# EDGAR Filing Document

**Accession Number:** 0000355437
**File Stem:** 0001410368-25-040496
**Filing Date:** 2025-12
**Character Count:** 103974
**Document Hash:** 3d2e947004d312056a910630b78d6b42
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-040496.hdr.sgml**: 20251222

**ACCESSION NUMBER**: 0001410368-25-040496

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251222

**DATE AS OF CHANGE**: 20251222

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03258
- **FILM NUMBER:** 251590403

**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:** 2025-10-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $707198182.13

**Total Liabilities:** $12368315.43

**Net Assets:** $694829866.70

**Cash Not Reported:** $5285511.59

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1379.28000000 | **1-Year:** -27060.34000000 | **5-Year:** -82542.52000000 | **10-Year:** -228311.17000000 | **30-Year:** -51172.84000000

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

- **3-Month:** -0.48000000 | **1-Year:** -340.55000000 | **5-Year:** -346.88000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000205087 | 0.42%                | 1.27%                | 0.73%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1590950.17             | $8653733.96                                |
| Month 2  | $-413125.21              | $5261330.83                                |
| Month 3  | $5393476.70              | $-5383743.88                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| AT&T INC                                   | AT&T, Inc.                                          | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1283291.82   | 0.18%             | 2042-12-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                   | AT&T, Inc.                                          | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $1978018.95   | 0.28%             | 2041-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ABBOTT LABORATORIES                        | Abbott Laboratories                                 | CUSIP: 002824BN9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1052777.84   | 0.15%             | 2043-04-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| AETNA INC                                  | Aetna, Inc.                                         | CUSIP: 00817YAM0<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     680000 | PA      | $543456.72    | 0.08%             | 2042-11-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF ALBERTA                        | Province of Alberta                                 | CUSIP: 013051DB0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    8000000 | PA      | $5944486.83   | 0.86%             | 2040-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF ALBERTA                        | Province of Alberta                                 | CUSIP: 013051DK0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    5000000 | PA      | $3195144.56   | 0.46%             | 2043-12-01      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| ALLSTATE CORP                              | Allstate Corp.                                      | CUSIP: 020002BA8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $889423.43    | 0.13%             | 2043-06-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM INC                             | Amazon.com, Inc.                                    | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $6504456.62   | 0.94%             | 2041-05-12      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| AMGEN INC                                  | Amgen, Inc.                                         | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    3375000 | PA      | $2665995.36   | 0.38%             | 2040-02-21      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| AMGEN INC                                  | Amgen, Inc.                                         | CUSIP: 031162DA5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $2581117.42   | 0.37%             | 2041-08-15      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| APPLE INC                                  | Apple, Inc.                                         | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $852252.63    | 0.12%             | 2043-05-04      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| ASSURANT INC                               | Assurant, Inc.                                      | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $879350.49    | 0.13%             | 2032-01-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| ATHENE HOLDING LTD                         | Athene Holding Ltd.                                 | CUSIP: 04686JAG6<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    3165000 | PA      | $3285605.36   | 0.47%             | 2034-01-15      | Fixed         | 5.88%                 | 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      | $4019108.60   | 0.58%             | 2027-07-16      | Floating      | 4.97%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp.                               | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2789942.56   | 0.40%             | 2042-02-07      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                           | Bank of Montreal                                    | CUSIP: 06368LNU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    4000000 | PA      | $4022933.08   | 0.58%             | 2026-06-05      | Floating      | 5.52%                 | No            | 2                  | On Loan: No      |
| BLUE OWL FINANCE LLC                       | Blue Owl Finance LLC                                | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |      80000 | PA      | $83016.10     | 0.01%             | 2034-04-18      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LP                       | Boston Properties LP                                | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    1234000 | PA      | $1261857.02   | 0.18%             | 2035-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                    | Bristol-Myers Squibb Co.                            | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2725627.11   | 0.39%             | 2039-06-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| BRITISH COLUMBIA PROV OF                   | Province of British Columbia                        | CUSIP: 110709AK8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   12800000 | PA      | $9564476.13   | 1.38%             | 2034-06-18      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| BRITISH COLUMBIA PROV OF                   | Province of British Columbia                        | CUSIP: 110709GC0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   12000000 | PA      | $7319952.94   | 1.05%             | 2044-06-18      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                               | Broadcom, Inc.                                      | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $866710.55    | 0.12%             | 2035-11-15      | Fixed         | 3.14%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                               | Broadcom, Inc.                                      | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2747885.19   | 0.40%             | 2034-04-15      | Fixed         | 3.47%                 | No            | 2                  | On Loan: No      |
| CIGNA GROUP/THE                            | Cigna Group                                         | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    1436000 | PA      | $1366691.01   | 0.20%             | 2038-08-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| CME GROUP INC                              | CME Group, Inc.                                     | CUSIP: 12572QAF2<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3074444.43   | 0.44%             | 2043-09-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| CNO FINANCIAL GROUP INC                    | CNO Financial Group, Inc.                           | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |     500000 | PA      | $530593.75    | 0.08%             | 2034-06-15      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp.                                    | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1409370.84   | 0.20%             | 2038-03-25      | Fixed         | 4.78%                 | No            | 2                  | On Loan: No      |
| CANADA HOUSING TRUST                       | Canada Housing Trust No. 1                          | CUSIP: 13509PJZ7<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |    3500000 | PA      | $2501069.48   | 0.36%             | 2030-03-15      | Floating      | 2.82%                 | No            | 2                  | On Loan: No      |
| CARRIER GLOBAL CORP                        | Carrier Global Corp.                                | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $3666222.09   | 0.53%             | 2040-04-05      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| CISCO SYSTEMS INC                          | Cisco Systems, Inc.                                 | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    3334000 | PA      | $3475610.48   | 0.50%             | 2040-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                              | Citigroup, Inc.                                     | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $4616189.06   | 0.66%             | 2039-07-15      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                              | Citigroup, Inc.                                     | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     750000 | PA      | $795222.28    | 0.11%             | 2042-01-30      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                               | Comcast Corp.                                       | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3942893.10   | 0.57%             | 2039-11-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| CONAGRA BRANDS INC                         | Conagra Brands, Inc.                                | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     500000 | PA      | $481114.02    | 0.07%             | 2038-11-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| COOPERATIEVE RABOBANK UA                   | Cooperatieve Rabobank UA                            | CUSIP: 21685WCJ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    1000000 | PA      | $1010102.28   | 0.15%             | 2041-05-24      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                            | CUSIP: 21688ABG6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    1250000 | PA      | $1253250.00   | 0.18%             | 2026-08-28      | Floating      | 4.84%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                            | CUSIP: 21688ABJ0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    5000000 | PA      | $5032993.55   | 0.72%             | 2029-10-17      | Floating      | 4.98%                 | No            | 2                  | On Loan: No      |
| COX COMMUNICATIONS INC                     | Cox Communications, Inc.                            | CUSIP: 224044CF2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     460000 | PA      | $433098.88    | 0.06%             | 2035-02-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| The DFA Investment Trust Company           | DFA Investment Trust Co.                            | CUSIP: 23320U405<br>LEI: 549300FSKWEXKF6YBM56 | Long             | EC               | RF                | US        |     531145 | NS      | $6143749.78   | 0.88%             |  |  |  | No            | 2                  | On Loan: No      |
| Dimensional Holdings Inc.                  | DFA Short Term Investment Fund                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    5840252 | NS      | $5840252.00   | 0.84%             |  |  |  | No            | N/A                | On Loan: No      |
| WALT DISNEY COMPANY/THE                    | Walt Disney Co.                                     | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1681623.18   | 0.24%             | 2040-05-13      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $2334.42      | 0.00%             |  |  |  | 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      | $5380.53      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $1387.02      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $2569.70      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NOK                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $35202.52     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold EUR                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $119852.56    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold EUR                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $362719.16    | 0.05%             |  |  |  | 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      | $94507.24     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $595502.05    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $93522.25     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold AUD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $659.84       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $292.72       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold GBP                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $402661.28    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold AUD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-118500.24   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |          1 | NC      | $399.24       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold EUR                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $62537.58     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $285.91       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold AUD                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-2651.85     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-99.02       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold GBP                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $10948.38     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $963.04       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold AUD                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-18528.53    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $37263.24     | 0.01%             |  |  |  | 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      | $310890.84    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold JPY                            | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |          1 | NC      | $547032.63    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold GBP                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $401431.71    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold AUD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-721.60      | -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      | $-74663.57    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $3087.73      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased NOK / Sold USD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |          1 | NC      | $-295.55      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased EUR / Sold USD                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |          1 | NC      | $-9885.63     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold EUR                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $438792.43    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased EUR / Sold USD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |          1 | NC      | $-4785.06     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold EUR                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $130171.74    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased EUR / Sold USD                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |          1 | NC      | $-7356.01     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EUROPEAN BK RECON & DEV                    | European Bank for Reconstruction & Development      | CUSIP: 29874QEN0<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |     486000 | PA      | $485917.38    | 0.07%             | 2026-04-14      | Floating      | 4.29%                 | 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      | $7075404.89   | 1.02%             | 2029-02-16      | Floating      | 4.56%                 | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                            | CUSIP: 298785KD7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    2000000 | PA      | $2001399.12   | 0.29%             | 2029-08-14      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                   | Export Development Canada                           | CUSIP: 30216BKG6<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |     950000 | PA      | $950955.58    | 0.14%             | 2028-08-01      | Floating      | 4.40%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATL FINANCIAL                    | Fidelity National Financial, Inc.                   | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1235306.31   | 0.18%             | 2030-06-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| FISERV INC                                 | Fiserv, Inc.                                        | CUSIP: 337738AY4<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2353355.62   | 0.34%             | 2030-07-01      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| FOX CORP                                   | Fox Corp.                                           | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1709273.53   | 0.25%             | 2039-01-25      | Fixed         | 5.48%                 | No            | 2                  | On Loan: No      |
| GENERAL DYNAMICS CORP                      | General Dynamics Corp.                              | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $921393.78    | 0.13%             | 2040-04-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| GILEAD SCIENCES INC                        | Gilead Sciences, Inc.                               | CUSIP: 375558AS2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    3250000 | PA      | $3395807.58   | 0.49%             | 2041-12-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| GILEAD SCIENCES INC                        | Gilead Sciences, Inc.                               | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     600000 | PA      | $443356.27    | 0.06%             | 2040-10-01      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group, Inc.                           | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1102214.49   | 0.16%             | 2041-02-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                          | HSBC Holdings PLC                                   | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    3000000 | PA      | $3275510.70   | 0.47%             | 2042-01-14      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| HP INC                                     | HP, Inc.                                            | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2561699.38   | 0.37%             | 2041-09-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: —       |
| HOME DEPOT INC                             | Home Depot, Inc.                                    | CUSIP: 437076AU6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1032984.25   | 0.15%             | 2040-09-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                             | Home Depot, Inc.                                    | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     217000 | PA      | $178747.95    | 0.03%             | 2040-04-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| HOST HOTELS & RESORTS LP                   | Host Hotels & Resorts LP                            | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    1000000 | PA      | $1025387.96   | 0.15%             | 2034-07-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| HUMANA INC                                 | Humana, Inc.                                        | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $890332.13    | 0.13%             | 2044-10-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| HYDRO-QUEBEC                               | Hydro-Quebec                                        | CUSIP: 44889ZCM6<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |    3000000 | PA      | $2609703.75   | 0.38%             | 2035-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                 | Intel Corp.                                         | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5920709.76   | 0.85%             | 2043-02-10      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                     | CUSIP: 4581X0DU9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    5300000 | PA      | $5297054.42   | 0.76%             | 2028-03-20      | Floating      | 4.41%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                     | CUSIP: 4581X0ED6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |     606000 | PA      | $606530.30    | 0.09%             | 2027-04-12      | Floating      | 4.38%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                     | CUSIP: 4581X0EG9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    3200000 | PA      | $3205406.27   | 0.46%             | 2027-10-04      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                     | CUSIP: 4581X0EQ7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    7100000 | PA      | $7101516.70   | 1.02%             | 2029-08-01      | Floating      | 4.44%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                     | CUSIP: 45828RAA3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    3000000 | PA      | $3002545.23   | 0.43%             | 2028-10-05      | Floating      | 4.47%                 | 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      | $4215708.00   | 0.61%             | 2027-08-19      | Floating      | 4.69%                 | 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      | $2803931.76   | 0.40%             | 2027-01-12      | Floating      | 4.47%                 | 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      | $10007225.20  | 1.44%             | 2028-05-15      | Floating      | 4.58%                 | No            | 2                  | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp.               | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     800000 | PA      | $680548.42    | 0.10%             | 2042-06-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp.               | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1798655.10   | 0.26%             | 2039-05-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp.               | CUSIP: 459200KK6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2192777.49   | 0.32%             | 2040-05-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| INTL FINANCE CORP                          | International Finance Corp.                         | CUSIP: 45950KDJ6<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |     820000 | PA      | $820110.92    | 0.12%             | 2028-08-28      | Floating      | 4.59%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co.                                | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3462538.00   | 0.50%             | 2040-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| JABIL INC                                  | Jabil, Inc.                                         | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     800000 | PA      | $739218.73    | 0.11%             | 2031-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| JOHNSON & JOHNSON                          | Johnson & Johnson                                   | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $4608306.76   | 0.66%             | 2040-09-01      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| JOHNSON & JOHNSON                          | Johnson & Johnson                                   | CUSIP: 478160DK7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2079076.74   | 0.30%             | 2032-03-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| KEMPER CORP                                | Kemper Corp.                                        | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |     410000 | PA      | $378926.21    | 0.05%             | 2032-02-23      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| KROGER CO                                  | Kroger Co.                                          | CUSIP: 501044CT6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     800000 | PA      | $761907.26    | 0.11%             | 2043-08-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| KYNDRYL HOLDINGS INC                       | Kyndryl Holdings, Inc.                              | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $4178392.76   | 0.60%             | 2041-10-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| LSEGA FINANCING PLC                        | LSEGA Financing PLC                                 | CUSIP: 50220PAE3<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |     750000 | PA      | $583965.53    | 0.08%             | 2041-04-06      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| LEGG MASON INC                             | Legg Mason, Inc.                                    | CUSIP: 524901AV7<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |     900000 | PA      | $900559.25    | 0.13%             | 2026-03-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                   | Liberty Mutual Group, Inc.                          | CUSIP: 53079EAG9<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     900000 | PA      | $973671.64    | 0.14%             | 2035-03-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ELI LILLY & CO                             | Eli Lilly & Co.                                     | CUSIP: 532457DA3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5018150.00   | 0.72%             | 2028-10-15      | Floating      | 4.72%                 | No            | 2                  | On Loan: No      |
| LINCOLN NATIONAL CORP                      | Lincoln National Corp.                              | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    1373000 | PA      | $1555105.45   | 0.22%             | 2040-06-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: —       |
| LOEWS CORP                                 | Loews Corp.                                         | CUSIP: 540424AR9<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $4741232.27   | 0.68%             | 2043-05-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: —       |
| MANITOBA (PROVINCE OF)                     | Province of Manitoba                                | CUSIP: 563469FQ3<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    5000000 | PA      | $3742540.37   | 0.54%             | 2040-03-05      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| MANITOBA (PROVINCE OF)                     | Province of Manitoba                                | CUSIP: 563469TQ8<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    8000000 | PA      | $5783009.52   | 0.83%             | 2042-03-05      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| MANITOBA (PROVINCE OF)                     | Province of Manitoba                                | CUSIP: 563469VB8<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    1500000 | PA      | $1100303.02   | 0.16%             | 2033-06-02      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| MANITOBA (PROVINCE OF)                     | Province of Manitoba                                | CUSIP: 563469VE2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    2000000 | PA      | $1502377.81   | 0.22%             | 2034-06-02      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| METLIFE INC                                | MetLife, Inc.                                       | CUSIP: 59156RAY4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2115194.50   | 0.30%             | 2041-02-06      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| CITY OF MONTREAL                           | City of Montreal                                    | CUSIP: 614853EL9<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |    5000000 | PA      | $2754589.85   | 0.40%             | 2041-12-01      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| CITY OF MONTREAL                           | City of Montreal                                    | CUSIP: 614853FB0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |    1000000 | PA      | $724801.25    | 0.10%             | 2034-09-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                      | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2933076.04   | 0.42%             | 2042-07-24      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                        | CUSIP: 632525BQ3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    1000000 | PA      | $1002283.97   | 0.14%             | 2027-06-11      | Floating      | 4.89%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                        | CUSIP: 632525CC3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    1500000 | PA      | $1513546.50   | 0.22%             | 2030-01-14      | Floating      | 5.07%                 | No            | 2                  | On Loan: No      |
| NIKE INC                                   | NIKE, Inc.                                          | CUSIP: 654106AL7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    9950000 | PA      | $8086507.98   | 1.16%             | 2040-03-27      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| NORDIC INVESTMENT BANK                     | Nordic Investment Bank                              | CUSIP: 65562QBR5<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |     500000 | PA      | $502116.83    | 0.07%             | 2026-05-12      | Floating      | 5.29%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                 | CUSIP: 68333ZBC0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    7400000 | PA      | $5540226.02   | 0.80%             | 2034-06-02      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                | Oracle Corp.                                        | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2153603.84   | 0.31%             | 2040-04-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| PRUDENTIAL FUNDING ASIA                    | Prudential Funding Asia PLC                         | CUSIP: 744330AB7<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |    1500000 | PA      | $1435784.49   | 0.21%             | 2032-03-24      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| PULTEGROUP INC                             | PulteGroup, Inc.                                    | CUSIP: 745867AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     850000 | PA      | $928666.05    | 0.13%             | 2033-05-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| PULTEGROUP INC                             | PulteGroup, Inc.                                    | CUSIP: 745867AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1077660.43   | 0.16%             | 2035-02-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                         | Royalty Pharma PLC                                  | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    8000000 | PA      | $6194673.12   | 0.89%             | 2040-09-02      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                   | Siemens Financieringsmaatschappij NV                | CUSIP: 82620KBF9<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |     250000 | PA      | $190848.98    | 0.03%             | 2041-03-11      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| JM SMUCKER CO                              | J.M. Smucker Co.                                    | CUSIP: 832696AM0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1322521.17   | 0.19%             | 2035-03-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| STANLEY BLACK & DECKER I                   | Stanley Black & Decker, Inc.                        | CUSIP: 854502AA9<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    1305000 | PA      | $1265264.79   | 0.18%             | 2040-09-01      | Fixed         | 5.20%                 | 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      | $1784220.47   | 0.26%             | 2041-01-12      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                   | Svenska Handelsbanken AB                            | CUSIP: 86959LAN3<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    1000000 | PA      | $1006620.71   | 0.14%             | 2026-06-15      | Floating      | 5.41%                 | No            | 2                  | On Loan: No      |
| SWEDISH EXPORT CREDIT                      | Svensk Exportkredit AB                              | CUSIP: 87031CAF0<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    3180000 | PA      | $3198413.06   | 0.46%             | 2026-08-03      | Floating      | 5.07%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                           | T-Mobile USA, Inc.                                  | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1347630.29   | 0.19%             | 2040-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| TAPESTRY INC                               | Tapestry, Inc.                                      | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     500000 | PA      | $509171.02    | 0.07%             | 2035-03-11      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| TELEFONICA EMISIONES SAU                   | Telefonica Emisiones SA                             | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    2300000 | PA      | $2593082.49   | 0.37%             | 2036-06-20      | Fixed         | 7.05%                 | No            | 2                  | On Loan: No      |
| TELUS CORP                                 | TELUS Corp.                                         | CUSIP: 87971MAW3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    3500000 | PA      | $2439381.84   | 0.35%             | 2044-04-05      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| THERMO FISHER SCIENTIFIC                   | Thermo Fisher Scientific, Inc.                      | CUSIP: 883556CY6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1824270.01   | 0.26%             | 2043-08-10      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| TRAVELERS COS INC                          | Travelers Cos., Inc.                                | CUSIP: 89417EAD1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1116419.25   | 0.16%             | 2037-06-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| TRAVELERS COS INC                          | Travelers Cos., Inc.                                | CUSIP: 89417EAH2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3573679.13   | 0.51%             | 2040-11-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                 | CUSIP: 91282CJU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11800000 | PA      | $11801688.70  | 1.70%             | 2026-01-31      | Floating      | 4.01%                 | No            | 2                  | On Loan: No      |
| RTX CORP                                   | RTX Corp.                                           | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1817940.62   | 0.26%             | 2042-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group, Inc.                            | CUSIP: 91324PBQ4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2645916.53   | 0.38%             | 2041-02-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group, Inc.                            | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1373954.65   | 0.20%             | 2041-05-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| WALMART INC                                | Walmart, Inc.                                       | CUSIP: 931142CS0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3236808.63   | 0.47%             | 2040-04-01      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| WALMART INC                                | Walmart, Inc.                                       | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $3115604.90   | 0.45%             | 2041-09-22      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                        | Elevance Health, Inc.                               | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3627330.96   | 0.52%             | 2042-05-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                        | Elevance Health, Inc.                               | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1801634.92   | 0.26%             | 2043-01-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                               | CUSIP: 961214GD9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    5000000 | PA      | $5047080.00   | 0.73%             | 2030-07-01      | Floating      | 5.09%                 | No            | 2                  | On Loan: No      |
| SNCF RESEAU                                | SNCF Reseau                                         | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |    1500000 | PA      | $1729892.71   | 0.25%             | 2025-12-29      | Fixed         | 2.63%                 | 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      | $6477775.61   | 0.93%             | 2034-03-20      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  500000000 | PA      | $3199727.47   | 0.46%             | 2034-09-20      | Fixed         | 1.40%                 | 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      | $2252018.89   | 0.32%             | 2027-04-23      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| NORDIC INVESTMENT BANK                     | Nordic Investment Bank                              | CUSIP: 000000000<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |     500000 | PA      | $326658.82    | 0.05%             | 2026-02-06      | Fixed         | 3.40%                 | 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      | $3730893.52   | 0.54%             | 2035-09-20      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| SANTANDER UK GROUP HLDGS                   | Santander U.K. Group Holdings PLC                   | CUSIP: 000000000<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $524782.05    | 0.08%             | 2026-01-14      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| MOTABILITY OPERATIONS GR                   | Motability Operations Group PLC                     | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |    2000000 | PA      | $2250191.71   | 0.32%             | 2036-03-10      | Fixed         | 3.63%                 | 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      | $4063265.52   | 0.58%             | 2036-03-20      | Fixed         | 0.40%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                   | AT&T, Inc.                                          | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     500000 | PA      | $663228.09    | 0.10%             | 2033-11-18      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| New Zealand Government Bonds               | New Zealand Government Bonds                        | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    6800000 | PA      | $3349825.58   | 0.48%             | 2037-04-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Utah Acquisition Sub, Inc.                 | Utah Acquisition Sub, Inc.                          | CUSIP: 000000000<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | NL        |    2000000 | PA      | $2316841.07   | 0.33%             | 2028-11-22      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| French Republic Government Bonds OAT       | French Republic Government Bonds OAT                | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   14000000 | PA      | $12789669.03  | 1.84%             | 2039-06-25      | Fixed         | 1.75%                 | 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      | $1368951.66   | 0.20%             | 2033-04-14      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                        | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1420812.16   | 0.20%             | 2036-10-27      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                               | Barclays PLC                                        | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1800000 | PA      | $2086300.02   | 0.30%             | 2033-01-17      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                        | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    1800000 | PA      | $2015244.18   | 0.29%             | 2028-08-30      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| BNG BANK NV                                | BNG Bank NV                                         | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |    1000000 | PA      | $636561.89    | 0.09%             | 2029-04-26      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BAHN AG                           | Deutsche Bahn AG                                    | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |    1000000 | PA      | $1109655.54   | 0.16%             | 2028-12-18      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| TREASURY CORP VICTORIA                     | Treasury Corp. of Victoria                          | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |   19900000 | PA      | $10542754.90  | 1.52%             | 2034-11-20      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Societe Generale SA                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    1500000 | PA      | $1601887.88   | 0.23%             | 2029-09-24      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| LAND BERLIN                                | Land Berlin                                         | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      50000 | PA      | $52307.55     | 0.01%             | 2030-01-18      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| JAB HOLDINGS BV                            | JAB Holdings BV                                     | CUSIP: 000000000<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |    5300000 | PA      | $4775609.51   | 0.69%             | 2039-12-19      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BAHN AG                           | Deutsche Bahn AG                                    | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |     500000 | PA      | $461539.54    | 0.07%             | 2035-07-16      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| QUEENSLAND TREASURY CORP                   | Queensland Treasury Corp.                           | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |   10000000 | PA      | $5133114.06   | 0.74%             | 2034-07-20      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| INTL FINANCE CORP                          | International Finance Corp.                         | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    5300000 | PA      | $2592346.26   | 0.37%             | 2035-04-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| JAB HOLDINGS BV                            | JAB Holdings BV                                     | CUSIP: 000000000<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |    1200000 | PA      | $1342976.93   | 0.19%             | 2035-04-17      | Fixed         | 3.38%                 | 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      | $2201915.66   | 0.32%             | 2041-05-07      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1000000000 | PA      | $5047433.65   | 0.73%             | 2040-06-20      | Fixed         | 0.40%                 | No            | 2                  | On Loan: No      |
| TREASURY CORP VICTORIA                     | Treasury Corp. of Victoria                          | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |    7500000 | PA      | $3488465.67   | 0.50%             | 2037-11-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Finland Government Bonds                   | Finland Government Bonds                            | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |    2100000 | PA      | $2152130.02   | 0.31%             | 2030-09-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| DEXIA                                      | Dexia SA                                            | CUSIP: 000000000<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | CORP              | FR        |    7000000 | PA      | $7668209.02   | 1.10%             | 2028-01-21      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                   | Agence Francaise de Developpement EPIC              | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |     500000 | PA      | $411324.46    | 0.06%             | 2036-05-25      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BAHN AG                           | Deutsche Bahn AG                                    | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |    3400000 | PA      | $3023715.37   | 0.44%             | 2036-04-15      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| ONTARIO TEACHERS' FINANC                   | Ontario Teachers' Finance Trust                     | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |    5000000 | PA      | $5446607.98   | 0.78%             | 2028-05-19      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| BorgWarner, Inc.                           | BorgWarner, Inc.                                    | CUSIP: 000000000<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2974718.57   | 0.43%             | 2031-05-19      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC                          | CPPIB Capital, Inc.                                 | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |    1500000 | PA      | $1981951.08   | 0.29%             | 2026-06-15      | Floating      | 5.24%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                       | American Tower Corp.                                | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     700000 | PA      | $733123.95    | 0.11%             | 2030-10-05      | Fixed         | 0.95%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                               | UBS Group AG                                        | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2000000 | PA      | $2028838.17   | 0.29%             | 2031-11-03      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| KOMMUNALBANKEN AS                          | Kommunalbanken AS                                   | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |    2000000 | PA      | $2009077.30   | 0.29%             | 2026-06-17      | Floating      | 5.16%                 | No            | 2                  | On Loan: No      |
| Prologis Euro Finance LLC                  | Prologis Euro Finance LLC                           | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |    3000000 | PA      | $3280420.84   | 0.47%             | 2029-02-08      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                   | Agence Francaise de Developpement EPIC              | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |    2500000 | PA      | $2197789.45   | 0.32%             | 2037-03-02      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| CDP FINANCIAL INC                          | CDP Financial, Inc.                                 | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |    1936000 | PA      | $2197752.10   | 0.32%             | 2027-04-06      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                    | BPCE SA                                             | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    3900000 | PA      | $4296733.97   | 0.62%             | 2032-04-26      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                   | Asian Infrastructure Investment Bank                | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    1500000 | PA      | $1509211.62   | 0.22%             | 2027-08-16      | Floating      | 4.90%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                              | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    5400000 | PA      | $7262454.65   | 1.05%             | 2029-05-23      | Floating      | 4.99%                 | No            | 2                  | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                   | Siemens Financieringsmaatschappij NV                | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    1000000 | PA      | $1163461.78   | 0.17%             | 2030-09-09      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                  | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    4700000 | PA      | $5431689.80   | 0.78%             | 2033-01-24      | Fixed         | 3.00%                 | 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      | $4196865.88   | 0.60%             | 2033-06-20      | Fixed         | 0.40%                 | 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      | $3019949.39   | 0.43%             | 2043-09-20      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| AGENCE FRANCE LOCALE                       | Agence France Locale                                | CUSIP: 000000000<br>LEI: 969500NMI4UP00IO8G47 | Long             | DBT              | NUSS              | FR        |    8500000 | PA      | $9614142.07   | 1.38%             | 2034-03-20      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| NESTLE FINANCE INTL LTD                    | Nestle Finance International Ltd.                   | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |    5000000 | PA      | $5845185.15   | 0.84%             | 2031-01-23      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| KFW                                        | Kreditanstalt fuer Wiederaufbau                     | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    6000000 | PA      | $7014466.59   | 1.01%             | 2031-02-20      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| CDP FINANCIAL INC                          | CDP Financial, Inc.                                 | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |     800000 | PA      | $938091.14    | 0.14%             | 2029-04-11      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Republic of Austria Government Bonds       | Republic of Austria Government Bonds                | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |    2500000 | PA      | $2865534.15   | 0.41%             | 2039-07-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| EUROPEAN UNION                             | European Union                                      | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |    6000000 | PA      | $7048664.89   | 1.01%             | 2029-10-05      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| AGENCE FRANCE LOCALE                       | Agence France Locale                                | CUSIP: 000000000<br>LEI: 969500NMI4UP00IO8G47 | Long             | DBT              | NUSS              | FR        |     100000 | PA      | $114215.92    | 0.02%             | 2032-08-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| SFIL SA                                    | SFIL SA                                             | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |    7400000 | PA      | $8612480.46   | 1.24%             | 2030-09-24      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| OMERS FINANCE TRUST                        | OMERS Finance Trust                                 | CUSIP: 000000000<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |    2500000 | PA      | $2880085.61   | 0.41%             | 2035-01-28      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| ABN AMRO BANK NV                           | ABN AMRO Bank NV                                    | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    5000000 | PA      | $5814565.12   | 0.84%             | 2031-02-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| KUNTARAHOITUS OYJ                          | Kuntarahoitus OYJ                                   | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |    3000000 | PA      | $3054504.87   | 0.44%             | 2029-02-02      | Floating      | 5.07%                 | No            | 2                  | On Loan: No      |
| NEDER WATERSCHAPSBANK                      | Nederlandse Waterschapsbank NV                      | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |     782000 | PA      | $901620.86    | 0.13%             | 2030-05-22      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| KFW                                        | Kreditanstalt fuer Wiederaufbau                     | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    2750000 | PA      | $3166040.97   | 0.46%             | 2028-07-31      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| EUROPEAN UNION                             | European Union                                      | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |    6900000 | PA      | $7950326.78   | 1.14%             | 2032-12-13      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| QUEENSLAND TREASURY CORP                   | Queensland Treasury Corp.                           | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |    6000000 | PA      | $3921363.61   | 0.56%             | 2038-08-13      | Fixed         | 5.25%                 | 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      | $6933553.95   | 1.00%             | 2034-03-20      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                  | CUSIP: 74814ZDK6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    7000000 | PA      | $5475576.63   | 0.79%             | 2038-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                            | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |  590000000 | PA      | $3890051.58   | 0.56%             | 2027-01-18      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                              | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |  800000000 | PA      | $5319536.90   | 0.77%             | 2027-06-21      | Fixed         | 2.35%                 | 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      | $3053348.26   | 0.44%             | 2038-09-20      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                  | CUSIP: 74814ZEK5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    2800000 | PA      | $1980412.82   | 0.29%             | 2043-12-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                  | CUSIP: 74814ZEF6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    3000000 | PA      | $2328836.76   | 0.34%             | 2041-12-01      | Fixed         | 5.00%                 | 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      | $1417458.96   | 0.20%             | 2041-03-20      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                 | CUSIP: 68323AAY0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   12400000 | PA      | $8026426.15   | 1.16%             | 2043-06-02      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Kingdom of Belgium Government Bonds        | Kingdom of Belgium Government Bonds                 | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    3750000 | PA      | $3529426.69   | 0.51%             | 2037-06-22      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                            | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    7185000 | PA      | $9446415.58   | 1.36%             | 2026-03-12      | Floating      | 4.33%                 | No            | 2                  | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                   | Agence Francaise de Developpement EPIC              | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |    2000000 | PA      | $1748726.23   | 0.25%             | 2035-05-31      | Fixed         | 0.50%                 | 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      | $1758637.94   | 0.25%             | 2030-06-22      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| TREASURY CORP VICTORIA                     | Treasury Corp. of Victoria                          | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |    4800000 | PA      | $2415717.33   | 0.35%             | 2035-09-17      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| SNCF RESEAU                                | SNCF Reseau                                         | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |    1500000 | PA      | $1289171.03   | 0.19%             | 2036-05-25      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| ACTION LOGEMENT SERVICES                   | Action Logement Services                            | CUSIP: 000000000<br>LEI: 969500O2QYH3YW92C551 | Long             | DBT              | NUSS              | FR        |    4100000 | PA      | $3652064.82   | 0.53%             | 2034-10-30      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| BNG BANK NV                                | BNG Bank NV                                         | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |    3800000 | PA      | $3973664.09   | 0.57%             | 2030-01-15      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| DEXIA                                      | Dexia SA                                            | CUSIP: 000000000<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | CORP              | FR        |    4000000 | PA      | $5268539.70   | 0.76%             | 2026-03-25      | Floating      | 4.99%                 | No            | 2                  | On Loan: No      |
| U.K. Gilts                                 | U.K. Gilts                                          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   23000000 | PA      | $19674475.30  | 2.83%             | 2039-01-31      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| BNG BANK NV                                | BNG Bank NV                                         | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |    6400000 | PA      | $6928644.78   | 1.00%             | 2028-08-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| EUROPEAN UNION                             | European Union                                      | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |    1000000 | PA      | $1081780.52   | 0.16%             | 2028-10-04      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ILE DE FRANCE MOBILITES                    | Ile-de-France Mobilites                             | CUSIP: 000000000<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | NUSS              | FR        |    4000000 | PA      | $3341150.90   | 0.48%             | 2035-11-16      | Fixed         | 0.20%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  700000000 | PA      | $3434228.80   | 0.49%             | 2041-12-20      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| SFIL SA                                    | SFIL SA                                             | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |    4800000 | PA      | $5480358.55   | 0.79%             | 2032-06-23      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| KUNTARAHOITUS OYJ                          | Kuntarahoitus OYJ                                   | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |    3000000 | PA      | $3526727.66   | 0.51%             | 2028-09-25      | Fixed         | 3.00%                 | 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      | $3955478.81   | 0.57%             | 2036-05-23      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| TREASURY CORP VICTORIA                     | Treasury Corp. of Victoria                          | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |    2500000 | PA      | $1637385.65   | 0.24%             | 2031-03-17      | Floating      | 3.98%                 | No            | 2                  | On Loan: No      |
| French Republic Government Bonds OAT       | French Republic Government Bonds OAT                | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |          0 | PA      | $0.00         | 0.00%             | 2038-05-25      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                            | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    3000000 | PA      | $3249856.20   | 0.47%             | 2028-09-28      | None          | 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      | $2142362.13   | 0.31%             | 2027-09-15      | Floating      | 2.75%                 | No            | 2                  | On Loan: No      |
| NORDIC INVESTMENT BANK                     | Nordic Investment Bank                              | CUSIP: 000000000<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |   20000000 | PA      | $2013199.40   | 0.29%             | 2028-01-27      | Floating      | 5.19%                 | No            | 2                  | On Loan: No      |
| EUROPEAN UNION                             | European Union                                      | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |    3500000 | PA      | $4005030.74   | 0.58%             | 2039-10-04      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| EFSF                                       | European Financial Stability Facility               | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     850000 | PA      | $986252.71    | 0.14%             | 2030-05-07      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| DEXIA                                      | Dexia SA                                            | CUSIP: 000000000<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | CORP              | FR        |    1250000 | PA      | $1405015.79   | 0.20%             | 2027-10-18      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                        | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    2020000 | PA      | $2024613.62   | 0.29%             | 2027-06-11      | Floating      | 4.89%                 | No            | 2                  | On Loan: No      |

### Signature

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

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

**Signature:** Randy Olson

**Name of Signer:** Randy Olson

**Title:** Vice President