# EDGAR Filing Document

**Accession Number:** 0000355437
**File Stem:** 0001410368-26-064999
**Filing Date:** 2026-6
**Character Count:** 111410
**Document Hash:** 5bade5a9acfe5df5d54cdd3ea7cac380
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-064999.hdr.sgml**: 20260624

**ACCESSION NUMBER**: 0001410368-26-064999

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260624

**DATE AS OF CHANGE**: 20260624

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03258
- **FILM NUMBER:** 261114368

**BUSINESS ADDRESS:**
- **STREET 1:** 6300 BEE CAVE ROAD
- **STREET 2:** BUILDING ONE
- **CITY:** AUSTIN
- **STATE:** TX
- **ZIP:** 78746
- **BUSINESS PHONE:** (512) 306-7400

**MAIL ADDRESS:**
- **STREET 1:** 6300 BEE CAVE ROAD
- **STREET 2:** BUILDING ONE
- **CITY:** AUSTIN
- **STATE:** TX
- **ZIP:** 78746

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DFA SMALL CO FUND INC
- **DATE OF NAME CHANGE:** 19830621

## Series and Classes Contracts Data

### DFA TWO-YEAR GLOBAL FIXED INCOME PORTFOLIO (Series ID: S000000955)

| Class ID   | Class Name                                                       | Ticker Symbol   |
|:---|:---|:---|
| C000002706 | DFA TWO-YEAR GLOBAL FIXED INCOME PORTFOLIO - INSTITUTIONAL CLASS | DFGFX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** AUSTIN

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 78746

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

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

- **a. Name of Series:** DFA TWO-YEAR GLOBAL FIXED INCOME PORTFOLIO

- **b. EDGAR series identifier (if any):** S000000955

- **c. LEI of Series:** 549300PFM0BC0V0V1O39

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4732251267.12

**Total Liabilities:** $53746124.96

**Net Assets:** $4678505142.16

**Cash Not Reported:** $77915106.36

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -12985.75000000 | **1-Year:** -352680.75000000 | **5-Year:** -91140.37000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** -464.35000000 | **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 C000002706 | 0.31%                | 0.05%                | 0.31%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-21979916.29            | $7071472.44                                |
| Month 2  | $330506.53               | $-54422475.24                              |
| Month 3  | $11080402.44             | $48315803.85                               |

**Designated Index Information**

- **Index Name:** Securities Portfolio VaR

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

### Schedule of Portfolio Investments

| Name                                       | Title                                               | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                      | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   3070000 | PA      | $2226116.62   | 0.05%             | 2027-08-18      | Floating      | 4.99%                 | No            | 2                  | On Loan: No      |
| Dimensional Holdings Inc.                  | DFA Short Term Investment Fund                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    901057 | NS      | $901057.00    | 0.02%             |  |  |  | No            | N/A                | On Loan: No      |
| KOMMUNALBANKEN AS                          | Kommunalbanken AS                                   | CUSIP: 50047JAP3<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |  50600000 | PA      | $50707089.84  | 1.08%             | 2028-03-03      | Floating      | 4.06%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                        | CUSIP: 632525BW0<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  37729000 | PA      | $37837093.59  | 0.81%             | 2027-10-26      | Floating      | 4.26%                 | No            | 2                  | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                   | Svenska Handelsbanken AB                            | CUSIP: 86960KGN6<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | STIV             | CORP              | SE        |  33000000 | PA      | $32713748.10  | 0.70%             | 2026-07-22      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NEDERLANDSE WATERSCHAPS                    | Nederlandse Waterschapsbank NV                      | CUSIP: 63975VFG0<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | STIV             | CORP              | NE        |  15000000 | PA      | $14926615.50  | 0.32%             | 2026-06-16      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                     | CUSIP: 4581X0DY1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |  16100000 | PA      | $16101127.00  | 0.34%             | 2026-09-16      | Floating      | 3.82%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY INC                     | Berkshire Hathaway, Inc.                            | CUSIP: 000000000<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2311458.01   | 0.05%             | 2028-03-15      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                               | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  15000000 | PA      | $10888346.53  | 0.23%             | 2028-02-16      | Floating      | 4.94%                 | No            | 2                  | On Loan: No      |
| KOMMUNALBANKEN AS                          | Kommunalbanken AS                                   | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |   8598000 | PA      | $8607525.04   | 0.18%             | 2026-06-17      | Floating      | 4.65%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM INC                             | Amazon.com, Inc.                                    | CUSIP: 023135DA1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |  60425000 | PA      | $60550381.88  | 1.29%             | 2029-03-13      | Floating      | 4.24%                 | No            | 2                  | On Loan: No      |
| Sanofi SA                                  | Sanofi SA                                           | CUSIP: 8010M3FG0<br>LEI: 549300E9PC51EN656011 | Long             | STIV             | CORP              | FR        |  39000000 | PA      | $38812406.10  | 0.83%             | 2026-06-16      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-19670.64    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Canada Government Bonds                    | Canada Government Bonds                             | CUSIP: 135087T95<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |  54500000 | PA      | $39663610.26  | 0.85%             | 2028-02-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                   | New Zealand Local Government Funding Agency Bonds   | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |  60000000 | PA      | $35837387.87  | 0.77%             | 2027-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                        | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   5731000 | PA      | $4106724.64   | 0.09%             | 2027-11-25      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC                          | CPPIB Capital, Inc.                                 | CUSIP: 22411WAD8<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |  20000000 | PA      | $19649828.80  | 0.42%             | 2027-11-02      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold AUD                            | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-1357710.81  | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| KOMMUNALBANKEN AS                          | Kommunalbanken AS                                   | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |   2000000 | PA      | $2346392.17   | 0.05%             | 2027-11-29      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold NZD                            | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $38167.99     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CHEVRON USA INC                            | Chevron USA, Inc.                                   | CUSIP: 166756BA3<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |  23606000 | PA      | $23621288.90  | 0.50%             | 2027-02-26      | Floating      | 4.02%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased CAD / Sold USD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |         1 | NC      | $2689.88      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                            | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  12700000 | PA      | $9164854.19   | 0.20%             | 2027-08-20      | Floating      | 4.64%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                 | CUSIP: 68333ZAM9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   8000000 | PA      | $5749681.60   | 0.12%             | 2027-09-08      | Fixed         | 1.05%                 | No            | 2                  | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                   | Asian Infrastructure Investment Bank                | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |  18290000 | PA      | $21544530.72  | 0.46%             | 2028-02-14      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| NOVA SCOTIA PROVINCE                       | Province of Nova Scotia                             | CUSIP: 669827GA9<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |  25000000 | PA      | $18267935.36  | 0.39%             | 2027-06-01      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold NZD                            | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-812316.99   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Johnson & Johnson                          | Johnson & Johnson                                   | CUSIP: 47816GEV7<br>LEI: 549300G0CFPGEF6X2043 | Long             | STIV             | CORP              | US        |  45000000 | PA      | $44867749.50  | 0.96%             | 2026-05-29      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| FINNVERA PLC                               | Finnvera OYJ                                        | CUSIP: 000000000<br>LEI: 743700T69OBBJO7TCA15 | Long             | DBT              | NUSS              | FI        |   3590000 | PA      | $4061352.90   | 0.09%             | 2027-09-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| EFSF                                       | European Financial Stability Facility               | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |   8400000 | PA      | $9476003.44   | 0.20%             | 2027-10-13      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development | CUSIP: 459058KN2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   4000000 | PA      | $4004932.24   | 0.09%             | 2027-01-12      | Floating      | 4.02%                 | No            | 2                  | On Loan: No      |
| EUROPEAN UNION                             | European Union                                      | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |  60800000 | PA      | $71484561.23  | 1.53%             | 2027-12-06      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                              | CUSIP: 045167EE9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |  18000000 | PA      | $17628875.82  | 0.38%             | 2027-11-02      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CDP FINANCIAL INC                          | CDP Financial, Inc.                                 | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |  79000000 | PA      | $58817734.75  | 1.26%             | 2028-03-08      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| MASTERCARD INC                             | Mastercard, Inc.                                    | CUSIP: 57636QBE3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |  10640000 | PA      | $10647767.20  | 0.23%             | 2028-03-15      | Floating      | 4.09%                 | No            | 2                  | On Loan: No      |
| WALMART INC                                | Walmart, Inc.                                       | CUSIP: 931142FM0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |  29526000 | PA      | $29579288.82  | 0.63%             | 2027-04-28      | Floating      | 4.08%                 | No            | 2                  | On Loan: No      |
| CANADA HOUSING TRUST                       | Canada Housing Trust No. 1                          | CUSIP: 13509PJF1<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |  77200000 | PA      | $57434958.59  | 1.23%             | 2027-12-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold EUR                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-66207.72    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.          | CUSIP: 05252ADM0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  12353000 | PA      | $12396008.20  | 0.26%             | 2027-09-30      | Floating      | 4.31%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development | CUSIP: 459058KG7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  18500000 | PA      | $18502424.06  | 0.40%             | 2026-06-15      | Floating      | 3.83%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                 | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17600000 | PA      | $17512687.46  | 0.37%             | 2027-09-30      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| UNITED OVERSEAS BANK/SYD                   | United Overseas Bank Ltd.                           | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |  10000000 | PA      | $7219660.40   | 0.15%             | 2027-04-16      | Floating      | 5.04%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold AUD                            | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-389204.47   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| INTL FINANCE CORP                          | International Finance Corp.                         | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |   3000000 | PA      | $2148576.12   | 0.05%             | 2027-05-14      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| BNG BANK NV                                | BNG Bank NV                                         | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |   2000000 | PA      | $2346557.02   | 0.05%             | 2027-10-04      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                      | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   8620000 | PA      | $6144655.56   | 0.13%             | 2027-08-18      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| CHEVRON USA INC                            | Chevron USA, Inc.                                   | CUSIP: 166756BC9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |  56397000 | PA      | $56506719.80  | 1.21%             | 2028-02-26      | Floating      | 4.13%                 | No            | 2                  | On Loan: No      |
| SKANDINAVISKA ENSKILDA                     | Skandinaviska Enskilda Banken AB                    | CUSIP: 830505BC6<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   9400000 | PA      | $9422726.57   | 0.20%             | 2028-06-02      | Floating      | 4.41%                 | No            | 2                  | On Loan: No      |
| CANADA HOUSING TRUST                       | Canada Housing Trust No. 1                          | CUSIP: 13509PJD6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |   5000000 | PA      | $3688924.06   | 0.08%             | 2027-09-15      | Floating      | 2.60%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.          | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  24800000 | PA      | $17879046.93  | 0.38%             | 2027-11-04      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| BNG BANK NV                                | BNG Bank NV                                         | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |  16270000 | PA      | $19152812.96  | 0.41%             | 2028-02-23      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY BANK NA                     | Morgan Stanley Bank NA                              | CUSIP: 61690U7X2<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1791433.14   | 0.04%             | 2026-10-30      | Floating      | 4.81%                 | No            | 2                  | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                    | Landwirtschaftliche Rentenbank                      | CUSIP: 515110BR4<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |  10908000 | PA      | $10853736.19  | 0.23%             | 2026-07-27      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold AUD                            | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-1312280.82  | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| DBS BANK LTD/AUSTRALIA                     | DBS Bank Ltd.                                       | CUSIP: 000000000<br>LEI: ATUEL7OJR5057F2PV266 | Long             | DBT              | CORP              | SG        |  20000000 | PA      | $14430825.39  | 0.31%             | 2028-02-21      | Floating      | 4.66%                 | No            | 2                  | On Loan: No      |
| NEW S WALES TREASURY CRP                   | New South Wales Treasury Corp.                      | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |  35000000 | PA      | $24738136.12  | 0.53%             | 2027-05-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| SOUTH AUST GOVT FIN AUTH                   | South Australian Government Financing Authority     | CUSIP: 000000000<br>LEI: 254900TDPILDN6AUAD69 | Long             | DBT              | NUSS              | AU        |  10000000 | PA      | $7021242.13   | 0.15%             | 2027-09-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| KFW                                        | Kreditanstalt fuer Wiederaufbau                     | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |  22000000 | PA      | $15494091.01  | 0.33%             | 2027-02-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC                          | CPPIB Capital, Inc.                                 | CUSIP: 12593CAV3<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |  10000000 | PA      | $7391099.50   | 0.16%             | 2028-03-08      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                   | Svenska Handelsbanken AB                            | CUSIP: 86959LAT0<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |  29270000 | PA      | $29392702.47  | 0.63%             | 2028-05-23      | Floating      | 4.40%                 | No            | 2                  | On Loan: No      |
| ROCHE FINANCE EUROPE BV                    | Roche Finance Europe BV                             | CUSIP: 000000000<br>LEI: 724500MMYDP2MJLGB718 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $2364790.09   | 0.05%             | 2027-12-04      | Fixed         | 3.31%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                        | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  16000000 | PA      | $11559059.31  | 0.25%             | 2027-10-18      | Floating      | 5.03%                 | No            | 2                  | On Loan: No      |
| UNITED OVERSEAS BANK/SYD                   | United Overseas Bank Ltd.                           | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |  31250000 | PA      | $22547714.70  | 0.48%             | 2028-02-28      | Floating      | 4.64%                 | No            | 2                  | On Loan: No      |
| LVMH MOET HENNESSY VUITT                   | LVMH Moet Hennessy Louis Vuitton SE                 | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |  11000000 | PA      | $12882351.40  | 0.28%             | 2027-11-07      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                      | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |  11900000 | PA      | $8644171.10   | 0.18%             | 2028-08-17      | Floating      | 4.91%                 | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                            | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |  29500000 | PA      | $20208673.96  | 0.43%             | 2027-07-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold NZD                            | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $62368.21     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold EUR                            | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-46767.82    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                     | CUSIP: 4581X0EG9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |  87500000 | PA      | $87680248.25  | 1.87%             | 2027-10-04      | Floating      | 4.00%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.          | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  22000000 | PA      | $15886103.88  | 0.34%             | 2028-02-18      | Floating      | 4.65%                 | No            | 2                  | On Loan: No      |
| FEDERAL FARM CREDIT BANK                   | Federal Farm Credit Banks Funding Corp.             | CUSIP: 3133ER3G4<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   7000000 | PA      | $7003150.70   | 0.15%             | 2027-02-10      | Floating      | 3.75%                 | No            | 2                  | On Loan: No      |
| Nordea Bank Abp                            | Nordea Bank Abp                                     | CUSIP: 65558KF90<br>LEI: 529900ODI3047E2LIV03 | Long             | STIV             | CORP              | FI        |  30234000 | PA      | $30107884.92  | 0.64%             | 2026-06-09      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold EUR                            | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-7109.03     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                        | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   4072000 | PA      | $2899711.60   | 0.06%             | 2027-10-18      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                            | CUSIP: 21688ABS0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  16133000 | PA      | $16151327.09  | 0.35%             | 2028-01-14      | Floating      | 4.06%                 | No            | 2                  | On Loan: No      |
| CDP FINANCIAL INC                          | CDP Financial, Inc.                                 | CUSIP: 125094BA9<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |  39400000 | PA      | $29300187.73  | 0.63%             | 2027-06-02      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| The DFA Investment Trust Company           | DFA Investment Trust Co.                            | CUSIP: 23320U405<br>LEI: 549300FSKWEXKF6YBM56 | Long             | EC               | RF                | US        |     78259 | NS      | $905070.19    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau            | Kreditanstalt fuer Wiederaufbau                     | CUSIP: 48246UHC3<br>LEI: 549300GDPG70E3MBBU98 | Long             | STIV             | CORP              | DE        |  30000000 | PA      | $29682684.00  | 0.63%             | 2026-08-12      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| BRITISH COLUMBIA PROV OF                   | Province of British Columbia                        | CUSIP: 110709GH9<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |  20000000 | PA      | $14670004.05  | 0.31%             | 2028-12-18      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| EUROPEAN BK RECON & DEV                    | European Bank for Reconstruction & Development      | CUSIP: 29875BAK2<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |  59100000 | PA      | $59145321.43  | 1.26%             | 2028-02-20      | Floating      | 3.99%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                        | Bank of Nova Scotia                                 | CUSIP: 064151S95<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  80000000 | PA      | $58682960.95  | 1.25%             | 2028-02-02      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-147107.10   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NESTLE FINANCE INTL LTD                    | Nestle Finance International Ltd.                   | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |  15003000 | PA      | $17786696.97  | 0.38%             | 2027-12-13      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| LVMH MOET HENNESSY VUITT                   | LVMH Moet Hennessy Louis Vuitton SE                 | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $2237624.20   | 0.05%             | 2028-02-11      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| Nestle Finance International Ltd           | Nestle Finance International Ltd.                   | CUSIP: 64106HFW6<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | STIV             | CORP              | LU        |  40000000 | PA      | $39748588.00  | 0.85%             | 2026-06-30      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NEDER WATERSCHAPSBANK                      | Nederlandse Waterschapsbank NV                      | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |   5040000 | PA      | $5913505.46   | 0.13%             | 2027-11-09      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau            | Kreditanstalt fuer Wiederaufbau                     | CUSIP: 48246UFN1<br>LEI: 549300GDPG70E3MBBU98 | Long             | STIV             | CORP              | DE        |  30000000 | PA      | $29837775.00  | 0.64%             | 2026-06-22      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| MERCK & CO INC                             | Merck & Co., Inc.                                   | CUSIP: 58933YBU8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4811116.80   | 0.10%             | 2027-09-15      | Floating      | 4.11%                 | No            | 2                  | On Loan: —       |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development | CUSIP: 459058LB7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   4700000 | PA      | $3494992.45   | 0.07%             | 2029-01-12      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.          | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    869000 | PA      | $616152.05    | 0.01%             | 2027-09-28      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| MAS BILL                                   | Monetary Authority of Singapore Bills               | CUSIP: 000000000<br>LEI: 54930035WQZLGC45RZ35 | Long             | DBT              | NUSS              | SG        |  60000000 | PA      | $47079941.86  | 1.01%             | 2026-06-05      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                            | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  22110000 | PA      | $15975085.26  | 0.34%             | 2028-05-26      | Floating      | 4.74%                 | No            | 2                  | On Loan: No      |
| BNG BANK NV                                | BNG Bank NV                                         | CUSIP: 05591F3B4<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |  25000000 | PA      | $25325564.25  | 0.54%             | 2028-03-17      | Floating      | 4.65%                 | No            | 2                  | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                   | State of North Rhine-Westphalia                     | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |   2000000 | PA      | $2268477.25   | 0.05%             | 2028-03-13      | Fixed         | 0.95%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Floating Rate Notes                   | CUSIP: 91282CPX3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  64247600 | PA      | $64252230.32  | 1.37%             | 2028-01-31      | Floating      | 3.72%                 | 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      | $-1425.39     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased CAD / Sold USD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |         1 | NC      | $27759.49     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK NA                                | Citibank NA                                         | CUSIP: 17325FBQ0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |  33931000 | PA      | $34082332.26  | 0.73%             | 2027-05-29      | Floating      | 4.44%                 | No            | 2                  | On Loan: No      |
| MANITOBA (PROVINCE OF)                     | Province of Manitoba                                | CUSIP: 563469UR4<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |   2500000 | PA      | $1838682.96   | 0.04%             | 2028-06-02      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold SGD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-350140.52   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-506933.65   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold EUR                            | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-32222.19    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CISCO SYSTEMS INC                          | Cisco Systems, Inc.                                 | CUSIP: 17277BGM1<br>LEI: 549300LKFJ962MZ46593 | Long             | STIV             | CORP              | US        |  10000000 | PA      | $9915889.00   | 0.21%             | 2026-07-21      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                      | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1500000 | PA      | $1083651.01   | 0.02%             | 2027-07-22      | Floating      | 5.05%                 | No            | 2                  | On Loan: No      |
| BNG BANK NV                                | BNG Bank NV                                         | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |  45000000 | PA      | $44937681.30  | 0.96%             | 2026-05-18      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                            | Nordea Bank Abp                                     | CUSIP: 65558KGL2<br>LEI: 529900ODI3047E2LIV03 | Long             | STIV             | CORP              | FI        |   8500000 | PA      | $8427377.70   | 0.18%             | 2026-07-20      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Johnson & Johnson                          | Johnson & Johnson                                   | CUSIP: 47816GFC8<br>LEI: 549300G0CFPGEF6X2043 | Long             | STIV             | CORP              | US        |  35000000 | PA      | $34847228.50  | 0.74%             | 2026-06-12      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.          | CUSIP: 05252ADJ7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1125000 | PA      | $1128982.50   | 0.02%             | 2027-01-18      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development | CUSIP: 459058LD3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  60000000 | PA      | $60068400.00  | 1.28%             | 2027-02-23      | Floating      | 3.94%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-1290228.83  | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                              | CUSIP: 04517PBE1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    809000 | PA      | $809849.45    | 0.02%             | 2026-06-16      | Floating      | 4.65%                 | No            | 2                  | On Loan: No      |
| NORFINA LTD                                | Norfina Ltd.                                        | CUSIP: 000000000<br>LEI: JEBU6C6ITPD2YZ9N7F22 | Long             | DBT              | CORP              | AU        |   5410000 | PA      | $3862953.09   | 0.08%             | 2027-12-14      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Erste Abwicklungsanstalt                   | Erste Abwicklungsanstalt                            | CUSIP: 29604DF96<br>LEI: 7TG4VWERK338227TR435 | Long             | STIV             | CORP              | DE        |  50000000 | PA      | $49791850.00  | 1.06%             | 2026-06-09      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CHEVRON USA INC                            | Chevron USA, Inc.                                   | CUSIP: 166756BM7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   1955000 | PA      | $1960493.55   | 0.04%             | 2028-08-13      | Floating      | 4.23%                 | No            | 2                  | On Loan: No      |
| SANOFI SA                                  | Sanofi SA                                           | CUSIP: 801060AF1<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |  20495000 | PA      | $20552494.42  | 0.44%             | 2027-11-03      | Floating      | 4.13%                 | No            | 2                  | On Loan: No      |
| Nordea Bank Abp                            | Nordea Bank Abp                                     | CUSIP: 65558KH31<br>LEI: 529900ODI3047E2LIV03 | Long             | STIV             | CORP              | FI        |  30000000 | PA      | $29699700.00  | 0.63%             | 2026-08-03      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| SANOFI SA                                  | Sanofi SA                                           | CUSIP: 801060AH7<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |   4550000 | PA      | $4559618.70   | 0.10%             | 2028-11-03      | Floating      | 4.21%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold AUD                            | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-164604.71   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-914372.72   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-1230321.72  | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| NATIONAL SECS CLEARING                     | National Securities Clearing Corp.                  | CUSIP: 637639AP0<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4254840.84   | 0.09%             | 2027-05-20      | Floating      | 4.23%                 | No            | 2                  | On Loan: No      |
| DEXIA                                      | Dexia SA                                            | CUSIP: 000000000<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | CORP              | FR        |   1550000 | PA      | $1770464.20   | 0.04%             | 2027-10-18      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| ABN AMRO BANK NV                           | ABN AMRO Bank NV                                    | CUSIP: 00084DBJ8<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |  31000000 | PA      | $31065720.00  | 0.66%             | 2028-07-07      | Floating      | 4.44%                 | No            | 2                  | On Loan: No      |
| APPLE INC                                  | Apple, Inc.                                         | CUSIP: 037833BM1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $12775065.50  | 0.27%             | 2027-09-17      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-24448.99    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                 | CUSIP: 68333ZAC1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |  25000000 | PA      | $18351860.71  | 0.39%             | 2028-06-02      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| SKANDINAVISKA ENSKILDA                     | Skandinaviska Enskilda Banken AB                    | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   2000000 | PA      | $2379164.10   | 0.05%             | 2027-06-29      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.          | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   4800000 | PA      | $3485169.39   | 0.07%             | 2028-09-11      | Floating      | 5.08%                 | No            | 2                  | On Loan: No      |
| ERSTE ABWICKLUNGSANSTALT                   | Erste Abwicklungsanstalt                            | CUSIP: 29604DEU0<br>LEI: 7TG4VWERK338227TR435 | Long             | STIV             | CORP              | GE        |  15000000 | PA      | $14956401.00  | 0.32%             | 2026-05-28      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| KFW                                        | Kreditanstalt fuer Wiederaufbau                     | CUSIP: 48246UGN0<br>LEI: 549300GDPG70E3MBBU98 | Long             | STIV             | CORP              | GE        |  10000000 | PA      | $9915156.00   | 0.21%             | 2026-07-22      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold EUR                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $159506.97    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| INTL FINANCE CORP                          | International Finance Corp.                         | CUSIP: 45950KDM9<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |   6930000 | PA      | $6937932.42   | 0.15%             | 2027-07-30      | Floating      | 3.92%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold EUR                            | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-399082.37   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                   | African Development Bank                            | CUSIP: 00828EEF2<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |  15000000 | PA      | $14903294.40  | 0.32%             | 2026-07-22      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF ALBERTA                        | Province of Alberta                                 | CUSIP: 013051EB9<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |  80100000 | PA      | $58701473.85  | 1.25%             | 2028-12-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold AUD                            | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-1216159.66  | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                   | African Development Bank                            | CUSIP: 00828EEP0<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |  12000000 | PA      | $12074826.12  | 0.26%             | 2027-11-03      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-509314.37   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold EUR                            | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-15756.73    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-417.88      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                 | CUSIP: 68333ZBE6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |  64000000 | PA      | $48201538.63  | 1.03%             | 2029-03-08      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| TEMASEK FINANCIAL I LTD                    | Temasek Financial I Ltd.                            | CUSIP: 000000000<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |  10615000 | PA      | $10602262.00  | 0.23%             | 2027-08-20      | Floating      | 4.05%                 | No            | 2                  | On Loan: No      |
| EURO STABILITY MECHANISM                   | European Stability Mechanism                        | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |   5100000 | PA      | $5955225.04   | 0.13%             | 2027-09-30      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| INTL FINANCE CORP                          | International Finance Corp.                         | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |   1500000 | PA      | $1052808.35   | 0.02%             | 2027-10-18      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-1090352.19  | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                               | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  10000000 | PA      | $7280136.21   | 0.16%             | 2027-11-11      | Floating      | 5.18%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                              | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   9755000 | PA      | $6878156.93   | 0.15%             | 2027-09-10      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| SWEDBANK                                   | Swedbank AB                                         | CUSIP: 87020XGN4<br>LEI: M312WZV08Y7LYUC71685 | Long             | STIV             | CORP              | SE        |  30000000 | PA      | $29736894.00  | 0.64%             | 2026-07-22      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold EUR                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-3616.91     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-1466110.91  | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-412127.06   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO BANK NA                        | Wells Fargo Bank NA                                 | CUSIP: 94988J6G7<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   5800000 | PA      | $5822504.00   | 0.12%             | 2026-12-11      | Floating      | 4.72%                 | No            | 2                  | On Loan: No      |
| SWEDISH EXPORT CREDIT                      | Svensk Exportkredit AB                              | CUSIP: 87031CAF0<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |  51467000 | PA      | $51574859.91  | 1.10%             | 2026-08-03      | Floating      | 4.67%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-494157.63   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                      | CUSIP: 2027A0KW8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   5000000 | PA      | $5017312.10   | 0.11%             | 2028-03-14      | Floating      | 4.30%                 | No            | 2                  | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                   | African Development Bank                            | CUSIP: 000000000<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |   9400000 | PA      | $6624263.04   | 0.14%             | 2027-07-27      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK NA                    | JPMorgan Chase Bank NA                              | CUSIP: 48125LRV6<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |  56142000 | PA      | $56360953.80  | 1.20%             | 2026-12-08      | Floating      | 4.65%                 | No            | 2                  | On Loan: No      |
| Nederlandse Waterschapsbank NV             | Nederlandse Waterschapsbank NV                      | CUSIP: 63975VEK2<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | STIV             | CORP              | US        |  40000000 | PA      | $39920804.00  | 0.85%             | 2026-05-19      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| WESTERN AUST TREAS CORP                    | Western Australian Treasury Corp.                   | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |  10000000 | PA      | $7011882.78   | 0.15%             | 2027-10-21      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                        | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   2200000 | PA      | $1580881.00   | 0.03%             | 2027-05-10      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold AUD                            | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-1838096.43  | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Oesterreichische Kontrollbank AG           | Oesterreichische Kontrollbank AG                    | CUSIP: 67616SE74<br>LEI: 5299000OVRLMF858L016 | Long             | STIV             | CORP              | US        |  18910000 | PA      | $18896432.08  | 0.40%             | 2026-05-07      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| ROCHE HOLDINGS INC                         | Roche Holdings, Inc.                                | CUSIP: 771196CD2<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   8400000 | PA      | $8422815.16   | 0.18%             | 2026-11-13      | Floating      | 4.40%                 | No            | 2                  | On Loan: No      |
| SHELL INTERNATIONAL FIN                    | Shell International Finance BV                      | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   8400000 | PA      | $9461981.57   | 0.20%             | 2027-11-08      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                              | CUSIP: 04517PBK7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |  22254000 | PA      | $22408481.48  | 0.48%             | 2027-04-06      | Floating      | 4.65%                 | No            | 2                  | On Loan: No      |
| L'OREAL SA                                 | L'Oreal SA                                          | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |  11100000 | PA      | $12962991.99  | 0.28%             | 2027-11-06      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| MANITOBA (PROVINCE OF)                     | Province of Manitoba                                | CUSIP: 563469UP8<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |  17900000 | PA      | $13148234.25  | 0.28%             | 2027-06-02      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold EUR                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-14065.61    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                            | Nordea Bank Abp                                     | CUSIP: 65558RAF6<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |  16687000 | PA      | $16743201.82  | 0.36%             | 2027-03-19      | Floating      | 4.39%                 | No            | 2                  | On Loan: No      |
| DBS Bank Ltd                               | DBS Bank Ltd.                                       | CUSIP: 23305EEC3<br>LEI: ATUEL7OJR5057F2PV266 | Long             | STIV             | CORP              | SG        |  15000000 | PA      | $14981485.50  | 0.32%             | 2026-05-12      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                     | CUSIP: 458182EC2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   6000000 | PA      | $4302764.38   | 0.09%             | 2027-08-27      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| ABBOTT IRELAND FINANCING                   | Abbott Ireland Financing DAC                        | CUSIP: 000000000<br>LEI: 54930021QV18ZVZQDE71 | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $1130678.99   | 0.02%             | 2027-11-19      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| Johnson & Johnson                          | Johnson & Johnson                                   | CUSIP: 47816GGD5<br>LEI: 549300G0CFPGEF6X2043 | Long             | STIV             | CORP              | US        |  17000000 | PA      | $16872942.00  | 0.36%             | 2026-07-13      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                        | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   9500000 | PA      | $6900398.49   | 0.15%             | 2028-05-12      | Floating      | 4.96%                 | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC                          | CPPIB Capital, Inc.                                 | CUSIP: 12593CAF8<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |  35400000 | PA      | $26025326.32  | 0.56%             | 2028-06-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| QUEENSLAND TREASURY CORP                   | Queensland Treasury Corp.                           | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |  15000000 | PA      | $10519012.08  | 0.22%             | 2027-08-20      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| WALMART INC                                | Walmart, Inc.                                       | CUSIP: 931142FR9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   8430000 | PA      | $8432014.77   | 0.18%             | 2029-04-30      | Floating      | 4.05%                 | No            | 2                  | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE        | LVMH Moet Hennessy Louis Vuitton SE                 | CUSIP: 50244MK68<br>LEI: IOG4E947OATN0KJYSD45 | Long             | STIV             | CORP              | FR        |  15850000 | PA      | $15590774.84  | 0.33%             | 2026-10-06      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                  | CUSIP: 74814ZFB4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        | 104200000 | PA      | $76606388.63  | 1.64%             | 2027-09-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Canada Government Bonds                    | Canada Government Bonds                             | CUSIP: 135087T61<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |  35000000 | PA      | $25625611.96  | 0.55%             | 2027-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| TREASURY CORP VICTORIA                     | Treasury Corp. of Victoria                          | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |  25000000 | PA      | $17035641.13  | 0.36%             | 2027-11-19      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                   | Siemens Financieringsmaatschappij NV                | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |   4500000 | PA      | $5095996.19   | 0.11%             | 2028-02-28      | Fixed         | 0.90%                 | No            | 2                  | On Loan: No      |
| CISCO SYSTEMS INC                          | Cisco Systems, Inc.                                 | CUSIP: 17277BFC4<br>LEI: 549300LKFJ962MZ46593 | Long             | STIV             | CORP              | US        |  46000000 | PA      | $45797089.40  | 0.98%             | 2026-06-12      | None          | 0.00%                 | 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      | $-1416081.80  | -0.03%            |  |  |  | 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      | $-1520255.61  | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| SKANDINAVISKA ENSKILDA                     | Skandinaviska Enskilda Banken AB                    | CUSIP: 830505BP7<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |  30380000 | PA      | $30364044.42  | 0.65%             | 2029-03-12      | Floating      | 4.33%                 | No            | 2                  | On Loan: No      |
| TEMASEK FINANCIAL I LTD                    | Temasek Financial I Ltd.                            | CUSIP: 000000000<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |  13565000 | PA      | $15490221.82  | 0.33%             | 2028-03-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                            | Nordea Bank Abp                                     | CUSIP: 65558KGT5<br>LEI: 529900ODI3047E2LIV03 | Long             | STIV             | CORP              | FI        |   5000000 | PA      | $4953623.50   | 0.11%             | 2026-07-27      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                            | CUSIP: 21688ABQ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  18070000 | PA      | $18079033.37  | 0.39%             | 2028-10-17      | Floating      | 4.24%                 | No            | 2                  | On Loan: No      |
| CAISSE DES DEPOTS ET CON                   | Caisse des Depots et Consignations                  | CUSIP: 000000000<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | DBT              | NUSS              | FR        |  10500000 | PA      | $12353204.42  | 0.26%             | 2027-11-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased CAD / Sold USD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |         1 | NC      | $292.67       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                     | CUSIP: 4581X0ED6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   8750000 | PA      | $8755140.89   | 0.19%             | 2027-04-12      | Floating      | 3.93%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                               | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    900000 | PA      | $653469.26    | 0.01%             | 2028-09-19      | Floating      | 5.20%                 | No            | 2                  | On Loan: No      |
| STATE STREET CORP                          | State Street Corp.                                  | CUSIP: 857477CQ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   4210000 | PA      | $4216712.85   | 0.09%             | 2027-10-22      | Floating      | 4.29%                 | No            | 2                  | On Loan: No      |
| EFSF                                       | European Financial Stability Facility               | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |  46300000 | PA      | $54085669.39  | 1.16%             | 2027-12-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                 | CUSIP: 91282CLQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  90000000 | PA      | $90000000.00  | 1.92%             | 2027-10-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| KOMMUNINVEST I SVERIGE                     | Kommuninvest I Sverige AB                           | CUSIP: 000000000<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |   2000000 | PA      | $2361263.29   | 0.05%             | 2027-12-08      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                 | CUSIP: 91282CPG0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $25038465.50  | 0.54%             | 2027-10-31      | Floating      | 3.81%                 | No            | 2                  | On Loan: No      |
| TEMASEK FINANCIAL I LTD                    | Temasek Financial I Ltd.                            | CUSIP: 87976EAD8<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |  27480000 | PA      | $27447024.00  | 0.59%             | 2027-08-20      | Floating      | 4.05%                 | No            | 2                  | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                   | New Zealand Local Government Funding Agency Bonds   | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |  14000000 | PA      | $9995241.13   | 0.21%             | 2027-09-08      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                            | Nordea Bank Abp                                     | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   3000000 | PA      | $3431939.22   | 0.07%             | 2027-09-27      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                           | Bank of Montreal                                    | CUSIP: 06368BTX6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        | 184100000 | PA      | $135191893.84 | 2.89%             | 2028-03-01      | Fixed         | 3.19%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                        | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  11857000 | PA      | $8384841.94   | 0.18%             | 2027-02-25      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Nestle Finance International Ltd           | Nestle Finance International Ltd.                   | CUSIP: 64106HHX2<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | STIV             | CORP              | LU        |  55000000 | PA      | $54306400.50  | 1.16%             | 2026-08-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Erste Abwicklungsanstalt                   | Erste Abwicklungsanstalt                            | CUSIP: 29604DEB2<br>LEI: 7TG4VWERK338227TR435 | Long             | STIV             | CORP              | DE        |  23000000 | PA      | $22973924.90  | 0.49%             | 2026-05-11      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| DBS BANK LTD/AUSTRALIA                     | DBS Bank Ltd.                                       | CUSIP: 000000000<br>LEI: ATUEL7OJR5057F2PV266 | Long             | DBT              | CORP              | SG        |  19550000 | PA      | $14111198.83  | 0.30%             | 2027-02-26      | Floating      | 4.76%                 | No            | 2                  | On Loan: No      |
| NORFINA LTD                                | Norfina Ltd.                                        | CUSIP: 000000000<br>LEI: JEBU6C6ITPD2YZ9N7F22 | Long             | DBT              | CORP              | AU        |   2300000 | PA      | $1673454.36   | 0.04%             | 2027-12-14      | Floating      | 5.42%                 | No            | 2                  | On Loan: No      |
| Procter & Gamble Co/The                    | Procter & Gamble Co.                                | CUSIP: 74271UF88<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | STIV             | CORP              | US        |  47000000 | PA      | $46817259.30  | 1.00%             | 2026-06-08      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                      | CUSIP: 2027A1KW6<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |  10000000 | PA      | $10034624.20  | 0.21%             | 2028-03-14      | Floating      | 4.30%                 | No            | 2                  | On Loan: No      |
| NORDIC INVESTMENT BANK                     | Nordic Investment Bank                              | CUSIP: 65562QBR5<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |   4000000 | PA      | $4000987.12   | 0.09%             | 2026-05-12      | Floating      | 4.67%                 | No            | 2                  | On Loan: No      |
| Kingdom of Belgium Government Bonds        | Kingdom of Belgium Government Bonds                 | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |  10000000 | PA      | $11290045.10  | 0.24%             | 2027-10-22      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United Overseas Bank Ltd                   | United Overseas Bank Ltd.                           | CUSIP: 91127QG60<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | STIV             | CORP              | SG        |  14000000 | PA      | $13900927.60  | 0.30%             | 2026-07-06      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| Cisco Systems Inc                          | Cisco Systems, Inc.                                 | CUSIP: 17277BES0<br>LEI: 549300LKFJ962MZ46593 | Long             | STIV             | CORP              | US        |   5000000 | PA      | $4986736.00   | 0.11%             | 2026-05-26      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| BNG Bank NV                                | BNG Bank NV                                         | CUSIP: 09657SG82<br>LEI: 529900GGYMNGRQTDOO93 | Long             | STIV             | CORP              | NL        |   5000000 | PA      | $4963938.00   | 0.11%             | 2026-07-08      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| DEXIA                                      | Dexia SA                                            | CUSIP: 000000000<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | CORP              | FR        |  37800000 | PA      | $42223167.38  | 0.90%             | 2028-01-21      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.          | CUSIP: 05252BDL0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   2400000 | PA      | $2409360.58   | 0.05%             | 2027-07-16      | Floating      | 4.34%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                      | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |  20010000 | PA      | $14149196.43  | 0.30%             | 2027-01-14      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-124116.33   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                               | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   7000000 | PA      | $8028524.07   | 0.17%             | 2027-09-05      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| DBS GROUP HOLDINGS LTD                     | DBS Group Holdings Ltd.                             | CUSIP: 24023LAM8<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |  10000000 | PA      | $10031354.90  | 0.21%             | 2028-03-21      | Floating      | 4.26%                 | No            | 2                  | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                   | New Zealand Local Government Funding Agency Bonds   | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        | 135786000 | PA      | $77691022.72  | 1.66%             | 2028-05-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Caisse des Depots et Consignations         | Caisse des Depots et Consignations                  | CUSIP: 12800BEM0<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | STIV             | CORP              | CA        |  30000000 | PA      | $29934786.00  | 0.64%             | 2026-05-21      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                   | Svenska Handelsbanken AB                            | CUSIP: 86959LAN3<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |  10650000 | PA      | $10662590.32  | 0.23%             | 2026-06-15      | Floating      | 4.90%                 | No            | 2                  | On Loan: No      |
| SWEDISH EXPORT CREDIT                      | Svensk Exportkredit AB                              | CUSIP: 87030KFV3<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | STIV             | CORP              | SE        |  50000000 | PA      | $49686665.00  | 1.06%             | 2026-06-29      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-380585.69   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UNITED OVERSEAS BANK/SYD                   | United Overseas Bank Ltd.                           | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |   9200000 | PA      | $6638974.50   | 0.14%             | 2027-02-24      | Floating      | 4.71%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-1603051.50  | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC                          | CPPIB Capital, Inc.                                 | CUSIP: 12593CAU5<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |  22500000 | PA      | $16571336.55  | 0.35%             | 2027-06-01      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| OMERS FINANCE TRUST                        | OMERS Finance Trust                                 | CUSIP: 000000000<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |  22500000 | PA      | $16355670.48  | 0.35%             | 2027-04-21      | Fixed         | 1.55%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold AUD                            | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-2014080.91  | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased CAD / Sold USD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |         1 | NC      | $3615.91      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITY OF MONTREAL                           | City of Montreal                                    | CUSIP: 614852J93<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |  42000000 | PA      | $30957588.25  | 0.66%             | 2027-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CDP FINANCIAL INC                          | CDP Financial, Inc.                                 | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |  10000000 | PA      | $7436595.87   | 0.16%             | 2027-06-02      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                            | CUSIP: 21688ABN1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  34340000 | PA      | $34430829.30  | 0.74%             | 2027-05-27      | Floating      | 4.25%                 | No            | 2                  | On Loan: No      |
| Nederlandse Waterschapsbank NV             | Nederlandse Waterschapsbank NV                      | CUSIP: 63975VGA2<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | STIV             | CORP              | US        |  45000000 | PA      | $44668962.00  | 0.95%             | 2026-07-10      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| New Zealand Government Bonds               | New Zealand Government Bonds                        | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        | 200000000 | PA      | $110263515.92 | 2.36%             | 2028-05-15      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.          | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   6500000 | PA      | $4727128.08   | 0.10%             | 2027-11-04      | Floating      | 5.13%                 | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC                          | CPPIB Capital, Inc.                                 | CUSIP: 12593CAV3<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |  25000000 | PA      | $18477748.74  | 0.39%             | 2028-03-08      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                   | Svenska Handelsbanken AB                            | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   6000000 | PA      | $7120956.03   | 0.15%             | 2027-11-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| NESTLE HOLDINGS INC                        | Nestle Holdings, Inc.                               | CUSIP: 000000000<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2137004.45   | 0.05%             | 2029-01-26      | Fixed         | 2.19%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                        | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  23900000 | PA      | $17298349.51  | 0.37%             | 2028-04-14      | Floating      | 5.12%                 | No            | 2                  | On Loan: No      |
| Procter & Gamble Co/The                    | Procter & Gamble Co.                                | CUSIP: 74271UEB2<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | STIV             | CORP              | US        |   7500000 | PA      | $7491699.75   | 0.16%             | 2026-05-11      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-556979.02   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-1293097.64  | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Australia Government Bonds                 | Australia Government Bonds                          | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |  10000000 | PA      | $7201013.69   | 0.15%             | 2027-04-21      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                              | CUSIP: 04517PBG6<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |  11740000 | PA      | $11774163.40  | 0.25%             | 2026-08-27      | Floating      | 4.66%                 | No            | 2                  | On Loan: No      |
| NORFINA LTD                                | Norfina Ltd.                                        | CUSIP: 000000000<br>LEI: JEBU6C6ITPD2YZ9N7F22 | Long             | DBT              | CORP              | AU        |  10000000 | PA      | $7217356.56   | 0.15%             | 2028-07-28      | Floating      | 5.10%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                      | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |  29520000 | PA      | $21151127.77  | 0.45%             | 2028-01-13      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                 | CUSIP: 68333ZAZ0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |  73900000 | PA      | $54799759.27  | 1.17%             | 2028-09-08      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development | CUSIP: 459058LH4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  34000000 | PA      | $34051265.54  | 0.73%             | 2027-06-15      | Floating      | 3.92%                 | No            | 2                  | On Loan: —       |
| New Zealand Government Bonds               | New Zealand Government Bonds                        | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |  60000000 | PA      | $33079054.78  | 0.71%             | 2028-05-15      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold EUR                            | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $62728.08     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold EUR                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-418417.20   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BAHN AG                           | Deutsche Bahn AG                                    | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |   6590000 | PA      | $7800769.33   | 0.17%             | 2027-09-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                            | CUSIP: 21688ABE1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  13000000 | PA      | $13039891.02  | 0.28%             | 2027-03-05      | Floating      | 4.37%                 | No            | 2                  | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                    | Landwirtschaftliche Rentenbank                      | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |   3000000 | PA      | $3372997.23   | 0.07%             | 2028-02-14      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| ONTARIO TEACHERS' FINANC                   | Ontario Teachers' Finance Trust                     | CUSIP: 68329AAF5<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |  10000000 | PA      | $7167961.13   | 0.15%             | 2027-10-19      | Fixed         | 1.10%                 | No            | 2                  | On Loan: No      |
| PSP CAPITAL INC                            | PSP Capital, Inc.                                   | CUSIP: 69363TAQ5<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |  10000000 | PA      | $7157286.41   | 0.15%             | 2028-03-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                            | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   8455000 | PA      | $5957339.24   | 0.13%             | 2027-01-19      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| NORFINA LTD                                | Norfina Ltd.                                        | CUSIP: 000000000<br>LEI: JEBU6C6ITPD2YZ9N7F22 | Long             | DBT              | CORP              | AU        |   9540000 | PA      | $6889204.42   | 0.15%             | 2027-09-27      | Floating      | 5.04%                 | No            | 2                  | On Loan: No      |
| KFW                                        | Kreditanstalt fuer Wiederaufbau                     | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |  14000000 | PA      | $10005018.05  | 0.21%             | 2027-07-13      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| NEDER WATERSCHAPSBANK                      | Nederlandse Waterschapsbank NV                      | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |   2000000 | PA      | $2338876.84   | 0.05%             | 2027-09-13      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| OP CORPORATE BANK PLC                      | OP Corporate Bank PLC                               | CUSIP: 000000000<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |  18080000 | PA      | $20308677.24  | 0.43%             | 2027-11-16      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                 | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  46000000 | PA      | $45750234.26  | 0.98%             | 2027-10-31      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.          | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  10000000 | PA      | $7221604.26   | 0.15%             | 2027-06-18      | Floating      | 4.96%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                            | CUSIP: 21688ABG6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  24690000 | PA      | $24719677.38  | 0.53%             | 2026-08-28      | Floating      | 4.28%                 | No            | 2                  | On Loan: No      |
| Sanofi SA                                  | Sanofi SA                                           | CUSIP: 8010M3JN1<br>LEI: 549300E9PC51EN656011 | Long             | STIV             | CORP              | FR        |  25000000 | PA      | $24628772.50  | 0.53%             | 2026-09-22      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.          | CUSIP: 05252BDJ5<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  23000000 | PA      | $23081420.00  | 0.49%             | 2027-01-18      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased CAD / Sold USD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |         1 | NC      | $2462.21      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-134027.25   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| REGION OF ILE DE FRANCE                    | Region of Ile de France                             | CUSIP: 000000000<br>LEI: 969500X7E3U7ZNH95E23 | Long             | DBT              | NUSS              | FR        |   2000000 | PA      | $2298938.90   | 0.05%             | 2027-04-23      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| KUNTARAHOITUS OYJ                          | Kuntarahoitus OYJ                                   | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |  31560000 | PA      | $37083688.03  | 0.79%             | 2028-01-18      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                  | CUSIP: 74814ZFD0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |  64000000 | PA      | $46772981.93  | 1.00%             | 2028-09-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-1674888.89  | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Procter & Gamble Co/The                    | Procter & Gamble Co.                                | CUSIP: 74271UEC0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2996377.50   | 0.06%             | 2026-05-12      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                        | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  12500000 | PA      | $9096120.55   | 0.19%             | 2027-11-25      | Floating      | 5.19%                 | No            | 2                  | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE        | LVMH Moet Hennessy Louis Vuitton SE                 | CUSIP: 50244MK92<br>LEI: IOG4E947OATN0KJYSD45 | Long             | STIV             | CORP              | FR        |  15000000 | PA      | $14749980.00  | 0.32%             | 2026-10-09      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| BNG BANK NV                                | BNG Bank NV                                         | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |  15600000 | PA      | $17694709.70  | 0.38%             | 2028-01-11      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Swedbank AB                                | Swedbank AB                                         | CUSIP: 87020XFW5<br>LEI: M312WZV08Y7LYUC71685 | Long             | STIV             | CORP              | SE        |   5000000 | PA      | $4967759.00   | 0.11%             | 2026-06-30      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.          | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   7300000 | PA      | $5242760.00   | 0.11%             | 2027-02-05      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                               | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   5400000 | PA      | $3814602.75   | 0.08%             | 2027-01-25      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold AUD                            | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-204800.74   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |

### Signature

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

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

**Signature:** Randy Olson

**Name of Signer:** Randy Olson

**Title:** Vice President