# EDGAR Filing Document

**Accession Number:** 0000355437
**File Stem:** 0001752724-25-158711
**Filing Date:** 2025-6
**Character Count:** 114129
**Document Hash:** 661c9a9fd6201e823c4f5b98beaba249
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-158711.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-158711

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03258
- **FILM NUMBER:** 251078139

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

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

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

## Series and Classes Contracts Data

### DFA Global Sustainability Fixed Income Portfolio (Series ID: S000063222)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000205087 | Institutional Class |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** AUSTIN

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 78746

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

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

- **a. Name of Series:** DFA Global Sustainability Fixed Income Portfolio

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

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

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

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

- **b. Date as of which information is reported:** 2025-04-30

**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:** $732724226.32

**Total Liabilities:** $43067013.33

**Net Assets:** $689657212.99

**Cash Not Reported:** $20177003.01

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1039.58000000 | **1-Year:** -24873.59000000 | **5-Year:** -77949.49000000 | **10-Year:** -238847.59000000 | **30-Year:** -59888.08000000

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

- **3-Month:** -2.30000000 | **1-Year:** -287.43000000 | **5-Year:** -483.46000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000205087 | 1.38%                | -0.63%               | 0.53%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1030558.41             | $11317983.59                               |
| Month 2  | $-2248467.01             | $219426.16                                 |
| Month 3  | $-9957290.98             | $21152017.59                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| NOMURA HOLDINGS INC                        | Nomura Holdings, Inc.                               | CUSIP: 65535HAQ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    1629000 | PA      | $1505860.26   | 0.22%             | 2030-01-16      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Dimensional Holdings Inc.                  | DFA Short Term Investment Fund                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   11514412 | NS      | $11514412.50  | 1.67%             |  |  |  | No            | N/A                | On Loan: No      |
| BROWN & BROWN INC                          | Brown & Brown, Inc.                                 | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $2675519.64   | 0.39%             | 2031-03-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| TELEDYNE FLIR LLC                          | Teledyne FLIR LLC                                   | CUSIP: 302445AE1<br>LEI: 5493000HDPX16EHNN346 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1781881.86   | 0.26%             | 2030-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-15315.93    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| French Republic Government Bonds OAT       | French Republic Government Bonds OAT                | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    2500000 | PA      | $2186350.51   | 0.32%             | 2038-05-25      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Asian Development Bank                     | Asian Development Bank                              | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |  800000000 | PA      | $5799589.09   | 0.84%             | 2027-06-21      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| French Republic Government Bonds OAT       | French Republic Government Bonds OAT                | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   14000000 | PA      | $12856992.35  | 1.86%             | 2039-06-25      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences Inc                        | Gilead Sciences, Inc.                               | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1580934.43   | 0.23%             | 2036-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| KOMMUNALBANKEN AS                          | Kommunalbanken AS                                   | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |    2000000 | PA      | $2014890.60   | 0.29%             | 2026-06-17      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold GBP                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-966352.39   | -0.14%            |  |  |  | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  715000000 | PA      | $4476476.08   | 0.65%             | 2036-03-20      | Fixed         | 0.40%                 | No            | 2                  | On Loan: No      |
| HOST HOTELS & RESORTS LP                   | Host Hotels & Resorts LP                            | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    1000000 | PA      | $984035.72    | 0.14%             | 2034-07-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| New Zealand Government Bonds               | New Zealand Government Bonds                        | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    6800000 | PA      | $3334641.72   | 0.48%             | 2037-04-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                               | Comcast Corp.                                       | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3869439.75   | 0.56%             | 2039-11-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                           | Bank of Montreal                                    | CUSIP: 06368LNU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    4000000 | PA      | $4029199.12   | 0.58%             | 2026-06-05      | Floating      | 5.70%                 | No            | 2                  | On Loan: No      |
| RTX CORP                                   | RTX Corp.                                           | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1737219.64   | 0.25%             | 2042-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| GENERAL DYNAMICS CORP                      | General Dynamics Corp.                              | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $886503.00    | 0.13%             | 2040-04-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| KROGER CO                                  | Kroger Co.                                          | CUSIP: 501044BZ3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     600000 | PA      | $681361.52    | 0.10%             | 2031-04-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Baxter International, Inc.                 | Baxter International, Inc.                          | CUSIP: 000000000<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     500000 | PA      | $532108.95    | 0.08%             | 2029-05-15      | Fixed         | 1.30%                 | No            | 2                  | On Loan: No      |
| ACTION LOGEMENT SERVICES                   | Action Logement Services                            | CUSIP: 000000000<br>LEI: 969500O2QYH3YW92C551 | Long             | DBT              | NUSS              | FR        |    4100000 | PA      | $3593803.42   | 0.52%             | 2034-10-30      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| CISCO SYSTEMS INC                          | Cisco Systems, Inc.                                 | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    3334000 | PA      | $3406432.35   | 0.49%             | 2040-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: —       |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group, Inc.               | CUSIP: 86562MCF5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    2507000 | PA      | $1669611.33   | 0.24%             | 2041-01-12      | Fixed         | 2.30%                 | 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      | $911.29       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  540000000 | PA      | $3404590.85   | 0.49%             | 2043-09-20      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-362568.73   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| LINCOLN NATIONAL CORP                      | Lincoln National Corp.                              | CUSIP: 534187BK4<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    1589000 | PA      | $1463635.57   | 0.21%             | 2031-01-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                               | Broadcom, Inc.                                      | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $828556.67    | 0.12%             | 2035-11-15      | Fixed         | 3.14%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased CAD / Sold USD                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |          1 | NC      | $9235.92      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                             | Home Depot, Inc.                                    | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1046641.12   | 0.15%             | 2041-04-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                        | CUSIP: 92343VEF7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1401698.39   | 0.20%             | 2036-10-27      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                        | CUSIP: 632525CC3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    1500000 | PA      | $1503202.50   | 0.22%             | 2030-01-14      | Floating      | 5.17%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                       | Bank of America Corp.                               | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4742613.39   | 0.69%             | 2042-02-07      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| FANNIE MAE                                 | Federal National Mortgage Association               | CUSIP: 31359MEB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    5000000 | PA      | $5798662.20   | 0.84%             | 2038-08-06      | Fixed         | 6.21%                 | No            | 2                  | On Loan: No      |
| MOHAWK INDUSTRIES INC                      | Mohawk Industries, Inc.                             | CUSIP: 608190AL8<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2830791.00   | 0.41%             | 2030-05-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: —       |
| MOTOROLA SOLUTIONS INC                     | Motorola Solutions, Inc.                            | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $881013.03    | 0.13%             | 2030-11-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| BRITISH COLUMBIA PROV OF                   | Province of British Columbia                        | CUSIP: 110709GC0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   12000000 | PA      | $7363557.23   | 1.07%             | 2044-06-18      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Legg Mason Inc                             | Legg Mason, Inc.                                    | CUSIP: 524901AV7<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |     900000 | PA      | $902805.56    | 0.13%             | 2026-03-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: —       |
| Bank of America NA                         | Purchased GBP / Sold USD                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | GB        |          1 | NC      | $27936.13     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development | CUSIP: 459058KN2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    2800000 | PA      | $2805489.90   | 0.41%             | 2027-01-12      | Floating      | 4.75%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased EUR / Sold USD                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $23989.77     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp.               | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1735077.82   | 0.25%             | 2039-05-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LP                       | Boston Properties LP                                | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    1234000 | PA      | $1216994.78   | 0.18%             | 2035-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                  | CUSIP: 74814ZEK5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    2800000 | PA      | $2001108.37   | 0.29%             | 2043-12-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.          | CUSIP: 05252ADL2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    4000000 | PA      | $4009725.92   | 0.58%             | 2027-07-16      | Floating      | 5.06%                 | No            | 2                  | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                     | Fairfax Financial Holdings Ltd.                     | CUSIP: 000000000<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     500000 | PA      | $558427.33    | 0.08%             | 2028-03-29      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| TREASURY CORP VICTORIA                     | Treasury Corp. of Victoria                          | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |    4800000 | PA      | $2321169.29   | 0.34%             | 2035-09-17      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| BorgWarner, Inc.                           | BorgWarner, Inc.                                    | CUSIP: 000000000<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2818121.30   | 0.41%             | 2031-05-19      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |          1 | NC      | $-231638.43   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                            | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    2100000 | PA      | $2807375.43   | 0.41%             | 2025-09-08      | Floating      | 5.48%                 | No            | 2                  | On Loan: No      |
| Arrow Electronics Inc                      | Arrow Electronics, Inc.                             | CUSIP: 042735BF6<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $979004.54    | 0.14%             | 2028-01-12      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                  | CUSIP: 748148RX3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    2000000 | PA      | $1450732.63   | 0.21%             | 2025-07-06      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| JABIL INC                                  | Jabil, Inc.                                         | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2504458.21   | 0.36%             | 2031-01-15      | Fixed         | 3.00%                 | 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      | $-110267.62   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Novartis Capital Corp                      | Novartis Capital Corp.                              | CUSIP: 66989HAH1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3519343.80   | 0.51%             | 2044-05-06      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                          | HSBC Holdings PLC                                   | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    3000000 | PA      | $3165047.10   | 0.46%             | 2042-01-14      | Fixed         | 6.10%                 | No            | 2                  | On Loan: —       |
| Citibank NA                                | Purchased USD / Sold NOK                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-142626.42   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| U.K. Gilts                                 | U.K. Gilts                                          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   25000000 | PA      | $21252541.46  | 3.08%             | 2039-01-31      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| MANITOBA (PROVINCE OF)                     | Province of Manitoba                                | CUSIP: 563469VB8<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    1500000 | PA      | $1107427.83   | 0.16%             | 2033-06-02      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| ILE DE FRANCE MOBILITES                    | Ile-de-France Mobilites                             | CUSIP: 000000000<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | NUSS              | FR        |    4000000 | PA      | $3281210.88   | 0.48%             | 2035-11-16      | Fixed         | 0.20%                 | No            | 2                  | On Loan: No      |
| CME Group Inc                              | CME Group, Inc.                                     | CUSIP: 12572QAF2<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2984276.43   | 0.43%             | 2043-09-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc                     | UnitedHealth Group, Inc.                            | CUSIP: 91324PBQ4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2550434.63   | 0.37%             | 2041-02-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                | BNP Paribas SA                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    2800000 | PA      | $3790707.34   | 0.55%             | 2032-06-13      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Floating Rate Notes                   | CUSIP: 91282CJD4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7000000 | PA      | $7002432.78   | 1.02%             | 2025-10-31      | Floating      | 4.42%                 | No            | 2                  | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                   | Agence Francaise de Developpement EPIC              | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |    2500000 | PA      | $2192728.46   | 0.32%             | 2037-03-02      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp.               | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     800000 | PA      | $652003.74    | 0.09%             | 2042-06-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                           | T-Mobile USA, Inc.                                  | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1309693.14   | 0.19%             | 2040-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc                              | Citigroup, Inc.                                     | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $4452979.25   | 0.65%             | 2039-07-15      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased GBP / Sold USD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |          1 | NC      | $22470.70     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Japan Government Thirty Year Bonds         | Japan Government Thirty Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  220000000 | PA      | $1586314.17   | 0.23%             | 2041-03-20      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold JPY                            | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |          1 | NC      | $-3132079.25  | -0.45%            |  |  |  | No            | 2                  | On Loan: No      |
| AMGEN INC                                  | Amgen, Inc.                                         | CUSIP: 031162DA5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $2471717.05   | 0.36%             | 2041-08-15      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased EUR / Sold USD                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $-28975.72    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold AUD                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-135183.01   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| AMAZON.COM INC                             | Amazon.com, Inc.                                    | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $6291752.45   | 0.91%             | 2041-05-12      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                               | Barclays PLC                                        | CUSIP: 06738EAZ8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1800000 | PA      | $2026409.33   | 0.29%             | 2033-01-17      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| ALLSTATE CORP                              | Allstate Corp.                                      | CUSIP: 020002BA8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $842774.25    | 0.12%             | 2043-06-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Japan Government Ten Year Bonds            | Japan Government Ten Year Bonds                     | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  900000000 | PA      | $6271548.47   | 0.91%             | 2026-03-20      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF ALBERTA                        | Province of Alberta                                 | CUSIP: 013051DB0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    8000000 | PA      | $5989032.35   | 0.87%             | 2040-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                  | CUSIP: 74814ZEF6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    3000000 | PA      | $2356716.96   | 0.34%             | 2041-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                               | Broadcom, Inc.                                      | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3514341.00   | 0.51%             | 2034-04-15      | Fixed         | 3.47%                 | No            | 2                  | On Loan: No      |
| KEMPER CORP                                | Kemper Corp.                                        | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |     410000 | PA      | $365033.41    | 0.05%             | 2032-02-23      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1000000000 | PA      | $7176807.95   | 1.04%             | 2034-03-20      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                     | CUSIP: 4581X0EQ7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    5600000 | PA      | $5604665.02   | 0.81%             | 2029-08-01      | Floating      | 4.75%                 | No            | 2                  | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                   | Anheuser-Busch InBev Worldwide, Inc.                | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1302462.45   | 0.19%             | 2042-01-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                   | Agence Francaise de Developpement EPIC              | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |     500000 | PA      | $409439.60    | 0.06%             | 2036-05-25      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| TRAVELERS COS INC                          | Travelers Cos., Inc.                                | CUSIP: 89417EAD1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1094111.13   | 0.16%             | 2037-06-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| TAPESTRY INC                               | Tapestry, Inc.                                      | CUSIP: 000000000<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     500000 | PA      | $486956.25    | 0.07%             | 2035-03-11      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ATHENE HOLDING LTD                         | Athene Holding Ltd.                                 | CUSIP: 04686JAG6<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    3165000 | PA      | $3205000.47   | 0.46%             | 2034-01-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: —       |
| Japan Government Ten Year Bonds            | Japan Government Ten Year Bonds                     | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  500000000 | PA      | $3394565.67   | 0.49%             | 2029-06-20      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| European Investment Bank                   | European Investment Bank                            | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |  590000000 | PA      | $4241965.27   | 0.62%             | 2027-01-18      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Societe Generale SA                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    1500000 | PA      | $1533146.07   | 0.22%             | 2029-09-24      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                     | CUSIP: 4581X0EG9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    3200000 | PA      | $3201401.60   | 0.46%             | 2027-10-04      | Floating      | 4.73%                 | No            | 2                  | On Loan: No      |
| HP Inc                                     | HP, Inc.                                            | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2445645.53   | 0.35%             | 2041-09-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: —       |
| PULTEGROUP INC                             | PulteGroup, Inc.                                    | CUSIP: 745867AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1028191.48   | 0.15%             | 2035-02-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Japan Government Thirty Year Bonds         | Japan Government Thirty Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  450000000 | PA      | $3395300.04   | 0.49%             | 2038-09-20      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| CDP FINANCIAL INC                          | CDP Financial, Inc.                                 | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |     324000 | PA      | $324030.78    | 0.05%             | 2025-05-19      | Floating      | 4.76%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF ALBERTA                        | Province of Alberta                                 | CUSIP: 013051DQ7<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     800000 | PA      | $580049.33    | 0.08%             | 2025-06-01      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-53539.98    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                        | Bank of Nova Scotia                                 | CUSIP: 06418GAB3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    1000000 | PA      | $1000905.53   | 0.15%             | 2025-06-12      | Floating      | 5.46%                 | No            | 2                  | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                   | New Zealand Local Government Funding Agency Bonds   | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |    2500000 | PA      | $1367742.90   | 0.20%             | 2033-04-14      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| The DFA Investment Trust Company           | DFA Investment Trust Co.                            | CUSIP: 23320U405<br>LEI: 549300FSKWEXKF6YBM56 | Long             | EC               | RF                | US        |    1054930 | NS      | $12200270.68  | 1.77%             |  |  |  | No            | 2                  | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                   | Asian Infrastructure Investment Bank                | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    1500000 | PA      | $1510232.87   | 0.22%             | 2027-08-16      | Floating      | 4.98%                 | No            | 2                  | On Loan: No      |
| EUROPEAN BK RECON & DEV                    | European Bank for Reconstruction & Development      | CUSIP: 29874QEG5<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |     230000 | PA      | $229503.99    | 0.03%             | 2025-05-19      | Fixed         | 0.50%                 | No            | 2                  | On Loan: —       |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group, Inc.                           | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1043566.78   | 0.15%             | 2041-02-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Walmart Inc                                | Walmart, Inc.                                       | CUSIP: 931142CS0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3196656.21   | 0.46%             | 2040-04-01      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| EUROPEAN UNION                             | European Union                                      | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |    3500000 | PA      | $3940647.70   | 0.57%             | 2039-10-04      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| JOHNSON & JOHNSON                          | Johnson & Johnson                                   | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $4442631.83   | 0.64%             | 2040-09-01      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased EUR / Sold USD                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $-6493.32     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MOTABILITY OPERATIONS GR                   | Motability Operations Group PLC                     | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |    2000000 | PA      | $2238004.36   | 0.32%             | 2036-03-10      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| EUROPEAN BK RECON & DEV                    | European Bank for Reconstruction & Development      | CUSIP: 29874QEN0<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |     486000 | PA      | $485703.54    | 0.07%             | 2026-04-14      | Floating      | 4.57%                 | No            | 2                  | On Loan: No      |
| Humana Inc                                 | Humana, Inc.                                        | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $851174.27    | 0.12%             | 2044-10-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| JAB HOLDINGS BV                            | JAB Holdings BV                                     | CUSIP: 000000000<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |    1200000 | PA      | $1295033.02   | 0.19%             | 2035-04-17      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  600000000 | PA      | $4123038.19   | 0.60%             | 2035-09-20      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                   | Healthcare Realty Holdings LP                       | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    1000000 | PA      | $843112.07    | 0.12%             | 2031-03-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| WALT DISNEY COMPANY/THE                    | Walt Disney Co.                                     | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1620505.82   | 0.23%             | 2040-05-13      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased CAD / Sold USD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |          1 | NC      | $3259.01      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| INTL FINANCE CORP                          | International Finance Corp.                         | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    5300000 | PA      | $2515632.63   | 0.36%             | 2035-04-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| BLUE OWL FINANCE LLC                       | Blue Owl Finance LLC                                | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |      80000 | PA      | $80714.67     | 0.01%             | 2034-04-18      | Fixed         | 6.25%                 | 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      | $35867.03     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JAB HOLDINGS BV                            | JAB Holdings BV                                     | CUSIP: 000000000<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |    5300000 | PA      | $4522510.08   | 0.66%             | 2039-12-19      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| CNO Financial Group Inc                    | CNO Financial Group, Inc.                           | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2001497.96   | 0.29%             | 2029-05-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                     | CUSIP: 4581X0DU9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    5300000 | PA      | $5291413.74   | 0.77%             | 2028-03-20      | Floating      | 4.64%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased JPY / Sold USD                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |          1 | NC      | $10223.89     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased AUD / Sold USD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |          1 | NC      | $-1048.32     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MetLife Inc                                | MetLife, Inc.                                       | CUSIP: 59156RAY4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2044263.98   | 0.30%             | 2041-02-06      | Fixed         | 5.88%                 | 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      | $-26124.15    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                     | Mitsubishi UFJ Financial Group, Inc.                | CUSIP: 606822BE3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    1000000 | PA      | $894146.56    | 0.13%             | 2039-03-07      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                  | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1713884.14   | 0.25%             | 2032-01-12      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                        | Elevance Health, Inc.                               | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1741281.12   | 0.25%             | 2043-01-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| CIGNA GROUP/THE                            | Cigna Group                                         | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    1436000 | PA      | $1333769.26   | 0.19%             | 2038-08-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| REINSURANCE GRP OF AMER                    | Reinsurance Group of America, Inc.                  | CUSIP: 759351AP4<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1295225.51   | 0.19%             | 2030-06-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| FLEX LTD                                   | Flex Ltd.                                           | CUSIP: 33938XAB1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    1500000 | PA      | $1476690.90   | 0.21%             | 2030-05-12      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  500000000 | PA      | $3541404.39   | 0.51%             | 2034-09-20      | Fixed         | 1.40%                 | No            | 2                  | On Loan: No      |
| Brown & Brown Inc                          | Brown & Brown, Inc.                                 | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $996363.03    | 0.14%             | 2029-03-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| PRUDENTIAL FUNDING ASIA                    | Prudential Funding Asia PLC                         | CUSIP: 744330AB7<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |    3500000 | PA      | $3223518.41   | 0.47%             | 2032-03-24      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-59140.08    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                    | Bristol-Myers Squibb Co.                            | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2631876.36   | 0.38%             | 2039-06-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| BRITISH COLUMBIA PROV OF                   | Province of British Columbia                        | CUSIP: 11070TAF5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     800000 | PA      | $580403.31    | 0.08%             | 2025-06-18      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| EUROPEAN BK RECON & DEV                    | European Bank for Reconstruction & Development      | CUSIP: 29874QEU4<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    4099000 | PA      | $4094241.14   | 0.59%             | 2029-02-16      | Floating      | 4.66%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences Inc                        | Gilead Sciences, Inc.                               | CUSIP: 375558AS2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    3250000 | PA      | $3248000.47   | 0.47%             | 2041-12-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| RYDER SYSTEM INC                           | Ryder System, Inc.                                  | CUSIP: 78355HKR9<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1990016.60   | 0.29%             | 2025-09-01      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                         | Royalty Pharma PLC                                  | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    8000000 | PA      | $5875974.08   | 0.85%             | 2040-09-02      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Harley-Davidson Inc                        | Harley-Davidson, Inc.                               | CUSIP: 412822AD0<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $994543.97    | 0.14%             | 2025-07-28      | Fixed         | 3.50%                 | No            | 2                  | On Loan: —       |
| TREASURY CORP VICTORIA                     | Treasury Corp. of Victoria                          | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |   19900000 | PA      | $10150777.18  | 1.47%             | 2034-11-20      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| LSEGA FINANCING PLC                        | LSEGA Financing PLC                                 | CUSIP: 50220PAE3<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |     750000 | PA      | $565440.16    | 0.08%             | 2041-04-06      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                            | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    9685000 | PA      | $12929962.12  | 1.87%             | 2026-03-12      | Floating      | 4.82%                 | No            | 2                  | On Loan: No      |
| NIKE INC                                   | NIKE, Inc.                                          | CUSIP: 654106AL7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |   12950000 | PA      | $10020180.47  | 1.45%             | 2040-03-27      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BAHN FIN GMBH                     | Deutsche Bahn Finance GmbH                          | CUSIP: 000000000<br>LEI: 52990002BAIDUAIIYU29 | Long             | DBT              | CORP              | DE        |    3400000 | PA      | $2922682.95   | 0.42%             | 2036-04-15      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                     | CUSIP: 45828RAA3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    3000000 | PA      | $3001380.00   | 0.44%             | 2028-10-05      | Floating      | 4.73%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                        | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    1800000 | PA      | $1964376.38   | 0.28%             | 2028-08-30      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-33769.72    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DEXIA                                      | Dexia SA                                            | CUSIP: 000000000<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | CORP              | FR        |    1250000 | PA      | $1376858.02   | 0.20%             | 2027-10-18      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                             | Home Depot, Inc.                                    | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     217000 | PA      | $171373.53    | 0.02%             | 2040-04-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                   | AT&T, Inc.                                          | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $1919538.25   | 0.28%             | 2041-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Oracle Corp                                | Oracle Corp.                                        | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2143451.39   | 0.31%             | 2040-04-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                   | AT&T, Inc.                                          | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1251164.84   | 0.18%             | 2042-12-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                 | CUSIP: 68323AAY0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   12400000 | PA      | $8076640.07   | 1.17%             | 2043-06-02      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BNG BANK NV                                | BNG Bank NV                                         | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |    1000000 | PA      | $626464.46    | 0.09%             | 2029-04-26      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co                        | JPMorgan Chase & Co.                                | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3325025.42   | 0.48%             | 2040-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ASSURANT INC                               | Assurant, Inc.                                      | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3365656.84   | 0.49%             | 2032-01-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                           | Societe Generale SA                                 | CUSIP: 83368RAW2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    1600000 | PA      | $1472313.06   | 0.21%             | 2030-01-22      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Purchased USD / Sold JPY                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-39101.70    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CARRIER GLOBAL CORP                        | Carrier Global Corp.                                | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $3515619.38   | 0.51%             | 2040-04-05      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                     | Fairfax Financial Holdings Ltd.                     | CUSIP: 000000000<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     384000 | PA      | $428872.19    | 0.06%             | 2028-03-29      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Japan Government Ten Year Bonds            | Japan Government Ten Year Bonds                     | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  700000000 | PA      | $4631906.56   | 0.67%             | 2033-06-20      | Fixed         | 0.40%                 | No            | 2                  | On Loan: No      |
| MANITOBA (PROVINCE OF)                     | Province of Manitoba                                | CUSIP: 563469TQ8<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    8000000 | PA      | $5823357.03   | 0.84%             | 2042-03-05      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Japan Government Ten Year Bonds            | Japan Government Ten Year Bonds                     | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  600000000 | PA      | $3951070.08   | 0.57%             | 2032-09-20      | Fixed         | 0.20%                 | No            | 2                  | On Loan: No      |
| Kingdom of Belgium Government Bonds        | Kingdom of Belgium Government Bonds                 | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    3750000 | PA      | $3493647.26   | 0.51%             | 2037-06-22      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| FOX CORP                                   | Fox Corp.                                           | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1632358.97   | 0.24%             | 2039-01-25      | Fixed         | 5.48%                 | No            | 2                  | On Loan: No      |
| NEW S WALES TREASURY CRP                   | New South Wales Treasury Corp.                      | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |    5000000 | PA      | $2152921.10   | 0.31%             | 2041-05-07      | Fixed         | 2.25%                 | 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      | $-2455627.96  | -0.36%            |  |  |  | No            | 2                  | On Loan: No      |
| Utah Acquisition Sub, Inc.                 | Utah Acquisition Sub, Inc.                          | CUSIP: 000000000<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | NL        |    2000000 | PA      | $2251653.68   | 0.33%             | 2028-11-22      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Cooperatieve Rabobank UA                   | Cooperatieve Rabobank UA                            | CUSIP: 21685WCJ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    2000000 | PA      | $1941904.02   | 0.28%             | 2041-05-24      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                            | CVS Health Corp.                                    | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1352811.06   | 0.20%             | 2038-03-25      | Fixed         | 4.78%                 | No            | 2                  | On Loan: No      |
| SWEDISH EXPORT CREDIT                      | Svensk Exportkredit AB                              | CUSIP: 87031CAF0<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    3180000 | PA      | $3207945.84   | 0.47%             | 2026-08-03      | Floating      | 5.36%                 | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC                          | CPPIB Capital, Inc.                                 | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |    1500000 | PA      | $2019053.62   | 0.29%             | 2026-06-15      | Floating      | 5.73%                 | No            | 2                  | On Loan: No      |
| TRAVELERS COS INC                          | Travelers Cos., Inc.                                | CUSIP: 89417EAH2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4487911.83   | 0.65%             | 2040-11-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                        | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    2020000 | PA      | $2020816.08   | 0.29%             | 2027-06-11      | Floating      | 4.99%                 | No            | 2                  | On Loan: No      |
| Conagra Brands Inc                         | Conagra Brands, Inc.                                | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     500000 | PA      | $473316.94    | 0.07%             | 2038-11-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group, Inc.                            | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1305754.85   | 0.19%             | 2041-05-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BAHN FIN GMBH                     | Deutsche Bahn Finance GmbH                          | CUSIP: 000000000<br>LEI: 52990002BAIDUAIIYU29 | Long             | DBT              | CORP              | DE        |     500000 | PA      | $451234.18    | 0.07%             | 2035-07-16      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |          1 | NC      | $-11760.28    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Hydro-Quebec                               | Hydro-Quebec                                        | CUSIP: 44889ZCM6<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |    3000000 | PA      | $2635630.35   | 0.38%             | 2035-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                   | AT&T, Inc.                                          | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     500000 | PA      | $654516.66    | 0.09%             | 2033-11-18      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| KYNDRYL HOLDINGS INC                       | Kyndryl Holdings, Inc.                              | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $3919910.49   | 0.57%             | 2041-10-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Prudential Financial Inc                   | Prudential Financial, Inc.                          | CUSIP: 74432QAQ8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2082952.16   | 0.30%             | 2036-12-14      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Province of Quebec                         | Province of Quebec                                  | CUSIP: 74814ZEV1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    3500000 | PA      | $2538655.16   | 0.37%             | 2025-09-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| MANITOBA (PROVINCE OF)                     | Province of Manitoba                                | CUSIP: 563469FQ3<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    5000000 | PA      | $3763890.90   | 0.55%             | 2040-03-05      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Abbott Laboratories                        | Abbott Laboratories                                 | CUSIP: 002824BN9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4207231.17   | 0.61%             | 2043-04-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Japan Government Five Year Bonds           | Japan Government Five Year Bonds                    | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  540000000 | PA      | $3727805.29   | 0.54%             | 2027-12-20      | Fixed         | 0.20%                 | No            | 2                  | On Loan: No      |
| SANTANDER UK GROUP HLDGS                   | Santander U.K. Group Holdings PLC                   | CUSIP: 000000000<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $528757.02    | 0.08%             | 2026-01-14      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Flex Ltd                                   | Flex Ltd.                                           | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    1000000 | PA      | $992876.82    | 0.14%             | 2029-06-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF ALBERTA                        | Province of Alberta                                 | CUSIP: 013051DK0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    5000000 | PA      | $3209451.62   | 0.47%             | 2043-12-01      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| ONTARIO TEACHERS' FINANC                   | Ontario Teachers' Finance Trust                     | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |    5000000 | PA      | $5302680.66   | 0.77%             | 2028-05-19      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                            | CUSIP: 21688ABJ0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    5000000 | PA      | $4988940.00   | 0.72%             | 2029-10-17      | Floating      | 5.27%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-83259.93    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| American Tower Corp.                       | American Tower Corp.                                | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     700000 | PA      | $701499.55    | 0.10%             | 2030-10-05      | Fixed         | 0.95%                 | No            | 2                  | On Loan: No      |
| QUEENSLAND TREASURY CORP                   | Queensland Treasury Corp.                           | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |   10000000 | PA      | $4939858.75   | 0.72%             | 2034-07-20      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                   | Capital One Financial Corp.                         | CUSIP: 14040HCC7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2978490.57   | 0.43%             | 2029-06-12      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold GBP                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-983499.98   | -0.14%            |  |  |  | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                        | CUSIP: 632525BQ3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    1000000 | PA      | $1000404.00   | 0.15%             | 2027-06-11      | Floating      | 4.99%                 | No            | 2                  | On Loan: No      |
| KROGER CO                                  | Kroger Co.                                          | CUSIP: 501044CT6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     800000 | PA      | $734161.57    | 0.11%             | 2043-08-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp.               | CUSIP: 459200KK6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2085139.56   | 0.30%             | 2040-05-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                     | CUSIP: 4581X0ED6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |     606000 | PA      | $606030.30    | 0.09%             | 2027-04-12      | Floating      | 4.66%                 | No            | 2                  | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                   | Siemens Financieringsmaatschappij NV                | CUSIP: 82620KBF9<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |     250000 | PA      | $182261.58    | 0.03%             | 2041-03-11      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Loews Corp                                 | Loews Corp.                                         | CUSIP: 540424AR9<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $4610866.59   | 0.67%             | 2043-05-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: —       |
| Telefonica Emisiones SAU                   | Telefonica Emisiones SA                             | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    2300000 | PA      | $2547510.45   | 0.37%             | 2036-06-20      | Fixed         | 7.05%                 | No            | 2                  | On Loan: No      |
| STANLEY BLACK & DECKER I                   | Stanley Black & Decker, Inc.                        | CUSIP: 854502AA9<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    1305000 | PA      | $1191085.49   | 0.17%             | 2040-09-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development | CUSIP: 459058LG6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   10000000 | PA      | $10001292.10  | 1.45%             | 2028-05-15      | Floating      | 4.66%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-4817499.97  | -0.70%            |  |  |  | No            | 2                  | On Loan: No      |
| Cox Communications Inc                     | Cox Communications, Inc.                            | CUSIP: 224044CF2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     460000 | PA      | $430009.45    | 0.06%             | 2035-02-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold GBP                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $2664.29      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                   | Export Development Canada                           | CUSIP: 30216BKG6<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |     950000 | PA      | $950432.26    | 0.14%             | 2028-08-01      | Floating      | 4.71%                 | No            | 2                  | On Loan: No      |
| MetLife Inc                                | MetLife, Inc.                                       | CUSIP: 59156RAM0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1100985.34   | 0.16%             | 2035-06-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| DEXIA                                      | Dexia SA                                            | CUSIP: 000000000<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | CORP              | FR        |    4000000 | PA      | $5361348.48   | 0.78%             | 2026-03-25      | Floating      | 5.48%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc                              | Citigroup, Inc.                                     | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     750000 | PA      | $760045.73    | 0.11%             | 2042-01-30      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  700000000 | PA      | $3836438.66   | 0.56%             | 2041-12-20      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Purchased USD / Sold EUR                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-202919.36   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| NORDIC INVESTMENT BANK                     | Nordic Investment Bank                              | CUSIP: 000000000<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |   20000000 | PA      | $1963896.42   | 0.28%             | 2028-01-27      | Floating      | 5.59%                 | No            | 2                  | On Loan: No      |
| CNO FINANCIAL GROUP INC                    | CNO Financial Group, Inc.                           | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |     500000 | PA      | $515853.22    | 0.07%             | 2034-06-15      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| TELUS CORP                                 | TELUS Corp.                                         | CUSIP: 87971MAW3<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    3500000 | PA      | $2418899.61   | 0.35%             | 2044-04-05      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| INTL FINANCE CORP                          | International Finance Corp.                         | CUSIP: 45950KDJ6<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |     820000 | PA      | $820114.80    | 0.12%             | 2028-08-28      | Floating      | 4.67%                 | No            | 2                  | On Loan: No      |
| QUEENSLAND TREASURY CORP                   | Queensland Treasury Corp.                           | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |    7500000 | PA      | $4806047.82   | 0.70%             | 2029-05-10      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| THERMO FISHER SCIENTIFIC                   | Thermo Fisher Scientific, Inc.                      | CUSIP: 883556CY6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3724682.97   | 0.54%             | 2043-08-10      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased AUD / Sold USD                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |          1 | NC      | $9151.47      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CHOICE HOTELS INTL INC                     | Choice Hotels International, Inc.                   | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |     290000 | PA      | $271915.27    | 0.04%             | 2029-12-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                   | Liberty Mutual Group, Inc.                          | CUSIP: 53079EAG9<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     900000 | PA      | $929942.51    | 0.13%             | 2035-03-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| CITY OF MONTREAL                           | City of Montreal                                    | CUSIP: 614853FB0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |    1000000 | PA      | $726657.48    | 0.11%             | 2034-09-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold AUD                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-19446.27    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                   | Agence Francaise de Developpement EPIC              | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |    4600000 | PA      | $3992624.01   | 0.58%             | 2035-05-31      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                              | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    5400000 | PA      | $7392467.55   | 1.07%             | 2029-05-23      | Floating      | 5.48%                 | No            | 2                  | On Loan: No      |
| Lincoln National Corp                      | Lincoln National Corp.                              | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    1373000 | PA      | $1517211.00   | 0.22%             | 2040-06-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| OPTUS FINANCE PTY LTD                      | Optus Finance Pty. Ltd.                             | CUSIP: 000000000<br>LEI: 254900UAM2PKZZ3FLH23 | Long             | DBT              | CORP              | AU        |    1429000 | PA      | $1490176.09   | 0.22%             | 2029-06-20      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| NORDIC INVESTMENT BANK                     | Nordic Investment Bank                              | CUSIP: 65562QBR5<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |     500000 | PA      | $503928.47    | 0.07%             | 2026-05-12      | Floating      | 5.36%                 | No            | 2                  | On Loan: No      |
| BRITISH COLUMBIA PROV OF                   | Province of British Columbia                        | CUSIP: 110709AK8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   12800000 | PA      | $9627297.26   | 1.40%             | 2034-06-18      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Lazard Group LLC                           | Lazard Group LLC                                    | CUSIP: 52107QAK1<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2057669.36   | 0.30%             | 2029-03-11      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| GILEAD SCIENCES INC                        | Gilead Sciences, Inc.                               | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     600000 | PA      | $424336.52    | 0.06%             | 2040-10-01      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| DEXIA                                      | Dexia SA                                            | CUSIP: 000000000<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | CORP              | FR        |    7000000 | PA      | $7474520.49   | 1.08%             | 2028-01-21      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATL FINANCIAL                    | Fidelity National Financial, Inc.                   | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1195105.72   | 0.17%             | 2030-06-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold GBP                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-27617.64    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                   | Svenska Handelsbanken AB                            | CUSIP: 86959LAN3<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    1000000 | PA      | $1006084.90   | 0.15%             | 2026-06-15      | Floating      | 5.62%                 | No            | 2                  | On Loan: No      |
| ALLSTATE CORP                              | Allstate Corp.                                      | CUSIP: 020002AS0<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1232704.37   | 0.18%             | 2035-05-09      | Fixed         | 5.55%                 | No            | 2                  | On Loan: —       |
| Citibank NA                                | Purchased USD / Sold NZD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-140.09      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                   | Svenska Handelsbanken AB                            | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    5500000 | PA      | $5537172.22   | 0.80%             | 2030-02-18      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-425453.77   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                        | American Tower Corp.                                | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    1875000 | PA      | $1778081.81   | 0.26%             | 2032-03-15      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                            | CUSIP: 298785KD7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    2000000 | PA      | $2001554.74   | 0.29%             | 2029-08-14      | Floating      | 4.68%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                  | CUSIP: 74814ZDK6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    7000000 | PA      | $5526273.03   | 0.80%             | 2038-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| TREASURY CORP VICTORIA                     | Treasury Corp. of Victoria                          | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |    7500000 | PA      | $3346938.62   | 0.49%             | 2037-11-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Floating Rate Notes                   | CUSIP: 91282CHS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     500000 | PA      | $500008.90    | 0.07%             | 2025-07-31      | Floating      | 4.37%                 | No            | 2                  | On Loan: No      |
| NOMURA HOLDINGS INC                        | Nomura Holdings, Inc.                               | CUSIP: 65535HAS8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    1000000 | PA      | $893451.41    | 0.13%             | 2030-07-16      | Fixed         | 2.68%                 | No            | 2                  | On Loan: No      |
| PULTEGROUP INC                             | PulteGroup, Inc.                                    | CUSIP: 745867AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     850000 | PA      | $897033.21    | 0.13%             | 2033-05-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| JM SMUCKER CO                              | J.M. Smucker Co.                                    | CUSIP: 832696AM0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1289421.48   | 0.19%             | 2035-03-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Purchased EUR / Sold USD                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |          1 | NC      | $88817.80     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Japan Government Thirty Year Bonds         | Japan Government Thirty Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1000000000 | PA      | $7703105.33   | 1.12%             | 2034-03-20      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Apple Inc                                  | Apple, Inc.                                         | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $829070.10    | 0.12%             | 2043-05-04      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                        | Elevance Health, Inc.                               | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3467986.00   | 0.50%             | 2042-05-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| FISERV INC                                 | Fiserv, Inc.                                        | CUSIP: 337738AY4<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2300097.09   | 0.33%             | 2030-07-01      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                               | UBS Group AG                                        | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2000000 | PA      | $1945539.34   | 0.28%             | 2031-11-03      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| DAIMLER TRUCK FINAN NA                     | Daimler Truck Finance North America LLC             | CUSIP: 233853AU4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $994988.40    | 0.14%             | 2033-09-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Japan Government Ten Year Bonds            | Japan Government Ten Year Bonds                     | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  600000000 | PA      | $3980780.53   | 0.58%             | 2032-03-20      | Fixed         | 0.20%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Floating Rate Notes                   | CUSIP: 91282CJU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   15200000 | PA      | $15217729.28  | 2.21%             | 2026-01-31      | Floating      | 4.49%                 | No            | 2                  | On Loan: No      |
| AMGEN INC                                  | Amgen, Inc.                                         | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    3375000 | PA      | $2554594.13   | 0.37%             | 2040-02-21      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| LINCOLN NATIONAL CORP                      | Lincoln National Corp.                              | CUSIP: 534187BJ7<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     749000 | PA      | $695386.59    | 0.10%             | 2030-01-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: —       |
| Citibank NA                                | Purchased GBP / Sold USD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |          1 | NC      | $4344.33      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CHUBB INA HOLDINGS LLC                     | Chubb INA Holdings LLC                              | CUSIP: 000000000<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    1833000 | PA      | $1886472.34   | 0.27%             | 2029-12-15      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds         | Japan Government Twenty Year Bonds                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1000000000 | PA      | $5614421.60   | 0.81%             | 2040-06-20      | Fixed         | 0.40%                 | No            | 2                  | On Loan: No      |
| Prologis Euro Finance LLC                  | Prologis Euro Finance LLC                           | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |    3000000 | PA      | $3174906.45   | 0.46%             | 2029-02-08      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| FMR LLC                                    | FMR LLC                                             | CUSIP: 30251BAD0<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1244920.29   | 0.18%             | 2033-02-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                    | BPCE SA                                             | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    3900000 | PA      | $4178213.25   | 0.61%             | 2032-04-26      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased CAD / Sold USD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |          1 | NC      | $8289.25      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BAHN FIN GMBH                     | Deutsche Bahn Finance GmbH                          | CUSIP: 000000000<br>LEI: 52990002BAIDUAIIYU29 | Long             | DBT              | CORP              | DE        |    1000000 | PA      | $1081991.19   | 0.16%             | 2028-12-18      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                 | CUSIP: 68333ZBC0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    7400000 | PA      | $5576302.05   | 0.81%             | 2034-06-02      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                             | Morgan Stanley                                      | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2791598.03   | 0.40%             | 2042-07-24      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                            | CUSIP: 21688ABG6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    1250000 | PA      | $1251463.81   | 0.18%             | 2026-08-28      | Floating      | 4.98%                 | No            | 2                  | On Loan: No      |
| SNCF RESEAU                                | SNCF Reseau                                         | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |    1500000 | PA      | $1276492.56   | 0.19%             | 2036-05-25      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| AVNET INC                                  | Avnet, Inc.                                         | CUSIP: 053807AU7<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    4350000 | PA      | $3785730.01   | 0.55%             | 2031-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| MANITOBA (PROVINCE OF)                     | Province of Manitoba                                | CUSIP: 563469VE2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    2000000 | PA      | $1511823.59   | 0.22%             | 2034-06-02      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                 | Intel Corp.                                         | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5535007.80   | 0.80%             | 2043-02-10      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold JPY                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-11660.08    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development | CUSIP: 459058JF1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    4200000 | PA      | $4213818.00   | 0.61%             | 2027-08-19      | Floating      | 4.79%                 | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                             | Home Depot, Inc.                                    | CUSIP: 437076AU6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1002199.63   | 0.15%             | 2040-09-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                   | Asian Infrastructure Investment Bank                | CUSIP: 04522KAB2<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |     340000 | PA      | $338990.53    | 0.05%             | 2025-05-28      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Aetna Inc                                  | Aetna, Inc.                                         | CUSIP: 00817YAM0<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     680000 | PA      | $520273.19    | 0.08%             | 2042-11-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased GBP / Sold USD                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |          1 | NC      | $-5817.63     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WALMART INC                                | Walmart, Inc.                                       | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $3017869.99   | 0.44%             | 2041-09-22      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2025-05-16

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

**Signature:** Randy Olson

**Name of Signer:** Randy Olson

**Title:** Vice President