# EDGAR Filing Document

**Accession Number:** 0000355437
**File Stem:** 0001410368-25-040445
**Filing Date:** 2025-12
**Character Count:** 120723
**Document Hash:** c961185f77b892fa367ee8e53d9bdb17
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-040445.hdr.sgml**: 20251222

**ACCESSION NUMBER**: 0001410368-25-040445

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251222

**DATE AS OF CHANGE**: 20251222

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03258
- **FILM NUMBER:** 251590348

**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

### Dimensional VA Global Bond Portfolio (Series ID: S000000962)

| Class ID   | Class Name                           | Ticker Symbol   |
|:---|:---|:---|
| C000002713 | Dimensional VA Global Bond Portfolio |  |

## 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:** Dimensional VA Global Bond Portfolio

- **b. EDGAR series identifier (if any):** S000000962

- **c. LEI of Series:** 549300RNZ8LGJZGXLR91

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

- **a. Date of fiscal year-end:** 2025-10-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $362897525.64

**Total Liabilities:** $7196584.89

**Net Assets:** $355700940.75

**Delayed Delivery Securities:** $1950000.00

**Cash Not Reported:** $3918274.52

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -917.15000000 | **1-Year:** -23725.56000000 | **5-Year:** -43854.11000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** -260.10000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000002713 | 0.50%                | 0.30%                | 0.50%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $834754.09               | $2722749.36                                |
| Month 2  | $-333968.08              | $-89953.74                                 |
| Month 3  | $1247856.90              | $-2438401.97                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| ABN AMRO BANK NV                           | ABN AMRO Bank NV                                                               | CUSIP: 00084DBJ8<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $400717.79    | 0.11%             | 2028-07-07      | Floating      | 4.86%                 | No            | 2                  | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                   | African Development Bank                                                       | CUSIP: 00828EEE5<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    340000 | PA      | $335929.36    | 0.09%             | 2026-03-23      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF ALBERTA                        | Province of Alberta                                                            | CUSIP: 013051EG8<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $344440.48    | 0.10%             | 2030-06-01      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF ALBERTA                        | Province of Alberta                                                            | CUSIP: 013051EU7<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |   2200000 | PA      | $1644694.31   | 0.46%             | 2029-06-01      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| ALBERTA T-BILL                             | Alberta Treasury Bills                                                         | CUSIP: 01306BNE0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $354896.44    | 0.10%             | 2026-01-13      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ALBERTA T-BILL                             | Alberta Treasury Bills                                                         | CUSIP: 0130ZBL42<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |   2000000 | PA      | $1425617.63   | 0.40%             | 2025-11-04      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ALBERTA T-BILL                             | Alberta Treasury Bills                                                         | CUSIP: 0130ZBLK6<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |   2200000 | PA      | $1566830.42   | 0.44%             | 2025-11-18      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                                                         | CUSIP: 04517PBG6<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   1842000 | PA      | $1854599.28   | 0.52%             | 2026-08-27      | Floating      | 5.24%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                                                         | CUSIP: 04517PBZ4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   4386000 | PA      | $4385150.08   | 1.23%             | 2028-06-20      | Floating      | 4.44%                 | No            | 2                  | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                   | Asian Infrastructure Investment Bank                                           | CUSIP: 04522KAD8<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $297533.74    | 0.08%             | 2026-01-27      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 05252ADK4<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   4646000 | PA      | $4652250.59   | 1.31%             | 2026-03-18      | Floating      | 4.82%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 05252ADN8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $505649.93    | 0.14%             | 2029-12-16      | Floating      | 5.11%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 05252ADS7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1200000 | PA      | $1205206.80   | 0.34%             | 2028-06-18      | Floating      | 4.88%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA NA                         | Bank of America NA                                                             | CUSIP: 06428CAB0<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251359.50    | 0.07%             | 2026-08-18      | Floating      | 5.28%                 | No            | 2                  | On Loan: No      |
| QUEBEC T-BILL                              | Quebec Treasury Bills                                                          | CUSIP: 0985ZUL70<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   2200000 | PA      | $1567897.04   | 0.44%             | 2025-11-07      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| QUEBEC T-BILL                              | Quebec Treasury Bills                                                          | CUSIP: 0985ZULN5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   2700000 | PA      | $1922581.73   | 0.54%             | 2025-11-21      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| QUEBEC T-BILL                              | Quebec Treasury Bills                                                          | CUSIP: 0985ZUMD6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $142230.94    | 0.04%             | 2025-12-12      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| QUEBEC T-BILL                              | Quebec Treasury Bills                                                          | CUSIP: 0985ZUML8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   1250000 | PA      | $888569.03    | 0.25%             | 2025-12-19      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| BRITISH COLUMBIA PROV OF                   | Province of British Columbia                                                   | CUSIP: 110709DL3<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $200822.97    | 0.06%             | 2026-01-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| BRITISH COLUMBIA PROV OF                   | Province of British Columbia                                                   | CUSIP: 110709EK4<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   2000000 | PA      | $1573419.84   | 0.44%             | 2029-06-18      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| CAISSE DES DEPOTS ET CON                   | Caisse des Depots et Consignations                                             | CUSIP: 12800AYS7<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | STIV             | CORP              | FR        |   1000000 | PA      | $997174.70    | 0.28%             | 2025-11-26      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Canada Government Bonds                    | Canada Government Bonds                                                        | CUSIP: 135087Q80<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   3000000 | PA      | $2138640.33   | 0.60%             | 2025-11-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CANADA HOUSING TRUST                       | Canada Housing Trust No. 1                                                     | CUSIP: 13509PJG9<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |   2000000 | PA      | $1429139.78   | 0.40%             | 2028-03-15      | Floating      | 2.78%                 | No            | 2                  | On Loan: No      |
| CANADA HOUSING TRUST                       | Canada Housing Trust No. 1                                                     | CUSIP: 13509PJU8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |    660000 | PA      | $470482.05    | 0.13%             | 2029-09-15      | Floating      | 2.73%                 | No            | 2                  | On Loan: No      |
| CANADA T-BILL                              | Canada Treasury Bills                                                          | CUSIP: 1350Z7DH4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   3300000 | PA      | $2352127.91   | 0.66%             | 2025-11-05      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CANADA T-BILL                              | Canada Treasury Bills                                                          | CUSIP: 1350Z7EB6<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    800000 | PA      | $567771.56    | 0.16%             | 2026-01-14      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CANADA T-BILL                              | Canada Treasury Bills                                                          | CUSIP: 1350Z7ED2<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    900000 | PA      | $637664.97    | 0.18%             | 2026-02-11      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CHEVRON USA INC                            | Chevron USA, Inc.                                                              | CUSIP: 166756BC9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    950000 | PA      | $952704.65    | 0.27%             | 2028-02-26      | Floating      | 4.70%                 | No            | 2                  | On Loan: No      |
| CHEVRON USA INC                            | Chevron USA, Inc.                                                              | CUSIP: 166756BM7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2007530.82   | 0.56%             | 2028-08-13      | Floating      | 4.84%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                 | CUSIP: 2027A0KQ1<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    300000 | PA      | $300564.43    | 0.08%             | 2026-03-13      | Floating      | 5.01%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                 | CUSIP: 2027A0KY4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1861000 | PA      | $1874843.98   | 0.53%             | 2030-03-14      | Floating      | 5.07%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                                       | CUSIP: 21688ABG6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $501300.00    | 0.14%             | 2026-08-28      | Floating      | 4.84%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                                       | CUSIP: 21688ABQ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    740000 | PA      | $740636.40    | 0.21%             | 2028-10-17      | Floating      | 4.68%                 | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC                          | CPPIB Capital, Inc.                                                            | CUSIP: 22411VAS7<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $251007.87    | 0.07%             | 2026-03-11      | Floating      | 5.44%                 | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC                          | CPPIB Capital, Inc.                                                            | CUSIP: 22411WAS5<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |    600000 | PA      | $602418.89    | 0.17%             | 2026-03-11      | Floating      | 5.44%                 | No            | 2                  | On Loan: No      |
| DBS BANK LTD                               | DBS Bank Ltd.                                                                  | CUSIP: 23305DZ24<br>LEI: ATUEL7OJR5057F2PV266 | Long             | STIV             | CORP              | SG        |   4000000 | PA      | $3986057.60   | 1.12%             | 2025-12-02      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| DBS BANK LTD                               | DBS Bank Ltd.                                                                  | CUSIP: 23305DZ57<br>LEI: ATUEL7OJR5057F2PV266 | Long             | STIV             | CORP              | SG        |   1500000 | PA      | $1494278.55   | 0.42%             | 2025-12-05      | None          | 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        |    179674 | NS      | $2078293.35   | 0.58%             |  |  |  | No            | 2                  | On Loan: No      |
| Dimensional Holdings Inc.                  | DFA Short Term Investment Fund                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1766970 | NS      | $1766970.00   | 0.50%             |  |  |  | No            | N/A                | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $80074.62     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| NatWest Markets PLC                        | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $42430.96     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $1682.07      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $443227.28    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold SGD                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $31685.22     | 0.01%             |  |  |  | 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      | $60029.44     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased CAD / Sold USD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |         1 | NC      | $-6200.39     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased CAD / Sold USD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |         1 | NC      | $-9505.92     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $39627.71     | 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      | $342080.12    | 0.10%             |  |  |  | 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      | $45185.17     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold AUD                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $96927.25     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold SGD                                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $36307.54     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $1474.01      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $48596.23     | 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      | $6463.96      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $1286.98      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $5883.20      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $6925.14      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold SGD                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $6493.31      | 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      | $253370.43    | 0.07%             |  |  |  | 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      | $-36783.63    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-1579.87     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold GBP                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $66289.43     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $279190.72    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $456.10       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $3178.01      | 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      | $162537.37    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold AUD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-6535.22     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $12598.93     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $6237.08      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold AUD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-18512.38    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $544.46       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $5169.73      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NatWest Markets PLC                        | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $19741.54     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased CAD / Sold USD                                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CA        |         1 | NC      | $-4273.21     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased SGD / Sold USD                                                       | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | SG        |         1 | NC      | $-15356.95    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold SGD                                                       | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $15536.15     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased CAD / Sold USD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |         1 | NC      | $-26711.38    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $26838.41     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $182699.95    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased EUR / Sold USD                                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |         1 | NC      | $-180709.76   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased SGD / Sold USD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $41.47        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs Bank USA                     | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $1340.47      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                | Equinor ASA                                                                    | CUSIP: 29447LZ89<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | STIV             | CORP              | NO        |   1000000 | PA      | $995829.80    | 0.28%             | 2025-12-08      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ERSTE ABWICKLUNGSANSTALT                   | Erste Abwicklungsanstalt                                                       | CUSIP: 29604DAV2<br>LEI: 7TG4VWERK338227TR435 | Long             | STIV             | CORP              | GE        |   1000000 | PA      | $990275.00    | 0.28%             | 2026-01-29      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| EUROPEAN BK RECON & DEV                    | European Bank for Reconstruction & Development                                 | CUSIP: 29874QEN0<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    204000 | PA      | $203965.32    | 0.06%             | 2026-04-14      | Floating      | 4.29%                 | No            | 2                  | On Loan: No      |
| EUROPEAN BK RECON & DEV                    | European Bank for Reconstruction & Development                                 | CUSIP: 29875BAK2<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |   4240000 | PA      | $4244064.63   | 1.19%             | 2028-02-20      | Floating      | 4.59%                 | No            | 2                  | On Loan: No      |
| EUROPEAN BK RECON & DEV                    | European Bank for Reconstruction & Development                                 | CUSIP: 29875BAM8<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |   1400000 | PA      | $1401857.03   | 0.39%             | 2030-07-22      | Floating      | 4.51%                 | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                                                       | CUSIP: 29878TFE9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $508510.00    | 0.14%             | 2028-05-21      | Floating      | 5.24%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                                                | CUSIP: 4581X0DU9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1400000 | PA      | $1399221.92   | 0.39%             | 2028-03-20      | Floating      | 4.41%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                                                | CUSIP: 4581X0DY1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1000030.00   | 0.28%             | 2026-09-16      | Floating      | 4.34%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                                                | CUSIP: 4581X0ED6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    127000 | PA      | $127111.14    | 0.04%             | 2027-04-12      | Floating      | 4.38%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                                                | CUSIP: 4581X0EG9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   2671000 | PA      | $2675512.55   | 0.75%             | 2027-10-04      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                                                | CUSIP: 4581X0EQ7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $500106.81    | 0.14%             | 2029-08-01      | Floating      | 4.44%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                                                | CUSIP: 45828RAA3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   4220000 | PA      | $4223580.29   | 1.19%             | 2028-10-05      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development                            | CUSIP: 459058JF1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1474000 | PA      | $1479512.76   | 0.42%             | 2027-08-19      | Floating      | 4.69%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development                            | CUSIP: 459058KG7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1000650.00   | 0.28%             | 2026-06-15      | Floating      | 4.35%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development                            | CUSIP: 459058KN2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1450000 | PA      | $1452036.09   | 0.41%             | 2027-01-12      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development                            | CUSIP: 459058LH4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1000621.25   | 0.28%             | 2027-06-15      | Floating      | 4.44%                 | No            | 2                  | On Loan: No      |
| INTL FINANCE CORP                          | International Finance Corp.                                                    | CUSIP: 45950KDJ6<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |   4040000 | PA      | $4040546.49   | 1.14%             | 2028-08-28      | Floating      | 4.59%                 | No            | 2                  | On Loan: No      |
| INTL FINANCE CORP                          | International Finance Corp.                                                    | CUSIP: 45950KDL1<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $499735.36    | 0.14%             | 2029-08-28      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK NA                    | JPMorgan Chase Bank NA                                                         | CUSIP: 46632FTV7<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1302540.67   | 0.37%             | 2026-04-29      | Floating      | 4.69%                 | No            | 2                  | On Loan: No      |
| KOMMUNALBANKEN AS                          | Kommunalbanken AS                                                              | CUSIP: 50047JAR9<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |   6000000 | PA      | $6007366.80   | 1.69%             | 2029-04-09      | Floating      | 4.52%                 | No            | 2                  | On Loan: No      |
| KOMMUNALBANKEN AS                          | Kommunalbanken AS                                                              | CUSIP: 50048MDE7<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |   2000000 | PA      | $2009077.30   | 0.56%             | 2026-06-17      | Floating      | 5.16%                 | No            | 2                  | On Loan: No      |
| MANITOBA (PROVINCE OF)                     | Province of Manitoba                                                           | CUSIP: 563469DS1<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |   1600000 | PA      | $1149118.39   | 0.32%             | 2025-12-22      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| ELI LILLY & CO                             | Eli Lilly & Co.                                                                | CUSIP: 532457BN7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1299773.20   | 0.37%             | 2030-06-03      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| ELI LILLY & CO                             | Eli Lilly & Co.                                                                | CUSIP: 532457DA3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1385009.40   | 0.39%             | 2028-10-15      | Floating      | 4.72%                 | No            | 2                  | On Loan: No      |
| MACQUARIE BANK LTD                         | Macquarie Bank Ltd.                                                            | CUSIP: 55608PBY9<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    800000 | PA      | $804046.40    | 0.23%             | 2028-06-12      | Floating      | 5.01%                 | No            | 2                  | On Loan: No      |
| MANITOBA (PROVINCE OF)                     | Province of Manitoba                                                           | CUSIP: 563469UV5<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    100000 | PA      | $68797.55     | 0.02%             | 2030-06-02      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| MANITOBA T-BILL                            | Province of Manitoba Treasury Bills                                            | CUSIP: 56347PJ90<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $711867.67    | 0.20%             | 2025-11-26      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| MASTERCARD INC                             | Mastercard, Inc.                                                               | CUSIP: 57636QBE3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    260000 | PA      | $260243.69    | 0.07%             | 2028-03-15      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| MERCK & CO INC                             | Merck & Co., Inc.                                                              | CUSIP: 58933YBU8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1441000 | PA      | $1449356.36   | 0.41%             | 2027-09-15      | Floating      | 4.64%                 | No            | 2                  | On Loan: —       |
| MORGAN STANLEY BANK NA                     | Morgan Stanley Bank NA                                                         | CUSIP: 61690U7X2<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503475.44    | 0.14%             | 2026-10-30      | Floating      | 5.24%                 | No            | 2                  | On Loan: No      |
| NRW Bank                                   | NRW Bank                                                                       | CUSIP: 62939LZ36<br>LEI: 52990002O5KK6XOGJ020 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2989461.90   | 0.84%             | 2025-12-03      | Variable      | 0.01%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 632525BW0<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    900000 | PA      | $905832.00    | 0.25%             | 2027-10-26      | Floating      | 4.89%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 632525CL3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    400000 | PA      | $402071.60    | 0.11%             | 2028-06-13      | Floating      | 4.91%                 | No            | 2                  | On Loan: No      |
| NATIONAL SECS CLEARING                     | National Securities Clearing Corp.                                             | CUSIP: 637639AP0<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501513.28    | 0.14%             | 2027-05-20      | Floating      | 4.81%                 | No            | 2                  | On Loan: No      |
| NESTLE FINANCE INTL LTD                    | Nestle Finance International Ltd.                                              | CUSIP: 64106GY31<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | STIV             | CORP              | LU        |   1250000 | PA      | $1249592.88   | 0.35%             | 2025-11-03      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                            | Nordea Bank Abp                                                                | CUSIP: 65558RAF6<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   1025000 | PA      | $1030081.17   | 0.29%             | 2027-03-19      | Floating      | 4.87%                 | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                            | Nordea Bank Abp                                                                | CUSIP: 65558RAP4<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   1800000 | PA      | $1803612.76   | 0.51%             | 2030-08-28      | Floating      | 5.05%                 | No            | 2                  | On Loan: No      |
| NORDIC INVESTMENT BANK                     | Nordic Investment Bank                                                         | CUSIP: 65562QBR5<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |    650000 | PA      | $652751.87    | 0.18%             | 2026-05-12      | Floating      | 5.29%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                                            | CUSIP: 683234JQ2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    100000 | PA      | $71646.64     | 0.02%             | 2025-12-02      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| ONTARIO T-BILL                             | Ontario Treasury Bills                                                         | CUSIP: 6832Z5N48<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1100000 | PA      | $783038.75    | 0.22%             | 2025-11-26      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ONTARIO T-BILL                             | Ontario Treasury Bills                                                         | CUSIP: 6832Z5N55<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1600000 | PA      | $1138474.92   | 0.32%             | 2025-12-03      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ONTARIO T-BILL                             | Ontario Treasury Bills                                                         | CUSIP: 6832Z5NZ9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1750000 | PA      | $1247340.56   | 0.35%             | 2025-11-05      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ONTARIO T-BILL                             | Ontario Treasury Bills                                                         | CUSIP: 6832Z5P38<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1400000 | PA      | $994897.86    | 0.28%             | 2025-12-24      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ONTARIO T-BILL                             | Ontario Treasury Bills                                                         | CUSIP: 6832Z5PA2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1300000 | PA      | $923064.42    | 0.26%             | 2026-01-07      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ONTARIO T-BILL                             | Ontario Treasury Bills                                                         | CUSIP: 6832Z5PC8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   4000000 | PA      | $2837888.13   | 0.80%             | 2026-01-21      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                                            | CUSIP: 68333ZAE7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $713101.14    | 0.20%             | 2029-06-02      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                                            | CUSIP: 68333ZAR8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    700000 | PA      | $476502.09    | 0.13%             | 2029-11-01      | Fixed         | 1.55%                 | No            | 2                  | On Loan: No      |
| PSP CAPITAL INC                            | PSP Capital, Inc.                                                              | CUSIP: 69363TAM4<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |   7100000 | PA      | $5062359.99   | 1.42%             | 2025-11-05      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| PSP Capital Inc                            | PSP Capital, Inc.                                                              | CUSIP: 69370AY40<br>LEI: 549300B456N0WEIC5249 | Long             | STIV             | CORP              | CA        |   2500000 | PA      | $2498910.75   | 0.70%             | 2025-11-04      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| PSP Capital Inc                            | PSP Capital, Inc.                                                              | CUSIP: 69370BB43<br>LEI: 549300B456N0WEIC5249 | Long             | STIV             | CORP              | CA        |   2500000 | PA      | $2473880.00   | 0.70%             | 2026-02-04      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| ROCHE HOLDINGS INC                         | Roche Holdings, Inc.                                                           | CUSIP: 771196CD2<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    600000 | PA      | $602925.74    | 0.17%             | 2026-11-13      | Floating      | 5.01%                 | No            | 2                  | On Loan: No      |
| SANOFI SA                                  | Sanofi SA                                                                      | CUSIP: 801060AH7<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |   1950000 | PA      | $1957698.60   | 0.55%             | 2028-11-03      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| Sanofi SA                                  | Sanofi SA                                                                      | CUSIP: 8010M2YR7<br>LEI: 549300E9PC51EN656011 | Long             | STIV             | CORP              | FR        |   2000000 | PA      | $1994551.00   | 0.56%             | 2025-11-25      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| SANOFI                                     | Sanofi SA                                                                      | CUSIP: 8010M2ZV7<br>LEI: 549300E9PC51EN656011 | Long             | STIV             | CORP              | FR        |   2225000 | PA      | $2210704.38   | 0.62%             | 2025-12-29      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| SKANDINAVISKA ENSKILDA                     | Skandinaviska Enskilda Banken AB                                               | CUSIP: 830505BC6<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   2900000 | PA      | $2912739.53   | 0.82%             | 2028-06-02      | Floating      | 4.96%                 | No            | 2                  | On Loan: —       |
| SKANDINAV ENSKILDA BANK                    | Skandinaviska Enskilda Banken AB                                               | CUSIP: 83050TYA3<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | STIV             | CORP              | SE        |   1000000 | PA      | $998898.80    | 0.28%             | 2025-11-10      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| STATE STREET CORP                          | State Street Corp.                                                             | CUSIP: 857477CQ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    560000 | PA      | $561541.38    | 0.16%             | 2027-10-22      | Floating      | 4.72%                 | No            | 2                  | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                   | Svenska Handelsbanken AB                                                       | CUSIP: 86959LAR4<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    400000 | PA      | $401634.04    | 0.11%             | 2027-05-28      | Floating      | 4.88%                 | No            | 2                  | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                   | Svenska Handelsbanken AB                                                       | CUSIP: 86959LAT0<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   1950000 | PA      | $1961405.92   | 0.55%             | 2028-05-23      | Floating      | 4.97%                 | No            | 2                  | On Loan: No      |
| SWEDBANK AB                                | Swedbank AB                                                                    | CUSIP: 870195AD6<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   1400000 | PA      | $1416013.89   | 0.40%             | 2029-11-20      | Floating      | 5.27%                 | No            | 2                  | On Loan: No      |
| SWEDISH EXPORT CREDIT                      | Svensk Exportkredit AB                                                         | CUSIP: 87031CAF0<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   1330000 | PA      | $1337701.06   | 0.38%             | 2026-08-03      | Floating      | 5.07%                 | No            | 2                  | On Loan: No      |
| TEMASEK FINANCIAL I LTD                    | Temasek Financial I Ltd.                                                       | CUSIP: 87976EAD8<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |    780000 | PA      | $780288.60    | 0.22%             | 2027-08-20      | Floating      | 4.68%                 | No            | 2                  | On Loan: No      |
| TORONTO DOMINION BANK                      | Toronto-Dominion Bank                                                          | CUSIP: 89119AZG6<br>LEI: PT3QB789TSUIDF371261 | Long             | STIV             | CORP              | CA        |   4000000 | PA      | $3979474.40   | 1.12%             | 2025-12-16      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TORONTO DOMINION BANK                      | Toronto-Dominion Bank                                                          | CUSIP: 89119AZJ0<br>LEI: PT3QB789TSUIDF371261 | Long             | STIV             | CORP              | CA        |   2750000 | PA      | $2735266.60   | 0.77%             | 2025-12-18      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank/The                  | Toronto-Dominion Bank                                                          | CUSIP: 89119BAN6<br>LEI: PT3QB789TSUIDF371261 | Long             | STIV             | CORP              | CA        |   2000000 | PA      | $1981593.00   | 0.56%             | 2026-01-22      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TotalEnergies Capital SA                   | TotalEnergies Capital SA                                                       | CUSIP: 89152FCX1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | STIV             | CORP              | FR        |   1500000 | PA      | $1475154.15   | 0.41%             | 2026-03-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| UNITED OVERSEAS BANK LTD                   | United Overseas Bank Ltd.                                                      | CUSIP: 91127KAL6<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |   4000000 | PA      | $4013148.08   | 1.13%             | 2028-04-02      | Floating      | 4.84%                 | No            | 2                  | On Loan: No      |
| UNITED OVERSEAS BANK LTD                   | United Overseas Bank Ltd.                                                      | CUSIP: 91127LAL4<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |   2000000 | PA      | $2006574.04   | 0.56%             | 2028-04-02      | Floating      | 4.84%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                            | CUSIP: 91282CJU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3700000 | PA      | $3700529.51   | 1.04%             | 2026-01-31      | Floating      | 4.01%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                            | CUSIP: 91282CMX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2499283.73   | 0.70%             | 2027-04-30      | Floating      | 3.93%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                                          | CUSIP: 961214GD9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   2500000 | PA      | $2523540.00   | 0.71%             | 2030-07-01      | Floating      | 5.09%                 | No            | 2                  | On Loan: —       |
| French Republic Government Bonds OAT       | French Republic Government Bonds OAT                                           | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   2100000 | PA      | $2413545.48   | 0.68%             | 2030-05-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| KFW                                        | Kreditanstalt fuer Wiederaufbau                                                | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1124000 | PA      | $1187386.70   | 0.33%             | 2030-04-23      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| Apple, Inc.                                | Apple, Inc.                                                                    | CUSIP: 000000000<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    150000 | PA      | $167382.00    | 0.05%             | 2029-05-24      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| New Zealand Government Bonds               | New Zealand Government Bonds                                                   | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    600000 | PA      | $342773.17    | 0.10%             | 2029-04-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| SANOFI SA                                  | Sanofi SA                                                                      | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $109839.55    | 0.03%             | 2030-03-21      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                    | Landwirtschaftliche Rentenbank                                                 | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    440000 | PA      | $461287.33    | 0.13%             | 2029-12-18      | Fixed         | 0.05%                 | 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        |   1000000 | PA      | $539645.32    | 0.15%             | 2029-04-20      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                                             | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   2300000 | PA      | $2403546.29   | 0.68%             | 2029-10-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| KOMMUNALBANKEN AS                          | Kommunalbanken AS                                                              | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |    150000 | PA      | $156883.82    | 0.04%             | 2029-10-24      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| LAND BERLIN                                | Land Berlin                                                                    | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |    300000 | PA      | $313845.28    | 0.09%             | 2030-01-18      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| LAND RHEINLAND-PFALZ                       | State of Rhineland-Palatinate                                                  | CUSIP: 000000000<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | NUSS              | DE        |   2000000 | PA      | $2085561.72   | 0.59%             | 2030-01-23      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| HOUSING NEW ZEALAND LTD                    | Housing New Zealand Ltd.                                                       | CUSIP: 000000000<br>LEI: 254900JDUJGPMP204P63 | Long             | DBT              | NUSS              | NZ        |    400000 | PA      | $216456.73    | 0.06%             | 2030-04-24      | Fixed         | 2.18%                 | No            | 2                  | On Loan: No      |
| LAND HESSEN                                | State of Hesse                                                                 | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |     45000 | PA      | $46674.63     | 0.01%             | 2030-03-11      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| FREIE HANSESTADT HAMBURG                   | Free & Hanseatic City of Hamburg                                               | CUSIP: 000000000<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | NUSS              | DE        |     74000 | PA      | $76254.88     | 0.02%             | 2030-06-03      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| Finland Government Bonds                   | Finland Government Bonds                                                       | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |    700000 | PA      | $717376.67    | 0.20%             | 2030-09-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                                                       | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   6900000 | PA      | $7013723.80   | 1.97%             | 2028-05-21      | Floating      | 5.24%                 | No            | 2                  | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                   | Svenska Handelsbanken AB                                                       | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    200000 | PA      | $215613.56    | 0.06%             | 2028-09-06      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| PROCTER & GAMBLE CO/THE                    | Procter & Gamble Co.                                                           | CUSIP: 000000000<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209399.15    | 0.06%             | 2030-05-05      | Fixed         | 0.35%                 | No            | 2                  | On Loan: No      |
| COLGATE-PALMOLIVE CO                       | Colgate-Palmolive Co.                                                          | CUSIP: 000000000<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212332.30    | 0.06%             | 2029-11-10      | Fixed         | 0.30%                 | No            | 2                  | On Loan: No      |
| KOMMUNEKREDIT                              | Kommunekredit                                                                  | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |   1000000 | PA      | $1045607.64   | 0.29%             | 2029-11-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                 | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1600000 | PA      | $1050397.45   | 0.30%             | 2027-01-14      | Floating      | 4.26%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                                          | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $328193.59    | 0.09%             | 2027-01-25      | Floating      | 4.20%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                                                       | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   5500000 | PA      | $3610381.38   | 1.02%             | 2027-01-27      | Floating      | 4.23%                 | 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        |   1200000 | PA      | $1280124.30   | 0.36%             | 2029-11-25      | Fixed         | 0.60%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $328337.54    | 0.09%             | 2027-02-25      | Floating      | 4.27%                 | No            | 2                  | On Loan: No      |
| Mastercard, Inc.                           | Mastercard, Inc.                                                               | CUSIP: 000000000<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110155.57    | 0.03%             | 2029-02-22      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                   | Siemens Financieringsmaatschappij NV                                           | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $217396.76    | 0.06%             | 2030-02-25      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                     | Berkshire Hathaway Finance Corp.                                               | CUSIP: 000000000<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    800000 | PA      | $882672.86    | 0.25%             | 2030-03-18      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $329626.51    | 0.09%             | 2027-05-12      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BAHN AG                           | Deutsche Bahn AG                                                               | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $336140.92    | 0.09%             | 2030-05-24      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Visa, Inc.                                 | Visa, Inc.                                                                     | CUSIP: 000000000<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    900000 | PA      | $1019466.27   | 0.29%             | 2029-06-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                   | Asian Infrastructure Investment Bank                                           | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   3058000 | PA      | $3076779.42   | 0.86%             | 2027-08-16      | Floating      | 4.90%                 | No            | 2                  | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                   | Siemens Financieringsmaatschappij NV                                           | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $814423.25    | 0.23%             | 2030-09-09      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1650000 | PA      | $1093759.22   | 0.31%             | 2027-11-04      | Floating      | 4.86%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                                          | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1500000 | PA      | $994787.85    | 0.28%             | 2027-11-11      | Floating      | 4.89%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $663015.24    | 0.19%             | 2027-11-25      | Floating      | 4.75%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                 | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1500000 | PA      | $993914.36    | 0.28%             | 2028-01-13      | Floating      | 4.73%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                                                       | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   4000000 | PA      | $2648998.82   | 0.74%             | 2028-01-19      | Floating      | 4.67%                 | No            | 2                  | On Loan: No      |
| NEDER WATERSCHAPSBANK                      | Nederlandse Waterschapsbank NV                                                 | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |   2550000 | PA      | $2978197.75   | 0.84%             | 2029-12-17      | 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        |    800000 | PA      | $799641.59    | 0.22%             | 2026-01-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                                          | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $330293.89    | 0.09%             | 2028-02-16      | Floating      | 4.57%                 | 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        |   1400000 | PA      | $1648278.14   | 0.46%             | 2030-03-01      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| BK OF ENGLAND EURO NOTE                    | Bank of England Euro Notes                                                     | CUSIP: 000000000<br>LEI: YUEDD7W89PH0FV8Q2S28 | Long             | DBT              | NUSS              | GB        |    600000 | PA      | $601263.93    | 0.17%             | 2026-03-06      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $330869.68    | 0.09%             | 2028-03-31      | Floating      | 4.64%                 | 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        |    200000 | PA      | $119169.28    | 0.03%             | 2030-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   4580000 | PA      | $3026720.69   | 0.85%             | 2028-05-12      | Floating      | 4.63%                 | No            | 2                  | On Loan: No      |
| CAISSE DES DEPOTS ET CON                   | Caisse des Depots et Consignations                                             | CUSIP: 000000000<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | DBT              | NUSS              | FR        |   3200000 | PA      | $3197921.60   | 0.90%             | 2026-05-03      | Floating      | 4.41%                 | No            | 2                  | On Loan: No      |
| SWEDBANK AB                                | Swedbank AB                                                                    | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    100000 | PA      | $120765.69    | 0.03%             | 2028-11-13      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| NESTLE FINANCE INTL LTD                    | Nestle Finance International Ltd.                                              | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $119884.68    | 0.03%             | 2030-01-17      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                                                       | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1250000 | PA      | $829496.95    | 0.23%             | 2028-11-21      | Floating      | 4.72%                 | No            | 2                  | On Loan: No      |
| L'OREAL SA                                 | L'Oreal SA                                                                     | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $475148.92    | 0.13%             | 2029-11-23      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| KUNTARAHOITUS OYJ                          | Kuntarahoitus OYJ                                                              | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |   1900000 | PA      | $1909234.00   | 0.54%             | 2026-07-15      | Floating      | 5.10%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1100000 | PA      | $722925.56    | 0.20%             | 2027-02-05      | Floating      | 4.46%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $330365.86    | 0.09%             | 2029-02-05      | Floating      | 4.62%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                                                       | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1200000 | PA      | $789282.04    | 0.22%             | 2027-02-26      | Floating      | 4.42%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                                                       | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $330657.03    | 0.09%             | 2029-02-26      | Floating      | 4.58%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   1500000 | PA      | $989065.99    | 0.28%             | 2029-03-22      | Floating      | 4.45%                 | No            | 2                  | On Loan: No      |
| CDP FINANCIAL INC                          | CDP Financial, Inc.                                                            | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |   2560000 | PA      | $3001891.64   | 0.84%             | 2029-04-11      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| French Republic Government Bonds OAT       | French Republic Government Bonds OAT                                           | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    800000 | PA      | $929753.36    | 0.26%             | 2030-02-25      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| LFA FOERDERBANK BAYERN                     | LFA Foerderbank Bayern                                                         | CUSIP: 000000000<br>LEI: 529900K094KMHKJ4TS82 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $116859.49    | 0.03%             | 2030-04-01      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| ROCHE FINANCE EUROPE BV                    | Roche Finance Europe BV                                                        | CUSIP: 000000000<br>LEI: 724500MMYDP2MJLGB718 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $118635.49    | 0.03%             | 2030-05-03      | Fixed         | 3.23%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   3000000 | PA      | $1970398.16   | 0.55%             | 2027-05-10      | Floating      | 4.36%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                                          | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $329502.19    | 0.09%             | 2029-05-14      | Floating      | 4.49%                 | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC                          | CPPIB Capital, Inc.                                                            | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |   3737000 | PA      | $4411323.71   | 1.24%             | 2029-06-11      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| EUROPEAN UNION                             | European Union                                                                 | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |   1100000 | PA      | $1292255.23   | 0.36%             | 2029-10-05      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                 | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   2000000 | PA      | $1313441.74   | 0.37%             | 2027-07-22      | Floating      | 4.19%                 | No            | 2                  | On Loan: No      |
| Finland Government Bonds                   | Finland Government Bonds                                                       | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |    500000 | PA      | $579104.56    | 0.16%             | 2030-04-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| KUNTARAHOITUS OYJ                          | Kuntarahoitus OYJ                                                              | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |   1199000 | PA      | $1387698.07   | 0.39%             | 2029-08-29      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                                          | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   2000000 | PA      | $1316412.26   | 0.37%             | 2029-09-19      | Floating      | 4.40%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   2500000 | PA      | $1641229.67   | 0.46%             | 2027-10-18      | Floating      | 4.19%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    600000 | PA      | $393683.13    | 0.11%             | 2027-12-15      | Floating      | 4.25%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                                                       | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $328095.44    | 0.09%             | 2028-05-26      | Floating      | 4.30%                 | No            | 2                  | On Loan: No      |
| OP CORPORATE BANK PLC                      | OP Corporate Bank PLC                                                          | CUSIP: 000000000<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |    300000 | PA      | $348900.28    | 0.10%             | 2029-11-27      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| NORDIC INVESTMENT BANK                     | Nordic Investment Bank                                                         | CUSIP: 000000000<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $300396.34    | 0.08%             | 2027-10-04      | Floating      | 4.41%                 | No            | 2                  | On Loan: No      |
| LAND NIEDERSACHSEN                         | State of Lower Saxony                                                          | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |   1278000 | PA      | $1476377.99   | 0.42%             | 2030-01-09      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                   | State of North Rhine-Westphalia                                                | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |   2400000 | PA      | $2789334.01   | 0.78%             | 2030-01-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| ABN AMRO BANK NV                           | ABN AMRO Bank NV                                                               | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   1500000 | PA      | $1763527.31   | 0.50%             | 2030-01-21      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| KUNTARAHOITUS OYJ                          | Kuntarahoitus OYJ                                                              | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |   2686000 | PA      | $3119086.46   | 0.88%             | 2029-12-14      | Fixed         | 2.63%                 | 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        |   2500000 | PA      | $2911534.55   | 0.82%             | 2030-05-25      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                                                       | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $345930.25    | 0.10%             | 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        |   1808000 | PA      | $2083965.09   | 0.59%             | 2030-02-13      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| JOHNSON & JOHNSON                          | Johnson & Johnson                                                              | CUSIP: 000000000<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    124000 | PA      | $144581.22    | 0.04%             | 2029-02-26      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| LAND NIEDERSACHSEN                         | State of Lower Saxony                                                          | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |    358000 | PA      | $417807.34    | 0.12%             | 2030-03-25      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| BAYERISCHE LANDESBODEN                     | Bayerische Landesbodenkreditanstalt                                            | CUSIP: 000000000<br>LEI: 5299005GH66DVCCLC652 | Long             | DBT              | CORP              | DE        |    900000 | PA      | $1031761.39   | 0.29%             | 2030-05-07      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC                               | Alphabet, Inc.                                                                 | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1267605.60   | 0.36%             | 2029-05-06      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| INVESTITIONSBANK BERLIN                    | Investitionsbank Berlin                                                        | CUSIP: 000000000<br>LEI: 529900OBCZMX3TFA0673 | Long             | DBT              | CORP              | DE        |   1200000 | PA      | $1381844.12   | 0.39%             | 2030-05-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BNG BANK NV                                | BNG Bank NV                                                                    | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |   5567000 | PA      | $6417920.80   | 1.80%             | 2030-05-21      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| NEDER WATERSCHAPSBANK                      | Nederlandse Waterschapsbank NV                                                 | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |   5845000 | PA      | $6739097.05   | 1.89%             | 2030-05-22      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                   | Siemens Financieringsmaatschappij NV                                           | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |   1200000 | PA      | $1392404.21   | 0.39%             | 2029-05-27      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| INTL DEVELOPMENT ASSOC                     | International Development Association                                          | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |    670000 | PA      | $772740.51    | 0.22%             | 2030-05-28      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| NOVO NORDISK FINANCE NL                    | Novo Nordisk Finance Netherlands BV                                            | CUSIP: 000000000<br>LEI: 549300X0PCJ6M2JZQW91 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $929594.95    | 0.26%             | 2030-08-27      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| LAND BERLIN                                | Land Berlin                                                                    | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |   1846000 | PA      | $2118999.32   | 0.60%             | 2030-06-04      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| ABN AMRO BANK NV                           | ABN AMRO Bank NV                                                               | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   1900000 | PA      | $2203644.28   | 0.62%             | 2029-06-04      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| SANOFI SA                                  | Sanofi SA                                                                      | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $347535.67    | 0.10%             | 2029-06-23      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| UK TREASURY BILL GBP                       | U.K. Treasury Bills                                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   2250000 | PA      | $2931118.29   | 0.82%             | 2026-01-19      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| MAS BILL                                   | Monetary Authority of Singapore Bills                                          | CUSIP: 000000000<br>LEI: 54930035WQZLGC45RZ35 | Long             | DBT              | NUSS              | SG        |   5200000 | PA      | $3986034.11   | 1.12%             | 2026-01-02      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| MAS BILL                                   | Monetary Authority of Singapore Bills                                          | CUSIP: 000000000<br>LEI: 54930035WQZLGC45RZ35 | Long             | DBT              | NUSS              | SG        |   3900000 | PA      | $2988837.93   | 0.84%             | 2026-01-08      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                                                       | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1500000 | PA      | $1847010.21   | 0.52%             | 2030-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| REGION OF ILE DE FRANCE                    | Region of Ile de France                                                        | CUSIP: 000000000<br>LEI: 969500X7E3U7ZNH95E23 | Long             | DBT              | NUSS              | FR        |    300000 | PA      | $333063.50    | 0.09%             | 2029-03-14      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| NESTLE FINANCE INTL LTD                    | Nestle Finance International Ltd.                                              | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $110507.59    | 0.03%             | 2029-11-02      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| LAND NIEDERSACHSEN                         | State of Lower Saxony                                                          | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |    382000 | PA      | $400079.51    | 0.11%             | 2030-01-10      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| Kingdom of Belgium Government Bonds        | Kingdom of Belgium Government Bonds                                            | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |   9800000 | PA      | $10138030.46  | 2.85%             | 2030-06-22      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                                                       | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $524157.41    | 0.15%             | 2030-01-16      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| BNG BANK NV                                | BNG Bank NV                                                                    | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |   2100000 | PA      | $2195972.26   | 0.62%             | 2030-01-15      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| COUNCIL OF EUROPE                          | Council of Europe Development Bank                                             | CUSIP: 000000000<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $312882.39    | 0.09%             | 2030-01-21      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                                                         | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    100000 | PA      | $104270.38    | 0.03%             | 2030-01-31      | Fixed         | 0.03%                 | No            | 2                  | On Loan: No      |
| AGENCE FRANCE LOCALE                       | Agence France Locale                                                           | CUSIP: 000000000<br>LEI: 969500NMI4UP00IO8G47 | Long             | DBT              | NUSS              | FR        |   1700000 | PA      | $1809131.86   | 0.51%             | 2029-03-20      | Fixed         | 0.20%                 | No            | 2                  | On Loan: No      |
| Netherlands Government Bonds               | Netherlands Government Bonds                                                   | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |   1600000 | PA      | $1656616.33   | 0.47%             | 2030-07-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| KUNTARAHOITUS OYJ                          | Kuntarahoitus OYJ                                                              | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |    800000 | PA      | $948003.51    | 0.27%             | 2030-07-29      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| UNITED OVERSEAS BANK/SYD                   | United Overseas Bank Ltd.                                                      | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |    500000 | PA      | $328226.30    | 0.09%             | 2027-04-16      | Floating      | 4.29%                 | No            | 2                  | On Loan: No      |
| EUROFIMA                                   | Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial | CUSIP: 000000000<br>LEI: 4S66HJ5RNB5ZWG9YW219 | Long             | DBT              | NUSS              | XX        |    400000 | PA      | $412923.42    | 0.12%             | 2030-05-20      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| NEW ZEALAND GOVERNMENT                     | New Zealand Government Bonds                                                   | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |  13800000 | PA      | $8305169.48   | 2.33%             | 2030-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| NESTLE FINANCE INTL LTD                    | Nestle Finance International Ltd.                                              | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $443959.86    | 0.12%             | 2030-04-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| KFW                                        | Kreditanstalt fuer Wiederaufbau                                                | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    900000 | PA      | $1070960.43   | 0.30%             | 2030-06-07      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| CANADIAN GOVERNMENT                        | Canada Government Bonds                                                        | CUSIP: 135087R22<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   3200000 | PA      | $2293103.28   | 0.64%             | 2026-02-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CANADIAN GOVERNMENT                        | Canada Government Bonds                                                        | CUSIP: 135087L51<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $354187.02    | 0.10%             | 2026-03-01      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                                            | CUSIP: 68333ZAH0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $344305.02    | 0.10%             | 2030-06-02      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| EFSF                                       | European Financial Stability Facility                                          | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     57000 | PA      | $59465.60     | 0.02%             | 2030-03-18      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| LVMH MOET HENNESSY VUITT                   | LVMH Moet Hennessy Louis Vuitton SE                                            | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $231619.97    | 0.07%             | 2029-03-07      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| EUROCLEAR HOLDING SA                       | Euroclear Holding NV                                                           | CUSIP: 000000000<br>LEI: 549300IQZVZ949N37S44 | Long             | DBT              | CORP              | BE        |    100000 | PA      | $108898.02    | 0.03%             | 2030-04-11      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| LVMH MOET HENNESSY VUITT                   | LVMH Moet Hennessy Louis Vuitton SE                                            | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $833014.66    | 0.23%             | 2030-02-05      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| EUROPEAN UNION                             | European Union                                                                 | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |   8100000 | PA      | $9071505.91   | 2.55%             | 2029-12-04      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| NRW.BANK                                   | NRW Bank                                                                       | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |   1300000 | PA      | $1359727.92   | 0.38%             | 2030-02-04      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| BRITISH COLUMBIA PROV OF                   | Province of British Columbia                                                   | CUSIP: 110709GK2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $346440.41    | 0.10%             | 2030-06-18      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| ALLIANZ FINANCE II B.V.                    | Allianz Finance II BV                                                          | CUSIP: 000000000<br>LEI: 529900C9NVPTCPDI1D65 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $118686.59    | 0.03%             | 2029-12-04      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| LVMH MOET HENNESSY VUITT                   | LVMH Moet Hennessy Louis Vuitton SE                                            | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |    900000 | PA      | $1064247.62   | 0.30%             | 2029-09-07      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BOERSE AG                         | Deutsche Boerse AG                                                             | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $239965.60    | 0.07%             | 2029-09-28      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| DBS BANK LTD/AUSTRALIA                     | DBS Bank Ltd.                                                                  | CUSIP: 000000000<br>LEI: ATUEL7OJR5057F2PV266 | Long             | DBT              | CORP              | SG        |    500000 | PA      | $328481.48    | 0.09%             | 2027-02-26      | Floating      | 4.32%                 | No            | 2                  | On Loan: No      |
| EFSF                                       | European Financial Stability Facility                                          | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |   8900000 | PA      | $10326646.00  | 2.90%             | 2030-05-07      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| UNITED OVERSEAS BANK/SYD                   | United Overseas Bank Ltd.                                                      | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |   1000000 | PA      | $654888.83    | 0.18%             | 2028-02-28      | Floating      | 4.21%                 | No            | 2                  | On Loan: No      |
| CDP FINANCIAL INC                          | CDP Financial, Inc.                                                            | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $500428.81    | 0.14%             | 2026-02-13      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |

### Signature

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

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

**Signature:** Randy Olson

**Name of Signer:** Randy Olson

**Title:** Vice President