Corp.                                                 | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |    6000000 | PA      | $3298523.74   | 0.32%             | 2034-03-20      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| TREASURY CORP VICTORIA                     | Treasury Corp. of Victoria                                                     | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |   51500000 | PA      | $28671609.12  | 2.76%             | 2034-11-20      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-8698.55     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EFSF                                       | European Financial Stability Facility                                          | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |   28300000 | PA      | $29281702.37  | 2.82%             | 2033-05-24      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Purchased AUD / Sold USD                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | AU        |          1 | NC      | $42827.66     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Purchased USD / Sold AUD                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-6364.79     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold JPY                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-119580.38   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| ENEXIS HOLDING NV                          | Enexis Holding NV                                                              | CUSIP: 000000000<br>LEI: 7245009Q5867Q0YC9Q13 | Long             | DBT              | CORP              | NL        |    4000000 | PA      | $3946727.90   | 0.38%             | 2032-06-17      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| BAYERISCHE LANDESBANK                      | Bayerische Landesbank                                                          | CUSIP: 000000000<br>LEI: VDYMYTQGZZ6DU0912C88 | Long             | DBT              | CORP              | DE        |   13300000 | PA      | $15626395.39  | 1.50%             | 2032-08-04      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Japan Government Ten Year Bonds            | Japan Government Ten Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1950000000 | PA      | $11422113.63  | 1.10%             | 2031-03-20      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| BRITISH COLUMBIA PROV OF                   | Province of British Columbia                                                   | CUSIP: 000000000<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    8000000 | PA      | $5612558.81   | 0.54%             | 2032-07-16      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| NEW S WALES TREASURY CRP                   | New South Wales Treasury Corp.                                                 | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |    8500000 | PA      | $4954347.96   | 0.48%             | 2033-03-08      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| BRITISH COLUMBIA PROV OF                   | Province of British Columbia                                                   | CUSIP: 110709AF9<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   10000000 | PA      | $6723966.58   | 0.65%             | 2031-06-18      | Fixed         | 1.55%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  900000000 | PA      | $4039149.18   | 0.39%             | 2039-12-20      | Fixed         | 0.30%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-9537.06     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SNCF RESEAU                                | SNCF Reseau                                                                    | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |    3400000 | PA      | $3518037.97   | 0.34%             | 2031-11-09      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Japan Government Ten Year Bonds            | Japan Government Ten Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1300000000 | PA      | $7372271.73   | 0.71%             | 2032-09-20      | Fixed         | 0.20%                 | No            | 2                  | On Loan: No      |
| QUEENSLAND TREASURY CORP                   | Queensland Treasury Corp.                                                      | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |   41000000 | PA      | $27542025.29  | 2.65%             | 2037-07-21      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Bank USA                     | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $13956.71     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| QUEENSLAND TREASURY CORP                   | Queensland Treasury Corp.                                                      | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |    1800000 | PA      | $1029263.81   | 0.10%             | 2033-08-22      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  850000000 | PA      | $4317840.38   | 0.42%             | 2037-09-20      | Fixed         | 0.60%                 | No            | 2                  | On Loan: No      |
| PSP CAPITAL INC                            | PSP Capital, Inc.                                                              | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |    5000000 | PA      | $5805544.15   | 0.56%             | 2034-07-02      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| AGENCE FRANCE LOCALE                       | Agence France Locale                                                           | CUSIP: 000000000<br>LEI: 969500NMI4UP00IO8G47 | Long             | DBT              | NUSS              | FR        |    5000000 | PA      | $5653130.65   | 0.54%             | 2034-03-20      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| ALLIANDER NV                               | Alliander NV                                                                   | CUSIP: 000000000<br>LEI: 724500XBZ9QOPTI11U82 | Long             | DBT              | CORP              | NL        |    8000000 | PA      | $9066636.40   | 0.87%             | 2033-05-06      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1300000000 | PA      | $6248768.80   | 0.60%             | 2038-12-20      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  640000000 | PA      | $3573542.84   | 0.34%             | 2035-12-20      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| ENBW INTL FINANCE BV                       | EnBW International Finance BV                                                  | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |    1450000 | PA      | $1031202.28   | 0.10%             | 2034-10-30      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1800000000 | PA      | $8167059.50   | 0.79%             | 2039-09-20      | Fixed         | 0.30%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                                             | CUSIP: 748148RL9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    6400000 | PA      | $5353789.52   | 0.51%             | 2036-12-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| EUROFIMA                                   | Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial | CUSIP: 000000000<br>LEI: 4S66HJ5RNB5ZWG9YW219 | Long             | DBT              | NUSS              | XX        |   30000000 | PA      | $27085745.67  | 2.61%             | 2034-10-10      | Fixed         | 0.15%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold JPY                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-815421.64   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold AUD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-53865.73    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE NATIONALE SNCF S                   | Societe Nationale SNCF SACA                                                    | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |    6200000 | PA      | $7197072.75   | 0.69%             | 2033-05-25      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                          | Purchased USD / Sold AUD                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-48788.79    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1000000000 | PA      | $5223787.17   | 0.50%             | 2037-03-20      | Fixed         | 0.70%                 | No            | 2                  | On Loan: No      |
| QUEENSLAND TREASURY CORP                   | Queensland Treasury Corp.                                                      | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |    7000000 | PA      | $3787398.71   | 0.36%             | 2034-07-20      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-47992.78    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WESTERN AUST TREAS CORP                    | Western Australian Treasury Corp.                                              | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |   10000000 | PA      | $5527417.50   | 0.53%             | 2034-10-24      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1500000000 | PA      | $7683721.38   | 0.74%             | 2037-06-20      | Fixed         | 0.60%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $13815.90     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| REGION WALLONNE                            | Region Wallonne Belgium                                                        | CUSIP: 000000000<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | NUSS              | BE        |    2500000 | PA      | $2880169.78   | 0.28%             | 2034-10-22      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Japan Government Ten Year Bonds            | Japan Government Ten Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  700000000 | PA      | $4136463.22   | 0.40%             | 2035-06-20      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold GBP                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-60126.87    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased EUR / Sold USD                                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $18495.99     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE NATIONALE SNCF S                   | Societe Nationale SNCF SACA                                                    | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |   14000000 | PA      | $16262833.96  | 1.56%             | 2035-04-03      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                                            | CUSIP: 68333ZAU1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   39000000 | PA      | $29054117.13  | 2.79%             | 2032-06-02      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| SFIL SA                                    | SFIL SA                                                                        | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |    5000000 | PA      | $5765901.90   | 0.55%             | 2031-01-22      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Japan Government Thirty Year Bonds         | Japan Government Thirty Year Bonds                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  400000000 | PA      | $2552610.90   | 0.25%             | 2036-03-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1100000000 | PA      | $5043396.89   | 0.49%             | 2039-06-20      | Fixed         | 0.30%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                                            | CUSIP: 68333ZAY3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    4800000 | PA      | $3532038.13   | 0.34%             | 2033-06-02      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-775147.52   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                | Equinor ASA                                                                    | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    2000000 | PA      | $1991460.08   | 0.19%             | 2035-02-17      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| STATNETT SF                                | Statnett SF                                                                    | CUSIP: 000000000<br>LEI: 5967007LIEEXZXHAI017 | Long             | DBT              | CORP              | NO        |    3000000 | PA      | $3424102.96   | 0.33%             | 2036-02-26      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Denmark Government Bonds                   | Denmark Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |  252000000 | PA      | $38228532.39  | 3.68%             | 2033-11-15      | Fixed         | 2.25%                 | 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        |    6000000 | PA      | $2602670.49   | 0.25%             | 2037-04-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold GBP                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-36781.84    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1200000000 | PA      | $5919172.18   | 0.57%             | 2038-03-20      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| BRITISH COLUMBIA PROV OF                   | Province of British Columbia                                                   | CUSIP: 110709GN6<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   16000000 | PA      | $11681819.85  | 1.12%             | 2033-06-18      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased GBP / Sold USD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |          1 | NC      | $1790.90      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FLEMISH COMMUNITY                          | Ministeries Van de Vlaamse Gemeenschap                                         | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |    5000000 | PA      | $5705166.29   | 0.55%             | 2034-06-22      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-4219.71     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BAHN AG                           | Deutsche Bahn AG                                                               | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |    4773000 | PA      | $4972833.24   | 0.48%             | 2033-08-16      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| TREASURY CORP VICTORIA                     | Treasury Corp. of Victoria                                                     | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |    4200000 | PA      | $2038004.73   | 0.20%             | 2037-11-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| SWISSCOM FINANCE                           | Swisscom Finance BV                                                            | CUSIP: 000000000<br>LEI: 549300L41E8X8K71RV25 | Long             | DBT              | CORP              | NL        |    2500000 | PA      | $2884406.34   | 0.28%             | 2032-05-21      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-4679.42     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                                             | CUSIP: 74814ZFT5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    9000000 | PA      | $6907012.18   | 0.66%             | 2034-09-01      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold AUD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-28060.65    | -0.00%            |  |  |  | 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        |    5000000 | PA      | $2510804.11   | 0.24%             | 2035-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |          1 | NC      | $-918835.95   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC                          | CPPIB Capital, Inc.                                                            | CUSIP: 12593ZAA8<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |    5000000 | PA      | $3760665.51   | 0.36%             | 2032-06-02      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| U.K. Gilts                                 | U.K. Gilts                                                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   16000000 | PA      | $21404168.52  | 2.06%             | 2041-01-31      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Japan Government Ten Year Bonds            | Japan Government Ten Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1100000000 | PA      | $6320143.08   | 0.61%             | 2032-03-20      | Fixed         | 0.20%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1570000000 | PA      | $8171762.00   | 0.79%             | 2036-12-20      | Fixed         | 0.60%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-15695.55    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                                             | CUSIP: 74814ZFS7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    5500000 | PA      | $4017650.09   | 0.39%             | 2033-09-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  950000000 | PA      | $4257296.16   | 0.41%             | 2040-06-20      | Fixed         | 0.40%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold GBP                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |          1 | NC      | $-103557.28   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  700000000 | PA      | $4496042.92   | 0.43%             | 2031-03-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Japan Government Ten Year Bonds            | Japan Government Ten Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1100000000 | PA      | $6327661.21   | 0.61%             | 2032-12-20      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| FLUVIUS SYSTEM OP                          | FLUVIUS System Operator CV                                                     | CUSIP: 000000000<br>LEI: 549300WSQWO0M3PK2J78 | Long             | DBT              | CORP              | BE        |    2000000 | PA      | $2310430.98   | 0.22%             | 2036-02-16      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| REGION OF ILE DE FRANCE                    | Region of Ile de France                                                        | CUSIP: 000000000<br>LEI: 969500X7E3U7ZNH95E23 | Long             | DBT              | NUSS              | FR        |    5000000 | PA      | $5094492.18   | 0.49%             | 2033-06-20      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| STATNETT SF                                | Statnett SF                                                                    | CUSIP: 000000000<br>LEI: 5967007LIEEXZXHAI017 | Long             | DBT              | CORP              | NO        |    1000000 | PA      | $1131865.19   | 0.11%             | 2038-10-21      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased EUR / Sold USD                                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $18473.80     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Japan Government Thirty Year Bonds         | Japan Government Thirty Year Bonds                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  800000000 | PA      | $4997349.17   | 0.48%             | 2037-03-20      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                                            | CUSIP: 68333ZBC0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    6000000 | PA      | $4532013.10   | 0.44%             | 2034-06-02      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Purchased USD / Sold JPY                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-154006.93   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $49154.16     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Spain Government Bonds                     | Spain Government Bonds                                                         | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    4000000 | PA      | $4787917.98   | 0.46%             | 2033-10-31      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| MANITOBA (PROVINCE OF)                     | Province of Manitoba                                                           | CUSIP: 563469VE2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    4000000 | PA      | $3031589.80   | 0.29%             | 2034-06-02      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| SWISSCOM FINANCE                           | Swisscom Finance BV                                                            | CUSIP: 000000000<br>LEI: 549300L41E8X8K71RV25 | Long             | DBT              | CORP              | NL        |   17749000 | PA      | $20923647.57  | 2.01%             | 2031-11-29      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1700000000 | PA      | $8314260.16   | 0.80%             | 2038-06-20      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Japan Government Ten Year Bonds            | Japan Government Ten Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1000000000 | PA      | $5894797.36   | 0.57%             | 2030-12-20      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold AUD                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-21543.93    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold JPY                                                       | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |          1 | NC      | $-43806.96    | -0.00%            |  |  |  | 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