# EDGAR Filing Document

**Accession Number:** 0000355437
**File Stem:** 0001410368-26-065089
**Filing Date:** 2026-6
**Character Count:** 159899
**Document Hash:** ed35c9bdeb21a2aaeeee289c82ae3cd8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-065089.hdr.sgml**: 20260624

**ACCESSION NUMBER**: 0001410368-26-065089

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260624

**DATE AS OF CHANGE**: 20260624

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03258
- **FILM NUMBER:** 261114464

**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 FIVE-YEAR GLOBAL FIXED INCOME PORTFOLIO (Series ID: S000000969)

| Class ID   | Class Name                                                        | Ticker Symbol   |
|:---|:---|:---|
| C000002720 | DFA FIVE-YEAR GLOBAL FIXED INCOME PORTFOLIO - INSTITUTIONAL CLASS | DFGBX           |

## 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 FIVE-YEAR GLOBAL FIXED INCOME PORTFOLIO

- **b. EDGAR series identifier (if any):** S000000969

- **c. LEI of Series:** 549300QPDV7M7W45YC55

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2026-10-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $9577671322.91

**Total Liabilities:** $94524767.78

**Net Assets:** $9483146555.13

**Cash Not Reported:** $79022870.84

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -13554.91000000 | **1-Year:** -875153.77000000 | **5-Year:** -1471564.12000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** -123.80000000 | **1-Year:** -33686.21000000 | **5-Year:** -74262.02000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000002720 | 0.79%                | -1.03%               | 0.40%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-60731824.45            | $37138117.79                               |
| Month 2  | $39694151.55             | $-307221332.35                             |
| Month 3  | $57502971.84             | $160410410.55                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                 | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |  47000000 | PA      | $34080612.82  | 0.36%             | 2027-08-18      | Floating      | 4.99%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                                          | CUSIP: 961214GD9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  25872000 | PA      | $26111529.70  | 0.28%             | 2030-07-01      | Floating      | 4.48%                 | No            | 2                  | On Loan: No      |
| Dimensional Holdings Inc.                  | DFA Short Term Investment Fund                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    517500 | NS      | $517500.00    | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $51764.22     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LAND NIEDERSACHSEN                         | State of Lower Saxony                                                          | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |  99423000 | PA      | $115937421.41 | 1.22%             | 2030-03-25      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| KOMMUNALBANKEN AS                          | Kommunalbanken AS                                                              | CUSIP: 50047JAP3<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |  10700000 | PA      | $10722645.48  | 0.11%             | 2028-03-03      | Floating      | 4.06%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF ALBERTA                        | Province of Alberta                                                            | CUSIP: 013051EU7<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |  24400000 | PA      | $18444377.37  | 0.19%             | 2029-06-01      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $-1610086.08  | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development                            | CUSIP: 459056HW0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  39675000 | PA      | $29091397.65  | 0.31%             | 2028-09-05      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| BRITISH COLUMBIA PROV OF                   | Province of British Columbia                                                   | CUSIP: 110709EK4<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |  54200000 | PA      | $42868016.34  | 0.45%             | 2029-06-18      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| KFW                                        | Kreditanstalt fuer Wiederaufbau                                                | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |  24100000 | PA      | $28572900.58  | 0.30%             | 2030-06-07      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-222307.02   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                                                       | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  34700000 | PA      | $25249581.53  | 0.27%             | 2028-01-19      | Floating      | 5.51%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-2893090.76  | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                                          | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  69100000 | PA      | $50158983.00  | 0.53%             | 2028-02-16      | Floating      | 4.94%                 | No            | 2                  | On Loan: No      |
| EUROPEAN UNION                             | European Union                                                                 | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        | 226850000 | PA      | $255201357.80 | 2.69%             | 2029-12-04      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-2316887.56  | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| KUNTARAHOITUS OYJ                          | Kuntarahoitus OYJ                                                              | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |  25700000 | PA      | $26153796.26  | 0.28%             | 2031-03-02      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| L'OREAL SA                                 | L'Oreal SA                                                                     | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |  31000000 | PA      | $35822062.42  | 0.38%             | 2030-11-19      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| SWEDBANK AB                                | Swedbank AB                                                                    | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   5488000 | PA      | $6597353.97   | 0.07%             | 2028-11-13      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| ABN AMRO BANK NV                           | ABN AMRO Bank NV                                                               | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |  64800000 | PA      | $75288263.34  | 0.79%             | 2029-06-04      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| ABN AMRO BANK NV                           | ABN AMRO Bank NV                                                               | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |  57300000 | PA      | $67215631.77  | 0.71%             | 2030-01-21      | 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        |  10389000 | PA      | $11517095.43  | 0.12%             | 2029-11-02      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $50163.09     | 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      | $-1666510.92  | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $791191.72    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                 | CUSIP: 2027A0LB3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   9000000 | PA      | $9021510.00   | 0.10%             | 2029-03-27      | Floating      | 4.29%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                     | Berkshire Hathaway Finance Corp.                                               | CUSIP: 000000000<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |  25367000 | PA      | $28170173.44  | 0.30%             | 2030-03-18      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| CITY OF MONTREAL                           | City of Montreal                                                               | CUSIP: 614853ED7<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |   3000000 | PA      | $2141112.38   | 0.02%             | 2029-09-01      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  55200000 | PA      | $39863652.96  | 0.42%             | 2027-02-05      | Floating      | 4.73%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $-1012758.44  | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| KUNTARAHOITUS OYJ                          | Kuntarahoitus OYJ                                                              | CUSIP: 62628PAH9<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |   4000000 | PA      | $4074099.28   | 0.04%             | 2029-02-02      | Floating      | 4.67%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $491365.99    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-587302.63   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-523079.68   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-581708.24   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| PROVINCE OF ALBERTA                        | Province of Alberta                                                            | CUSIP: 000000000<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |  24000000 | PA      | $17090983.70  | 0.18%             | 2026-12-14      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                                                       | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |  22497000 | PA      | $22810608.18  | 0.24%             | 2028-05-21      | Floating      | 4.66%                 | 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      | $-5712.39     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                   | Province of Saskatchewan                                                       | CUSIP: 803854KJ6<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |   3700000 | PA      | $2611750.29   | 0.03%             | 2030-06-02      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                   | Svenska Handelsbanken AB                                                       | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   5180000 | PA      | $5677074.53   | 0.06%             | 2028-09-06      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| INTL DEVELOPMENT ASSOC                     | International Development Association                                          | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |  76500000 | PA      | $88241232.60  | 0.93%             | 2030-05-28      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 632525CC3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  13400000 | PA      | $13504587.00  | 0.14%             | 2030-01-14      | Floating      | 4.45%                 | No            | 2                  | On Loan: No      |
| LVMH MOET HENNESSY VUITT                   | LVMH Moet Hennessy Louis Vuitton SE                                            | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |  33000000 | PA      | $39068442.14  | 0.41%             | 2030-02-05      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| PSP CAPITAL INC                            | PSP Capital, Inc.                                                              | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |  45300000 | PA      | $34800644.90  | 0.37%             | 2030-12-02      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   8500000 | PA      | $6178324.46   | 0.07%             | 2029-02-05      | Floating      | 4.89%                 | No            | 2                  | On Loan: No      |
| AXA SA                                     | AXA SA                                                                         | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |  10200000 | PA      | $12234659.04  | 0.13%             | 2030-10-12      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Bank USA                     | Purchased EUR / Sold USD                                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | XX        |         1 | NC      | $32181.20     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NEW ZEALAND GOVERNMENT                     | New Zealand Government Bonds                                                   | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        | 411300000 | PA      | $246836418.92 | 2.60%             | 2030-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development                            | CUSIP: 459058KN2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   5530000 | PA      | $5536818.82   | 0.06%             | 2027-01-12      | Floating      | 4.02%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-79994.17    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NESTLE FINANCE INTL LTD                    | Nestle Finance International Ltd.                                              | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |  40361000 | PA      | $48193346.02  | 0.51%             | 2030-01-17      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                                                       | CUSIP: 29878TFE9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   2750000 | PA      | $2788335.00   | 0.03%             | 2028-05-21      | Floating      | 4.66%                 | No            | 2                  | On Loan: —       |
| Royal Bank of Canada                       | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-155612.95   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                                             | CUSIP: 74814ZFG3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        | 261400000 | PA      | $181580003.68 | 1.91%             | 2030-09-01      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC                          | CPPIB Capital, Inc.                                                            | CUSIP: 12593CBA8<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        | 131900000 | PA      | $97071059.01  | 1.02%             | 2030-12-02      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| HOUSING NEW ZEALAND LTD                    | Housing New Zealand Ltd.                                                       | CUSIP: 000000000<br>LEI: 254900JDUJGPMP204P63 | Long             | DBT              | NUSS              | NZ        |  24900000 | PA      | $13568214.19  | 0.14%             | 2030-04-24      | Fixed         | 2.18%                 | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC                          | CPPIB Capital, Inc.                                                            | CUSIP: 12593CAX9<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |  65000000 | PA      | $48395774.28  | 0.51%             | 2029-06-02      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Apple, Inc.                                | Apple, Inc.                                                                    | CUSIP: 000000000<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $3533638.51   | 0.04%             | 2029-05-24      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| NEDER WATERSCHAPSBANK                      | Nederlandse Waterschapsbank NV                                                 | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        | 120604000 | PA      | $138980585.50 | 1.47%             | 2030-05-22      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased EUR / Sold USD                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $31175.41     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  22000000 | PA      | $15964981.62  | 0.17%             | 2029-03-22      | Floating      | 5.21%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-91248.36    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 632525CL3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  12050000 | PA      | $12087001.69  | 0.13%             | 2028-06-13      | Floating      | 4.31%                 | No            | 2                  | On Loan: No      |
| EUROFIMA                                   | Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial | CUSIP: 000000000<br>LEI: 4S66HJ5RNB5ZWG9YW219 | Long             | DBT              | NUSS              | XX        |   9736000 | PA      | $10154758.28  | 0.11%             | 2030-05-20      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased AUD / Sold USD                                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | AU        |         1 | NC      | $508268.93    | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                 | CUSIP: 2027A0KY4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   3350000 | PA      | $3374303.65   | 0.04%             | 2030-03-14      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| Kingdom of Belgium Government Bonds        | Kingdom of Belgium Government Bonds                                            | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |   2900000 | PA      | $3349791.36   | 0.04%             | 2030-10-22      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                   | Siemens Financieringsmaatschappij NV                                           | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |   3400000 | PA      | $3705354.64   | 0.04%             | 2030-02-25      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| NOVO NORDISK FINANCE NL                    | Novo Nordisk Finance Netherlands BV                                            | CUSIP: 000000000<br>LEI: 549300X0PCJ6M2JZQW91 | Long             | DBT              | CORP              | NL        |   2300000 | PA      | $2703921.54   | 0.03%             | 2029-01-21      | Fixed         | 3.13%                 | 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        |  29665000 | PA      | $34585919.23  | 0.36%             | 2030-04-01      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased EUR / Sold USD                                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | XX        |         1 | NC      | $32462.93     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UNITED OVERSEAS BANK/SYD                   | United Overseas Bank Ltd.                                                      | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |   5600000 | PA      | $4043009.82   | 0.04%             | 2027-04-16      | Floating      | 5.04%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                                          | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  45000000 | PA      | $32728539.19  | 0.35%             | 2029-01-15      | Floating      | 5.32%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-3046022.54  | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| ALLIANZ FINANCE II B.V.                    | Allianz Finance II BV                                                          | CUSIP: 000000000<br>LEI: 529900C9NVPTCPDI1D65 | Long             | DBT              | CORP              | NL        |  23400000 | PA      | $27702933.53  | 0.29%             | 2029-12-04      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| NESTLE FINANCE INTL LTD                    | Nestle Finance International Ltd.                                              | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |   3250000 | PA      | $3614754.99   | 0.04%             | 2030-04-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-828717.71   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CHEVRON USA INC                            | Chevron USA, Inc.                                                              | CUSIP: 166756BC9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |  27020000 | PA      | $27072567.14  | 0.29%             | 2028-02-26      | Floating      | 4.13%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA NA                         | Bank of America NA                                                             | CUSIP: 06428CAB0<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1452221.49   | 0.02%             | 2026-08-18      | Floating      | 4.68%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased EUR / Sold USD                                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | XX        |         1 | NC      | $31414.48     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SKANDINAVISKA ENSKILDA                     | Skandinaviska Enskilda Banken AB                                               | CUSIP: 830505BC6<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |  81800000 | PA      | $81997769.50  | 0.86%             | 2028-06-02      | Floating      | 4.41%                 | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                            | Nordea Bank Abp                                                                | CUSIP: 65558RAP4<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |  46590000 | PA      | $46589834.61  | 0.49%             | 2030-08-28      | Floating      | 4.49%                 | No            | 2                  | On Loan: No      |
| SWEDBANK AB                                | Swedbank AB                                                                    | CUSIP: 870195AD6<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   4000000 | PA      | $4042483.60   | 0.04%             | 2029-11-20      | Floating      | 4.69%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY BANK NA                     | Morgan Stanley Bank NA                                                         | CUSIP: 61690U7X2<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401441.60    | 0.00%             | 2026-10-30      | Floating      | 4.81%                 | No            | 2                  | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                   | Caisse d'Amortissement de la Dette Sociale                                     | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |  52300000 | PA      | $60990954.00  | 0.64%             | 2030-05-25      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                                             | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   6500000 | PA      | $6891716.31   | 0.07%             | 2029-10-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| BRITISH COLUMBIA PROV OF                   | Province of British Columbia                                                   | CUSIP: 110709GK2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |  48500000 | PA      | $34213324.99  | 0.36%             | 2030-06-18      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-3298918.98  | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    970000 | PA      | $705677.38    | 0.01%             | 2028-11-16      | Floating      | 4.99%                 | No            | 2                  | On Loan: No      |
| DBS BANK LTD/AUSTRALIA                     | DBS Bank Ltd.                                                                  | CUSIP: 000000000<br>LEI: ATUEL7OJR5057F2PV266 | Long             | DBT              | CORP              | SG        |    700000 | PA      | $505078.89    | 0.01%             | 2028-02-21      | Floating      | 4.66%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold AUD                                                       | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $-3543644.42  | -0.04%            |  |  |  | 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      | $-2390668.65  | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| INTL FINANCE CORP                          | International Finance Corp.                                                    | CUSIP: 45950KDL1<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |  15000000 | PA      | $15040153.80  | 0.16%             | 2029-08-28      | Floating      | 4.02%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BOERSE AG                         | Deutsche Boerse AG                                                             | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | DBT              | CORP              | DE        |  14000000 | PA      | $16715948.37  | 0.18%             | 2029-09-28      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| BAYERISCHE LANDESBODEN                     | Bayerische Landesbodenkreditanstalt                                            | CUSIP: 000000000<br>LEI: 5299005GH66DVCCLC652 | Long             | DBT              | CORP              | DE        |  31000000 | PA      | $35537086.74  | 0.37%             | 2030-05-07      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                    | Landwirtschaftliche Rentenbank                                                 | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |   6880000 | PA      | $7297807.77   | 0.08%             | 2029-12-18      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| KFW                                        | Kreditanstalt fuer Wiederaufbau                                                | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |  21000000 | PA      | $24300689.08  | 0.26%             | 2029-10-04      | Fixed         | 2.38%                 | 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      | $-510641.24   | -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      | $655530.09    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $103580.26    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                   | Svenska Handelsbanken AB                                                       | CUSIP: 86959LAT0<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |  48780000 | PA      | $48984490.15  | 0.52%             | 2028-05-23      | Floating      | 4.40%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                                          | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  27300000 | PA      | $19780429.59  | 0.21%             | 2027-05-20      | Floating      | 5.04%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  62100000 | PA      | $44863598.96  | 0.47%             | 2027-10-18      | Floating      | 5.03%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-728.47      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UNITED OVERSEAS BANK/SYD                   | United Overseas Bank Ltd.                                                      | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |  15500000 | PA      | $11183666.49  | 0.12%             | 2028-02-28      | Floating      | 4.64%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                                                | CUSIP: 4581X0EQ7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |  12300000 | PA      | $12346073.71  | 0.13%             | 2029-08-01      | Floating      | 4.02%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-2421287.30  | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold AUD                                                       | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-404678.37   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BAHN AG                           | Deutsche Bahn AG                                                               | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |  23700000 | PA      | $26634679.08  | 0.28%             | 2030-05-24      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased EUR / Sold USD                                                       | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $240045.74    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-245459.31   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                 | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    750000 | PA      | $544800.70    | 0.01%             | 2028-08-17      | Floating      | 4.91%                 | No            | 2                  | On Loan: No      |
| CANADA HOUSING TRUST                       | Canada Housing Trust No. 1                                                     | CUSIP: 13509PKC6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        | 136500000 | PA      | $99060602.94  | 1.04%             | 2030-06-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF ALBERTA                        | Province of Alberta                                                            | CUSIP: 013051EG8<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        | 335700000 | PA      | $235660979.87 | 2.49%             | 2030-06-01      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                   | Siemens Financieringsmaatschappij NV                                           | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |  37700000 | PA      | $43755036.99  | 0.46%             | 2029-05-27      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                                                | CUSIP: 4581X0EG9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |  58579000 | PA      | $58699671.57  | 0.62%             | 2027-10-04      | Floating      | 4.00%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  21800000 | PA      | $15741684.76  | 0.17%             | 2028-02-18      | Floating      | 4.65%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-172467.90   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NOVO NORDISK FINANCE NL                    | Novo Nordisk Finance Netherlands BV                                            | CUSIP: 000000000<br>LEI: 549300X0PCJ6M2JZQW91 | Long             | DBT              | CORP              | NL        |  30144000 | PA      | $34831745.91  | 0.37%             | 2030-08-27      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-789.84      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| OP CORPORATE BANK PLC                      | OP Corporate Bank PLC                                                          | CUSIP: 000000000<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |  20750000 | PA      | $24136846.45  | 0.25%             | 2029-11-27      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                                            | CUSIP: 68333ZAH0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        | 153000000 | PA      | $107340479.26 | 1.13%             | 2030-06-02      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| NRW.BANK                                   | NRW Bank                                                                       | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |  55500000 | PA      | $58719823.08  | 0.62%             | 2030-02-04      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $-1233784.26  | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EUROCLEAR HOLDING SA                       | Euroclear Holding NV                                                           | CUSIP: 000000000<br>LEI: 549300IQZVZ949N37S44 | Long             | DBT              | CORP              | BE        |   3600000 | PA      | $3939066.26   | 0.04%             | 2030-04-11      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-295876.42   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| The DFA Investment Trust Company           | DFA Investment Trust Co.                                                       | CUSIP: 23320U405<br>LEI: 549300FSKWEXKF6YBM56 | Long             | EC               | RF                | US        |     45618 | NS      | $527576.48    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                 | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |  21550000 | PA      | $15679694.89  | 0.17%             | 2028-01-13      | Floating      | 5.49%                 | No            | 2                  | On Loan: No      |
| BRITISH COLUMBIA PROV OF                   | Province of British Columbia                                                   | CUSIP: 110709GH9<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   4780000 | PA      | $3506130.97   | 0.04%             | 2028-12-18      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| EUROPEAN BK RECON & DEV                    | European Bank for Reconstruction & Development                                 | CUSIP: 29875BAK2<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        | 129710000 | PA      | $129809469.41 | 1.37%             | 2028-02-20      | Floating      | 3.99%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                        | Bank of Nova Scotia                                                            | CUSIP: 064151S95<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  15000000 | PA      | $11003055.18  | 0.12%             | 2028-02-02      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                   | Asian Infrastructure Investment Bank                                           | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |  49132000 | PA      | $49353798.06  | 0.52%             | 2027-08-16      | Floating      | 4.28%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                                       | CUSIP: 21688ABL5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   5525000 | PA      | $5540941.50   | 0.06%             | 2028-01-21      | Floating      | 4.25%                 | 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      | $-159347.69   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-2040194.45  | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| JOHNSON & JOHNSON                          | Johnson & Johnson                                                              | CUSIP: 000000000<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   4968000 | PA      | $5796898.13   | 0.06%             | 2029-02-26      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                                          | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  49300000 | PA      | $35708989.66  | 0.38%             | 2029-09-19      | Floating      | 5.12%                 | No            | 2                  | On Loan: No      |
| PROCTER & GAMBLE CO/THE                    | Procter & Gamble Co.                                                           | CUSIP: 000000000<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2210303.00   | 0.02%             | 2029-10-25      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| SWEDISH EXPORT CREDIT                      | Svensk Exportkredit AB                                                         | CUSIP: 000000000<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |  12800000 | PA      | $15172739.29  | 0.16%             | 2030-08-30      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-2207897.20  | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| MERCK & CO INC                             | Merck & Co., Inc.                                                              | CUSIP: 58933YBU8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |  10350000 | PA      | $10373970.60  | 0.11%             | 2027-09-15      | Floating      | 4.11%                 | 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      | $-3348099.52  | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $209005.23    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $-730224.15   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-15363.58    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                                                       | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  60100000 | PA      | $43364197.60  | 0.46%             | 2027-01-27      | Floating      | 5.10%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 05252ADS7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  26316000 | PA      | $26397318.02  | 0.28%             | 2028-06-18      | Floating      | 4.28%                 | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                                                       | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   5000000 | PA      | $5753999.39   | 0.06%             | 2029-12-14      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                                                       | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  31200000 | PA      | $22542861.15  | 0.24%             | 2028-05-26      | Floating      | 4.74%                 | No            | 2                  | On Loan: No      |
| LVMH MOET HENNESSY VUITT                   | LVMH Moet Hennessy Louis Vuitton SE                                            | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |   6800000 | PA      | $7884084.77   | 0.08%             | 2029-03-07      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                                            | CUSIP: 68333ZAR8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |  83400000 | PA      | $58019900.61  | 0.61%             | 2029-11-01      | Fixed         | 1.55%                 | No            | 2                  | On Loan: No      |
| LAND RHEINLAND-PFALZ                       | State of Rhineland-Palatinate                                                  | CUSIP: 000000000<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | NUSS              | DE        |  44000000 | PA      | $46420448.50  | 0.49%             | 2030-01-23      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| CAISSE DES DEPOTS ET CON                   | Caisse des Depots et Consignations                                             | CUSIP: 000000000<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | DBT              | NUSS              | FR        |   2900000 | PA      | $3348309.89   | 0.04%             | 2030-10-16      | Fixed         | 2.75%                 | 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      | $-3363895.25  | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-1139083.92  | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| SANOFI SA                                  | Sanofi SA                                                                      | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |  11600000 | PA      | $13443191.76  | 0.14%             | 2029-06-23      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                                                | CUSIP: 4581X0DU9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |  51000000 | PA      | $51031146.21  | 0.54%             | 2028-03-20      | Floating      | 3.92%                 | No            | 2                  | On Loan: No      |
| KFW                                        | Kreditanstalt fuer Wiederaufbau                                                | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |  75299000 | PA      | $78101941.58  | 0.82%             | 2030-09-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                   | State of North Rhine-Westphalia                                                | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |  38600000 | PA      | $44830651.58  | 0.47%             | 2030-01-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                    | Landwirtschaftliche Rentenbank                                                 | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |   3900000 | PA      | $2751818.05   | 0.03%             | 2027-03-23      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| French Republic Government Bonds OAT       | French Republic Government Bonds OAT                                           | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |  89940000 | PA      | $103605228.84 | 1.09%             | 2030-05-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| EUROPEAN UNION                             | European Union                                                                 | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |  21300000 | PA      | $25010237.75  | 0.26%             | 2029-10-05      | Fixed         | 2.88%                 | 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        |  86300000 | PA      | $47381339.99  | 0.50%             | 2029-04-20      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| BNG BANK NV                                | BNG Bank NV                                                                    | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |  59300000 | PA      | $62827716.08  | 0.66%             | 2030-01-15      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| KUNTARAHOITUS OYJ                          | Kuntarahoitus OYJ                                                              | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |  75047000 | PA      | $87236331.56  | 0.92%             | 2029-12-14      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| LAND BERLIN                                | Land Berlin                                                                    | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |  51047000 | PA      | $58615589.78  | 0.62%             | 2030-06-04      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| COLGATE-PALMOLIVE CO                       | Colgate-Palmolive Co.                                                          | CUSIP: 000000000<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |  10580000 | PA      | $11349621.51  | 0.12%             | 2029-11-10      | Fixed         | 0.30%                 | No            | 2                  | On Loan: No      |
| New Zealand Government Bonds               | New Zealand Government Bonds                                                   | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |  40500000 | PA      | $23334424.25  | 0.25%             | 2029-04-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                 | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |  60350000 | PA      | $43598892.36  | 0.46%             | 2027-07-22      | Floating      | 5.05%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-738780.21   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-2751543.73  | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| LAND NIEDERSACHSEN                         | State of Lower Saxony                                                          | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |   6010000 | PA      | $6369772.39   | 0.07%             | 2030-01-10      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 05252ADJ7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   3060000 | PA      | $3070832.40   | 0.03%             | 2027-01-18      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| ELI LILLY & CO                             | Eli Lilly & Co.                                                                | CUSIP: 532457BN7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |  29122000 | PA      | $32910329.43  | 0.35%             | 2030-06-03      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| NESTLE FINANCE INTL LTD                    | Nestle Finance International Ltd.                                              | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |  16300000 | PA      | $18851397.28  | 0.20%             | 2030-10-28      | Fixed         | 2.63%                 | 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      | $-297896.35   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased EUR / Sold USD                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $31011.60     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LAND HESSEN                                | State of Hesse                                                                 | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |  26500000 | PA      | $27226407.34  | 0.29%             | 2030-11-08      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| FINNVERA PLC                               | Finnvera OYJ                                                                   | CUSIP: 000000000<br>LEI: 743700T69OBBJO7TCA15 | Long             | DBT              | NUSS              | FI        |  10637000 | PA      | $12171217.93  | 0.13%             | 2030-10-29      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| PSP CAPITAL INC                            | PSP Capital, Inc.                                                              | CUSIP: 69363TAN2<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |  59900000 | PA      | $42221264.77  | 0.45%             | 2030-01-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-12626.00    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                                                         | CUSIP: 04517PBE1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    657000 | PA      | $657689.85    | 0.01%             | 2026-06-16      | Floating      | 4.65%                 | No            | 2                  | On Loan: No      |
| BPIFRANCE SACA                             | Bpifrance SACA                                                                 | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |    100000 | PA      | $105941.16    | 0.00%             | 2029-09-26      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| CAISSE DES DEPOTS ET CON                   | Caisse des Depots et Consignations                                             | CUSIP: 000000000<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | DBT              | NUSS              | FR        |  68000000 | PA      | $68000000.00  | 0.72%             | 2026-05-03      | Floating      | 4.01%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                                                | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   7000000 | PA      | $4928274.96   | 0.05%             | 2027-04-14      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CHEVRON USA INC                            | Chevron USA, Inc.                                                              | CUSIP: 166756BM7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |  53200000 | PA      | $53349492.00  | 0.56%             | 2028-08-13      | Floating      | 4.23%                 | No            | 2                  | On Loan: No      |
| SANOFI SA                                  | Sanofi SA                                                                      | CUSIP: 801060AH7<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |  81800000 | PA      | $81972925.20  | 0.86%             | 2028-11-03      | Floating      | 4.21%                 | No            | 2                  | On Loan: No      |
| French Republic Government Bonds OAT       | French Republic Government Bonds OAT                                           | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |  28750000 | PA      | $33469823.41  | 0.35%             | 2030-02-25      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development                            | CUSIP: 459058KV4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   4100000 | PA      | $3136204.95   | 0.03%             | 2030-09-18      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-8399.44     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 05252ADN8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   7115000 | PA      | $7186668.11   | 0.08%             | 2029-12-16      | Floating      | 4.51%                 | No            | 2                  | On Loan: No      |
| KFW                                        | Kreditanstalt fuer Wiederaufbau                                                | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |  70000000 | PA      | $71848337.23  | 0.76%             | 2031-01-10      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                   | Caisse d'Amortissement de la Dette Sociale                                     | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |  10300000 | PA      | $11121898.40  | 0.12%             | 2029-11-25      | Fixed         | 0.60%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   4000000 | PA      | $2896215.58   | 0.03%             | 2027-05-12      | Floating      | 4.93%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                                             | CUSIP: 74814ZFF5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        | 113400000 | PA      | $81137748.00  | 0.86%             | 2029-09-01      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                                                | CUSIP: 45828RAA3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |  94000000 | PA      | $94258460.52  | 0.99%             | 2028-10-05      | Floating      | 4.00%                 | No            | 2                  | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                   | State of North Rhine-Westphalia                                                | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |   2528000 | PA      | $2669656.37   | 0.03%             | 2030-04-09      | Fixed         | 0.20%                 | 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      | $-5454.20     | -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      | $-236833.92   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NATIONAL SECS CLEARING                     | National Securities Clearing Corp.                                             | CUSIP: 637639AP0<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |  13250000 | PA      | $13265092.02  | 0.14%             | 2027-05-20      | Floating      | 4.23%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-65945.60    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| KFW                                        | Kreditanstalt fuer Wiederaufbau                                                | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |  27300000 | PA      | $29110693.58  | 0.31%             | 2030-04-23      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| ABN AMRO BANK NV                           | ABN AMRO Bank NV                                                               | CUSIP: 00084DBJ8<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |  10700000 | PA      | $10722684.00  | 0.11%             | 2028-07-07      | Floating      | 4.44%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM INC                             | Amazon.com, Inc.                                                               | CUSIP: 000000000<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |  27300000 | PA      | $31926061.37  | 0.34%             | 2030-03-16      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  16000000 | PA      | $11617231.29  | 0.12%             | 2028-09-11      | Floating      | 5.08%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-392111.43   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                                                       | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        | 136100000 | PA      | $156993046.29 | 1.66%             | 2030-05-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| LAND SACHSEN-ANHALT                        | State of Saxony-Anhalt                                                         | CUSIP: 000000000<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | NUSS              | DE        |  49847000 | PA      | $57473695.19  | 0.61%             | 2030-02-13      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| KOMMUNALBANKEN AS                          | Kommunalbanken AS                                                              | CUSIP: 50047JAR9<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        | 141000000 | PA      | $141553739.43 | 1.49%             | 2029-04-09      | Floating      | 4.06%                 | No            | 2                  | On Loan: No      |
| PROCTER & GAMBLE CO/THE                    | Procter & Gamble Co.                                                           | CUSIP: 000000000<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |  31109000 | PA      | $32900009.92  | 0.35%             | 2030-05-05      | Fixed         | 0.35%                 | No            | 2                  | On Loan: No      |
| LAND HESSEN                                | State of Hesse                                                                 | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |  19273000 | PA      | $20227960.40  | 0.21%             | 2030-03-11      | Fixed         | 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      | $-1077203.71  | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                                                       | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |  21500000 | PA      | $22806291.99  | 0.24%             | 2030-01-16      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| Visa, Inc.                                 | Visa, Inc.                                                                     | CUSIP: 000000000<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |  20900000 | PA      | $23816348.22  | 0.25%             | 2029-06-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-2715733.93  | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold AUD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-3951514.24  | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Mastercard, Inc.                           | Mastercard, Inc.                                                               | CUSIP: 000000000<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |  13532000 | PA      | $15012939.92  | 0.16%             | 2029-02-22      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| LAND NIEDERSACHSEN                         | State of Lower Saxony                                                          | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |  56656000 | PA      | $65470452.71  | 0.69%             | 2030-01-09      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CDP FINANCIAL INC                          | CDP Financial, Inc.                                                            | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |  30200000 | PA      | $22701746.97  | 0.24%             | 2029-09-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| L'OREAL SA                                 | L'Oreal SA                                                                     | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |  15300000 | PA      | $18149368.78  | 0.19%             | 2029-11-23      | Fixed         | 3.38%                 | 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      | $-5260.56     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SFIL SA                                    | SFIL SA                                                                        | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |   1900000 | PA      | $2034253.74   | 0.02%             | 2029-06-04      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                                          | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  39000000 | PA      | $28392531.24  | 0.30%             | 2027-11-11      | Floating      | 5.18%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $885661.33    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                            | Nordea Bank Abp                                                                | CUSIP: 65558RAH2<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   5356000 | PA      | $5424487.17   | 0.06%             | 2029-09-10      | Floating      | 4.67%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased EUR / Sold USD                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $32430.73     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                   | Svenska Handelsbanken AB                                                       | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |  25830000 | PA      | $29846169.49  | 0.31%             | 2029-09-05      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| Allianz Finance II BV                      | Allianz Finance II BV                                                          | CUSIP: 000000000<br>LEI: 529900C9NVPTCPDI1D65 | Long             | DBT              | CORP              | NL        |   7400000 | PA      | $7723431.25   | 0.08%             | 2031-01-14      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-528005.70   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BAHN AG                           | Deutsche Bahn AG                                                               | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |   8800000 | PA      | $9552939.99   | 0.10%             | 2029-06-23      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-484991.37   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| LVMH MOET HENNESSY VUITT                   | LVMH Moet Hennessy Louis Vuitton SE                                            | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |  16500000 | PA      | $19480466.13  | 0.21%             | 2029-09-07      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF ALBERTA                        | Province of Alberta                                                            | CUSIP: 01306ZCV1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |  14700000 | PA      | $10718928.11  | 0.11%             | 2029-09-20      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                                            | CUSIP: 68333ZBM8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |  77600000 | PA      | $56292348.81  | 0.59%             | 2030-09-08      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                                            | CUSIP: 68333ZAN7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |  50200000 | PA      | $33847812.42  | 0.36%             | 2030-12-02      | Fixed         | 1.35%                 | No            | 2                  | On Loan: No      |
| ROCHE FINANCE EUROPE BV                    | Roche Finance Europe BV                                                        | CUSIP: 000000000<br>LEI: 724500MMYDP2MJLGB718 | Long             | DBT              | CORP              | NL        |   1620000 | PA      | $1913588.99   | 0.02%             | 2029-08-27      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO BANK NA                        | Wells Fargo Bank NA                                                            | CUSIP: 94988J6G7<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2283827.00   | 0.02%             | 2026-12-11      | Floating      | 4.72%                 | No            | 2                  | On Loan: No      |
| Netherlands Government Bonds               | Netherlands Government Bonds                                                   | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |  44100000 | PA      | $46162916.66  | 0.49%             | 2030-07-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| REGION OF ILE DE FRANCE                    | Region of Ile de France                                                        | CUSIP: 000000000<br>LEI: 969500X7E3U7ZNH95E23 | Long             | DBT              | NUSS              | FR        |  10800000 | PA      | $12123225.66  | 0.13%             | 2029-03-14      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $497985.94    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| FLEMISH COMMUNITY                          | Ministeries Van de Vlaamse Gemeenschap                                         | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |   7600000 | PA      | $8842300.65   | 0.09%             | 2029-10-22      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                 | CUSIP: 2027A0KW8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   8800000 | PA      | $8830469.30   | 0.09%             | 2028-03-14      | Floating      | 4.30%                 | No            | 2                  | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                   | African Development Bank                                                       | CUSIP: 000000000<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |  11000000 | PA      | $7751797.18   | 0.08%             | 2027-07-27      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| KUNTARAHOITUS OYJ                          | Kuntarahoitus OYJ                                                              | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |  60218000 | PA      | $71206752.62  | 0.75%             | 2030-07-29      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-291747.82   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   7000000 | PA      | $5030075.92   | 0.05%             | 2027-05-10      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| CDP FINANCIAL INC                          | CDP Financial, Inc.                                                            | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |  58630000 | PA      | $68819791.24  | 0.73%             | 2029-04-11      | Fixed         | 3.00%                 | 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      | $844851.71    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| PSP CAPITAL INC                            | PSP Capital, Inc.                                                              | CUSIP: 69363TAS1<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        | 130800000 | PA      | $97805101.78  | 1.03%             | 2029-06-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| LAND BERLIN                                | Land Berlin                                                                    | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |   6900000 | PA      | $7300835.59   | 0.08%             | 2030-01-18      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $1210736.59   | 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      | $-5228.28     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CDP FINANCIAL INC                          | CDP Financial, Inc.                                                            | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        | 121900000 | PA      | $92693716.64  | 0.98%             | 2030-12-02      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                                                       | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |  43300000 | PA      | $52998178.94  | 0.56%             | 2030-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-2376663.29  | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| SANOFI SA                                  | Sanofi SA                                                                      | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |   6600000 | PA      | $7263878.38   | 0.08%             | 2030-03-21      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                            | Nordea Bank Abp                                                                | CUSIP: 65558RAF6<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |  36594000 | PA      | $36717248.59  | 0.39%             | 2027-03-19      | Floating      | 4.39%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                                       | CUSIP: 21688ABJ0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   9000000 | PA      | $9076140.00   | 0.10%             | 2029-10-17      | Floating      | 4.54%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                                          | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   3800000 | PA      | $2742185.12   | 0.03%             | 2027-01-25      | Floating      | 5.07%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-2153577.79  | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                                                | CUSIP: 458182EC2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |  24000000 | PA      | $17211057.53  | 0.18%             | 2027-08-27      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| Canada Government Bonds                    | Canada Government Bonds                                                        | CUSIP: 135087L44<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        | 107100000 | PA      | $69934522.03  | 0.74%             | 2030-12-01      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC                          | CPPIB Capital, Inc.                                                            | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        | 101418000 | PA      | $119759290.97 | 1.26%             | 2029-06-11      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-130787.65   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                                             | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   3683000 | PA      | $3776184.28   | 0.04%             | 2030-10-29      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  67710000 | PA      | $49181682.31  | 0.52%             | 2028-05-12      | Floating      | 4.96%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $-69878.15    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                                            | CUSIP: 68333ZAE7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |  25000000 | PA      | $18145360.18  | 0.19%             | 2029-06-02      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| LAND NIEDERSACHSEN                         | State of Lower Saxony                                                          | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |  10380000 | PA      | $10621193.44  | 0.11%             | 2031-01-10      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| WALMART INC                                | Walmart, Inc.                                                                  | CUSIP: 931142FR9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   9410000 | PA      | $9412248.99   | 0.10%             | 2029-04-30      | Floating      | 4.05%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Bank USA                     | Purchased EUR / Sold USD                                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | XX        |         1 | NC      | $31496.99     | 0.00%             |  |  |  | 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      | $-2079477.12  | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| CANADA HOUSING TRUST                       | Canada Housing Trust No. 1                                                     | CUSIP: 13509PJM6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |  30000000 | PA      | $22122501.56  | 0.23%             | 2028-09-15      | Floating      | 2.55%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased EUR / Sold USD                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $33440.54     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ALLIANZ FINANCE II B.V.                    | Allianz Finance II BV                                                          | CUSIP: 000000000<br>LEI: 529900C9NVPTCPDI1D65 | Long             | DBT              | CORP              | NL        |   6900000 | PA      | $7678583.76   | 0.08%             | 2030-01-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| KUNTARAHOITUS OYJ                          | Kuntarahoitus OYJ                                                              | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |   2014000 | PA      | $2076841.90   | 0.02%             | 2030-10-14      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                 | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   5500000 | PA      | $3981940.05   | 0.04%             | 2030-01-09      | Floating      | 5.16%                 | No            | 2                  | On Loan: No      |
| REGIE AUTONOME DES TRANS                   | Regie Autonome des Transports Parisiens EPIC                                   | CUSIP: 000000000<br>LEI: 969500K59E47ULNCAQ69 | Long             | DBT              | NUSS              | FR        |   1400000 | PA      | $1509504.02   | 0.02%             | 2029-06-20      | Fixed         | 0.35%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                                       | CUSIP: 21688ABQ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  49290000 | PA      | $49314640.56  | 0.52%             | 2028-10-17      | Floating      | 4.24%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-1452250.93  | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                                          | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   2500000 | PA      | $1815192.39   | 0.02%             | 2028-09-19      | Floating      | 5.20%                 | No            | 2                  | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                   | Siemens Financieringsmaatschappij NV                                           | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |  16400000 | PA      | $18994378.32  | 0.20%             | 2030-09-09      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| STATE STREET CORP                          | State Street Corp.                                                             | CUSIP: 857477CQ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |  20915000 | PA      | $20948348.97  | 0.22%             | 2027-10-22      | Floating      | 4.29%                 | No            | 2                  | On Loan: No      |
| KUNTARAHOITUS OYJ                          | Kuntarahoitus OYJ                                                              | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |  29631000 | PA      | $34370282.38  | 0.36%             | 2029-08-29      | Fixed         | 2.50%                 | 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      | $-1021339.19  | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| NESTLE FINANCE INTL LTD                    | Nestle Finance International Ltd.                                              | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |   6660000 | PA      | $7807206.60   | 0.08%             | 2031-01-23      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                    | Landwirtschaftliche Rentenbank                                                 | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |   8500000 | PA      | $8707631.55   | 0.09%             | 2031-01-31      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| FREIE HANSESTADT HAMBURG                   | Free & Hanseatic City of Hamburg                                               | CUSIP: 000000000<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | NUSS              | DE        |  33400000 | PA      | $38518810.29  | 0.41%             | 2029-09-25      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development                            | CUSIP: 459058LG6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  45500000 | PA      | $45592549.73  | 0.48%             | 2028-05-15      | Floating      | 3.96%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $-148558.68   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold AUD                                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-2209463.49  | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $-1640228.64  | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| OMERS FINANCE TRUST                        | OMERS Finance Trust                                                            | CUSIP: 682142AC8<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |   8000000 | PA      | $5766113.30   | 0.06%             | 2029-05-14      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| KOMMUNALBANKEN AS                          | Kommunalbanken AS                                                              | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |   4050000 | PA      | $4295766.46   | 0.05%             | 2029-10-24      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| INTL FINANCE CORP                          | International Finance Corp.                                                    | CUSIP: 45950KDJ6<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |  46140000 | PA      | $46248915.78  | 0.49%             | 2028-08-28      | Floating      | 3.97%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-87867.26    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TEMASEK FINANCIAL I LTD                    | Temasek Financial I Ltd.                                                       | CUSIP: 87976EAD8<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |  21900000 | PA      | $21873720.00  | 0.23%             | 2027-08-20      | Floating      | 4.05%                 | 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        |   5750000 | PA      | $4105188.32   | 0.04%             | 2027-09-08      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                    | Landwirtschaftliche Rentenbank                                                 | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |  26288000 | PA      | $27891051.43  | 0.29%             | 2029-11-27      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                           | Bank of Montreal                                                               | CUSIP: 06368BTX6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  24500000 | PA      | $17991316.67  | 0.19%             | 2028-03-01      | Fixed         | 3.19%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  20301000 | PA      | $14356133.61  | 0.15%             | 2027-02-25      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| UNITED OVERSEAS BANK/SYD                   | United Overseas Bank Ltd.                                                      | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |  20000000 | PA      | $14332048.22  | 0.15%             | 2027-04-16      | Fixed         | 4.67%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $455071.79    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                                                       | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  11500000 | PA      | $8307163.14   | 0.09%             | 2027-02-26      | Floating      | 4.86%                 | No            | 2                  | On Loan: No      |
| UNITED OVERSEAS BANK LTD                   | United Overseas Bank Ltd.                                                      | CUSIP: 91127KAL6<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        | 100000000 | PA      | $100266122.00 | 1.06%             | 2028-04-02      | Floating      | 4.24%                 | No            | 2                  | On Loan: No      |
| SFIL SA                                    | SFIL SA                                                                        | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |   4600000 | PA      | $5398036.34   | 0.06%             | 2029-09-17      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC                               | Alphabet, Inc.                                                                 | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |  30572000 | PA      | $35343767.77  | 0.37%             | 2029-05-06      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased EUR / Sold USD                                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | XX        |         1 | NC      | $31009.99     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DBS BANK LTD/AUSTRALIA                     | DBS Bank Ltd.                                                                  | CUSIP: 000000000<br>LEI: ATUEL7OJR5057F2PV266 | Long             | DBT              | CORP              | SG        |  17000000 | PA      | $12270607.67  | 0.13%             | 2027-02-26      | Floating      | 4.76%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold AUD                                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-2452406.32  | -0.03%            |  |  |  | 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        |  81940000 | PA      | $48752511.64  | 0.51%             | 2030-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| LAND BADEN-WUERTTEMBERG                    | Land Baden-Wuerttemberg                                                        | CUSIP: 000000000<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | NUSS              | DE        |   9700000 | PA      | $11264918.57  | 0.12%             | 2030-03-12      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| FREIE HANSESTADT HAMBURG                   | Free & Hanseatic City of Hamburg                                               | CUSIP: 000000000<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | NUSS              | DE        |   1557000 | PA      | $1622349.56   | 0.02%             | 2030-06-03      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development                            | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  20633000 | PA      | $21732558.93  | 0.23%             | 2030-02-21      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| EUROPEAN BK RECON & DEV                    | European Bank for Reconstruction & Development                                 | CUSIP: 29875BAM8<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |  26250000 | PA      | $26281820.78  | 0.28%             | 2030-07-22      | Floating      | 4.07%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-1592499.93  | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| L-BANK BW FOERDERBANK                      | Landeskreditbank Baden-Wuerttemberg Foerderbank                                | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |   7210000 | PA      | $5298143.78   | 0.06%             | 2028-03-06      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                 | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |  58700000 | PA      | $42351936.85  | 0.45%             | 2027-01-14      | Floating      | 5.04%                 | No            | 2                  | On Loan: No      |
| ELI LILLY & CO                             | Eli Lilly & Co.                                                                | CUSIP: 532457DA3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |  32000000 | PA      | $32083712.00  | 0.34%             | 2028-10-15      | Floating      | 4.18%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Bank USA                     | Purchased EUR / Sold USD                                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | XX        |         1 | NC      | $32543.43     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| INVESTITIONSBANK BERLIN                    | Investitionsbank Berlin                                                        | CUSIP: 000000000<br>LEI: 529900OBCZMX3TFA0673 | Long             | DBT              | CORP              | DE        |  29500000 | PA      | $33945045.48  | 0.36%             | 2030-05-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| ANZ BANK NEW ZEALAND LTD                   | ANZ Bank New Zealand Ltd.                                                      | CUSIP: 000000000<br>LEI: HZSN7FQBPO5IEWYIGC72 | Long             | DBT              | CORP              | NZ        |   3500000 | PA      | $2074637.83   | 0.02%             | 2030-02-20      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| DBS GROUP HOLDINGS LTD                     | DBS Group Holdings Ltd.                                                        | CUSIP: 24023LAM8<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |   8800000 | PA      | $8827592.31   | 0.09%             | 2028-03-21      | Floating      | 4.26%                 | 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        |  29000000 | PA      | $16592576.99  | 0.17%             | 2028-05-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $-150468.23   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-2186267.96  | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| UNITED OVERSEAS BANK/SYD                   | United Overseas Bank Ltd.                                                      | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |  20000000 | PA      | $14432553.27  | 0.15%             | 2027-02-24      | Floating      | 4.71%                 | No            | 2                  | On Loan: No      |
| CANADA HOUSING TRUST                       | Canada Housing Trust No. 1                                                     | CUSIP: 13509PJU8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |  14340000 | PA      | $10579095.23  | 0.11%             | 2029-09-15      | Floating      | 2.58%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Bank USA                     | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $-4833.58     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                   | Svenska Handelsbanken AB                                                       | CUSIP: 86959LAR4<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   7800000 | PA      | $7815678.00   | 0.08%             | 2027-05-28      | Floating      | 4.32%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold AUD                                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-1478034.31  | -0.02%            |  |  |  | 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      | $194557.90    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EFSF                                       | European Financial Stability Facility                                          | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |   1029000 | PA      | $1086105.56   | 0.01%             | 2030-03-18      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| NEDER WATERSCHAPSBANK                      | Nederlandse Waterschapsbank NV                                                 | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |  65835000 | PA      | $76875326.97  | 0.81%             | 2029-12-17      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| EFSF                                       | European Financial Stability Facility                                          | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        | 231470000 | PA      | $268569100.97 | 2.83%             | 2030-05-07      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| COUNCIL OF EUROPE                          | Council of Europe Development Bank                                             | CUSIP: 000000000<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |   4400000 | PA      | $4649116.00   | 0.05%             | 2030-01-21      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  62000000 | PA      | $44775285.55  | 0.47%             | 2027-05-10      | Floating      | 4.64%                 | No            | 2                  | On Loan: No      |
| MACQUARIE BANK LTD                         | Macquarie Bank Ltd.                                                            | CUSIP: 55608PBY9<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |  26400000 | PA      | $26509952.83  | 0.28%             | 2028-06-12      | Floating      | 4.40%                 | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-508976.32   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  18900000 | PA      | $13745033.96  | 0.14%             | 2027-11-04      | Floating      | 5.13%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold AUD                                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-510177.77   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CANADIAN GOVERNMENT                        | Canada Government Bonds                                                        | CUSIP: 135087T38<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |  25000000 | PA      | $18098244.19  | 0.19%             | 2030-09-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                   | Caisse d'Amortissement de la Dette Sociale                                     | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |  31300000 | PA      | $36840833.56  | 0.39%             | 2030-03-01      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| MANITOBA (PROVINCE OF)                     | Province of Manitoba                                                           | CUSIP: 563469UT0<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |   8200000 | PA      | $5957775.24   | 0.06%             | 2029-06-02      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| NESTLE HOLDINGS INC                        | Nestle Holdings, Inc.                                                          | CUSIP: 000000000<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |  40900000 | PA      | $29134494.06  | 0.31%             | 2029-01-26      | Fixed         | 2.19%                 | No            | 2                  | On Loan: No      |
| KOMMUNEKREDIT                              | Kommunekredit                                                                  | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |  28479000 | PA      | $30196141.54  | 0.32%             | 2029-11-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                                                       | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  11500000 | PA      | $8382091.96   | 0.09%             | 2028-11-21      | Floating      | 5.14%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-742852.53   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold AUD                                                       | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $-2439917.55  | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $-193357.83   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  50140000 | PA      | $36188186.77  | 0.38%             | 2027-02-25      | Floating      | 4.71%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $518766.51    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  23400000 | PA      | $16896195.42  | 0.18%             | 2027-12-15      | Floating      | 4.84%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                                                         | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   7800000 | PA      | $8239340.39   | 0.09%             | 2030-01-31      | Fixed         | 0.03%                 | No            | 2                  | On Loan: No      |
| Finland Government Bonds                   | Finland Government Bonds                                                       | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        | 122500000 | PA      | $126926945.27 | 1.34%             | 2030-09-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                                       | CUSIP: 21688ABE1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  65000000 | PA      | $65199455.10  | 0.69%             | 2027-03-05      | Floating      | 4.37%                 | 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      | $-4970.09     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased EUR / Sold USD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $31084.86     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Finland Government Bonds                   | Finland Government Bonds                                                       | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |  13500000 | PA      | $15635509.04  | 0.16%             | 2030-04-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BNG BANK NV                                | BNG Bank NV                                                                    | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |  34100000 | PA      | $40127306.66  | 0.42%             | 2030-04-23      | 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        |  34400000 | PA      | $41396221.72  | 0.44%             | 2030-10-20      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-2297069.15  | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| CANADA HOUSING TRUST                       | Canada Housing Trust No. 1                                                     | CUSIP: 13509PKH5<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |  14200000 | PA      | $10266630.84  | 0.11%             | 2030-12-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased EUR / Sold USD                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $31313.06     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    710000 | PA      | $514078.27    | 0.01%             | 2027-05-12      | Floating      | 4.93%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                                       | CUSIP: 21688ABG6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  13250000 | PA      | $13265926.50  | 0.14%             | 2026-08-28      | Floating      | 4.28%                 | No            | 2                  | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                   | Export Development Canada                                                      | CUSIP: 000000000<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |  21840000 | PA      | $12690938.23  | 0.13%             | 2030-08-08      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BNG BANK NV                                | BNG Bank NV                                                                    | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        | 110666000 | PA      | $127696970.38 | 1.35%             | 2030-05-21      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-30312.81    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold AUD                                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-4245745.63  | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-81252.69    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  14900000 | PA      | $10833242.98  | 0.11%             | 2028-03-31      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                                                       | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   8000000 | PA      | $5986675.01   | 0.06%             | 2028-06-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                                                         | CUSIP: 04517PBZ4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        | 193066000 | PA      | $193243514.53 | 2.04%             | 2028-06-20      | Floating      | 3.95%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 05252BDJ5<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   9000000 | PA      | $9031860.00   | 0.10%             | 2027-01-18      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| Kingdom of Belgium Government Bonds        | Kingdom of Belgium Government Bonds                                            | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        | 262960000 | PA      | $275190241.84 | 2.90%             | 2030-06-22      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| LFA FOERDERBANK BAYERN                     | LFA Foerderbank Bayern                                                         | CUSIP: 000000000<br>LEI: 529900K094KMHKJ4TS82 | Long             | DBT              | CORP              | DE        |   7000000 | PA      | $8186447.51   | 0.09%             | 2030-04-01      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-2439895.28  | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  20470000 | PA      | $14895807.01  | 0.16%             | 2027-11-25      | Floating      | 5.19%                 | No            | 2                  | On Loan: No      |
| MANITOBA (PROVINCE OF)                     | Province of Manitoba                                                           | CUSIP: 563469UV5<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |   5200000 | PA      | $3647292.67   | 0.04%             | 2030-06-02      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                                                       | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   7300000 | PA      | $7495765.07   | 0.08%             | 2031-01-14      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ROCHE FINANCE EUROPE BV                    | Roche Finance Europe BV                                                        | CUSIP: 000000000<br>LEI: 724500MMYDP2MJLGB718 | Long             | DBT              | CORP              | NL        |  15161000 | PA      | $17903584.35  | 0.19%             | 2030-05-03      | Fixed         | 3.23%                 | 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      | $-69522.91    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   6200000 | PA      | $4452755.07   | 0.05%             | 2027-02-05      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| MACQUARIE BANK LTD                         | Macquarie Bank Ltd.                                                            | CUSIP: 000000000<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   5800000 | PA      | $6799415.02   | 0.07%             | 2029-09-17      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-810.78      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CANADA HOUSING TRUST                       | Canada Housing Trust No. 1                                                     | CUSIP: 13509PJG9<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |  30500000 | PA      | $22522645.12  | 0.24%             | 2028-03-15      | Floating      | 2.63%                 | No            | 2                  | On Loan: No      |
| AUTOBAHN SCHNELL AG                        | Autobahnen- und Schnell- strassen-Finanzierungs AG                             | CUSIP: 000000000<br>LEI: 529900B2JGN28UCEQ136 | Long             | DBT              | NUSS              | AT        |   9000000 | PA      | $10402247.12  | 0.11%             | 2030-03-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |

### Signature

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

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

**Signature:** Randy Olson

**Name of Signer:** Randy Olson

**Title:** Vice President