# EDGAR Filing Document

**Accession Number:** 0000355437
**File Stem:** 0001410368-25-040441
**Filing Date:** 2025-12
**Character Count:** 106446
**Document Hash:** 60d985e51716845f0b912c8d7bce420b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-040441.hdr.sgml**: 20251222

**ACCESSION NUMBER**: 0001410368-25-040441

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251222

**DATE AS OF CHANGE**: 20251222

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03258
- **FILM NUMBER:** 251590341

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** AUSTIN

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 78746

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

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4736355215.82

**Total Liabilities:** $160372792.51

**Net Assets:** $4575982423.31

**Delayed Delivery Securities:** $4550000.00

**Cash Not Reported:** $94617556.90

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -15054.84000000 | **1-Year:** -157575.61000000 | **5-Year:** -56440.21000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** -2881.23000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000002706 | 0.41%                | 0.31%                | 0.41%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $6088737.97              | $11584101.08                               |
| Month 2  | $4087334.60              | $-7529062.46                               |
| Month 3  | $4817307.90              | $-8175962.83                               |

**Designated Index Information**

- **Index Name:** Securities Portfolio VaR

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

### Schedule of Portfolio Investments

| Name                                       | Title                                               | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| ABN AMRO BANK NV                           | ABN AMRO Bank NV                                    | CUSIP: 00084DBJ8<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |  31000000 | PA      | $31055628.88  | 0.68%             | 2028-07-07      | Floating      | 4.86%                 | No            | 2                  | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                   | African Development Bank                            | CUSIP: 00828EEE5<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |   1445000 | PA      | $1427699.80   | 0.03%             | 2026-03-23      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| ALBERTA T-BILL                             | Alberta Treasury Bills                              | CUSIP: 0130ZBLK6<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |  13920000 | PA      | $9913763.36   | 0.22%             | 2025-11-18      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ALBERTA T-BILL                             | Alberta Treasury Bills                              | CUSIP: 0130ZBM25<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |  10000000 | PA      | $7115896.05   | 0.16%             | 2025-12-02      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ALBERTA T-BILL                             | Alberta Treasury Bills                              | CUSIP: 0130ZBM90<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |   5000000 | PA      | $3556415.10   | 0.08%             | 2025-12-09      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC                               | Alphabet, Inc.                                      | CUSIP: 02079NZ53<br>LEI: 5493006MHB84DD0ZWV18 | Long             | STIV             | CORP              | US        |  70000000 | PA      | $69733790.00  | 1.52%             | 2025-12-05      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Apple Inc                                  | Apple, Inc.                                         | CUSIP: 03785DYK6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | STIV             | CORP              | US        |  25000000 | PA      | $24948840.00  | 0.55%             | 2025-11-19      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                              | CUSIP: 045167EZ2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   7993000 | PA      | $7921522.52   | 0.17%             | 2026-02-04      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                              | CUSIP: 045167FU2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |  10186000 | PA      | $10187641.17  | 0.22%             | 2026-01-09      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                              | CUSIP: 04517PBE1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    809000 | PA      | $812939.83    | 0.02%             | 2026-06-16      | Floating      | 5.17%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                              | CUSIP: 04517PBG6<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |  11740000 | PA      | $11820301.60  | 0.26%             | 2026-08-27      | Floating      | 5.24%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                              | CUSIP: 04517PBK7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |  22254000 | PA      | $22488802.18  | 0.49%             | 2027-04-06      | Floating      | 5.12%                 | No            | 2                  | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                   | Asian Infrastructure Investment Bank                | CUSIP: 04522KAD8<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   6544000 | PA      | $6490202.63   | 0.14%             | 2026-01-27      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.          | CUSIP: 05252ADJ7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1125000 | PA      | $1131754.32   | 0.02%             | 2027-01-18      | Floating      | 5.10%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.          | CUSIP: 05252ADK4<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  22007000 | PA      | $22036607.56  | 0.48%             | 2026-03-18      | Floating      | 4.82%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.          | CUSIP: 05252ADM0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  12353000 | PA      | $12412299.59  | 0.27%             | 2027-09-30      | Floating      | 4.91%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.          | CUSIP: 05252BDJ5<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  23000000 | PA      | $23138088.32  | 0.51%             | 2027-01-18      | Floating      | 5.10%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.          | CUSIP: 05252BDL0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   2400000 | PA      | $2411465.16   | 0.05%             | 2027-07-16      | Floating      | 4.97%                 | No            | 2                  | On Loan: No      |
| BNG BANK NV                                | BNG Bank NV                                         | CUSIP: 05591F3B4<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |  35000000 | PA      | $35512515.50  | 0.78%             | 2028-03-17      | Floating      | 5.16%                 | No            | 2                  | On Loan: —       |
| BNG BANK NV                                | BNG Bank NV                                         | CUSIP: 09657RYQ4<br>LEI: 529900GGYMNGRQTDOO93 | Long             | STIV             | CORP              | NE        |  45000000 | PA      | $44882460.00  | 0.98%             | 2025-11-24      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| BNG BANK NV                                | BNG Bank NV                                         | CUSIP: 09657RZK6<br>LEI: 529900GGYMNGRQTDOO93 | Long             | STIV             | CORP              | NE        |  23500000 | PA      | $23374293.80  | 0.51%             | 2025-12-19      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| QUEBEC T-BILL                              | Quebec Treasury Bills                               | CUSIP: 09852UN90<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |  35000000 | PA      | $24848739.80  | 0.54%             | 2026-01-09      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| QUEBEC T-BILL                              | Quebec Treasury Bills                               | CUSIP: 0985ZUL70<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |  30500000 | PA      | $21736754.48  | 0.48%             | 2025-11-07      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| QUEBEC T-BILL                              | Quebec Treasury Bills                               | CUSIP: 0985ZULF2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |  20668000 | PA      | $14723343.57  | 0.32%             | 2025-11-14      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| QUEBEC T-BILL                              | Quebec Treasury Bills                               | CUSIP: 0985ZULN5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |  25000000 | PA      | $17801682.65  | 0.39%             | 2025-11-21      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| QUEBEC T-BILL                              | Quebec Treasury Bills                               | CUSIP: 0985ZUMD6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |  25000000 | PA      | $17778867.06  | 0.39%             | 2025-12-12      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| QUEBEC T-BILL                              | Quebec Treasury Bills                               | CUSIP: 0985ZUML8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |  32000000 | PA      | $22747367.30  | 0.50%             | 2025-12-19      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CDP FINANCIAL INC                          | CDP Financial, Inc.                                 | CUSIP: 12509TAU1<br>LEI: 549300OXMGVYFCBFV096 | Long             | STIV             | CORP              | CA        |  20000000 | PA      | $19804118.00  | 0.43%             | 2026-01-28      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Caisse des Depots et Consignations         | Caisse des Depots et Consignations                  | CUSIP: 12800AY32<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | STIV             | CORP              | US        |  21000000 | PA      | $20993160.30  | 0.46%             | 2025-11-03      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| CAISSE DES DEPOTS ET CON                   | Caisse des Depots et Consignations                  | CUSIP: 12800AYH1<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | STIV             | CORP              | FR        |  14000000 | PA      | $13974256.80  | 0.31%             | 2025-11-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CAISSE DES DEPOTS ET CON                   | Caisse des Depots et Consignations                  | CUSIP: 12800AYM0<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | STIV             | CORP              | FR        |  35000000 | PA      | $34920333.00  | 0.76%             | 2025-11-21      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CAISSE DES DEPOTS ET CON                   | Caisse des Depots et Consignations                  | CUSIP: 12800AYS7<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | STIV             | CORP              | FR        |  25000000 | PA      | $24929367.50  | 0.54%             | 2025-11-26      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CAISSE DES DEPOTS ET CON                   | Caisse des Depots et Consignations                  | CUSIP: 12800AZ15<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | STIV             | CORP              | FR        |  25000000 | PA      | $24915582.50  | 0.54%             | 2025-12-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                   | Caisse d'Amortissement de la Dette Sociale          | CUSIP: 12802D2L9<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |   5546000 | PA      | $5543576.18   | 0.12%             | 2026-01-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: —       |
| CAISSE D AMORT DETTE SOC                   | Caisse d'Amortissement de la Dette Sociale          | CUSIP: 12802VZ58<br>LEI: 969500P04DQJS4BPM574 | Long             | STIV             | CORP              | FR        |  16000000 | PA      | $15939228.80  | 0.35%             | 2025-12-05      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Canada Government Bonds                    | Canada Government Bonds                             | CUSIP: 135087Q80<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |  78000000 | PA      | $55604648.68  | 1.22%             | 2025-11-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CANADA HOUSING TRUST                       | Canada Housing Trust No. 1                          | CUSIP: 13509PFA6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |  22000000 | PA      | $15678813.59  | 0.34%             | 2025-12-15      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| CANADA T-BILL                              | Canada Treasury Bills                               | CUSIP: 1350Z7D50<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |  11200000 | PA      | $7976032.23   | 0.17%             | 2025-11-19      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CANADA T-BILL                              | Canada Treasury Bills                               | CUSIP: 1350Z7EB6<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |  10100000 | PA      | $7168115.93   | 0.16%             | 2026-01-14      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CANADA T-BILL                              | Canada Treasury Bills                               | CUSIP: 1350Z7ED2<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |  10100000 | PA      | $7156017.97   | 0.16%             | 2026-02-11      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CHEVRON USA INC                            | Chevron USA, Inc.                                   | CUSIP: 166756BA3<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |  23606000 | PA      | $23656044.72  | 0.52%             | 2027-02-26      | Floating      | 4.59%                 | No            | 2                  | On Loan: No      |
| CHEVRON USA INC                            | Chevron USA, Inc.                                   | CUSIP: 166756BC9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |  56397000 | PA      | $56557562.26  | 1.24%             | 2028-02-26      | Floating      | 4.70%                 | No            | 2                  | On Loan: No      |
| Cisco Systems Inc                          | Cisco Systems, Inc.                                 | CUSIP: 17277AYM3<br>LEI: 549300LKFJ962MZ46593 | Long             | STIV             | CORP              | US        |  16000000 | PA      | $15963356.80  | 0.35%             | 2025-11-21      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Cisco Systems Inc                          | Cisco Systems, Inc.                                 | CUSIP: 17277BAW5<br>LEI: 549300LKFJ962MZ46593 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2970864.90   | 0.06%             | 2026-01-30      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CITIBANK NA                                | Citibank NA                                         | CUSIP: 17325FBQ0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |  33931000 | PA      | $34175392.44  | 0.75%             | 2027-05-29      | Floating      | 4.99%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                      | CUSIP: 2027A0KQ1<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $500940.71    | 0.01%             | 2026-03-13      | Floating      | 5.01%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                      | CUSIP: 2027A1KW6<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |  10000000 | PA      | $10047480.40  | 0.22%             | 2028-03-14      | Floating      | 4.90%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                            | CUSIP: 21688ABE1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  13000000 | PA      | $13069054.05  | 0.29%             | 2027-03-05      | Floating      | 4.90%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                            | CUSIP: 21688ABG6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  24690000 | PA      | $24754194.00  | 0.54%             | 2026-08-28      | Floating      | 4.84%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                            | CUSIP: 21688ABN1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  34340000 | PA      | $34468390.39  | 0.75%             | 2027-05-27      | Floating      | 4.81%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                            | CUSIP: 21688ABQ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  18070000 | PA      | $18085540.20  | 0.40%             | 2028-10-17      | Floating      | 4.68%                 | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC                          | CPPIB Capital, Inc.                                 | CUSIP: 22411WAS5<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |   1660000 | PA      | $1666692.26   | 0.04%             | 2026-03-11      | Floating      | 5.44%                 | No            | 2                  | On Loan: No      |
| DBS BANK LTD                               | DBS Bank Ltd.                                       | CUSIP: 23305DZ57<br>LEI: ATUEL7OJR5057F2PV266 | Long             | STIV             | CORP              | SG        |   5000000 | PA      | $4980928.50   | 0.11%             | 2025-12-05      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| DBS BANK LTD                               | DBS Bank Ltd.                                       | CUSIP: 23305EAN3<br>LEI: ATUEL7OJR5057F2PV266 | Long             | STIV             | CORP              | SG        |   9000000 | PA      | $8918259.30   | 0.19%             | 2026-01-22      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| The DFA Investment Trust Company           | DFA Investment Trust Co.                            | CUSIP: 23320U405<br>LEI: 549300FSKWEXKF6YBM56 | Long             | EC               | RF                | US        |   6633162 | NS      | $76725788.05  | 1.68%             |  |  |  | No            | 2                  | On Loan: No      |
| Dimensional Holdings Inc.                  | DFA Short Term Investment Fund                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  76597988 | NS      | $76597987.50  | 1.67%             |  |  |  | No            | N/A                | On Loan: No      |
| DNB Bank ASA                               | DNB Bank ASA                                        | CUSIP: 2332K1AS9<br>LEI: 549300GKFG0RYRRQ1414 | Long             | STIV             | CORP              | NO        |  30000000 | PA      | $29718630.00  | 0.65%             | 2026-01-26      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| DBS GROUP HOLDINGS LTD                     | DBS Group Holdings Ltd.                             | CUSIP: 24023LAM8<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |  10000000 | PA      | $10040932.40  | 0.22%             | 2028-03-21      | Floating      | 4.86%                 | 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      | $1286629.55   | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold SGD                            | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $1430520.58   | 0.03%             |  |  |  | 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      | $2087938.84   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold NZD                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $285753.36    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $397893.95    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold AUD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $268096.17    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $467860.49    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold NZD                            | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $366239.87    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased CAD / Sold USD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |         1 | NC      | $-88553.63    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold AUD                            | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $422613.29    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased CAD / Sold USD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |         1 | NC      | $-100946.42   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $302842.64    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $340977.88    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $114693.62    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $317124.49    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold AUD                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $375305.49    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased CAD / Sold USD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |         1 | NC      | $-62846.46    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold SGD                            | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $370866.10    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $324290.87    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold GBP                            | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $877786.87    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased CAD / Sold USD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |         1 | NC      | $-18804.29    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $69562.82     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold AUD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $9482.24      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold AUD                            | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $-294834.77   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold AUD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-111983.48   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold AUD                            | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-115956.96   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold AUD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-97335.49    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased CAD / Sold USD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |         1 | NC      | $-6752.06     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold GBP                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $1029451.25   | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold AUD                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-87612.76    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-5452.15     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased CAD / Sold USD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |         1 | NC      | $-52046.77    | -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      | $-222757.25   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $87361.47     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $107519.59    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $267998.54    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NOK                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $63627.60     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $34940.21     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $117102.46    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $317062.77    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $210790.80    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased CAD / Sold USD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |         1 | NC      | $-209846.46   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold AUD                            | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $125816.09    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased AUD / Sold USD                            | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | AU        |         1 | NC      | $-125856.11   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                | Equinor ASA                                         | CUSIP: 29447LZA4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | STIV             | CORP              | NO        |  11601000 | PA      | $11550041.45  | 0.25%             | 2025-12-10      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ERSTE ABWICKLUNGSANSTALT                   | Erste Abwicklungsanstalt                            | CUSIP: 29604CZ47<br>LEI: 7TG4VWERK338227TR435 | Long             | STIV             | CORP              | GE        |  19000000 | PA      | $18929789.30  | 0.41%             | 2025-12-04      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ERSTE ABWICKLUNGSANSTALT                   | Erste Abwicklungsanstalt                            | CUSIP: 29604DAS9<br>LEI: 7TG4VWERK338227TR435 | Long             | STIV             | CORP              | GE        |  20000000 | PA      | $19811742.00  | 0.43%             | 2026-01-26      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ERSTE ABWICKLUNGSANSTALT                   | Erste Abwicklungsanstalt                            | CUSIP: 29604DAV2<br>LEI: 7TG4VWERK338227TR435 | Long             | STIV             | CORP              | GE        |  45000000 | PA      | $44562375.00  | 0.97%             | 2026-01-29      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Erste Abwicklungsanstalt                   | Erste Abwicklungsanstalt                            | CUSIP: 29604DB58<br>LEI: 7TG4VWERK338227TR435 | Long             | STIV             | CORP              | DE        |  21000000 | PA      | $20779098.90  | 0.45%             | 2026-02-05      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| EUROPEAN BK RECON & DEV                    | European Bank for Reconstruction & Development      | CUSIP: 29874QEM2<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |  10800000 | PA      | $10710934.78  | 0.23%             | 2026-01-28      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| EUROPEAN BK RECON & DEV                    | European Bank for Reconstruction & Development      | CUSIP: 29875BAK2<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |  69100000 | PA      | $69166242.02  | 1.51%             | 2028-02-20      | Floating      | 4.59%                 | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                            | CUSIP: 29878RYC6<br>LEI: 5493006YXS1U5GIHE750 | Long             | STIV             | NUSS              | LU        |   4000000 | PA      | $3994820.00   | 0.09%             | 2025-11-12      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                            | CUSIP: 29878RYH5<br>LEI: 5493006YXS1U5GIHE750 | Long             | STIV             | NUSS              | LU        |  25000000 | PA      | $24954187.50  | 0.55%             | 2025-11-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| European Investment Bank                   | European Investment Bank                            | CUSIP: 29878SBH8<br>LEI: 5493006YXS1U5GIHE750 | Long             | STIV             | CORP              | LU        |  67000000 | PA      | $66203624.60  | 1.45%             | 2026-02-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| FEDERAL FARM CREDIT BANK                   | Federal Farm Credit Banks Funding Corp.             | CUSIP: 3133ER3G4<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   7000000 | PA      | $7001423.10   | 0.15%             | 2027-02-10      | Floating      | 4.16%                 | No            | 2                  | On Loan: No      |
| FREDDIE MAC                                | Federal Home Loan Mortgage Corp.                    | CUSIP: 3134HBXM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   4350000 | PA      | $4363521.54   | 0.10%             | 2028-07-07      | Floating      | 4.26%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                     | CUSIP: 4581X0DY1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |  16100000 | PA      | $16100483.00  | 0.35%             | 2026-09-16      | Floating      | 4.34%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                     | CUSIP: 4581X0ED6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   8750000 | PA      | $8757657.04   | 0.19%             | 2027-04-12      | Floating      | 4.38%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                     | CUSIP: 4581X0EG9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |  87500000 | PA      | $87647827.75  | 1.92%             | 2027-10-04      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development | CUSIP: 459058KG7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  18500000 | PA      | $18512025.00  | 0.40%             | 2026-06-15      | Floating      | 4.35%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development | CUSIP: 459058KN2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   4000000 | PA      | $4005616.80   | 0.09%             | 2027-01-12      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development | CUSIP: 459058LD3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  60000000 | PA      | $60069600.00  | 1.31%             | 2027-02-23      | Floating      | 4.53%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development | CUSIP: 459058LH4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  34000000 | PA      | $34021122.50  | 0.74%             | 2027-06-15      | Floating      | 4.44%                 | No            | 2                  | On Loan: No      |
| INTL FINANCE CORP                          | International Finance Corp.                         | CUSIP: 45950KDB3<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |  10000000 | PA      | $10002900.00  | 0.22%             | 2026-03-16      | Floating      | 4.45%                 | No            | 2                  | On Loan: No      |
| INTL FINANCE CORP                          | International Finance Corp.                         | CUSIP: 45950KDM9<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |   6930000 | PA      | $6933859.80   | 0.15%             | 2027-07-30      | Floating      | 4.35%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK NA                    | JPMorgan Chase Bank NA                              | CUSIP: 46632FTV7<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $9518566.42   | 0.21%             | 2026-04-29      | Floating      | 4.69%                 | No            | 2                  | On Loan: No      |
| JOHNSON & JOHNSON                          | Johnson & Johnson                                   | CUSIP: 47816FY47<br>LEI: 549300G0CFPGEF6X2043 | Long             | STIV             | CORP              | US        |  33380000 | PA      | $33365493.05  | 0.73%             | 2025-11-04      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Johnson & Johnson                          | Johnson & Johnson                                   | CUSIP: 47816GB24<br>LEI: 549300G0CFPGEF6X2043 | Long             | STIV             | CORP              | US        |  45000000 | PA      | $44548798.50  | 0.97%             | 2026-02-02      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK NA                    | JPMorgan Chase Bank NA                              | CUSIP: 48125LRV6<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |  56142000 | PA      | $56546952.25  | 1.24%             | 2026-12-08      | Floating      | 5.19%                 | No            | 2                  | On Loan: No      |
| KFW                                        | Kreditanstalt fuer Wiederaufbau                     | CUSIP: 48246TZA0<br>LEI: 549300GDPG70E3MBBU98 | Long             | STIV             | CORP              | GE        |  20000000 | PA      | $19914888.00  | 0.44%             | 2025-12-10      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| KFW                                        | Kreditanstalt fuer Wiederaufbau                     | CUSIP: 48246TZJ1<br>LEI: 549300GDPG70E3MBBU98 | Long             | STIV             | CORP              | GE        |  15500000 | PA      | $15420681.85  | 0.34%             | 2025-12-18      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau            | Kreditanstalt fuer Wiederaufbau                     | CUSIP: 48246TZN2<br>LEI: 549300GDPG70E3MBBU98 | Long             | STIV             | CORP              | DE        |  25000000 | PA      | $24861260.00  | 0.54%             | 2025-12-22      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau            | Kreditanstalt fuer Wiederaufbau                     | CUSIP: 48246UB96<br>LEI: 549300GDPG70E3MBBU98 | Long             | STIV             | CORP              | DE        |  26500000 | PA      | $26208855.10  | 0.57%             | 2026-02-09      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau            | Kreditanstalt fuer Wiederaufbau                     | CUSIP: 48246UBA3<br>LEI: 549300GDPG70E3MBBU98 | Long             | STIV             | CORP              | DE        |   5000000 | PA      | $4944438.50   | 0.11%             | 2026-02-10      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau            | Kreditanstalt fuer Wiederaufbau                     | CUSIP: 48246UC38<br>LEI: 549300GDPG70E3MBBU98 | Long             | STIV             | CORP              | ZA        |  27000000 | PA      | $26639671.50  | 0.58%             | 2026-03-03      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| KOMMUNALBANKEN AS                          | Kommunalbanken AS                                   | CUSIP: 50047JAP3<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |  60600000 | PA      | $60715117.58  | 1.33%             | 2028-03-03      | Floating      | 4.62%                 | No            | 2                  | On Loan: No      |
| KOMMUNALBANKEN AS                          | Kommunalbanken AS                                   | CUSIP: 50048MCZ1<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |  10456000 | PA      | $10383239.00  | 0.23%             | 2026-01-13      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| KFW                                        | Kreditanstalt fuer Wiederaufbau                     | CUSIP: 500769JJ4<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |  12500000 | PA      | $12407993.63  | 0.27%             | 2026-01-22      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE        | LVMH Moet Hennessy Louis Vuitton SE                 | CUSIP: 50244MAD4<br>LEI: IOG4E947OATN0KJYSD45 | Long             | STIV             | CORP              | US        |  20000000 | PA      | $19839612.00  | 0.43%             | 2026-01-13      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE        | LVMH Moet Hennessy Louis Vuitton SE                 | CUSIP: 50244MAG7<br>LEI: IOG4E947OATN0KJYSD45 | Long             | STIV             | CORP              | FR        |  13000000 | PA      | $12891632.00  | 0.28%             | 2026-01-16      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE        | LVMH Moet Hennessy Louis Vuitton SE                 | CUSIP: 50244MB27<br>LEI: IOG4E947OATN0KJYSD45 | Long             | STIV             | CORP              | US        |  27500000 | PA      | $27221202.25  | 0.59%             | 2026-02-02      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| MANITOBA T-BILL                            | Province of Manitoba Treasury Bills                 | CUSIP: 56347PJ66<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |  28000000 | PA      | $19957648.57  | 0.44%             | 2025-11-05      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| MANITOBA T-BILL                            | Province of Manitoba Treasury Bills                 | CUSIP: 56347PJ82<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |  32000000 | PA      | $22789347.97  | 0.50%             | 2025-11-19      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| MANITOBA T-BILL                            | Province of Manitoba Treasury Bills                 | CUSIP: 56347PKF4<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |  12700000 | PA      | $9018082.06   | 0.20%             | 2026-01-07      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| MANITOBA T-BILL                            | Province of Manitoba Treasury Bills                 | CUSIP: 56347PKG2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |  20000000 | PA      | $14195857.55  | 0.31%             | 2026-01-14      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| MASTERCARD INC                             | Mastercard, Inc.                                    | CUSIP: 57636QBE3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   9375000 | PA      | $9383786.91   | 0.21%             | 2028-03-15      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| MERCK & CO INC                             | Merck & Co., Inc.                                   | CUSIP: 58933YBU8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4827835.20   | 0.11%             | 2027-09-15      | Floating      | 4.64%                 | No            | 2                  | On Loan: —       |
| MORGAN STANLEY BANK NA                     | Morgan Stanley Bank NA                              | CUSIP: 61690U7X2<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1797407.32   | 0.04%             | 2026-10-30      | Floating      | 5.24%                 | No            | 2                  | On Loan: No      |
| NRW.BANK                                   | NRW Bank                                            | CUSIP: 62939LYC7<br>LEI: 52990002O5KK6XOGJ020 | Long             | STIV             | CORP              | GE        |  12250000 | PA      | $12233968.43  | 0.27%             | 2025-11-12      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                        | CUSIP: 632525BM2<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   6368000 | PA      | $6371629.00   | 0.14%             | 2025-12-10      | Floating      | 4.92%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                        | CUSIP: 632525BW0<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  37729000 | PA      | $37973483.92  | 0.83%             | 2027-10-26      | Floating      | 4.89%                 | No            | 2                  | On Loan: No      |
| NATIONAL SECS CLEARING                     | National Securities Clearing Corp.                  | CUSIP: 637639AP0<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4262862.84   | 0.09%             | 2027-05-20      | Floating      | 4.81%                 | No            | 2                  | On Loan: No      |
| National Securities Clearing Corp          | National Securities Clearing Corp.                  | CUSIP: 63763QAL1<br>LEI: 549300RYC9NELN2ICA34 | Long             | STIV             | CORP              | US        |  10000000 | PA      | $9911688.00   | 0.22%             | 2026-01-20      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| National Securities Clearing Corp          | National Securities Clearing Corp.                  | CUSIP: 63763QB63<br>LEI: 549300RYC9NELN2ICA34 | Long             | STIV             | CORP              | US        |   5950000 | PA      | $5886496.25   | 0.13%             | 2026-02-06      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Nederlandse Waterschapsbank NV             | Nederlandse Waterschapsbank NV                      | CUSIP: 63975UY30<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | STIV             | CORP              | NL        |  35000000 | PA      | $34988425.50  | 0.76%             | 2025-11-03      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NEDERLANDSE WATERSCHAPS                    | Nederlandse Waterschapsbank NV                      | CUSIP: 63975UYJ5<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | STIV             | CORP              | NE        |  25000000 | PA      | $24950987.50  | 0.55%             | 2025-11-18      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NESTLE FINANCE INTL LTD                    | Nestle Finance International Ltd.                   | CUSIP: 64106GYJ6<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | STIV             | CORP              | US        |  13000000 | PA      | $12974500.50  | 0.28%             | 2025-11-18      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NESTLE FINANCE INTL LTD                    | Nestle Finance International Ltd.                   | CUSIP: 64106GYR8<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | STIV             | CORP              | LU        |  14750000 | PA      | $14709857.88  | 0.32%             | 2025-11-25      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                            | Nordea Bank Abp                                     | CUSIP: 65558RAF6<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |  16687000 | PA      | $16769721.46  | 0.37%             | 2027-03-19      | Floating      | 4.87%                 | No            | 2                  | On Loan: No      |
| NORDIC INVESTMENT BANK                     | Nordic Investment Bank                              | CUSIP: 65562QBR5<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |   4000000 | PA      | $4016934.60   | 0.09%             | 2026-05-12      | Floating      | 5.29%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                 | CUSIP: 683234JQ2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   3800000 | PA      | $2722572.46   | 0.06%             | 2025-12-02      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| ONTARIO T-BILL                             | Ontario Treasury Bills                              | CUSIP: 6832Z5N22<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |  11000000 | PA      | $7837053.94   | 0.17%             | 2025-11-12      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ONTARIO T-BILL                             | Ontario Treasury Bills                              | CUSIP: 6832Z5N48<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |  25000000 | PA      | $17796335.25  | 0.39%             | 2025-11-26      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ONTARIO T-BILL                             | Ontario Treasury Bills                              | CUSIP: 6832Z5N55<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |  35000000 | PA      | $24904138.89  | 0.54%             | 2025-12-03      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ONTARIO T-BILL                             | Ontario Treasury Bills                              | CUSIP: 6832Z5N63<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |  25500000 | PA      | $18136626.15  | 0.40%             | 2025-12-10      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ONTARIO T-BILL                             | Ontario Treasury Bills                              | CUSIP: 6832Z5N71<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |  25000000 | PA      | $17773519.66  | 0.39%             | 2025-12-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ONTARIO T-BILL                             | Ontario Treasury Bills                              | CUSIP: 6832Z5N89<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |  15000000 | PA      | $10655128.16  | 0.23%             | 2025-12-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ONTARIO T-BILL                             | Ontario Treasury Bills                              | CUSIP: 6832Z5NZ9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   5000000 | PA      | $3563830.17   | 0.08%             | 2025-11-05      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ONTARIO T-BILL                             | Ontario Treasury Bills                              | CUSIP: 6832Z5P38<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   5000000 | PA      | $3553206.66   | 0.08%             | 2025-12-24      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ONTARIO T-BILL                             | Ontario Treasury Bills                              | CUSIP: 6832Z5PA2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |  35500000 | PA      | $25206759.12  | 0.55%             | 2026-01-07      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| PSP CAPITAL INC                            | PSP Capital, Inc.                                   | CUSIP: 69363TAM4<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |  50200000 | PA      | $35793024.13  | 0.78%             | 2025-11-05      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| PSP CAPITAL INC                            | PSP Capital, Inc.                                   | CUSIP: 69370AZ56<br>LEI: 549300B456N0WEIC5249 | Long             | STIV             | CORP              | CA        |  10000000 | PA      | $9961824.00   | 0.22%             | 2025-12-05      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| PSP Capital Inc                            | PSP Capital, Inc.                                   | CUSIP: 69370BAF9<br>LEI: 549300B456N0WEIC5249 | Long             | STIV             | CORP              | CA        |   3500000 | PA      | $3470937.05   | 0.08%             | 2026-01-15      | Variable      | 0.01%                 | No            | 2                  | On Loan: No      |
| PSP Capital Inc                            | PSP Capital, Inc.                                   | CUSIP: 69370BAL6<br>LEI: 549300B456N0WEIC5249 | Long             | STIV             | CORP              | CA        |  30000000 | PA      | $29735064.00  | 0.65%             | 2026-01-20      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| PSP Capital Inc                            | PSP Capital, Inc.                                   | CUSIP: 69370BAN2<br>LEI: 549300B456N0WEIC5249 | Long             | STIV             | CORP              | CA        |  10000000 | PA      | $9909584.00   | 0.22%             | 2026-01-22      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| PSP Capital Inc                            | PSP Capital, Inc.                                   | CUSIP: 69370BAP7<br>LEI: 549300B456N0WEIC5249 | Long             | STIV             | CORP              | CA        |   5000000 | PA      | $4954266.50   | 0.11%             | 2026-01-23      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| PSP Capital Inc                            | PSP Capital, Inc.                                   | CUSIP: 69370BBR2<br>LEI: 549300B456N0WEIC5249 | Long             | STIV             | CORP              | CA        |  40000000 | PA      | $39487020.00  | 0.86%             | 2026-02-25      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| PROCTER & GAMBLE CO                        | Procter & Gamble Co.                                | CUSIP: 74271TZ89<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | STIV             | CORP              | US        |  35000000 | PA      | $34858453.00  | 0.76%             | 2025-12-08      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| PROCTER & GAMBLE CO                        | Procter & Gamble Co.                                | CUSIP: 74271TZF3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | STIV             | CORP              | US        |   6160000 | PA      | $6130624.81   | 0.13%             | 2025-12-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Procter & Gamble Co/The                    | Procter & Gamble Co.                                | CUSIP: 74271UAP5<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | STIV             | CORP              | US        |  15000000 | PA      | $14865250.50  | 0.32%             | 2026-01-23      | Variable      | 0.01%                 | No            | 2                  | On Loan: No      |
| ROCHE HOLDINGS INC                         | Roche Holdings, Inc.                                | CUSIP: 771196CD2<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   8400000 | PA      | $8440960.42   | 0.18%             | 2026-11-13      | Floating      | 5.01%                 | No            | 2                  | On Loan: No      |
| SANOFI SA                                  | Sanofi SA                                           | CUSIP: 801060AH7<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |   4550000 | PA      | $4567963.40   | 0.10%             | 2028-11-03      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| Sanofi SA                                  | Sanofi SA                                           | CUSIP: 8010M2YA4<br>LEI: 549300E9PC51EN656011 | Long             | STIV             | CORP              | FR        |  30000000 | PA      | $29967042.00  | 0.65%             | 2025-11-10      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Sanofi SA                                  | Sanofi SA                                           | CUSIP: 8010M2YR7<br>LEI: 549300E9PC51EN656011 | Long             | STIV             | CORP              | FR        |  10000000 | PA      | $9972755.00   | 0.22%             | 2025-11-25      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| SANOFI                                     | Sanofi SA                                           | CUSIP: 8010M2ZH8<br>LEI: 549300E9PC51EN656011 | Long             | STIV             | CORP              | FR        |  25000000 | PA      | $24871915.00  | 0.54%             | 2025-12-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Sanofi SA                                  | Sanofi SA                                           | CUSIP: 8010M3BA7<br>LEI: 549300E9PC51EN656011 | Long             | STIV             | CORP              | FR        |   8500000 | PA      | $8406604.55   | 0.18%             | 2026-02-10      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Sanofi SA                                  | Sanofi SA                                           | CUSIP: 8010M3BA7<br>LEI: 549300E9PC51EN656011 | Long             | STIV             | CORP              | FR        |  35500000 | PA      | $35109936.65  | 0.77%             | 2026-02-10      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Siemens Capital Co LLC                     | Siemens Capital Co. LLC                             | CUSIP: 82619TZ83<br>LEI: EOSCVWUER252U910GR08 | Long             | STIV             | CORP              | US        |  25800000 | PA      | $25693990.38  | 0.56%             | 2025-12-08      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Siemens Capital Co LLC                     | Siemens Capital Co. LLC                             | CUSIP: 82619UA95<br>LEI: EOSCVWUER252U910GR08 | Long             | STIV             | CORP              | US        |   8000000 | PA      | $7939696.00   | 0.17%             | 2026-01-09      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Siemens Capital Co LLC                     | Siemens Capital Co. LLC                             | CUSIP: 82619UBD5<br>LEI: EOSCVWUER252U910GR08 | Long             | STIV             | CORP              | US        |  27500000 | PA      | $27192000.00  | 0.59%             | 2026-02-13      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| SKANDINAVISKA ENSKILDA                     | Skandinaviska Enskilda Banken AB                    | CUSIP: 830505BC6<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   9400000 | PA      | $9441293.64   | 0.21%             | 2028-06-02      | Floating      | 4.96%                 | No            | 2                  | On Loan: No      |
| SKANDINAV ENSKILDA BANK                    | Skandinaviska Enskilda Banken AB                    | CUSIP: 83050TYA3<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | STIV             | CORP              | SE        |  25000000 | PA      | $24972470.00  | 0.55%             | 2025-11-10      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| STATE STREET CORP                          | State Street Corp.                                  | CUSIP: 857477CQ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   4210000 | PA      | $4221587.90   | 0.09%             | 2027-10-22      | Floating      | 4.72%                 | No            | 2                  | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                   | Svenska Handelsbanken AB                            | CUSIP: 86959LAN3<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |  10650000 | PA      | $10720510.56  | 0.23%             | 2026-06-15      | Floating      | 5.41%                 | No            | 2                  | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                   | Svenska Handelsbanken AB                            | CUSIP: 86959LAT0<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |  29270000 | PA      | $29441205.79  | 0.64%             | 2028-05-23      | Floating      | 4.97%                 | No            | 2                  | On Loan: No      |
| Svensk Exportkredit AB                     | Svensk Exportkredit AB                              | CUSIP: 87030KC46<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | STIV             | CORP              | SE        |  12000000 | PA      | $11838964.80  | 0.26%             | 2026-03-04      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| SWEDISH EXPORT CREDIT                      | Svensk Exportkredit AB                              | CUSIP: 87031CAF0<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |  51467000 | PA      | $51765007.83  | 1.13%             | 2026-08-03      | Floating      | 5.07%                 | No            | 2                  | On Loan: No      |
| SWEDISH EXPORT CREDIT                      | Svensk Exportkredit AB                              | CUSIP: 87031CAJ2<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   1190000 | PA      | $1190728.72   | 0.03%             | 2026-02-13      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| TEMASEK FINANCIAL I LTD                    | Temasek Financial I Ltd.                            | CUSIP: 87976EAD8<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |  27480000 | PA      | $27490167.60  | 0.60%             | 2027-08-20      | Floating      | 4.68%                 | No            | 2                  | On Loan: No      |
| TORONTO DOMINION BANK                      | Toronto-Dominion Bank                               | CUSIP: 89119AZ92<br>LEI: PT3QB789TSUIDF371261 | Long             | STIV             | CORP              | CA        |  50000000 | PA      | $49782925.00  | 1.09%             | 2025-12-09      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TORONTO DOMINION BANK                      | Toronto-Dominion Bank                               | CUSIP: 89119AZG6<br>LEI: PT3QB789TSUIDF371261 | Long             | STIV             | CORP              | CA        |  45000000 | PA      | $44769087.00  | 0.98%             | 2025-12-16      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TORONTO DOMINION BANK                      | Toronto-Dominion Bank                               | CUSIP: 89119AZJ0<br>LEI: PT3QB789TSUIDF371261 | Long             | STIV             | CORP              | CA        |  27250000 | PA      | $27104005.40  | 0.59%             | 2025-12-18      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank/The                  | Toronto-Dominion Bank                               | CUSIP: 89119BC20<br>LEI: PT3QB789TSUIDF371261 | Long             | STIV             | CORP              | CA        |  10000000 | PA      | $9866592.00   | 0.22%             | 2026-03-02      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TotalEnergies Capital SA                   | TotalEnergies Capital SA                            | CUSIP: 89152EY44<br>LEI: 529900QI55ZLJVCMPA71 | Long             | STIV             | CORP              | FR        |  13000000 | PA      | $12994261.80  | 0.28%             | 2025-11-04      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TotalEnergies Capital SA                   | TotalEnergies Capital SA                            | CUSIP: 89152EYM4<br>LEI: 529900QI55ZLJVCMPA71 | Long             | STIV             | CORP              | FR        |  47250000 | PA      | $47141901.45  | 1.03%             | 2025-11-21      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TotalEnergies Capital SA                   | TotalEnergies Capital SA                            | CUSIP: 89152EZ19<br>LEI: 529900QI55ZLJVCMPA71 | Long             | STIV             | CORP              | US        |  20000000 | PA      | $19932122.00  | 0.44%             | 2025-12-01      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                 | CUSIP: 91282CJU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  89750000 | PA      | $89762844.12  | 1.96%             | 2026-01-31      | Floating      | 4.01%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                 | CUSIP: 91282CKM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17500000 | PA      | $17496603.95  | 0.38%             | 2026-04-30      | Floating      | 3.92%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                 | CUSIP: 91282CMX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 181250000 | PA      | $181198070.06 | 3.96%             | 2027-04-30      | Floating      | 3.93%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S.Treasury Notes                                  | CUSIP: 91282CNQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  70000000 | PA      | $69985825.70  | 1.53%             | 2027-07-31      | Floating      | 3.92%                 | No            | 2                  | On Loan: —       |
| WALMART INC                                | Walmart, Inc.                                       | CUSIP: 931142FM0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |  29526000 | PA      | $29630155.33  | 0.65%             | 2027-04-28      | Floating      | 4.51%                 | No            | 2                  | On Loan: No      |
| Walmart Inc                                | Walmart, Inc.                                       | CUSIP: 93114EZ59<br>LEI: Y87794H0US1R65VBXU25 | Long             | STIV             | CORP              | US        |  25000000 | PA      | $24904925.00  | 0.54%             | 2025-12-05      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Walmart Inc                                | Walmart, Inc.                                       | CUSIP: 93114EZ83<br>LEI: Y87794H0US1R65VBXU25 | Long             | STIV             | CORP              | US        |  36500000 | PA      | $36349255.00  | 0.79%             | 2025-12-08      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO BANK NA                        | Wells Fargo Bank NA                                 | CUSIP: 94988J6G7<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   5800000 | PA      | $5860447.60   | 0.13%             | 2026-12-11      | Floating      | 5.24%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                               | CUSIP: 961214FM0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  25000000 | PA      | $25005774.75  | 0.55%             | 2025-11-17      | Floating      | 5.01%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                               | CUSIP: 961214FS7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   5000000 | PA      | $5004455.00   | 0.11%             | 2026-04-16      | Floating      | 4.71%                 | No            | 2                  | On Loan: —       |
| New Zealand Government Bonds               | New Zealand Government Bonds                        | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        | 200000000 | PA      | $107214470.14 | 2.34%             | 2028-05-15      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| NORDIC INVESTMENT BANK                     | Nordic Investment Bank                              | CUSIP: 000000000<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |  50000000 | PA      | $4950761.41   | 0.11%             | 2026-01-19      | Floating      | 5.67%                 | No            | 2                  | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                   | Asian Infrastructure Investment Bank                | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |  25000000 | PA      | $25011000.00  | 0.55%             | 2026-04-15      | Floating      | 4.32%                 | No            | 2                  | On Loan: No      |
| UNITED OVERSEAS BANK/SYD                   | United Overseas Bank Ltd.                           | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |   5000000 | PA      | $3271826.96   | 0.07%             | 2026-08-27      | Floating      | 3.95%                 | 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        |  81000000 | PA      | $45442267.36  | 0.99%             | 2028-05-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| KOMMUNALBANKEN AS                          | Kommunalbanken AS                                   | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |   8598000 | PA      | $8637023.31   | 0.19%             | 2026-06-17      | Floating      | 5.16%                 | No            | 2                  | On Loan: No      |
| UNITED OVERSEAS BANK/SYD                   | United Overseas Bank Ltd.                           | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |   9200000 | PA      | $6039785.36   | 0.13%             | 2027-02-24      | Floating      | 4.27%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                      | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   3070000 | PA      | $2027120.67   | 0.04%             | 2027-08-18      | Floating      | 4.61%                 | 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        |   9200000 | PA      | $9200000.00   | 0.20%             | 2025-11-02      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.          | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   6500000 | PA      | $4308748.45   | 0.09%             | 2027-11-04      | Floating      | 4.86%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.          | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  10000000 | PA      | $6542999.61   | 0.14%             | 2025-11-04      | Floating      | 4.58%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                               | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  10000000 | PA      | $6631918.98   | 0.14%             | 2027-11-11      | Floating      | 4.89%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                        | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  23500000 | PA      | $15380661.90  | 0.34%             | 2025-11-25      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                        | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  12500000 | PA      | $8287690.46   | 0.18%             | 2027-11-25      | Floating      | 4.75%                 | No            | 2                  | On Loan: No      |
| NORFINA LTD                                | Norfina Ltd.                                        | CUSIP: 000000000<br>LEI: JEBU6C6ITPD2YZ9N7F22 | Long             | DBT              | CORP              | AU        |   2300000 | PA      | $1524950.09   | 0.03%             | 2027-12-14      | Floating      | 4.83%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                      | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   3500000 | PA      | $2292706.32   | 0.05%             | 2026-01-13      | Floating      | 4.48%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                               | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  15000000 | PA      | $9908816.76   | 0.22%             | 2028-02-16      | Floating      | 4.57%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                               | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  13500000 | PA      | $8844090.79   | 0.19%             | 2026-02-16      | Floating      | 4.34%                 | No            | 2                  | On Loan: No      |
| BK OF ENGLAND EURO NOTE                    | Bank of England Euro Notes                          | CUSIP: 000000000<br>LEI: YUEDD7W89PH0FV8Q2S28 | Long             | DBT              | NUSS              | GB        |  27000000 | PA      | $27056876.85  | 0.59%             | 2026-03-06      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| L-BANK BW FOERDERBANK                      | Landeskreditbank Baden-Wuerttemberg Foerderbank     | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |  13131000 | PA      | $13164666.31  | 0.29%             | 2026-03-09      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| UNITED OVERSEAS BANK/SYD                   | United Overseas Bank Ltd.                           | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |   6500000 | PA      | $4259244.11   | 0.09%             | 2026-03-16      | Floating      | 4.29%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                        | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   9500000 | PA      | $6278132.44   | 0.14%             | 2028-05-12      | Floating      | 4.63%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                        | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  13750000 | PA      | $9017586.60   | 0.20%             | 2026-05-12      | Floating      | 4.41%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                      | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |  11900000 | PA      | $7862629.72   | 0.17%             | 2028-08-17      | Floating      | 4.54%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.          | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   4800000 | PA      | $3167366.66   | 0.07%             | 2028-09-11      | Floating      | 4.51%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                               | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    900000 | PA      | $593981.36    | 0.01%             | 2028-09-19      | Floating      | 4.48%                 | No            | 2                  | On Loan: No      |
| L-BANK BW FOERDERBANK                      | Landeskreditbank Baden-Wuerttemberg Foerderbank     | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |   7140000 | PA      | $7144388.24   | 0.16%             | 2026-01-26      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.          | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  10000000 | PA      | $6566619.84   | 0.14%             | 2027-06-18      | Floating      | 4.26%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                      | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1500000 | PA      | $985081.31    | 0.02%             | 2027-07-22      | Floating      | 4.19%                 | No            | 2                  | On Loan: No      |
| NORFINA LTD                                | Norfina Ltd.                                        | CUSIP: 000000000<br>LEI: JEBU6C6ITPD2YZ9N7F22 | Long             | DBT              | CORP              | AU        |   9540000 | PA      | $6262807.56   | 0.14%             | 2027-09-27      | Floating      | 4.33%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                        | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  16000000 | PA      | $10503869.86  | 0.23%             | 2027-10-18      | Floating      | 4.19%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                            | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  22110000 | PA      | $14508380.54  | 0.32%             | 2028-05-26      | Floating      | 4.30%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.          | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  22000000 | PA      | $14439222.40  | 0.32%             | 2028-02-18      | Floating      | 4.27%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                            | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  12700000 | PA      | $8327641.36   | 0.18%             | 2027-08-20      | Floating      | 4.22%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                        | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  23900000 | PA      | $15709077.30  | 0.34%             | 2028-04-14      | Floating      | 4.34%                 | No            | 2                  | On Loan: No      |
| UK TREASURY BILL GBP                       | U.K. Treasury Bills                                 | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |  43000000 | PA      | $56057404.01  | 1.23%             | 2026-01-12      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| UK TREASURY BILL GBP                       | U.K. Treasury Bills                                 | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |  35000000 | PA      | $45595173.40  | 1.00%             | 2026-01-19      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NORFINA LTD                                | Norfina Ltd.                                        | CUSIP: 000000000<br>LEI: JEBU6C6ITPD2YZ9N7F22 | Long             | DBT              | CORP              | AU        |  10000000 | PA      | $6559487.97   | 0.14%             | 2028-07-28      | Floating      | 4.29%                 | No            | 2                  | On Loan: No      |
| MAS BILL                                   | Monetary Authority of Singapore Bills               | CUSIP: 000000000<br>LEI: 54930035WQZLGC45RZ35 | Long             | DBT              | NUSS              | SG        |  41000000 | PA      | $31496167.87  | 0.69%             | 2025-11-06      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| MAS BILL                                   | Monetary Authority of Singapore Bills               | CUSIP: 000000000<br>LEI: 54930035WQZLGC45RZ35 | Long             | DBT              | NUSS              | SG        |  53100000 | PA      | $40769993.15  | 0.89%             | 2025-11-20      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| MAS BILL                                   | Monetary Authority of Singapore Bills               | CUSIP: 000000000<br>LEI: 54930035WQZLGC45RZ35 | Long             | DBT              | NUSS              | SG        |  60000000 | PA      | $46055651.51  | 1.01%             | 2025-11-27      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                     | CUSIP: 458182CZ3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |  20000000 | PA      | $14324337.81  | 0.31%             | 2026-01-26      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| UNITED OVERSEAS BANK/SYD                   | United Overseas Bank Ltd.                           | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |  10000000 | PA      | $6564526.08   | 0.14%             | 2027-04-16      | Floating      | 4.29%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                        | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   4000000 | PA      | $2618403.76   | 0.06%             | 2026-08-24      | Floating      | 3.96%                 | No            | 2                  | On Loan: No      |
| CANADIAN GOVERNMENT                        | Canada Government Bonds                             | CUSIP: 135087R22<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |  46700000 | PA      | $33464975.94  | 0.73%             | 2026-02-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CANADIAN GOVERNMENT                        | Canada Government Bonds                             | CUSIP: 135087L51<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   6100000 | PA      | $4321081.60   | 0.09%             | 2026-03-01      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                              | CUSIP: 045167FA6<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   5319000 | PA      | $3776298.48   | 0.08%             | 2026-02-10      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| New Zealand Government Bonds               | New Zealand Government Bonds                        | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |  53500000 | PA      | $28679870.76  | 0.63%             | 2028-05-15      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| CANADA HOUSING TRUST                       | Canada Housing Trust No. 1                          | CUSIP: 13509PJD6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |   5000000 | PA      | $3570603.54   | 0.08%             | 2027-09-15      | Floating      | 2.75%                 | No            | 2                  | On Loan: No      |
| DBS BANK LTD/AUSTRALIA                     | DBS Bank Ltd.                                       | CUSIP: 000000000<br>LEI: ATUEL7OJR5057F2PV266 | Long             | DBT              | CORP              | SG        |  19550000 | PA      | $12843625.91  | 0.28%             | 2027-02-26      | Floating      | 4.32%                 | No            | 2                  | On Loan: No      |
| DBS BANK LTD/AUSTRALIA                     | DBS Bank Ltd.                                       | CUSIP: 000000000<br>LEI: ATUEL7OJR5057F2PV266 | Long             | DBT              | CORP              | SG        |  20000000 | PA      | $13115050.14  | 0.29%             | 2028-02-21      | Floating      | 4.24%                 | No            | 2                  | On Loan: No      |
| UNITED OVERSEAS BANK/SYD                   | United Overseas Bank Ltd.                           | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |  31250000 | PA      | $20465275.97  | 0.45%             | 2028-02-28      | Floating      | 4.21%                 | No            | 2                  | On Loan: No      |
| CDP FINANCIAL INC                          | CDP Financial, Inc.                                 | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |   6228000 | PA      | $6233341.26   | 0.14%             | 2026-02-13      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| OMERS FINANCE TRUST                        | OMERS Finance Trust                                 | CUSIP: 000000000<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |  26083000 | PA      | $25777392.01  | 0.56%             | 2026-03-26      | Fixed         | 1.10%                 | No            | 2                  | On Loan: No      |

### Signature

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

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

**Signature:** Randy Olson

**Name of Signer:** Randy Olson

**Title:** Vice President