# EDGAR Filing Document

**Accession Number:** 0000355437
**File Stem:** 0001410368-26-065098
**Filing Date:** 2026-6
**Character Count:** 118406
**Document Hash:** b2dd481ad1dc7da13ad550fc50cce1d6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-065098.hdr.sgml**: 20260624

**ACCESSION NUMBER**: 0001410368-26-065098

**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:** 261114472

**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 Global Sustainability Fixed Income Portfolio (Series ID: S000063222)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000205087 | 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 Global Sustainability Fixed Income Portfolio

- **b. EDGAR series identifier (if any):** S000063222

- **c. LEI of Series:** 5493000Z7HXKE8RRY047

**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:** $724049576.57

**Total Liabilities:** $34541522.02

**Net Assets:** $689508054.55

**Cash Not Reported:** $5681127.22

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -833.37000000 | **1-Year:** -28619.41000000 | **5-Year:** -75957.58000000 | **10-Year:** -235496.85000000 | **30-Year:** -44462.75000000

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

- **3-Month:** -8.34000000 | **1-Year:** -553.90000000 | **5-Year:** -1052.80000000 | **10-Year:** -9368.32000000 | **30-Year:** -2114.11000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000205087 | 1.37%                | -2.17%               | 0.53%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3823058.99             | $6021653.35                                |
| Month 2  | $4345833.71              | $-28743174.76                              |
| Month 3  | $-1458659.15             | $11442079.14                               |

**Designated Index Information**

- **Index Name:** Securities Portfolio VaR

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

### Schedule of Portfolio Investments

| Name                                       | Title                                               | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Dimensional Holdings Inc.                  | DFA Short Term Investment Fund                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   14984669 | NS      | $14984669.00  | 2.17%             |  |  |  | No            | N/A                | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                        | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2264104.70   | 0.33%             | 2037-08-06      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| LPL HOLDINGS INC                           | LPL Holdings, Inc.                                  | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    1966000 | PA      | $1964736.61   | 0.28%             | 2035-03-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-25463.27    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| OMERS FINANCE TRUST                        | OMERS Finance Trust                                 | CUSIP: 000000000<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |    2500000 | PA      | $2887579.38   | 0.42%             | 2035-01-28      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                              | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |  800000000 | PA      | $5184485.30   | 0.75%             | 2027-06-21      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| KFW                                        | Kreditanstalt fuer Wiederaufbau                     | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    2750000 | PA      | $3182854.62   | 0.46%             | 2028-07-31      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| French Republic Government Bonds OAT       | French Republic Government Bonds OAT                | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    6400000 | PA      | $5828077.69   | 0.85%             | 2039-06-25      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| New Zealand Government Bonds               | New Zealand Government Bonds                        | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    1100000 | PA      | $635594.00    | 0.09%             | 2034-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| KOMMUNALBANKEN AS                          | Kommunalbanken AS                                   | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |    2000000 | PA      | $2002215.64   | 0.29%             | 2026-06-17      | Floating      | 4.65%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  715000000 | PA      | $3729116.29   | 0.54%             | 2036-03-20      | Fixed         | 0.40%                 | No            | 2                  | On Loan: No      |
| HOST HOTELS & RESORTS LP                   | Host Hotels & Resorts LP                            | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    1000000 | PA      | $1020656.88   | 0.15%             | 2034-07-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                   | Siemens Financieringsmaatschappij NV                | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    6000000 | PA      | $6991371.73   | 1.01%             | 2036-05-27      | 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        |    6800000 | PA      | $3314911.77   | 0.48%             | 2037-04-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                               | Comcast Corp.                                       | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3848757.00   | 0.56%             | 2039-11-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S.Treasury Notes                                  | CUSIP: 91282CNQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5000000 | PA      | $5004773.10   | 0.73%             | 2027-07-31      | Floating      | 3.78%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-6655.27     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                           | Bank of Montreal                                    | CUSIP: 06368LNU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    1000000 | PA      | $1000920.00   | 0.15%             | 2026-06-05      | Floating      | 4.99%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased GBP / Sold USD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |          1 | NC      | $95547.79     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| TREASURY CORP VICTORIA                     | Treasury Corp. of Victoria                          | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |    2500000 | PA      | $1804681.12   | 0.26%             | 2031-03-17      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| CDP FINANCIAL INC                          | CDP Financial, Inc.                                 | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |    1936000 | PA      | $2238722.93   | 0.32%             | 2027-04-06      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| RTX CORP                                   | RTX Corp.                                           | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1772615.66   | 0.26%             | 2042-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| HUMANA INC                                 | Humana, Inc.                                        | CUSIP: 444859BY7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     500000 | PA      | $512927.22    | 0.07%             | 2034-03-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| GENERAL DYNAMICS CORP                      | General Dynamics Corp.                              | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $897612.27    | 0.13%             | 2040-04-01      | Fixed         | 4.25%                 | 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      | $-14083.63    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ACTION LOGEMENT SERVICES                   | Action Logement Services                            | CUSIP: 000000000<br>LEI: 969500O2QYH3YW92C551 | Long             | DBT              | NUSS              | FR        |    4100000 | PA      | $3688017.91   | 0.53%             | 2034-10-30      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| CISCO SYSTEMS INC                          | Cisco Systems, Inc.                                 | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    3334000 | PA      | $3400059.18   | 0.49%             | 2040-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group, Inc.               | CUSIP: 86562MCF5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    2507000 | PA      | $1710514.14   | 0.25%             | 2041-01-12      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  540000000 | PA      | $2649968.38   | 0.38%             | 2043-09-20      | Fixed         | 1.50%                 | 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      | $-128774.41   | -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      | $-64250.74    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| SOUTH AUST GOVT FIN AUTH                   | South Australian Government Financing Authority     | CUSIP: 000000000<br>LEI: 254900TDPILDN6AUAD69 | Long             | DBT              | NUSS              | AU        |    8000000 | PA      | $4134875.47   | 0.60%             | 2036-05-23      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                               | Broadcom, Inc.                                      | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $852326.92    | 0.12%             | 2035-11-15      | Fixed         | 3.14%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-260419.44   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                        | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1399994.83   | 0.20%             | 2036-10-27      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                        | CUSIP: 632525CC3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    1500000 | PA      | $1511707.50   | 0.22%             | 2030-01-14      | Floating      | 4.45%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                 | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1000000 | PA      | $981835.94    | 0.14%             | 2032-12-31      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp.                               | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2680283.66   | 0.39%             | 2042-02-07      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                   | Asian Infrastructure Investment Bank                | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |     440000 | PA      | $518293.80    | 0.08%             | 2028-02-14      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BRITISH COLUMBIA PROV OF                   | Province of British Columbia                        | CUSIP: 110709GC0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   12000000 | PA      | $7281540.10   | 1.06%             | 2044-06-18      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| FINNVERA PLC                               | Finnvera OYJ                                        | CUSIP: 000000000<br>LEI: 743700T69OBBJO7TCA15 | Long             | DBT              | NUSS              | FI        |     170000 | PA      | $192320.33    | 0.03%             | 2027-09-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| EFSF                                       | European Financial Stability Facility               | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     700000 | PA      | $789666.95    | 0.11%             | 2027-10-13      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development | CUSIP: 459058KN2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    2800000 | PA      | $2803452.57   | 0.41%             | 2027-01-12      | Floating      | 4.02%                 | No            | 2                  | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp.               | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1732343.94   | 0.25%             | 2039-05-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LP                       | Boston Properties LP                                | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    1234000 | PA      | $1239695.80   | 0.18%             | 2035-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| CDP FINANCIAL INC                          | CDP Financial, Inc.                                 | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |    4000000 | PA      | $2978113.15   | 0.43%             | 2028-03-08      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORP                         | Realty Income Corp.                                 | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    4500000 | PA      | $5150904.09   | 0.75%             | 2035-06-20      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| HOST HOTELS & RESORTS LP                   | Host Hotels & Resorts LP                            | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    3000000 | PA      | $3008817.48   | 0.44%             | 2035-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                  | CUSIP: 74814ZEK5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    2800000 | PA      | $1970852.87   | 0.29%             | 2043-12-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| NEDER WATERSCHAPSBANK                      | Nederlandse Waterschapsbank NV                      | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |     782000 | PA      | $901154.34    | 0.13%             | 2030-05-22      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CONAGRA BRANDS INC                         | Conagra Brands, Inc.                                | CUSIP: 205887CL4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3419996.56   | 0.50%             | 2035-08-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: —       |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.          | CUSIP: 05252ADL2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    4000000 | PA      | $4015600.96   | 0.58%             | 2027-07-16      | Floating      | 4.34%                 | No            | 2                  | On Loan: No      |
| TREASURY CORP VICTORIA                     | Treasury Corp. of Victoria                          | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |    4800000 | PA      | $2531828.64   | 0.37%             | 2035-09-17      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| BorgWarner, Inc.                           | BorgWarner, Inc.                                    | CUSIP: 000000000<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2996167.86   | 0.43%             | 2031-05-19      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| JM SMUCKER CO                              | J.M. Smucker Co.                                    | CUSIP: 832696AY4<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2520682.94   | 0.37%             | 2043-11-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| JABIL INC                                  | Jabil, Inc.                                         | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     800000 | PA      | $738165.35    | 0.11%             | 2031-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                          | HSBC Holdings PLC                                   | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    3000000 | PA      | $3168984.21   | 0.46%             | 2042-01-14      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| U.K. Gilts                                 | U.K. Gilts                                          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   20900000 | PA      | $17614109.07  | 2.55%             | 2039-01-31      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| ILE DE FRANCE MOBILITES                    | Ile-de-France Mobilites                             | CUSIP: 000000000<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | NUSS              | FR        |    4000000 | PA      | $3364093.88   | 0.49%             | 2035-11-16      | Fixed         | 0.20%                 | No            | 2                  | On Loan: No      |
| UNUM GROUP                                 | Unum Group                                          | CUSIP: 91529YAS5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $2651457.70   | 0.38%             | 2041-08-15      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| CME GROUP INC                              | CME Group, Inc.                                     | CUSIP: 12572QAF2<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2962409.58   | 0.43%             | 2043-09-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group, Inc.                            | CUSIP: 91324PBQ4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2580959.63   | 0.37%             | 2041-02-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| FLEMISH COMMUNITY                          | Ministeries Van de Vlaamse Gemeenschap              | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |   10000000 | PA      | $11195561.73  | 1.62%             | 2040-06-22      | Fixed         | 3.68%                 | 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      | $-32189.81    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CANADA HOUSING TRUST                       | Canada Housing Trust No. 1                          | CUSIP: 13509PJD6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |    3000000 | PA      | $2213354.44   | 0.32%             | 2027-09-15      | Floating      | 2.60%                 | No            | 2                  | On Loan: No      |
| BNG BANK NV                                | BNG Bank NV                                         | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |     170000 | PA      | $200121.59    | 0.03%             | 2028-02-23      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp.               | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     800000 | PA      | $645928.82    | 0.09%             | 2042-06-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                           | T-Mobile USA, Inc.                                  | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1311714.32   | 0.19%             | 2040-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                              | Citigroup, Inc.                                     | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $3253777.90   | 0.47%             | 2039-07-15      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased GBP / Sold USD                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | GB        |          1 | NC      | $8602.89      | 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        |  220000000 | PA      | $1263396.25   | 0.18%             | 2041-03-20      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold EUR                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-416999.15   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| CANADA HOUSING TRUST                       | Canada Housing Trust No. 1                          | CUSIP: 13509PJZ7<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |    3500000 | PA      | $2587528.99   | 0.38%             | 2030-03-15      | Floating      | 2.68%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold EUR                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $36229.55     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| AMGEN INC                                  | Amgen, Inc.                                         | CUSIP: 031162DA5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $2520366.10   | 0.37%             | 2041-08-15      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM INC                             | Amazon.com, Inc.                                    | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $6266455.34   | 0.91%             | 2041-05-12      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                               | Barclays PLC                                        | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1800000 | PA      | $2099865.14   | 0.30%             | 2033-01-17      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| ALLSTATE CORP                              | Allstate Corp.                                      | CUSIP: 020002BA8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $856066.31    | 0.12%             | 2043-06-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased GBP / Sold USD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |          1 | NC      | $36277.10     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| PROVINCE OF ALBERTA                        | Province of Alberta                                 | CUSIP: 013051DB0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    8000000 | PA      | $5947038.69   | 0.86%             | 2040-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                  | CUSIP: 74814ZEF6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    3000000 | PA      | $2324135.90   | 0.34%             | 2041-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| KEMPER CORP                                | Kemper Corp.                                        | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |     410000 | PA      | $373816.54    | 0.05%             | 2032-02-23      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased EUR / Sold USD                            | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | XX        |          1 | NC      | $111667.26    | 0.02%             |  |  |  | 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      | $6033917.79   | 0.88%             | 2034-03-20      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| ROCHE FINANCE EUROPE BV                    | Roche Finance Europe BV                             | CUSIP: 000000000<br>LEI: 724500MMYDP2MJLGB718 | Long             | DBT              | CORP              | NL        |    1100000 | PA      | $1300634.55   | 0.19%             | 2027-12-04      | Fixed         | 3.31%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |          1 | NC      | $-47931.82    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                     | CUSIP: 4581X0EQ7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    7100000 | PA      | $7126595.39   | 1.03%             | 2029-08-01      | Floating      | 4.02%                 | No            | 2                  | On Loan: No      |
| TRAVELERS COS INC                          | Travelers Cos., Inc.                                | CUSIP: 89417EAD1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1096708.70   | 0.16%             | 2037-06-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| TAPESTRY INC                               | Tapestry, Inc.                                      | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     500000 | PA      | $502316.74    | 0.07%             | 2035-03-11      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ATHENE HOLDING LTD                         | Athene Holding Ltd.                                 | CUSIP: 04686JAG6<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    3165000 | PA      | $3184171.83   | 0.46%             | 2034-01-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: —       |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                            | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |  590000000 | PA      | $3799959.53   | 0.55%             | 2027-01-18      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-2640.72     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                     | CUSIP: 4581X0EG9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    3200000 | PA      | $3206591.94   | 0.47%             | 2027-10-04      | Floating      | 4.00%                 | No            | 2                  | On Loan: No      |
| KUNTARAHOITUS OYJ                          | Kuntarahoitus OYJ                                   | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |    3000000 | PA      | $3535609.52   | 0.51%             | 2028-09-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| HP INC                                     | HP, Inc.                                            | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    2950000 | PA      | $2956178.27   | 0.43%             | 2041-09-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: —       |
| PULTEGROUP INC                             | PulteGroup, Inc.                                    | CUSIP: 745867AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1048193.95   | 0.15%             | 2035-02-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Japan Government Thirty Year Bonds         | Japan Government Thirty Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  450000000 | PA      | $2752083.93   | 0.40%             | 2038-09-20      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $31.54        | 0.00%             |  |  |  | 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      | $-804336.64   | -0.12%            |  |  |  | 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        |    2500000 | PA      | $1363791.95   | 0.20%             | 2033-04-14      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                   | Rogers Communications, Inc.                         | CUSIP: 775109AL5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    1000000 | PA      | $1138781.60   | 0.17%             | 2038-08-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| The DFA Investment Trust Company           | DFA Investment Trust Co.                            | CUSIP: 23320U405<br>LEI: 549300FSKWEXKF6YBM56 | Long             | EC               | RF                | US        |    1258564 | NS      | $14555295.63  | 2.11%             |  |  |  | No            | 2                  | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                   | Asian Infrastructure Investment Bank                | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    1500000 | PA      | $1506771.50   | 0.22%             | 2027-08-16      | Floating      | 4.28%                 | 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      | $-90650.65    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group, Inc.                           | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1057689.79   | 0.15%             | 2041-02-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| WALMART INC                                | Walmart, Inc.                                       | CUSIP: 931142CS0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3162861.33   | 0.46%             | 2040-04-01      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| NEDER WATERSCHAPSBANK                      | Nederlandse Waterschapsbank NV                      | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |     290000 | PA      | $340261.23    | 0.05%             | 2027-11-09      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| EUROPEAN UNION                             | European Union                                      | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |    3500000 | PA      | $3953954.20   | 0.57%             | 2039-10-04      | Fixed         | 3.38%                 | 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      | $-33289.09    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GENERAL MOTORS CO                          | General Motors Co.                                  | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $875229.78    | 0.13%             | 2045-04-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold EUR                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-22130.57    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JOHNSON & JOHNSON                          | Johnson & Johnson                                   | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $4551114.23   | 0.66%             | 2040-09-01      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| MOTABILITY OPERATIONS GR                   | Motability Operations Group PLC                     | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |    2000000 | PA      | $2270334.81   | 0.33%             | 2036-03-10      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-3097.64     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HUMANA INC                                 | Humana, Inc.                                        | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $843549.49    | 0.12%             | 2044-10-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| EUROPEAN UNION                             | European Union                                      | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |    1000000 | PA      | $1098101.86   | 0.16%             | 2028-10-04      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| JAB HOLDINGS BV                            | JAB Holdings BV                                     | CUSIP: 000000000<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |    1200000 | PA      | $1328857.46   | 0.19%             | 2035-04-17      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  600000000 | PA      | $3433630.35   | 0.50%             | 2035-09-20      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| FEDEX CORP                                 | FedEx Corp.                                         | CUSIP: 000000000<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3470425.62   | 0.50%             | 2037-07-30      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| WALT DISNEY COMPANY/THE                    | Walt Disney Co.                                     | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1641377.72   | 0.24%             | 2040-05-13      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| INTL FINANCE CORP                          | International Finance Corp.                         | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    5300000 | PA      | $2722565.76   | 0.39%             | 2035-04-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| BLUE OWL FINANCE LLC                       | Blue Owl Finance LLC                                | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |      80000 | PA      | $78747.56     | 0.01%             | 2034-04-18      | Fixed         | 6.25%                 | No            | 2                  | On Loan: —       |
| JAB HOLDINGS BV                            | JAB Holdings BV                                     | CUSIP: 000000000<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |    5300000 | PA      | $4781418.63   | 0.69%             | 2039-12-19      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                     | CUSIP: 4581X0DU9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    5300000 | PA      | $5303236.76   | 0.77%             | 2028-03-20      | Floating      | 3.92%                 | No            | 2                  | On Loan: No      |
| METLIFE INC                                | MetLife, Inc.                                       | CUSIP: 59156RAY4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2065725.58   | 0.30%             | 2041-02-06      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| EUROPEAN UNION                             | European Union                                      | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |    6000000 | PA      | $7045137.39   | 1.02%             | 2029-10-05      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-133.45      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GENERAL MOTORS CO                          | General Motors Co.                                  | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $991622.26    | 0.14%             | 2043-10-02      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| BNG BANK NV                                | BNG Bank NV                                         | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |    3800000 | PA      | $4026059.38   | 0.58%             | 2030-01-15      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold GBP                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-238489.37   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| GLOBAL PAYMENTS INC                        | Global Payments, Inc.                               | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $964460.52    | 0.14%             | 2035-11-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                        | Elevance Health, Inc.                               | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1751229.88   | 0.25%             | 2043-01-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| CIGNA GROUP/THE                            | Cigna Group                                         | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    1436000 | PA      | $1350196.60   | 0.20%             | 2038-08-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| WP CAREY INC                               | WP Carey, Inc.                                      | CUSIP: 000000000<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    2000000 | PA      | $2383487.99   | 0.35%             | 2032-07-23      | Fixed         | 4.25%                 | 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      | $2967072.27   | 0.43%             | 2034-09-20      | Fixed         | 1.40%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold JPY                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-17326.92    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                    | Bristol-Myers Squibb Co.                            | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2672448.93   | 0.39%             | 2039-06-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: —       |
| SFIL SA                                    | SFIL SA                                             | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |    4800000 | PA      | $5482487.13   | 0.80%             | 2032-06-23      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| KFW                                        | Kreditanstalt fuer Wiederaufbau                     | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    6000000 | PA      | $6992589.27   | 1.01%             | 2031-02-20      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| EUROPEAN BK RECON & DEV                    | European Bank for Reconstruction & Development      | CUSIP: 29874QEU4<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    7082000 | PA      | $7076279.30   | 1.03%             | 2029-02-16      | Floating      | 3.96%                 | No            | 2                  | On Loan: No      |
| GILEAD SCIENCES INC                        | Gilead Sciences, Inc.                               | CUSIP: 375558AS2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    3250000 | PA      | $3293749.42   | 0.48%             | 2041-12-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                         | Royalty Pharma PLC                                  | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    6000000 | PA      | $4587375.24   | 0.67%             | 2040-09-02      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold EUR                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-55739.71    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| TREASURY CORP VICTORIA                     | Treasury Corp. of Victoria                          | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |    9900000 | PA      | $5511629.72   | 0.80%             | 2034-11-20      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| LSEG FINANCE PLC                           | LSEG Finance PLC                                    | CUSIP: 50220PAE3<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |     750000 | PA      | $567105.41    | 0.08%             | 2041-04-06      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| MOTABILITY OPERATIONS GR                   | Motability Operations Group PLC                     | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |    2000000 | PA      | $1586351.05   | 0.23%             | 2042-01-18      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| NIKE INC                                   | NIKE, Inc.                                          | CUSIP: 654106AL7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    8250000 | PA      | $6532254.05   | 0.95%             | 2040-03-27      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| CDP FINANCIAL INC                          | CDP Financial, Inc.                                 | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |    2000000 | PA      | $2303199.63   | 0.33%             | 2035-09-30      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BAHN AG                           | Deutsche Bahn AG                                    | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |    3400000 | PA      | $3003730.88   | 0.44%             | 2036-04-15      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                     | CUSIP: 45828RAA3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    3000000 | PA      | $3008248.74   | 0.44%             | 2028-10-05      | Floating      | 4.00%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                        | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    1800000 | PA      | $2031200.21   | 0.29%             | 2028-08-30      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| DEXIA                                      | Dexia SA                                            | CUSIP: 000000000<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | CORP              | FR        |    1250000 | PA      | $1427793.71   | 0.21%             | 2027-10-18      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                             | Home Depot, Inc.                                    | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     217000 | PA      | $173924.57    | 0.03%             | 2040-04-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                   | AT&T, Inc.                                          | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $1928573.28   | 0.28%             | 2041-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                | Oracle Corp.                                        | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $1982999.92   | 0.29%             | 2040-04-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| HUMANA INC                                 | Humana, Inc.                                        | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     500000 | PA      | $496810.91    | 0.07%             | 2035-05-01      | Fixed         | 5.55%                 | No            | 2                  | On Loan: —       |
| AT&T INC                                   | AT&T, Inc.                                          | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1235057.70   | 0.18%             | 2042-12-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                 | CUSIP: 68323AAY0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   12400000 | PA      | $8019491.29   | 1.16%             | 2043-06-02      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold EUR                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-140051.90   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| FIDELITY NATL INFO SERV                    | Fidelity National Information Services, Inc.        | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $2384129.22   | 0.35%             | 2041-03-01      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| BNG BANK NV                                | BNG Bank NV                                         | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |    1000000 | PA      | $681699.23    | 0.10%             | 2029-04-26      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased AUD / Sold USD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |          1 | NC      | $24231.41     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold AUD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-12882.83    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased EUR / Sold USD                            | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | XX        |          1 | NC      | $1887.43      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BIOGEN INC                                 | Biogen, Inc.                                        | CUSIP: 09062XAD5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $909980.49    | 0.13%             | 2045-09-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| CARRIER GLOBAL CORP                        | Carrier Global Corp.                                | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $3590111.03   | 0.52%             | 2040-04-05      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-2918.08     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold GBP                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-4184.54     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                   | Rogers Communications, Inc.                         | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     500000 | PA      | $422202.94    | 0.06%             | 2042-03-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| QUEENSLAND TREASURY CORP                   | Queensland Treasury Corp.                           | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |    6000000 | PA      | $4073521.31   | 0.59%             | 2038-08-13      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased GBP / Sold USD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |          1 | NC      | $3229.46      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNG BANK NV                                | BNG Bank NV                                         | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |    6400000 | PA      | $7038355.08   | 1.02%             | 2028-08-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Japan Government Ten Year Bonds            | Japan Government Ten Year Bonds                     | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  700000000 | PA      | $3949251.06   | 0.57%             | 2033-06-20      | Fixed         | 0.40%                 | No            | 2                  | On Loan: No      |
| MANITOBA (PROVINCE OF)                     | Province of Manitoba                                | CUSIP: 563469TQ8<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    8000000 | PA      | $5789141.24   | 0.84%             | 2042-03-05      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| EURO STABILITY MECHANISM                   | European Stability Mechanism                        | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |    1800000 | PA      | $2101844.13   | 0.30%             | 2027-09-30      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| FOX CORP                                   | Fox Corp.                                           | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1655817.48   | 0.24%             | 2039-01-25      | Fixed         | 5.48%                 | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                            | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    3000000 | PA      | $3297383.16   | 0.48%             | 2028-09-28      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-89667.60    | -0.01%            |  |  |  | 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      | $-20679.15    | -0.00%            |  |  |  | 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      | $2269930.92   | 0.33%             | 2041-05-07      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Utah Acquisition Sub, Inc.                 | Utah Acquisition Sub, Inc.                          | CUSIP: 000000000<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | NL        |    2000000 | PA      | $2330792.11   | 0.34%             | 2028-11-22      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| HCA INC                                    | HCA, Inc.                                           | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     500000 | PA      | $419023.82    | 0.06%             | 2042-03-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased AUD / Sold USD                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | AU        |          1 | NC      | $25417.93     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold AUD                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-2393.08     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased EUR / Sold USD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |          1 | NC      | $198.08       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITY OF MONTREAL                           | City of Montreal                                    | CUSIP: 614853EL9<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |    5000000 | PA      | $2762616.41   | 0.40%             | 2041-12-01      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp.                                    | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1390043.00   | 0.20%             | 2038-03-25      | Fixed         | 4.78%                 | No            | 2                  | On Loan: No      |
| SWEDISH EXPORT CREDIT                      | Svensk Exportkredit AB                              | CUSIP: 87031CAF0<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    3180000 | PA      | $3186664.36   | 0.46%             | 2026-08-03      | Floating      | 4.67%                 | No            | 2                  | On Loan: No      |
| AGENCE FRANCE LOCALE                       | Agence France Locale                                | CUSIP: 000000000<br>LEI: 969500NMI4UP00IO8G47 | Long             | DBT              | NUSS              | FR        |    5800000 | PA      | $6557631.55   | 0.95%             | 2034-03-20      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC                          | CPPIB Capital, Inc.                                 | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |    1500000 | PA      | $2043492.32   | 0.30%             | 2026-06-15      | Floating      | 5.00%                 | No            | 2                  | On Loan: No      |
| TRAVELERS COS INC                          | Travelers Cos., Inc.                                | CUSIP: 89417EAH2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3474878.05   | 0.50%             | 2040-11-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                        | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    2020000 | PA      | $2025736.58   | 0.29%             | 2027-06-11      | Floating      | 4.28%                 | No            | 2                  | On Loan: No      |
| CONAGRA BRANDS INC                         | Conagra Brands, Inc.                                | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1397390.34   | 0.20%             | 2038-11-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group, Inc.                            | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1344708.92   | 0.20%             | 2041-05-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BAHN AG                           | Deutsche Bahn AG                                    | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |     500000 | PA      | $459290.60    | 0.07%             | 2035-07-16      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| HYDRO-QUEBEC                               | Hydro-Quebec                                        | CUSIP: 44889ZCM6<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |    3000000 | PA      | $2621585.01   | 0.38%             | 2035-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                   | AT&T, Inc.                                          | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     500000 | PA      | $662563.16    | 0.10%             | 2033-11-18      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| MANITOBA (PROVINCE OF)                     | Province of Manitoba                                | CUSIP: 563469FQ3<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    5000000 | PA      | $3760002.94   | 0.55%             | 2040-03-05      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| CDP FINANCIAL INC                          | CDP Financial, Inc.                                 | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |     800000 | PA      | $939038.59    | 0.14%             | 2029-04-11      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| LAND BERLIN                                | Land Berlin                                         | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      50000 | PA      | $52904.61     | 0.01%             | 2030-01-18      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| QUANTA SERVICES INC                        | Quanta Services, Inc.                               | CUSIP: 74762EAJ1<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     500000 | PA      | $365662.60    | 0.05%             | 2041-10-01      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF ALBERTA                        | Province of Alberta                                 | CUSIP: 013051DK0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    5000000 | PA      | $3197408.62   | 0.46%             | 2043-12-01      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| ONTARIO TEACHERS' FINANC                   | Ontario Teachers' Finance Trust                     | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |    5000000 | PA      | $5547227.84   | 0.80%             | 2028-05-19      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                            | CUSIP: 21688ABJ0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    5000000 | PA      | $5042300.00   | 0.73%             | 2029-10-17      | Floating      | 4.54%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold GBP                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-10509.04    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| QUEENSLAND TREASURY CORP                   | Queensland Treasury Corp.                           | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |   10000000 | PA      | $5410569.59   | 0.78%             | 2034-07-20      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                     | Fairfax Financial Holdings Ltd.                     | CUSIP: 303901BT8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    2000000 | PA      | $1488747.38   | 0.22%             | 2034-11-22      | Fixed         | 4.73%                 | No            | 2                  | On Loan: No      |
| ABBOTT IRELAND FINANCING                   | Abbott Ireland Financing DAC                        | CUSIP: 000000000<br>LEI: 54930021QV18ZVZQDE71 | Long             | DBT              | CORP              | IE        |    1090000 | PA      | $1232440.10   | 0.18%             | 2027-11-19      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                        | CUSIP: 632525BQ3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    1000000 | PA      | $1002839.89   | 0.15%             | 2027-06-11      | Floating      | 4.28%                 | No            | 2                  | On Loan: No      |
| KROGER CO                                  | Kroger Co.                                          | CUSIP: 501044CT6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     800000 | PA      | $739413.14    | 0.11%             | 2043-08-01      | Fixed         | 5.15%                 | 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      | $-110091.53   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp.               | CUSIP: 459200KK6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2108440.27   | 0.31%             | 2040-05-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                     | CUSIP: 4581X0ED6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |     606000 | PA      | $606356.04    | 0.09%             | 2027-04-12      | Floating      | 3.93%                 | No            | 2                  | On Loan: No      |
| KUNTARAHOITUS OYJ                          | Kuntarahoitus OYJ                                   | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |    3000000 | PA      | $3055574.46   | 0.44%             | 2029-02-02      | Floating      | 4.67%                 | No            | 2                  | On Loan: No      |
| SKANDINAVISKA ENSKILDA                     | Skandinaviska Enskilda Banken AB                    | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    4000000 | PA      | $4579522.96   | 0.66%             | 2035-08-14      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                   | Siemens Financieringsmaatschappij NV                | CUSIP: 82620KBF9<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |     250000 | PA      | $186970.68    | 0.03%             | 2041-03-11      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                   | Siemens Financieringsmaatschappij NV                | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    1000000 | PA      | $1158193.80   | 0.17%             | 2030-09-09      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| GLP CAPITAL LP / FIN II                    | GLP Capital LP/GLP Financing II, Inc.               | CUSIP: 361841AX7<br>LEI: N/A                  | Long             | DBT              |  | US        |     500000 | PA      | $491384.30    | 0.07%             | 2036-03-01      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| LOEWS CORP                                 | Loews Corp.                                         | CUSIP: 540424AR9<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $4528859.28   | 0.66%             | 2043-05-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: —       |
| TELEFONICA EMISIONES SAU                   | Telefonica Emisiones SA                             | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    2300000 | PA      | $2538028.17   | 0.37%             | 2036-06-20      | Fixed         | 7.05%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NOK                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-762.74      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STANLEY BLACK & DECKER I                   | Stanley Black & Decker, Inc.                        | CUSIP: 854502AA9<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    1305000 | PA      | $1221107.67   | 0.18%             | 2040-09-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development | CUSIP: 459058LG6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   10000000 | PA      | $10020340.60  | 1.45%             | 2028-05-15      | Floating      | 3.96%                 | No            | 2                  | On Loan: No      |
| COX COMMUNICATIONS INC                     | Cox Communications, Inc.                            | CUSIP: 224044CF2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     460000 | PA      | $419397.90    | 0.06%             | 2035-02-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                              | Citigroup, Inc.                                     | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     750000 | PA      | $767326.19    | 0.11%             | 2042-01-30      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                 | CUSIP: 91282CPG0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8000000 | PA      | $8012308.96   | 1.16%             | 2027-10-31      | Floating      | 3.81%                 | 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      | $3028213.73   | 0.44%             | 2041-12-20      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| NORDIC INVESTMENT BANK                     | Nordic Investment Bank                              | CUSIP: 000000000<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |   20000000 | PA      | $2192072.04   | 0.32%             | 2028-01-27      | Floating      | 5.46%                 | No            | 2                  | On Loan: No      |
| CNO FINANCIAL GROUP INC                    | CNO Financial Group, Inc.                           | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |     500000 | PA      | $519239.05    | 0.08%             | 2034-06-15      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| TELUS CORP                                 | TELUS Corp.                                         | CUSIP: 87971MAW3<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |    3500000 | PA      | $2448698.79   | 0.36%             | 2044-04-05      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased GBP / Sold USD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |          1 | NC      | $184236.04    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| INTL FINANCE CORP                          | International Finance Corp.                         | CUSIP: 45950KDJ6<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |     820000 | PA      | $821935.65    | 0.12%             | 2028-08-28      | Floating      | 3.97%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NOK                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-86119.37    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased EUR / Sold USD                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |          1 | NC      | $5008.69      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                            | Nordea Bank Abp                                     | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     550000 | PA      | $629188.86    | 0.09%             | 2027-09-27      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased AUD / Sold USD                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |          1 | NC      | $16975.43     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                  | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    4700000 | PA      | $5428675.44   | 0.79%             | 2033-01-24      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                   | Liberty Mutual Group, Inc.                          | CUSIP: 53079EAG9<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     900000 | PA      | $952299.25    | 0.14%             | 2035-03-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-168637.11   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| CITY OF MONTREAL                           | City of Montreal                                    | CUSIP: 614853FB0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |    1000000 | PA      | $732337.03    | 0.11%             | 2034-09-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                              | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    5400000 | PA      | $7505417.59   | 1.09%             | 2029-05-23      | Floating      | 4.75%                 | No            | 2                  | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                     | Volkswagen International Finance NV                 | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    2000000 | PA      | $2313991.71   | 0.34%             | 2035-09-02      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| LINCOLN NATIONAL CORP                      | Lincoln National Corp.                              | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    1373000 | PA      | $1488426.46   | 0.22%             | 2040-06-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| NORDIC INVESTMENT BANK                     | Nordic Investment Bank                              | CUSIP: 65562QBR5<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |     500000 | PA      | $500123.39    | 0.07%             | 2026-05-12      | Floating      | 4.67%                 | No            | 2                  | On Loan: No      |
| BRITISH COLUMBIA PROV OF                   | Province of British Columbia                        | CUSIP: 110709AK8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   12800000 | PA      | $9638046.16   | 1.40%             | 2034-06-18      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| GILEAD SCIENCES INC                        | Gilead Sciences, Inc.                               | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     600000 | PA      | $433582.00    | 0.06%             | 2040-10-01      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| DEXIA                                      | Dexia SA                                            | CUSIP: 000000000<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | CORP              | FR        |    7000000 | PA      | $7819105.07   | 1.13%             | 2028-01-21      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATL FINANCIAL                    | Fidelity National Financial, Inc.                   | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1225600.17   | 0.18%             | 2030-06-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| ELI LILLY & CO                             | Eli Lilly & Co.                                     | CUSIP: 532457DA3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5013080.00   | 0.73%             | 2028-10-15      | Floating      | 4.18%                 | No            | 2                  | On Loan: No      |
| New Zealand Government Bonds               | New Zealand Government Bonds                        | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    1100000 | PA      | $611953.36    | 0.09%             | 2033-04-14      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                            | CUSIP: 298785KD7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    2000000 | PA      | $2002775.30   | 0.29%             | 2029-08-14      | Floating      | 3.98%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                  | CUSIP: 74814ZDK6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    7000000 | PA      | $5491832.00   | 0.80%             | 2038-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| TREASURY CORP VICTORIA                     | Treasury Corp. of Victoria                          | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |    7500000 | PA      | $3639294.16   | 0.53%             | 2037-11-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-1148.01     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Spain Government Bonds                     | Spain Government Bonds                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    1000000 | PA      | $1191997.86   | 0.17%             | 2039-07-30      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| EFSF                                       | European Financial Stability Facility               | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     850000 | PA      | $986234.66    | 0.14%             | 2030-05-07      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| JM SMUCKER CO                              | J.M. Smucker Co.                                    | CUSIP: 832696AM0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1299964.04   | 0.19%             | 2035-03-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Japan Government Thirty Year Bonds         | Japan Government Thirty Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1000000000 | PA      | $6444508.32   | 0.93%             | 2034-03-20      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                   | Siemens Financieringsmaatschappij NV                | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    4000000 | PA      | $4513160.49   | 0.65%             | 2037-02-22      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| MERLIN PROPERTIES SOCIMI                   | Merlin Properties Socimi SA                         | CUSIP: 000000000<br>LEI: 959800L8KD863DP30X04 | Long             | DBT              |  | ES        |    4000000 | PA      | $4533916.72   | 0.66%             | 2033-09-04      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-385930.93   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                        | Elevance Health, Inc.                               | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3524940.84   | 0.51%             | 2042-05-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| ABN AMRO BANK NV                           | ABN AMRO Bank NV                                    | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    5000000 | PA      | $5797589.73   | 0.84%             | 2031-02-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                   | Svenska Handelsbanken AB                            | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |     270000 | PA      | $320443.02    | 0.05%             | 2027-11-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| FISERV INC                                 | Fiserv, Inc.                                        | CUSIP: 337738AY4<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2374617.17   | 0.34%             | 2030-07-01      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                               | UBS Group AG                                        | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2000000 | PA      | $2035613.74   | 0.30%             | 2031-11-03      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold GBP                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $75403.66     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| TAKEDA PHARMACEUTICAL                      | Takeda Pharmaceutical Co. Ltd.                      | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    3000000 | PA      | $2649840.03   | 0.38%             | 2040-07-09      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| AMGEN INC                                  | Amgen, Inc.                                         | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    2575000 | PA      | $2000767.04   | 0.29%             | 2040-02-21      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased EUR / Sold USD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |          1 | NC      | $1005.37      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Finland Government Bonds                   | Finland Government Bonds                            | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |    2100000 | PA      | $2175890.49   | 0.32%             | 2030-09-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BAHN AG                           | Deutsche Bahn AG                                    | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |     130000 | PA      | $153884.67    | 0.02%             | 2027-09-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BELL CANADA                                | Bell Telephone Co. of Canada or Bell Canada         | CUSIP: 07813ZCR3<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    3000000 | PA      | $2293613.58   | 0.33%             | 2034-08-24      | Fixed         | 5.15%                 | 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      | $4481364.38   | 0.65%             | 2040-06-20      | Fixed         | 0.40%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Purchased USD / Sold AUD                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-19171.31    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PSP CAPITAL INC                            | PSP Capital, Inc.                                   | CUSIP: 69363TAQ5<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |    4000000 | PA      | $2862914.57   | 0.42%             | 2028-03-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Prologis Euro Finance LLC                  | Prologis Euro Finance LLC                           | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |    2000000 | PA      | $2211338.58   | 0.32%             | 2029-02-08      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| OMNICOM GROUP INC                          | Omnicom Group, Inc.                                 | CUSIP: 681919BT2<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     500000 | PA      | $369840.88    | 0.05%             | 2041-03-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| OMNICOM GROUP INC                          | Omnicom Group, Inc.                                 | CUSIP: 681919BX3<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1933186.64   | 0.28%             | 2036-06-02      | Fixed         | 5.30%                 | No            | 2                  | On Loan: —       |
| BPCE SA                                    | BPCE SA                                             | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    3900000 | PA      | $4301089.77   | 0.62%             | 2032-04-26      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold AUD                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-10670.46    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SFIL SA                                    | SFIL SA                                             | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |    4900000 | PA      | $5700027.37   | 0.83%             | 2030-09-24      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BAHN AG                           | Deutsche Bahn AG                                    | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |    1000000 | PA      | $1123327.67   | 0.16%             | 2028-12-18      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| EUROPEAN UNION                             | European Union                                      | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |    6900000 | PA      | $7920792.14   | 1.15%             | 2032-12-13      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                 | CUSIP: 68333ZBC0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    2400000 | PA      | $1812805.24   | 0.26%             | 2034-06-02      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| OP CORPORATE BANK PLC                      | OP Corporate Bank PLC                               | CUSIP: 000000000<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |     240000 | PA      | $269584.21    | 0.04%             | 2027-11-16      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                            | CUSIP: 21688ABG6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    1250000 | PA      | $1251502.50   | 0.18%             | 2026-08-28      | Floating      | 4.28%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold EUR                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-22287.53    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SNCF RESEAU                                | SNCF Reseau                                         | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |    1500000 | PA      | $1298060.85   | 0.19%             | 2036-05-25      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                   | Province of Saskatchewan                            | CUSIP: 000000000<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |    2000000 | PA      | $2301563.56   | 0.33%             | 2035-09-24      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Kingdom of Belgium Government Bonds        | Kingdom of Belgium Government Bonds                 | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    1700000 | PA      | $1779066.82   | 0.26%             | 2030-06-22      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro          | Italy Buoni Poliennali Del Tesoro                   | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    3500000 | PA      | $3671138.08   | 0.53%             | 2040-03-01      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| REGION OF ILE DE FRANCE                    | Region of Ile de France                             | CUSIP: 000000000<br>LEI: 969500X7E3U7ZNH95E23 | Long             | DBT              | NUSS              | FR        |    2000000 | PA      | $2298938.90   | 0.33%             | 2027-04-23      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                 | Intel Corp.                                         | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4623336.72   | 0.67%             | 2043-02-10      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold JPY                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-897516.30   | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| AFFILIATED MANAGERS GROU                   | Affiliated Managers Group, Inc.                     | CUSIP: 008252AS7<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |     750000 | PA      | $740704.02    | 0.11%             | 2036-02-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development | CUSIP: 459058JF1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    4200000 | PA      | $4215078.00   | 0.61%             | 2027-08-19      | Floating      | 4.09%                 | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                             | Home Depot, Inc.                                    | CUSIP: 437076AU6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1009054.31   | 0.15%             | 2040-09-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| AETNA INC                                  | Aetna, Inc.                                         | CUSIP: 00817YAM0<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     680000 | PA      | $525688.25    | 0.08%             | 2042-11-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| WALMART INC                                | Walmart, Inc.                                       | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $3087196.14   | 0.45%             | 2041-09-22      | Fixed         | 2.50%                 | 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