# EDGAR Filing Document

**Accession Number:** 0000355437
**File Stem:** 0001410368-26-065057
**Filing Date:** 2026-6
**Character Count:** 115760
**Document Hash:** 4b4945b2838526077e123dd1b09adedb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-065057.hdr.sgml**: 20260624

**ACCESSION NUMBER**: 0001410368-26-065057

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260624

**DATE AS OF CHANGE**: 20260624

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03258
- **FILM NUMBER:** 261114431

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** AUSTIN

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 78746

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

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

- **a. Name of Series:** Dimensional VA Global Bond Portfolio

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $367919838.03

**Total Liabilities:** $3210759.60

**Net Assets:** $364709078.43

**Cash Not Reported:** $3514327.08

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -416.84000000 | **1-Year:** -34088.69000000 | **5-Year:** -60553.74000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** -4.00000000 | **1-Year:** -1219.28000000 | **5-Year:** -2765.06000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000002713 | 0.71%                | -1.01%               | 0.41%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2282800.40             | $1394235.08                                |
| Month 2  | $2560670.30              | $-11750591.19                              |
| Month 3  | $286480.05               | $6126316.27                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                                          | CUSIP: 961214GD9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   2644000 | PA      | $2668478.84   | 0.73%             | 2030-07-01      | Floating      | 4.48%                 | No            | 2                  | On Loan: No      |
| LAND NIEDERSACHSEN                         | State of Lower Saxony                                                          | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |   3858000 | PA      | $4498823.93   | 1.23%             | 2030-03-25      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF ALBERTA                        | Province of Alberta                                                            | CUSIP: 013051EU7<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |   3600000 | PA      | $2721301.58   | 0.75%             | 2029-06-01      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 632525BW0<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    900000 | PA      | $902578.50    | 0.25%             | 2027-10-26      | Floating      | 4.26%                 | No            | 2                  | On Loan: No      |
| BRITISH COLUMBIA PROV OF                   | Province of British Columbia                                                   | CUSIP: 110709EK4<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   2800000 | PA      | $2214583.87   | 0.61%             | 2029-06-18      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| KFW                                        | Kreditanstalt fuer Wiederaufbau                                                | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    900000 | PA      | $1067037.78   | 0.29%             | 2030-06-07      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                                                       | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   4000000 | PA      | $2910614.59   | 0.80%             | 2028-01-19      | Floating      | 5.51%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                                          | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $362944.88    | 0.10%             | 2028-02-16      | Floating      | 4.94%                 | No            | 2                  | On Loan: No      |
| EUROPEAN UNION                             | European Union                                                                 | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |   8100000 | PA      | $9112325.32   | 2.50%             | 2029-12-04      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| L'OREAL SA                                 | L'Oreal SA                                                                     | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |   1300000 | PA      | $1502215.52   | 0.41%             | 2030-11-19      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| SWEDBANK AB                                | Swedbank AB                                                                    | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    100000 | PA      | $120214.18    | 0.03%             | 2028-11-13      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| ABN AMRO BANK NV                           | ABN AMRO Bank NV                                                               | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   2300000 | PA      | $2672268.61   | 0.73%             | 2029-06-04      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-32453.58    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| ABN AMRO BANK NV                           | ABN AMRO Bank NV                                                               | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   1600000 | PA      | $1876876.28   | 0.51%             | 2030-01-21      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-5857.20     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NESTLE FINANCE INTL LTD                    | Nestle Finance International Ltd.                                              | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $221717.11    | 0.06%             | 2029-11-02      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                 | CUSIP: 2027A0LB3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $1002390.00   | 0.27%             | 2029-03-27      | Floating      | 4.29%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                     | Berkshire Hathaway Finance Corp.                                               | CUSIP: 000000000<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1143819.87   | 0.31%             | 2030-03-18      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1100000 | PA      | $794384.39    | 0.22%             | 2027-02-05      | Floating      | 4.73%                 | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-150333.12   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                                                       | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   6900000 | PA      | $6996186.00   | 1.92%             | 2028-05-21      | Floating      | 4.66%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-7849.20     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-5772.79     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-4554.20     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NatWest Markets PLC                        | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-72913.08    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                   | Province of Saskatchewan                                                       | CUSIP: 803854KJ6<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $141175.69    | 0.04%             | 2030-06-02      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                   | Svenska Handelsbanken AB                                                       | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    200000 | PA      | $219192.07    | 0.06%             | 2028-09-06      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| INTL DEVELOPMENT ASSOC                     | International Development Association                                          | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |   3470000 | PA      | $4002576.17   | 1.10%             | 2030-05-28      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| LVMH MOET HENNESSY VUITT                   | LVMH Moet Hennessy Louis Vuitton SE                                            | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |   1300000 | PA      | $1539059.85   | 0.42%             | 2030-02-05      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| PSP CAPITAL INC                            | PSP Capital, Inc.                                                              | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |   1900000 | PA      | $1459629.70   | 0.40%             | 2030-12-02      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $363430.85    | 0.10%             | 2029-02-05      | Floating      | 4.89%                 | No            | 2                  | On Loan: No      |
| AXA SA                                     | AXA SA                                                                         | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $239895.28    | 0.07%             | 2030-10-12      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| NEW ZEALAND GOVERNMENT                     | New Zealand Government Bonds                                                   | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |  15400000 | PA      | $9242112.45   | 2.53%             | 2030-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development                            | CUSIP: 459058KN2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    750000 | PA      | $750924.80    | 0.21%             | 2027-01-12      | Floating      | 4.02%                 | No            | 2                  | On Loan: No      |
| NESTLE FINANCE INTL LTD                    | Nestle Finance International Ltd.                                              | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |   1050000 | PA      | $1253760.15   | 0.34%             | 2030-01-17      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                                                       | CUSIP: 29878TFE9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $506970.00    | 0.14%             | 2028-05-21      | Floating      | 4.66%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                                             | CUSIP: 74814ZFG3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   6600000 | PA      | $4584651.97   | 1.26%             | 2030-09-01      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC                          | CPPIB Capital, Inc.                                                            | CUSIP: 12593CBA8<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |   6100000 | PA      | $4489260.50   | 1.23%             | 2030-12-02      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| HOUSING NEW ZEALAND LTD                    | Housing New Zealand Ltd.                                                       | CUSIP: 000000000<br>LEI: 254900JDUJGPMP204P63 | Long             | DBT              | NUSS              | NZ        |   1300000 | PA      | $708380.66    | 0.19%             | 2030-04-24      | Fixed         | 2.18%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold AUD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-59336.61    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC                          | CPPIB Capital, Inc.                                                            | CUSIP: 12593CAX9<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $744550.37    | 0.20%             | 2029-06-02      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| BNG BANK NV                                | BNG Bank NV                                                                    | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |    200000 | PA      | $204037.95    | 0.06%             | 2031-01-20      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Apple, Inc.                                | Apple, Inc.                                                                    | CUSIP: 000000000<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    150000 | PA      | $168268.50    | 0.05%             | 2029-05-24      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| NEDER WATERSCHAPSBANK                      | Nederlandse Waterschapsbank NV                                                 | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |   5845000 | PA      | $6735610.12   | 1.85%             | 2030-05-22      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   1500000 | PA      | $1088521.47   | 0.30%             | 2029-03-22      | Floating      | 5.21%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 632525CL3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    400000 | PA      | $401228.27    | 0.11%             | 2028-06-13      | Floating      | 4.31%                 | No            | 2                  | On Loan: No      |
| EUROFIMA                                   | Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial | CUSIP: 000000000<br>LEI: 4S66HJ5RNB5ZWG9YW219 | Long             | DBT              | NUSS              | XX        |    400000 | PA      | $417204.53    | 0.11%             | 2030-05-20      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| UNITED OVERSEAS BANK LTD                   | United Overseas Bank Ltd.                                                      | CUSIP: 91127LAL4<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |   2000000 | PA      | $2005322.44   | 0.55%             | 2028-04-02      | Floating      | 4.24%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                 | CUSIP: 2027A0KY4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1861000 | PA      | $1874501.22   | 0.51%             | 2030-03-14      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| Kingdom of Belgium Government Bonds        | Kingdom of Belgium Government Bonds                                            | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    100000 | PA      | $115510.05    | 0.03%             | 2030-10-22      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                   | Siemens Financieringsmaatschappij NV                                           | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $217962.04    | 0.06%             | 2030-02-25      | Fixed         | 1.00%                 | 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        |   2700000 | PA      | $3147884.11   | 0.86%             | 2030-04-01      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-88196.78    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| UNITED OVERSEAS BANK/SYD                   | United Overseas Bank Ltd.                                                      | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |    500000 | PA      | $360983.02    | 0.10%             | 2027-04-16      | Floating      | 5.04%                 | No            | 2                  | On Loan: No      |
| ALLIANZ FINANCE II B.V.                    | Allianz Finance II BV                                                          | CUSIP: 000000000<br>LEI: 529900C9NVPTCPDI1D65 | Long             | DBT              | CORP              | NL        |    900000 | PA      | $1065497.45   | 0.29%             | 2029-12-04      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| NESTLE FINANCE INTL LTD                    | Nestle Finance International Ltd.                                              | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $444892.92    | 0.12%             | 2030-04-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| CHEVRON USA INC                            | Chevron USA, Inc.                                                              | CUSIP: 166756BC9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    950000 | PA      | $951848.22    | 0.26%             | 2028-02-26      | Floating      | 4.13%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA NA                         | Bank of America NA                                                             | CUSIP: 06428CAB0<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250383.02    | 0.07%             | 2026-08-18      | Floating      | 4.68%                 | No            | 2                  | On Loan: No      |
| SKANDINAVISKA ENSKILDA                     | Skandinaviska Enskilda Banken AB                                               | CUSIP: 830505BC6<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   2900000 | PA      | $2907011.39   | 0.80%             | 2028-06-02      | Floating      | 4.41%                 | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                            | Nordea Bank Abp                                                                | CUSIP: 65558RAP4<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   1800000 | PA      | $1799993.61   | 0.49%             | 2030-08-28      | Floating      | 4.49%                 | No            | 2                  | On Loan: No      |
| SWEDBANK AB                                | Swedbank AB                                                                    | CUSIP: 870195AD6<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   1400000 | PA      | $1414869.26   | 0.39%             | 2029-11-20      | Floating      | 4.69%                 | No            | 2                  | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                   | Caisse d'Amortissement de la Dette Sociale                                     | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |   2500000 | PA      | $2915437.58   | 0.80%             | 2030-05-25      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                                             | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   2300000 | PA      | $2438607.31   | 0.67%             | 2029-10-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| BRITISH COLUMBIA PROV OF                   | Province of British Columbia                                                   | CUSIP: 110709GK2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |  11200000 | PA      | $7900809.07   | 2.17%             | 2030-06-18      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| INTL FINANCE CORP                          | International Finance Corp.                                                    | CUSIP: 45950KDL1<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $501338.46    | 0.14%             | 2029-08-28      | Floating      | 4.02%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BOERSE AG                         | Deutsche Boerse AG                                                             | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $716397.79    | 0.20%             | 2029-09-28      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| NatWest Markets PLC                        | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $3275.07      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BAYERISCHE LANDESBODEN                     | Bayerische Landesbodenkreditanstalt                                            | CUSIP: 000000000<br>LEI: 5299005GH66DVCCLC652 | Long             | DBT              | CORP              | DE        |    900000 | PA      | $1031721.87   | 0.28%             | 2030-05-07      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                    | Landwirtschaftliche Rentenbank                                                 | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    440000 | PA      | $466720.26    | 0.13%             | 2029-12-18      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| KFW                                        | Kreditanstalt fuer Wiederaufbau                                                | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    700000 | PA      | $810022.97    | 0.22%             | 2029-10-04      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                   | Svenska Handelsbanken AB                                                       | CUSIP: 86959LAT0<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   1950000 | PA      | $1958174.58   | 0.54%             | 2028-05-23      | Floating      | 4.40%                 | No            | 2                  | On Loan: No      |
| CITY OF MONTREAL                           | City of Montreal                                                               | CUSIP: 614852PQ8<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |   2000000 | PA      | $1473007.69   | 0.40%             | 2028-09-01      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   2500000 | PA      | $1806103.02   | 0.50%             | 2027-10-18      | Floating      | 5.03%                 | No            | 2                  | On Loan: No      |
| UNITED OVERSEAS BANK/SYD                   | United Overseas Bank Ltd.                                                      | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |   1000000 | PA      | $721526.87    | 0.20%             | 2028-02-28      | Floating      | 4.64%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                                                | CUSIP: 4581X0EQ7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    100000 | PA      | $100374.58    | 0.03%             | 2029-08-01      | Floating      | 4.02%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BAHN AG                           | Deutsche Bahn AG                                                               | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |    740000 | PA      | $831631.33    | 0.23%             | 2030-05-24      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| CANADA HOUSING TRUST                       | Canada Housing Trust No. 1                                                     | CUSIP: 13509PKC6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |   6300000 | PA      | $4572027.83   | 1.25%             | 2030-06-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF ALBERTA                        | Province of Alberta                                                            | CUSIP: 013051EG8<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |   8600000 | PA      | $6037189.24   | 1.66%             | 2030-06-01      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                   | Siemens Financieringsmaatschappij NV                                           | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |   1700000 | PA      | $1973038.80   | 0.54%             | 2029-05-27      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| NOVO NORDISK FINANCE NL                    | Novo Nordisk Finance Netherlands BV                                            | CUSIP: 000000000<br>LEI: 549300X0PCJ6M2JZQW91 | Long             | DBT              | CORP              | NL        |   1200000 | PA      | $1386614.09   | 0.38%             | 2030-08-27      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| OP CORPORATE BANK PLC                      | OP Corporate Bank PLC                                                          | CUSIP: 000000000<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |   1450000 | PA      | $1686671.20   | 0.46%             | 2029-11-27      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-5564.32     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                                            | CUSIP: 68333ZAH0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   4300000 | PA      | $3016758.57   | 0.83%             | 2030-06-02      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| NRW.BANK                                   | NRW Bank                                                                       | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |   1800000 | PA      | $1904426.69   | 0.52%             | 2030-02-04      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| EUROCLEAR HOLDING SA                       | Euroclear Holding NV                                                           | CUSIP: 000000000<br>LEI: 549300IQZVZ949N37S44 | Long             | DBT              | CORP              | BE        |    100000 | PA      | $109418.50    | 0.03%             | 2030-04-11      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| The DFA Investment Trust Company           | DFA Investment Trust Co.                                                       | CUSIP: 23320U405<br>LEI: 549300FSKWEXKF6YBM56 | Long             | EC               | RF                | US        |         1 | NS      | $11.57        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                 | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1500000 | PA      | $1091394.08   | 0.30%             | 2028-01-13      | Floating      | 5.49%                 | No            | 2                  | On Loan: No      |
| BRITISH COLUMBIA PROV OF                   | Province of British Columbia                                                   | CUSIP: 110709GH9<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    220000 | PA      | $161370.04    | 0.04%             | 2028-12-18      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| EUROPEAN BK RECON & DEV                    | European Bank for Reconstruction & Development                                 | CUSIP: 29875BAK2<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |   4240000 | PA      | $4243251.49   | 1.16%             | 2028-02-20      | Floating      | 3.99%                 | No            | 2                  | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                   | Asian Infrastructure Investment Bank                                           | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   1558000 | PA      | $1565033.33   | 0.43%             | 2027-08-16      | Floating      | 4.28%                 | No            | 2                  | On Loan: No      |
| JOHNSON & JOHNSON                          | Johnson & Johnson                                                              | CUSIP: 000000000<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    124000 | PA      | $144689.08    | 0.04%             | 2029-02-26      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                                          | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   2000000 | PA      | $1448640.55   | 0.40%             | 2029-09-19      | Floating      | 5.12%                 | No            | 2                  | On Loan: No      |
| SWEDISH EXPORT CREDIT                      | Svensk Exportkredit AB                                                         | CUSIP: 000000000<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    100000 | PA      | $118537.02    | 0.03%             | 2030-08-30      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-2573.19     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MERCK & CO INC                             | Merck & Co., Inc.                                                              | CUSIP: 58933YBU8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    842000 | PA      | $843950.07    | 0.23%             | 2027-09-15      | Floating      | 4.11%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                                                       | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   5500000 | PA      | $3968437.38   | 1.09%             | 2027-01-27      | Floating      | 5.10%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 05252ADS7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1200000 | PA      | $1203708.07   | 0.33%             | 2028-06-18      | Floating      | 4.28%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                                                       | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $361263.80    | 0.10%             | 2028-05-26      | Floating      | 4.74%                 | No            | 2                  | On Loan: No      |
| LVMH MOET HENNESSY VUITT                   | LVMH Moet Hennessy Louis Vuitton SE                                            | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $347827.27    | 0.10%             | 2029-03-07      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                                            | CUSIP: 68333ZAR8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    700000 | PA      | $486977.58    | 0.13%             | 2029-11-01      | Fixed         | 1.55%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Floating Rate Notes                                              | CUSIP: 91282CPX3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2500180.18   | 0.69%             | 2028-01-31      | Floating      | 3.72%                 | No            | 2                  | On Loan: No      |
| LAND RHEINLAND-PFALZ                       | State of Rhineland-Palatinate                                                  | CUSIP: 000000000<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | NUSS              | DE        |   2000000 | PA      | $2110020.39   | 0.58%             | 2030-01-23      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| CAISSE DES DEPOTS ET CON                   | Caisse des Depots et Consignations                                             | CUSIP: 000000000<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | DBT              | NUSS              | FR        |    200000 | PA      | $230917.92    | 0.06%             | 2030-10-16      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| SANOFI SA                                  | Sanofi SA                                                                      | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $463558.34    | 0.13%             | 2029-06-23      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                                                | CUSIP: 4581X0DU9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1400000 | PA      | $1400854.99   | 0.38%             | 2028-03-20      | Floating      | 3.92%                 | No            | 2                  | On Loan: No      |
| KFW                                        | Kreditanstalt fuer Wiederaufbau                                                | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1660000 | PA      | $1721792.09   | 0.47%             | 2030-09-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                   | State of North Rhine-Westphalia                                                | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |   3400000 | PA      | $3948813.87   | 1.08%             | 2030-01-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| French Republic Government Bonds OAT       | French Republic Government Bonds OAT                                           | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   2100000 | PA      | $2419068.05   | 0.66%             | 2030-05-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| EUROPEAN UNION                             | European Union                                                                 | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |   1100000 | PA      | $1291608.52   | 0.35%             | 2029-10-05      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                   | New Zealand Local Government Funding Agency Bonds                              | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |   3050000 | PA      | $1674543.30   | 0.46%             | 2029-04-20      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| BNG BANK NV                                | BNG Bank NV                                                                    | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |   2100000 | PA      | $2224927.56   | 0.61%             | 2030-01-15      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| KUNTARAHOITUS OYJ                          | Kuntarahoitus OYJ                                                              | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |   2686000 | PA      | $3122267.20   | 0.86%             | 2029-12-14      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| LAND BERLIN                                | Land Berlin                                                                    | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |   1896000 | PA      | $2177114.39   | 0.60%             | 2030-06-04      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| COLGATE-PALMOLIVE CO                       | Colgate-Palmolive Co.                                                          | CUSIP: 000000000<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    300000 | PA      | $321822.91    | 0.09%             | 2029-11-10      | Fixed         | 0.30%                 | No            | 2                  | On Loan: No      |
| New Zealand Government Bonds               | New Zealand Government Bonds                                                   | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |   1500000 | PA      | $864237.94    | 0.24%             | 2029-04-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                 | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   2000000 | PA      | $1444868.02   | 0.40%             | 2027-07-22      | Floating      | 5.05%                 | No            | 2                  | On Loan: No      |
| LAND NIEDERSACHSEN                         | State of Lower Saxony                                                          | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |    382000 | PA      | $404867.40    | 0.11%             | 2030-01-10      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| ELI LILLY & CO                             | Eli Lilly & Co.                                                                | CUSIP: 532457BN7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1638622.96   | 0.45%             | 2030-06-03      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| NESTLE FINANCE INTL LTD                    | Nestle Finance International Ltd.                                              | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |   3900000 | PA      | $4510457.02   | 1.24%             | 2030-10-28      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| LAND HESSEN                                | State of Hesse                                                                 | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |    300000 | PA      | $308223.48    | 0.08%             | 2030-11-08      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| FINNVERA PLC                               | Finnvera OYJ                                                                   | CUSIP: 000000000<br>LEI: 743700T69OBBJO7TCA15 | Long             | DBT              | NUSS              | FI        |    200000 | PA      | $228846.82    | 0.06%             | 2030-10-29      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| PSP CAPITAL INC                            | PSP Capital, Inc.                                                              | CUSIP: 69363TAN2<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |    600000 | PA      | $422917.51    | 0.12%             | 2030-01-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| CAISSE DES DEPOTS ET CON                   | Caisse des Depots et Consignations                                             | CUSIP: 000000000<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | DBT              | NUSS              | FR        |   3200000 | PA      | $3200000.00   | 0.88%             | 2026-05-03      | Floating      | 4.01%                 | No            | 2                  | On Loan: No      |
| CHEVRON USA INC                            | Chevron USA, Inc.                                                              | CUSIP: 166756BM7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2005620.00   | 0.55%             | 2028-08-13      | Floating      | 4.23%                 | No            | 2                  | On Loan: No      |
| SANOFI SA                                  | Sanofi SA                                                                      | CUSIP: 801060AH7<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |   1950000 | PA      | $1954122.30   | 0.54%             | 2028-11-03      | Floating      | 4.21%                 | No            | 2                  | On Loan: No      |
| French Republic Government Bonds OAT       | French Republic Government Bonds OAT                                           | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    800000 | PA      | $931334.22    | 0.26%             | 2030-02-25      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development                            | CUSIP: 459058KV4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    600000 | PA      | $458956.82    | 0.13%             | 2030-09-18      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 05252ADN8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $505036.41    | 0.14%             | 2029-12-16      | Floating      | 4.51%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-13197.10    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| KFW                                        | Kreditanstalt fuer Wiederaufbau                                                | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   3400000 | PA      | $3489776.38   | 0.96%             | 2031-01-10      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                   | Caisse d'Amortissement de la Dette Sociale                                     | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |   1200000 | PA      | $1295755.16   | 0.36%             | 2029-11-25      | Fixed         | 0.60%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $362026.95    | 0.10%             | 2027-05-12      | Floating      | 4.93%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                                             | CUSIP: 74814ZFF5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   4700000 | PA      | $3362851.99   | 0.92%             | 2029-09-01      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                                                | CUSIP: 45828RAA3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   3720000 | PA      | $3730228.44   | 1.02%             | 2028-10-05      | Floating      | 4.00%                 | No            | 2                  | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                   | State of North Rhine-Westphalia                                                | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |     52000 | PA      | $54913.81     | 0.02%             | 2030-04-09      | Fixed         | 0.20%                 | No            | 2                  | On Loan: No      |
| NATIONAL SECS CLEARING                     | National Securities Clearing Corp.                                             | CUSIP: 637639AP0<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500569.51    | 0.14%             | 2027-05-20      | Floating      | 4.23%                 | No            | 2                  | On Loan: No      |
| KFW                                        | Kreditanstalt fuer Wiederaufbau                                                | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1124000 | PA      | $1198550.17   | 0.33%             | 2030-04-23      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| ABN AMRO BANK NV                           | ABN AMRO Bank NV                                                               | CUSIP: 00084DBJ8<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $400848.00    | 0.11%             | 2028-07-07      | Floating      | 4.44%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM INC                             | Amazon.com, Inc.                                                               | CUSIP: 000000000<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1286398.08   | 0.35%             | 2030-03-16      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-16959.78    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-27905.78    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-17206.61    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                                                       | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $346053.74    | 0.09%             | 2030-05-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| LAND SACHSEN-ANHALT                        | State of Saxony-Anhalt                                                         | CUSIP: 000000000<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | NUSS              | DE        |   1808000 | PA      | $2084627.78   | 0.57%             | 2030-02-13      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| KOMMUNALBANKEN AS                          | Kommunalbanken AS                                                              | CUSIP: 50047JAR9<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |   6000000 | PA      | $6023563.38   | 1.65%             | 2029-04-09      | Floating      | 4.06%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold AUD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-137904.91   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| PROCTER & GAMBLE CO/THE                    | Procter & Gamble Co.                                                           | CUSIP: 000000000<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2591051.60   | 0.71%             | 2030-05-05      | Fixed         | 0.35%                 | No            | 2                  | On Loan: No      |
| LAND HESSEN                                | State of Hesse                                                                 | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |    376000 | PA      | $394630.47    | 0.11%             | 2030-03-11      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                                                       | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $530378.89    | 0.15%             | 2030-01-16      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| NatWest Markets PLC                        | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-72865.91    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Visa, Inc.                                 | Visa, Inc.                                                                     | CUSIP: 000000000<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1253492.01   | 0.34%             | 2029-06-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| NatWest Markets PLC                        | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-18852.16    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Mastercard, Inc.                           | Mastercard, Inc.                                                               | CUSIP: 000000000<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    300000 | PA      | $332831.96    | 0.09%             | 2029-02-22      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| LAND NIEDERSACHSEN                         | State of Lower Saxony                                                          | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |   1478000 | PA      | $1707944.95   | 0.47%             | 2030-01-09      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CDP FINANCIAL INC                          | CDP Financial, Inc.                                                            | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |    300000 | PA      | $225514.04    | 0.06%             | 2029-09-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| L'OREAL SA                                 | L'Oreal SA                                                                     | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $474493.31    | 0.13%             | 2029-11-23      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| SFIL SA                                    | SFIL SA                                                                        | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |    100000 | PA      | $107065.98    | 0.03%             | 2029-06-04      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                                          | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1500000 | PA      | $1092020.43   | 0.30%             | 2027-11-11      | Floating      | 5.18%                 | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                            | Nordea Bank Abp                                                                | CUSIP: 65558RAH2<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    400000 | PA      | $405114.80    | 0.11%             | 2029-09-10      | Floating      | 4.67%                 | No            | 2                  | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                   | Svenska Handelsbanken AB                                                       | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   1129000 | PA      | $1304542.21   | 0.36%             | 2029-09-05      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| Allianz Finance II BV                      | Allianz Finance II BV                                                          | CUSIP: 000000000<br>LEI: 529900C9NVPTCPDI1D65 | Long             | DBT              | CORP              | NL        |   1100000 | PA      | $1148077.62   | 0.31%             | 2031-01-14      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BAHN AG                           | Deutsche Bahn AG                                                               | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $434224.54    | 0.12%             | 2029-06-23      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| LVMH MOET HENNESSY VUITT                   | LVMH Moet Hennessy Louis Vuitton SE                                            | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |    900000 | PA      | $1062570.88   | 0.29%             | 2029-09-07      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF ALBERTA                        | Province of Alberta                                                            | CUSIP: 01306ZCV1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |   1800000 | PA      | $1312521.81   | 0.36%             | 2029-09-20      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                                            | CUSIP: 68333ZBM8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    700000 | PA      | $507791.81    | 0.14%             | 2030-09-08      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                                            | CUSIP: 68333ZAN7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   7600000 | PA      | $5124370.01   | 1.41%             | 2030-12-02      | Fixed         | 1.35%                 | No            | 2                  | On Loan: No      |
| Netherlands Government Bonds               | Netherlands Government Bonds                                                   | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |   1600000 | PA      | $1674845.05   | 0.46%             | 2030-07-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| REGION OF ILE DE FRANCE                    | Region of Ile de France                                                        | CUSIP: 000000000<br>LEI: 969500X7E3U7ZNH95E23 | Long             | DBT              | NUSS              | FR        |    300000 | PA      | $336756.27    | 0.09%             | 2029-03-14      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| FLEMISH COMMUNITY                          | Ministeries Van de Vlaamse Gemeenschap                                         | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |    500000 | PA      | $581730.31    | 0.16%             | 2029-10-22      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-241089.41   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-251717.69   | -0.07%            |  |  |  | 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      | $105872.93    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| KUNTARAHOITUS OYJ                          | Kuntarahoitus OYJ                                                              | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |   1000000 | PA      | $1182482.86   | 0.32%             | 2030-07-29      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-246986.51   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| CDP FINANCIAL INC                          | CDP Financial, Inc.                                                            | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |   2560000 | PA      | $3004923.51   | 0.82%             | 2029-04-11      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| PSP CAPITAL INC                            | PSP Capital, Inc.                                                              | CUSIP: 69363TAS1<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $747745.43    | 0.21%             | 2029-06-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| LAND BERLIN                                | Land Berlin                                                                    | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |    300000 | PA      | $317427.63    | 0.09%             | 2030-01-18      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| CDP FINANCIAL INC                          | CDP Financial, Inc.                                                            | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |   2400000 | PA      | $1824978.83   | 0.50%             | 2030-12-02      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                                                       | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1500000 | PA      | $1835964.63   | 0.50%             | 2030-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-7799.43     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SANOFI SA                                  | Sanofi SA                                                                      | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $440235.06    | 0.12%             | 2030-03-21      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                                          | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $360813.83    | 0.10%             | 2027-01-25      | Floating      | 5.07%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                                                | CUSIP: 458182EC2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $717127.40    | 0.20%             | 2027-08-27      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| Canada Government Bonds                    | Canada Government Bonds                                                        | CUSIP: 135087L44<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   1200000 | PA      | $783580.08    | 0.21%             | 2030-12-01      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC                          | CPPIB Capital, Inc.                                                            | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |   3737000 | PA      | $4412830.76   | 1.21%             | 2029-06-11      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                                             | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    100000 | PA      | $102530.12    | 0.03%             | 2030-10-29      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   4580000 | PA      | $3326718.43   | 0.91%             | 2028-05-12      | Floating      | 4.96%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                                            | CUSIP: 68333ZAE7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $725814.41    | 0.20%             | 2029-06-02      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| LAND NIEDERSACHSEN                         | State of Lower Saxony                                                          | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |    450000 | PA      | $460456.36    | 0.13%             | 2031-01-10      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| WALMART INC                                | Walmart, Inc.                                                                  | CUSIP: 931142FR9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    700000 | PA      | $700167.30    | 0.19%             | 2029-04-30      | Floating      | 4.05%                 | No            | 2                  | On Loan: No      |
| ALLIANZ FINANCE II B.V.                    | Allianz Finance II BV                                                          | CUSIP: 000000000<br>LEI: 529900C9NVPTCPDI1D65 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $111283.82    | 0.03%             | 2030-01-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| KUNTARAHOITUS OYJ                          | Kuntarahoitus OYJ                                                              | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |    750000 | PA      | $773401.91    | 0.21%             | 2030-10-14      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $-34072.81    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                                       | CUSIP: 21688ABQ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    740000 | PA      | $740369.93    | 0.20%             | 2028-10-17      | Floating      | 4.24%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold AUD                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-313792.13   | -0.09%            |  |  |  | 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      | $-523586.67   | -0.14%            |  |  |  | No            | 2                  | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                   | Siemens Financieringsmaatschappij NV                                           | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $810735.66    | 0.22%             | 2030-09-09      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| STATE STREET CORP                          | State Street Corp.                                                             | CUSIP: 857477CQ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    560000 | PA      | $560892.92    | 0.15%             | 2027-10-22      | Floating      | 4.29%                 | No            | 2                  | On Loan: No      |
| KUNTARAHOITUS OYJ                          | Kuntarahoitus OYJ                                                              | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |   1199000 | PA      | $1390772.12   | 0.38%             | 2029-08-29      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| NESTLE FINANCE INTL LTD                    | Nestle Finance International Ltd.                                              | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |    340000 | PA      | $398566.11    | 0.11%             | 2031-01-23      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                    | Landwirtschaftliche Rentenbank                                                 | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |   1500000 | PA      | $1536640.86   | 0.42%             | 2031-01-31      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| FREIE HANSESTADT HAMBURG                   | Free & Hanseatic City of Hamburg                                               | CUSIP: 000000000<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | NUSS              | DE        |    800000 | PA      | $922606.23    | 0.25%             | 2029-09-25      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| KOMMUNALBANKEN AS                          | Kommunalbanken AS                                                              | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |    150000 | PA      | $159102.46    | 0.04%             | 2029-10-24      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-10226.07    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold AUD                                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-49379.37    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| INTL FINANCE CORP                          | International Finance Corp.                                                    | CUSIP: 45950KDJ6<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |   3640000 | PA      | $3648592.40   | 1.00%             | 2028-08-28      | Floating      | 3.97%                 | No            | 2                  | On Loan: No      |
| TEMASEK FINANCIAL I LTD                    | Temasek Financial I Ltd.                                                       | CUSIP: 87976EAD8<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |    780000 | PA      | $779064.00    | 0.21%             | 2027-08-20      | Floating      | 4.05%                 | No            | 2                  | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                    | Landwirtschaftliche Rentenbank                                                 | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    262000 | PA      | $277976.85    | 0.08%             | 2029-11-27      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased EUR / Sold USD                                                       | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |         1 | NC      | $15017.91     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                           | Bank of Montreal                                                               | CUSIP: 06368BTX6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $440603.67    | 0.12%             | 2028-03-01      | Fixed         | 3.19%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                                                       | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1200000 | PA      | $866834.42    | 0.24%             | 2027-02-26      | Floating      | 4.86%                 | No            | 2                  | On Loan: No      |
| UNITED OVERSEAS BANK LTD                   | United Overseas Bank Ltd.                                                      | CUSIP: 91127KAL6<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |   4000000 | PA      | $4010644.88   | 1.10%             | 2028-04-02      | Floating      | 4.24%                 | No            | 2                  | On Loan: No      |
| SFIL SA                                    | SFIL SA                                                                        | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |    300000 | PA      | $352045.85    | 0.10%             | 2029-09-17      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC                               | Alphabet, Inc.                                                                 | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1734124.42   | 0.48%             | 2029-05-06      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| DBS BANK LTD/AUSTRALIA                     | DBS Bank Ltd.                                                                  | CUSIP: 000000000<br>LEI: ATUEL7OJR5057F2PV266 | Long             | DBT              | CORP              | SG        |    500000 | PA      | $360900.23    | 0.10%             | 2027-02-26      | Floating      | 4.76%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased AUD / Sold USD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |         1 | NC      | $16724.00     | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                   | New Zealand Local Government Funding Agency Bonds                              | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |   3800000 | PA      | $2260917.06   | 0.62%             | 2030-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| LAND BADEN-WUERTTEMBERG                    | Land Baden-Wuerttemberg                                                        | CUSIP: 000000000<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | NUSS              | DE        |    400000 | PA      | $464532.73    | 0.13%             | 2030-03-12      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| FREIE HANSESTADT HAMBURG                   | Free & Hanseatic City of Hamburg                                               | CUSIP: 000000000<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | NUSS              | DE        |     74000 | PA      | $77105.89     | 0.02%             | 2030-06-03      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development                            | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $526645.64    | 0.14%             | 2030-02-21      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| EUROPEAN BK RECON & DEV                    | European Bank for Reconstruction & Development                                 | CUSIP: 29875BAM8<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |   1400000 | PA      | $1401697.11   | 0.38%             | 2030-07-22      | Floating      | 4.07%                 | No            | 2                  | On Loan: No      |
| L-BANK BW FOERDERBANK                      | Landeskreditbank Baden-Wuerttemberg Foerderbank                                | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $146966.54    | 0.04%             | 2028-03-06      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-266895.34   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                 | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1600000 | PA      | $1154396.92   | 0.32%             | 2027-01-14      | Floating      | 5.04%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                                                | CUSIP: 458182EK4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    700000 | PA      | $518989.95    | 0.14%             | 2028-05-24      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| INVESTITIONSBANK BERLIN                    | Investitionsbank Berlin                                                        | CUSIP: 000000000<br>LEI: 529900OBCZMX3TFA0673 | Long             | DBT              | CORP              | DE        |   1200000 | PA      | $1380815.40   | 0.38%             | 2030-05-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| ANZ BANK NEW ZEALAND LTD                   | ANZ Bank New Zealand Ltd.                                                      | CUSIP: 000000000<br>LEI: HZSN7FQBPO5IEWYIGC72 | Long             | DBT              | CORP              | NZ        |    500000 | PA      | $296376.83    | 0.08%             | 2030-02-20      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                   | New Zealand Local Government Funding Agency Bonds                              | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |   1000000 | PA      | $572157.83    | 0.16%             | 2028-05-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-23006.02    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MANITOBA (PROVINCE OF)                     | Province of Manitoba                                                           | CUSIP: 563469UV5<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    650000 | PA      | $455911.58    | 0.13%             | 2030-06-02      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| CANADA HOUSING TRUST                       | Canada Housing Trust No. 1                                                     | CUSIP: 13509PJU8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |    660000 | PA      | $486903.96    | 0.13%             | 2029-09-15      | Floating      | 2.58%                 | No            | 2                  | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                   | Svenska Handelsbanken AB                                                       | CUSIP: 86959LAR4<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    400000 | PA      | $400804.00    | 0.11%             | 2027-05-28      | Floating      | 4.32%                 | No            | 2                  | On Loan: No      |
| EFSF                                       | European Financial Stability Facility                                          | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     57000 | PA      | $60163.28     | 0.02%             | 2030-03-18      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| NEDER WATERSCHAPSBANK                      | Nederlandse Waterschapsbank NV                                                 | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |   2550000 | PA      | $2977627.15   | 0.82%             | 2029-12-17      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| EFSF                                       | European Financial Stability Facility                                          | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |   8900000 | PA      | $10326456.99  | 2.83%             | 2030-05-07      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| COUNCIL OF EUROPE                          | Council of Europe Development Bank                                             | CUSIP: 000000000<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $316985.19    | 0.09%             | 2030-01-21      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   3000000 | PA      | $2166546.08   | 0.59%             | 2027-05-10      | Floating      | 4.64%                 | No            | 2                  | On Loan: No      |
| MACQUARIE BANK LTD                         | Macquarie Bank Ltd.                                                            | CUSIP: 55608PBY9<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    800000 | PA      | $803331.90    | 0.22%             | 2028-06-12      | Floating      | 4.40%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                                          | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $362725.30    | 0.10%             | 2029-05-14      | Floating      | 4.84%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1650000 | PA      | $1199963.28   | 0.33%             | 2027-11-04      | Floating      | 5.13%                 | No            | 2                  | On Loan: No      |
| CANADIAN GOVERNMENT                        | Canada Government Bonds                                                        | CUSIP: 135087T38<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $723929.77    | 0.20%             | 2030-09-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                   | Caisse d'Amortissement de la Dette Sociale                                     | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |   1400000 | PA      | $1647832.81   | 0.45%             | 2030-03-01      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| MANITOBA (PROVINCE OF)                     | Province of Manitoba                                                           | CUSIP: 563469UT0<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    100000 | PA      | $72655.80     | 0.02%             | 2029-06-02      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| NESTLE HOLDINGS INC                        | Nestle Holdings, Inc.                                                          | CUSIP: 000000000<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $3134273.20   | 0.86%             | 2029-01-26      | Fixed         | 2.19%                 | No            | 2                  | On Loan: No      |
| KOMMUNEKREDIT                              | Kommunekredit                                                                  | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |   1300000 | PA      | $1378383.51   | 0.38%             | 2029-11-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                                                       | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1250000 | PA      | $911096.95    | 0.25%             | 2028-11-21      | Floating      | 5.14%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $160392.77    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $360871.43    | 0.10%             | 2027-02-25      | Floating      | 4.71%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    600000 | PA      | $433235.78    | 0.12%             | 2027-12-15      | Floating      | 4.84%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                                                         | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    100000 | PA      | $105632.57    | 0.03%             | 2030-01-31      | Fixed         | 0.03%                 | No            | 2                  | On Loan: No      |
| Finland Government Bonds                   | Finland Government Bonds                                                       | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |   2900000 | PA      | $3004801.15   | 0.82%             | 2030-09-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Finland Government Bonds                   | Finland Government Bonds                                                       | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |    500000 | PA      | $579092.93    | 0.16%             | 2030-04-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BNG BANK NV                                | BNG Bank NV                                                                    | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |    125000 | PA      | $147094.23    | 0.04%             | 2030-04-23      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Republic of Austria Government Bonds       | Republic of Austria Government Bonds                                           | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |    600000 | PA      | $722027.13    | 0.20%             | 2030-10-20      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold AUD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-16792.26    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                                                       | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $363452.45    | 0.10%             | 2029-02-26      | Floating      | 5.02%                 | No            | 2                  | On Loan: No      |
| CANADA HOUSING TRUST                       | Canada Housing Trust No. 1                                                     | CUSIP: 13509PKH5<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |   2000000 | PA      | $1446004.34   | 0.40%             | 2030-12-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                   | Export Development Canada                                                      | CUSIP: 000000000<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    300000 | PA      | $174326.08    | 0.05%             | 2030-08-08      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BNG BANK NV                                | BNG Bank NV                                                                    | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |   5567000 | PA      | $6423734.79   | 1.76%             | 2030-05-21      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $363531.64    | 0.10%             | 2028-03-31      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                                                         | CUSIP: 04517PBZ4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   3986000 | PA      | $3989664.93   | 1.09%             | 2028-06-20      | Floating      | 3.95%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-249833.18   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| Kingdom of Belgium Government Bonds        | Kingdom of Belgium Government Bonds                                            | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |   9800000 | PA      | $10255796.96  | 2.81%             | 2030-06-22      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| NOVA SCOTIA PROVINCE                       | Province of Nova Scotia                                                        | CUSIP: 669827GC5<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $696389.00    | 0.19%             | 2030-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| NatWest Markets PLC                        | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-155436.75   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| LFA FOERDERBANK BAYERN                     | LFA Foerderbank Bayern                                                         | CUSIP: 000000000<br>LEI: 529900K094KMHKJ4TS82 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $116949.25    | 0.03%             | 2030-04-01      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $727689.64    | 0.20%             | 2027-11-25      | Floating      | 5.19%                 | No            | 2                  | On Loan: No      |
| MANITOBA (PROVINCE OF)                     | Province of Manitoba                                                           | CUSIP: 563469UV5<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    600000 | PA      | $420841.46    | 0.12%             | 2030-06-02      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                                                       | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    400000 | PA      | $410726.85    | 0.11%             | 2031-01-14      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ROCHE FINANCE EUROPE BV                    | Roche Finance Europe BV                                                        | CUSIP: 000000000<br>LEI: 724500MMYDP2MJLGB718 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $826628.13    | 0.23%             | 2030-05-03      | Fixed         | 3.23%                 | No            | 2                  | On Loan: No      |
| CANADA HOUSING TRUST                       | Canada Housing Trust No. 1                                                     | CUSIP: 13509PJG9<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |   2000000 | PA      | $1476894.76   | 0.40%             | 2028-03-15      | Floating      | 2.63%                 | No            | 2                  | On Loan: No      |
| AUTOBAHN SCHNELL AG                        | Autobahnen- und Schnell- strassen-Finanzierungs AG                             | CUSIP: 000000000<br>LEI: 529900B2JGN28UCEQ136 | Long             | DBT              | NUSS              | AT        |    300000 | PA      | $346741.57    | 0.10%             | 2030-03-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |

### Signature

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

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

**Signature:** Randy Olson

**Name of Signer:** Randy Olson

**Title:** Vice President