# EDGAR Filing Document

**Accession Number:** 0000355437
**File Stem:** 0001752724-25-158607
**Filing Date:** 2025-6
**Character Count:** 119491
**Document Hash:** e5fa9769c0b5342ad3d7895e3ce0bffe
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-158607.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-158607

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03258
- **FILM NUMBER:** 251078023

**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:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4500045732.12

**Total Liabilities:** $26986513.14

**Net Assets:** $4473059218.98

**Cash Not Reported:** $142009776.26

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -12142.56000000 | **1-Year:** -98300.05000000 | **5-Year:** -38637.64000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** -2052.57000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

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

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2205030.64              | $5661540.65                                |
| Month 2  | $-6290717.40             | $16333009.81                               |
| Month 3  | $-8578576.93             | $26288594.67                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Royal Bank of Canada                       | Purchased USD / Sold AUD                                           | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-1354585.66  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                          | Kommunalbanken AS                                                  | CUSIP: 50047JAP3<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |  48500000 | PA      | $48534264.28  | 1.09%             | 2028-03-03      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce         | Canadian Imperial Bank of Commerce                                 | CUSIP: 13608AV52<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | STIV             | CORP              | CA        |  15000000 | PA      | $14823780.00  | 0.33%             | 2025-08-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                    | Canada Government Bonds                                            | CUSIP: 135087Q64<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |  19000000 | PA      | $13811591.47  | 0.31%             | 2025-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                                             | CUSIP: 04517PBU5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   7135000 | PA      | $7135691.31   | 0.16%             | 2025-06-13      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| National Securities Clearing Corp          | National Securities Clearing Corp.                                 | CUSIP: 63763PUR8<br>LEI: 549300RYC9NELN2ICA34 | Long             | STIV             | CORP              | US        |  11500000 | PA      | $11378077.00  | 0.25%             | 2025-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| QUEBEC T-BILL                              | Quebec Treasury Bills                                              | CUSIP: 0985ZUEQ6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |  25000000 | PA      | $18103148.12  | 0.40%             | 2025-05-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                                    | CUSIP: 4581X0DY1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |  16100000 | PA      | $16080680.00  | 0.36%             | 2026-09-16      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                              | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  10000000 | PA      | $6442717.52   | 0.14%             | 2028-02-16      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                  | Apple, Inc.                                                        | CUSIP: 03785DT48<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | STIV             | CORP              | US        |  25000000 | PA      | $24895080.00  | 0.56%             | 2025-06-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                          | Kommunalbanken AS                                                  | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |   8598000 | PA      | $8662014.69   | 0.19%             | 2026-06-17      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                   | NRW Bank                                                           | CUSIP: 62939LTP4<br>LEI: 52990002O5KK6XOGJ020 | Long             | STIV             | CORP              | DE        |  50000000 | PA      | $49682000.00  | 1.11%             | 2025-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                   | Province of Saskatchewan                                           | CUSIP: 803854KM9<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |   3100000 | PA      | $2234783.84   | 0.05%             | 2025-09-02      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold GBP                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-199077.83   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE        | LVMH Moet Hennessy Louis Vuitton SE                                | CUSIP: 50244LSD7<br>LEI: IOG4E947OATN0KJYSD45 | Long             | STIV             | CORP              | FR        |  11000000 | PA      | $10982830.10  | 0.25%             | 2025-05-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DBS Bank Ltd                               | DBS Bank Ltd.                                                      | CUSIP: 23305DSK2<br>LEI: ATUEL7OJR5057F2PV266 | Long             | STIV             | CORP              | SG        |   4000000 | PA      | $3990858.00   | 0.09%             | 2025-05-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Caisse des Depots et Consignations         | Caisse des Depots et Consignations                                 | CUSIP: 12800AS21<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | STIV             | NUSS              | US        |  16500000 | PA      | $16496046.60  | 0.37%             | 2025-05-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                   | European Investment Bank                                           | CUSIP: 29878RUH9<br>LEI: 5493006YXS1U5GIHE750 | Long             | STIV             | CORP              | LU        |  13500000 | PA      | $13374459.45  | 0.30%             | 2025-07-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd                   | United Overseas Bank Ltd.                                          | CUSIP: 91127PTQ4<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | STIV             | CORP              | SG        |  15000000 | PA      | $14899740.00  | 0.33%             | 2025-06-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust            | Ontario Teachers' Finance Trust                                    | CUSIP: 68328GT48<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | STIV             | CORP              | CA        |   5000000 | PA      | $4978878.50   | 0.11%             | 2025-06-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-26242.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWEDISH T-BILL                             | Sweden Treasury Bills                                              | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        | 300000000 | PA      | $30777258.08  | 0.69%             | 2025-09-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                       | Royal Bank of Canada                                               | CUSIP: 780085N93<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   9100000 | PA      | $6627897.14   | 0.15%             | 2025-07-16      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                            | Chevron USA, Inc.                                                  | CUSIP: 166756BA3<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |  11050000 | PA      | $11026279.85  | 0.25%             | 2027-02-26      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Novartis Finance Corp                      | Novartis Finance Corp.                                             | CUSIP: 6698M4T51<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  10000000 | PA      | $9956720.00   | 0.22%             | 2025-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd                         | Macquarie Bank Ltd.                                                | CUSIP: 55607KUG9<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | STIV             | CORP              | US        |  15000000 | PA      | $14857774.50  | 0.33%             | 2025-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Caisse des Depots et Consignations         | Caisse des Depots et Consignations                                 | CUSIP: 12800AUR3<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | STIV             | CORP              | US        |  22500000 | PA      | $22265579.25  | 0.50%             | 2025-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd  | Australia & New Zealand Banking Group Ltd.                         | CUSIP: 05253AUU2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | STIV             | CORP              | AU        |  10000000 | PA      | $9894403.00   | 0.22%             | 2025-07-28      | Fixed         | 0.01%                 | 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      | $9485983.89   | 0.21%             | 2026-04-29      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                   | European Investment Bank                                           | CUSIP: 29878RUH9<br>LEI: 5493006YXS1U5GIHE750 | Long             | STIV             | NUSS              | LU        |  20000000 | PA      | $19814014.00  | 0.44%             | 2025-07-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                              | CUSIP: 961214FM0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  25000000 | PA      | $25043298.25  | 0.56%             | 2025-11-17      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                  | Toronto-Dominion Bank                                              | CUSIP: 89119ATR9<br>LEI: PT3QB789TSUIDF371261 | Long             | STIV             | CORP              | US        |  25000000 | PA      | $24828020.00  | 0.56%             | 2025-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DBS Bank Ltd                               | DBS Bank Ltd.                                                      | CUSIP: 23305DT39<br>LEI: ATUEL7OJR5057F2PV266 | Long             | STIV             | CORP              | SG        |   5000000 | PA      | $4979499.50   | 0.11%             | 2025-06-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold CAD                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-1368294.81  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                        | Canada Government Bonds                                            | CUSIP: 135087Q31<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $725475.12    | 0.02%             | 2025-05-01      | Fixed         | 3.75%                 | 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      | $4007842.72   | 0.09%             | 2027-01-12      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                        | Province of Alberta                                                | CUSIP: 013051EK9<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |   4564000 | PA      | $4555673.39   | 0.10%             | 2025-05-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold NZD                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $20478.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| European Investment Bank                   | European Investment Bank                                           | CUSIP: 29878RTP3<br>LEI: 5493006YXS1U5GIHE750 | Long             | STIV             | CORP              | LU        |  10000000 | PA      | $9935620.00   | 0.22%             | 2025-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV             | Nederlandse Waterschapsbank NV                                     | CUSIP: 63975US94<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | STIV             | NUSS              | NL        |  30000000 | PA      | $29967513.00  | 0.67%             | 2025-05-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-48708.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE                                 | Federal National Mortgage Association                              | CUSIP: 3135G07M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |  21315000 | PA      | $21365628.03  | 0.48%             | 2027-11-05      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                             | Mastercard, Inc.                                                   | CUSIP: 57636QBE3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   9375000 | PA      | $9353441.72   | 0.21%             | 2028-03-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                | Walmart, Inc.                                                      | CUSIP: 931142FM0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $9013410.00   | 0.20%             | 2027-04-28      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| QUEBEC T-BILL                              | Quebec Treasury Bills                                              | CUSIP: 0985ZUEX1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |  10000000 | PA      | $7237487.31   | 0.16%             | 2025-05-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                         | CUSIP: 05252ADM0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  12353000 | PA      | $12350319.40  | 0.28%             | 2027-09-30      | Floating      | 5.03%                 | 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      | $18490010.00  | 0.41%             | 2026-06-15      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                         | Purchased NOK / Sold USD                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | NO        |         1 | NC      | $-8730.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                                           | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |  36060000 | PA      | $3729935.52   | 0.08%             | 2025-05-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd           | Nestle Finance International Ltd.                                  | CUSIP: 64106GTR4<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | STIV             | CORP              | LU        |  21500000 | PA      | $21353155.00  | 0.48%             | 2025-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK/SYD                   | United Overseas Bank Ltd.                                          | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |  10000000 | PA      | $6409152.69   | 0.14%             | 2027-04-16      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/NY                | Cooperatieve Rabobank UA                                           | CUSIP: 21687AVR1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | STIV             | CORP              | US        |   7000000 | PA      | $6901702.50   | 0.15%             | 2025-08-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                            | Chevron USA, Inc.                                                  | CUSIP: 166756BC9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |  24926000 | PA      | $24941134.82  | 0.56%             | 2028-02-26      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-5469.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Floating Rate Notes                                  | CUSIP: 91282CJD4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 237900000 | PA      | $237982679.77 | 5.32%             | 2025-10-31      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Erste Abwicklungsanstalt                   | Erste Abwicklungsanstalt                                           | CUSIP: 29604CSN3<br>LEI: 7TG4VWERK338227TR435 | Long             | STIV             | CORP              | DE        |   9000000 | PA      | $8976174.30   | 0.20%             | 2025-05-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                       | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   4000000 | PA      | $2558434.19   | 0.06%             | 2026-08-24      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                     | Morgan Stanley Bank NA                                             | CUSIP: 61690U7X2<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1795620.75   | 0.04%             | 2026-10-30      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| DBS Bank Ltd                               | DBS Bank Ltd.                                                      | CUSIP: 23305DSF3<br>LEI: ATUEL7OJR5057F2PV266 | Long             | STIV             | CORP              | SG        |  28000000 | PA      | $27949518.80  | 0.62%             | 2025-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                                             | CUSIP: 045167FM0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |  12100000 | PA      | $12097057.28  | 0.27%             | 2025-05-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                   | NRW Bank                                                           | CUSIP: 62939LS75<br>LEI: 52990002O5KK6XOGJ020 | Long             | STIV             | CORP              | DE        |   3500000 | PA      | $3497099.90   | 0.08%             | 2025-05-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                   | Asian Infrastructure Investment Bank                               | CUSIP: 04522KAF3<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   1835000 | PA      | $1831654.67   | 0.04%             | 2025-06-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                         | Purchased USD / Sold NOK                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-1214491.75  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd           | Nestle Finance International Ltd.                                  | CUSIP: 64106GST1<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | STIV             | CORP              | LU        |  16933000 | PA      | $16877307.36  | 0.38%             | 2025-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DBS Bank Ltd                               | DBS Bank Ltd.                                                      | CUSIP: 23305DTA3<br>LEI: ATUEL7OJR5057F2PV266 | Long             | STIV             | CORP              | SG        |   3500000 | PA      | $3482685.50   | 0.08%             | 2025-06-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| National Securities Clearing Corp          | National Securities Clearing Corp.                                 | CUSIP: 63763PSP5<br>LEI: 549300RYC9NELN2ICA34 | Long             | STIV             | CORP              | US        |  11000000 | PA      | $10969542.10  | 0.25%             | 2025-05-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                               | DNB Bank ASA                                                       | CUSIP: 2332K0UP5<br>LEI: 549300GKFG0RYRRQ1414 | Long             | STIV             | CORP              | NO        |  25000000 | PA      | $24747332.50  | 0.55%             | 2025-07-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada        | Province of British Columbia                                       | CUSIP: 11070JS68<br>LEI: 54930058TO7MEKUHWL16 | Long             | STIV             | NUSS              | CA        |  18000000 | PA      | $17987074.20  | 0.40%             | 2025-05-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                         | Purchased USD / Sold NZD                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-370677.57   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE        | LVMH Moet Hennessy Louis Vuitton SE                                | CUSIP: 50244LUM4<br>LEI: IOG4E947OATN0KJYSD45 | Long             | STIV             | CORP              | FR        |  31750000 | PA      | $31436132.20  | 0.70%             | 2025-07-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                               | DNB Bank ASA                                                       | CUSIP: 2332K0SK9<br>LEI: 549300GKFG0RYRRQ1414 | Long             | STIV             | CORP              | NO        |   4000000 | PA      | $3990921.60   | 0.09%             | 2025-05-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                  | Sanofi SA                                                          | CUSIP: 8010M2TB8<br>LEI: 549300E9PC51EN656011 | Long             | STIV             | CORP              | FR        |  58000000 | PA      | $57706462.00  | 1.29%             | 2025-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold AUD                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-197953.73   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                       | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  16000000 | PA      | $10245317.90  | 0.23%             | 2027-10-18      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                       | Royal Bank of Canada                                               | CUSIP: 78013VUF7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | STIV             | CORP              | US        |  23000000 | PA      | $22789625.90  | 0.51%             | 2025-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                     | Svensk Exportkredit AB                                             | CUSIP: 87030JTG4<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | STIV             | CORP              | SE        |  10000000 | PA      | $9943861.00   | 0.22%             | 2025-06-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                | Equinor ASA                                                        | CUSIP: 29447LTW3<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | STIV             | CORP              | NO        |  25000000 | PA      | $24814047.50  | 0.55%             | 2025-06-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                              | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  13500000 | PA      | $8667056.76   | 0.19%             | 2026-02-16      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| CANADA T-BILL                              | Canada Treasury Bills                                              | CUSIP: 1350Z7CY8<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |  36600000 | PA      | $26453628.32  | 0.59%             | 2025-06-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                  | Apple, Inc.                                                        | CUSIP: 03785DT63<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | STIV             | CORP              | US        |  10000000 | PA      | $9955648.00   | 0.22%             | 2025-06-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KFW                                        | Kreditanstalt fuer Wiederaufbau                                    | CUSIP: 500769GQ1<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     48000 | PA      | $47997.29     | 0.00%             | 2025-05-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                    | Purchased CAD / Sold USD                                           | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | CA        |         1 | NC      | $27541.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold SGD                                           | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-1429257.40  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-362339.93   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                     | CUSIP: 2027A0KQ1<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $501335.86    | 0.01%             | 2026-03-13      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd                   | United Overseas Bank Ltd.                                          | CUSIP: 91127PU90<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | STIV             | CORP              | SG        |  25000000 | PA      | $24787245.00  | 0.55%             | 2025-07-09      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| National Securities Clearing Corp          | National Securities Clearing Corp.                                 | CUSIP: 63763PTG4<br>LEI: 549300RYC9NELN2ICA34 | Long             | STIV             | CORP              | US        |  20000000 | PA      | $19886234.00  | 0.44%             | 2025-06-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                          | CPPIB Capital, Inc.                                                | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |   9400000 | PA      | $6849126.65   | 0.15%             | 2025-09-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                                    | CUSIP: 4581X0EG9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |  63000000 | PA      | $63027594.00  | 1.41%             | 2027-10-04      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| CDP Financial Inc                          | CDP Financial, Inc.                                                | CUSIP: 12509RSD4<br>LEI: 549300OXMGVYFCBFV096 | Long             | STIV             | CORP              | CA        |  22000000 | PA      | $21965638.20  | 0.49%             | 2025-05-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                     | Svensk Exportkredit AB                                             | CUSIP: 87030JTR0<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | STIV             | CORP              | SE        |  30000000 | PA      | $29799333.00  | 0.67%             | 2025-06-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                           | CUSIP: 21688AAX0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  34481000 | PA      | $34512245.30  | 0.77%             | 2025-07-18      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd                         | Macquarie Bank Ltd.                                                | CUSIP: 55607KUQ7<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | STIV             | CORP              | US        |   4000000 | PA      | $3958208.40   | 0.09%             | 2025-07-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                     | Kommuninvest I Sverige AB                                          | CUSIP: 000000000<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |  96000000 | PA      | $9928482.89   | 0.22%             | 2025-05-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                | Purchased CAD / Sold USD                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |         1 | NC      | $9043.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Apple Inc                                  | Apple, Inc.                                                        | CUSIP: 03785DT97<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | STIV             | CORP              | US        |  36750000 | PA      | $36573871.95  | 0.82%             | 2025-06-09      | None          | 0.00%                 | 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      | $-518986.10   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold NZD                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-305396.05   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold NOK                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-22965.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADA T-BILL                              | Canada Treasury Bills                                              | CUSIP: 1350Z7DQ4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |  19000000 | PA      | $13691549.40  | 0.31%             | 2025-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Erste Abwicklungsanstalt                   | Erste Abwicklungsanstalt                                           | CUSIP: 29604CSC7<br>LEI: 7TG4VWERK338227TR435 | Long             | STIV             | CORP              | DE        |  20000000 | PA      | $19971172.00  | 0.45%             | 2025-05-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC                          | CDP Financial, Inc.                                                | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |   9475000 | PA      | $9475900.13   | 0.21%             | 2025-05-19      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                        | Province of Alberta                                                | CUSIP: 013051DQ7<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |  10900000 | PA      | $7903172.06   | 0.18%             | 2025-06-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold CAD                                           | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-2214696.70  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Chevron Corp                               | Chevron Corp.                                                      | CUSIP: 16677JVT0<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  35000000 | PA      | $34506388.00  | 0.77%             | 2025-08-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                | Purchased NZD / Sold USD                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NZ        |         1 | NC      | $47372.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                          | Cisco Systems, Inc.                                                | CUSIP: 17277AUU9<br>LEI: 549300LKFJ962MZ46593 | Long             | STIV             | CORP              | US        |  25000000 | PA      | $24734792.50  | 0.55%             | 2025-07-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE        | LVMH Moet Hennessy Louis Vuitton SE                                | CUSIP: 50244LUH5<br>LEI: IOG4E947OATN0KJYSD45 | Long             | STIV             | CORP              | FR        |   5000000 | PA      | $4952983.50   | 0.11%             | 2025-07-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                         | Purchased SGD / Sold USD                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | SG        |         1 | NC      | $757179.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                   | Queensland Treasury Corp.                                          | CUSIP: 74830RV57<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | STIV             | NUSS              | AU        |  38000000 | PA      | $37558755.40  | 0.84%             | 2025-08-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The DFA Investment Trust Company           | DFA Investment Trust Co.                                           | CUSIP: 23320U405<br>LEI: 549300FSKWEXKF6YBM56 | Long             | EC               | RF                | US        |       267 | NS      | $3087.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                    | European Bank for Reconstruction & Development                     | CUSIP: 29875BAK2<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |  61400000 | PA      | $61449120.00  | 1.37%             | 2028-02-20      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Floating Rate Notes                                  | CUSIP: 91282CKM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50500000 | PA      | $50509168.78  | 1.13%             | 2026-04-30      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| ONTARIO T-BILL                             | Ontario Treasury Bills                                             | CUSIP: 6832Z5NC0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |  30000000 | PA      | $21693312.06  | 0.48%             | 2025-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold AUD                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-174016.38   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                    | Procter & Gamble Co.                                               | CUSIP: 74271TUF8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | STIV             | CORP              | US        |  22000000 | PA      | $21800537.00  | 0.49%             | 2025-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                       | Canada Housing Trust No. 1                                         | CUSIP: 13509PHN6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |  51600000 | PA      | $37346931.67  | 0.83%             | 2025-06-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Erste Abwicklungsanstalt                   | Erste Abwicklungsanstalt                                           | CUSIP: 29604CTD4<br>LEI: 7TG4VWERK338227TR435 | Long             | STIV             | CORP              | DE        |  12000000 | PA      | $11936425.20  | 0.27%             | 2025-06-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                         | CUSIP: 05252ADG3<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  19780000 | PA      | $19796561.20  | 0.44%             | 2025-07-03      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| CANADA T-BILL                              | Canada Treasury Bills                                              | CUSIP: 1350Z7DN1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |  10200000 | PA      | $7364923.84   | 0.16%             | 2025-07-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| National Securities Clearing Corp          | National Securities Clearing Corp.                                 | CUSIP: 63763PS83<br>LEI: 549300RYC9NELN2ICA34 | Long             | STIV             | CORP              | US        |  16463000 | PA      | $16447192.23  | 0.37%             | 2025-05-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| National Securities Clearing Corp          | National Securities Clearing Corp.                                 | CUSIP: 63763PUG2<br>LEI: 549300RYC9NELN2ICA34 | Long             | STIV             | CORP              | US        |  10000000 | PA      | $9906652.00   | 0.22%             | 2025-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DBS Bank Ltd                               | DBS Bank Ltd.                                                      | CUSIP: 23305DTP0<br>LEI: ATUEL7OJR5057F2PV266 | Long             | STIV             | CORP              | SG        |  20000000 | PA      | $19869020.00  | 0.44%             | 2025-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                | BNG Bank NV                                                        | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |  11800000 | PA      | $7545685.26   | 0.17%             | 2025-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold SEK                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-2544550.14  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                     | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   3500000 | PA      | $2249727.45   | 0.05%             | 2026-01-13      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Siemens Capital Co LLC                     | Siemens Capital Co. LLC                                            | CUSIP: 82619TSW8<br>LEI: EOSCVWUER252U910GR08 | Long             | STIV             | CORP              | US        |  20000000 | PA      | $19928500.00  | 0.45%             | 2025-05-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale | Caisse d'Amortissement de la Dette Sociale                         | CUSIP: 12802VT55<br>LEI: 969500P04DQJS4BPM574 | Long             | STIV             | CORP              | FR        |  15000000 | PA      | $14935110.00  | 0.33%             | 2025-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC                          | CDP Financial, Inc.                                                | CUSIP: 125094BD3<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |  38150000 | PA      | $38153624.25  | 0.85%             | 2025-05-19      | Floating      | 4.76%                 | 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      | $-153422.11   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd           | Nestle Finance International Ltd.                                  | CUSIP: 64106GSV6<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | STIV             | CORP              | LU        |   9250000 | PA      | $9218069.93   | 0.21%             | 2025-05-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased GBP / Sold USD                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |         1 | NC      | $-46943.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development                | CUSIP: 459058JD6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1200000 | PA      | $867584.51    | 0.02%             | 2025-07-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ALBERTA T-BILL                             | Alberta Treasury Bills                                             | CUSIP: 0130ZBGW6<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |  13900000 | PA      | $10014735.24  | 0.22%             | 2025-07-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                     | Svensk Exportkredit AB                                             | CUSIP: 87030JTC3<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | STIV             | CORP              | SE        |   8000000 | PA      | $7958924.00   | 0.18%             | 2025-06-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                | Equinor ASA                                                        | CUSIP: 29447LSE4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | STIV             | CORP              | NO        |  22500000 | PA      | $22461885.00  | 0.50%             | 2025-05-14      | Fixed         | 0.01%                 | 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      | $1129151.26   | 0.03%             | 2027-01-18      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| MAS BILL                                   | Monetary Authority of Singapore Bills                              | CUSIP: 000000000<br>LEI: 54930035WQZLGC45RZ35 | Long             | DBT              | NUSS              | SG        |  74700000 | PA      | $57166118.14  | 1.28%             | 2025-05-08      | None          | 0.00%                 | 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      | $60043200.00  | 1.34%             | 2027-02-23      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold SGD                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-525421.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau            | Kreditanstalt fuer Wiederaufbau                                    | CUSIP: 48246TS18<br>LEI: 549300GDPG70E3MBBU98 | Long             | STIV             | CORP              | DE        |  14000000 | PA      | $13998328.40  | 0.31%             | 2025-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Caisse des Depots et Consignations         | Caisse des Depots et Consignations                                 | CUSIP: 12800AUW2<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | STIV             | CORP              | US        |  25000000 | PA      | $24724525.00  | 0.55%             | 2025-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO T-BILL                             | Ontario Treasury Bills                                             | CUSIP: 6832Z5NG1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |  16600000 | PA      | $11978586.97  | 0.27%             | 2025-07-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                    | Canada Government Bonds                                            | CUSIP: 135087D50<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |  11985000 | PA      | $8689863.96   | 0.19%             | 2025-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia             | Commonwealth Bank of Australia                                     | CUSIP: 20272DS50<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | STIV             | CORP              | AU        |  29000000 | PA      | $28982629.00  | 0.65%             | 2025-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DBS Bank Ltd                               | DBS Bank Ltd.                                                      | CUSIP: 23305DS22<br>LEI: ATUEL7OJR5057F2PV266 | Long             | STIV             | CORP              | SG        |  25650000 | PA      | $25643854.26  | 0.57%             | 2025-05-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                   | Province of British Columbia                                       | CUSIP: 11070TAF5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |  13700000 | PA      | $9939406.64   | 0.22%             | 2025-06-18      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold SEK                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $102509.40    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold AUD                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-463773.78   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| QUEBEC T-BILL                              | Quebec Treasury Bills                                              | CUSIP: 0985ZUF69<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |  24000000 | PA      | $17360742.78  | 0.39%             | 2025-06-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                              | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  33500000 | PA      | $21482463.66  | 0.48%             | 2025-08-11      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK/SYD                   | United Overseas Bank Ltd.                                          | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |   5000000 | PA      | $3195576.62   | 0.07%             | 2026-08-27      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                  | Export Development Canada                                          | CUSIP: 30215GS60<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | STIV             | NUSS              | CA        |  20000000 | PA      | $19985738.00  | 0.45%             | 2025-05-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                     | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1500000 | PA      | $961987.83    | 0.02%             | 2025-08-18      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                  | Sanofi SA                                                          | CUSIP: 8010M2TB8<br>LEI: 549300E9PC51EN656011 | Long             | STIV             | CORP              | FR        |  31000000 | PA      | $30843109.00  | 0.69%             | 2025-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                          | Council of Europe Development Bank                                 | CUSIP: 222213BA7<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |    800000 | PA      | $798458.65    | 0.02%             | 2025-06-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                              | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  10000000 | PA      | $6397565.01   | 0.14%             | 2025-08-11      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                    | Sweden Government Bonds                                            | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        | 977000000 | PA      | $101086219.03 | 2.26%             | 2025-05-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                      | Nederlandse Waterschapsbank NV                                     | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |   7540000 | PA      | $4821884.86   | 0.11%             | 2025-07-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                     | Canadian Imperial Bank of Commerce                                 | CUSIP: 13596Z3Y9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   4300000 | PA      | $3120010.88   | 0.07%             | 2025-05-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Caisse des Depots et Consignations         | Caisse des Depots et Consignations                                 | CUSIP: 12800AUM4<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | STIV             | NUSS              | US        |  10000000 | PA      | $9900628.00   | 0.22%             | 2025-07-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                               | Hydro-Quebec                                                       | CUSIP: 44881LSL0<br>LEI: 6THEVG93PYJH84S4D167 | Long             | STIV             | NUSS              | CA        |  20000000 | PA      | $19952270.00  | 0.45%             | 2025-05-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                     | Skandinaviska Enskilda Banken AB                                   | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    300000 | PA      | $296552.60    | 0.01%             | 2025-09-02      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| DBS Bank Ltd                               | DBS Bank Ltd.                                                      | CUSIP: 23305DU94<br>LEI: ATUEL7OJR5057F2PV266 | Long             | STIV             | CORP              | SG        |  10000000 | PA      | $9914833.00   | 0.22%             | 2025-07-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HOUSING NEW ZEALAND LTD                    | Housing New Zealand Ltd.                                           | CUSIP: 000000000<br>LEI: 254900JDUJGPMP204P63 | Long             | DBT              | NUSS              | NZ        |  15800000 | PA      | $9380727.88   | 0.21%             | 2025-06-12      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                       | Royal Bank of Canada                                               | CUSIP: 78013VUE0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | STIV             | CORP              | US        |  25000000 | PA      | $24774220.00  | 0.55%             | 2025-07-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                         | Purchased USD / Sold NOK                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $8653.57      | 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      | $-217116.52   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                     | CUSIP: 2027A1KS5<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   5600000 | PA      | $5605760.94   | 0.13%             | 2025-09-12      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC                          | CDP Financial, Inc.                                                | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |   1600000 | PA      | $1593710.67   | 0.04%             | 2025-06-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                       | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  13750000 | PA      | $8833370.81   | 0.20%             | 2026-05-12      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                          | Cisco Systems, Inc.                                                | CUSIP: 17277AUA3<br>LEI: 549300LKFJ962MZ46593 | Long             | STIV             | CORP              | US        |   4000000 | PA      | $3966006.80   | 0.09%             | 2025-07-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                 | Province of Alberta                                                | CUSIP: 01306MV80<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | STIV             | CORP              | CA        |   7500000 | PA      | $7410312.75   | 0.17%             | 2025-08-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Caisse des Depots et Consignations         | Caisse des Depots et Consignations                                 | CUSIP: 12800AT46<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | STIV             | NUSS              | US        |  10000000 | PA      | $9957757.00   | 0.22%             | 2025-06-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                               | Chevron Corp.                                                      | CUSIP: 166764BW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6775000 | PA      | $6768313.82   | 0.15%             | 2025-05-11      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                              | CUSIP: 961214FS7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   5000000 | PA      | $4998357.60   | 0.11%             | 2026-04-16      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc                            | PSP Capital, Inc.                                                  | CUSIP: 69370ASL9<br>LEI: 549300B456N0WEIC5249 | Long             | STIV             | NUSS              | CA        |  15000000 | PA      | $14964267.00  | 0.33%             | 2025-05-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| National Securities Clearing Corp          | National Securities Clearing Corp.                                 | CUSIP: 63763PUP2<br>LEI: 549300RYC9NELN2ICA34 | Long             | STIV             | CORP              | US        |  16000000 | PA      | $15837152.00  | 0.35%             | 2025-07-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK/SYD                   | United Overseas Bank Ltd.                                          | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |   6500000 | PA      | $4172028.07   | 0.09%             | 2026-03-16      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased NOK / Sold USD                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NO        |         1 | NC      | $430338.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd                         | Macquarie Bank Ltd.                                                | CUSIP: 55607KS15<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | STIV             | CORP              | US        |   5000000 | PA      | $4999393.00   | 0.11%             | 2025-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| QUEBEC T-BILL                              | Quebec Treasury Bills                                              | CUSIP: 0985ZUGS0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   4000000 | PA      | $2882866.68   | 0.06%             | 2025-07-25      | 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      | $51919292.00  | 1.16%             | 2026-08-03      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                   | NRW Bank                                                           | CUSIP: 62939LTG4<br>LEI: 52990002O5KK6XOGJ020 | Long             | STIV             | CORP              | DE        |  23250000 | PA      | $23121297.30  | 0.52%             | 2025-06-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ONTARIO T-BILL                             | Ontario Treasury Bills                                             | CUSIP: 6832Z5NE6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    300000 | PA      | $216704.63    | 0.00%             | 2025-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                    | Landwirtschaftliche Rentenbank                                     | CUSIP: 515110BX1<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |   9464000 | PA      | $9436972.24   | 0.21%             | 2025-05-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                               | DNB Bank ASA                                                       | CUSIP: 2332K0TD4<br>LEI: 549300GKFG0RYRRQ1414 | Long             | STIV             | CORP              | NO        |  10000000 | PA      | $9947319.00   | 0.22%             | 2025-06-13      | None          | 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      | $56436524.30  | 1.26%             | 2026-12-08      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                       | Royal Bank of Canada                                               | CUSIP: 78013VUH3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | STIV             | CORP              | US        |  20000000 | PA      | $19812454.00  | 0.44%             | 2025-07-17      | Fixed         | 0.01%                 | 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      | $22020636.64  | 0.49%             | 2026-03-18      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc                            | PSP Capital, Inc.                                                  | CUSIP: 69370ASM7<br>LEI: 549300B456N0WEIC5249 | Long             | STIV             | NUSS              | CA        |  20000000 | PA      | $19950042.00  | 0.45%             | 2025-05-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                         | Province of Quebec                                                 | CUSIP: 74814ZEV1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   1200000 | PA      | $870396.05    | 0.02%             | 2025-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold CAD                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-98630.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                         | Roche Holdings, Inc.                                               | CUSIP: 771196CD2<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   8400000 | PA      | $8411746.39   | 0.19%             | 2026-11-13      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| NATIONAL SECS CLEARING                     | National Securities Clearing Corp.                                 | CUSIP: 637639AJ4<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1800771.10   | 0.04%             | 2025-05-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC                          | CDP Financial, Inc.                                                | CUSIP: 125094AU6<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $249017.29    | 0.01%             | 2025-06-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                                             | CUSIP: 04517PBK7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |  22254000 | PA      | $22554429.00  | 0.50%             | 2027-04-06      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                   | NRW Bank                                                           | CUSIP: 62939LSU4<br>LEI: 52990002O5KK6XOGJ020 | Long             | STIV             | CORP              | DE        |  16000000 | PA      | $15947235.20  | 0.36%             | 2025-05-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                     | Nordic Investment Bank                                             | CUSIP: 000000000<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |  50000000 | PA      | $4855191.57   | 0.11%             | 2026-01-19      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                | Walmart, Inc.                                                      | CUSIP: 93114ETJ6<br>LEI: Y87794H0US1R65VBXU25 | Long             | STIV             | CORP              | US        |  11500000 | PA      | $11432223.60  | 0.26%             | 2025-06-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Erste Abwicklungsanstalt                   | Erste Abwicklungsanstalt                                           | CUSIP: 29604CTQ5<br>LEI: 7TG4VWERK338227TR435 | Long             | STIV             | CORP              | DE        |  12500000 | PA      | $12417022.50  | 0.28%             | 2025-06-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                            | Nordea Bank Abp                                                    | CUSIP: 65558RAF6<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |  16687000 | PA      | $16714326.96  | 0.37%             | 2027-03-19      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| QUEBEC T-BILL                              | Quebec Treasury Bills                                              | CUSIP: 0985ZUGK7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |  10000000 | PA      | $7210866.10   | 0.16%             | 2025-07-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FINNVERA PLC                               | Finnvera OYJ                                                       | CUSIP: 000000000<br>LEI: 743700T69OBBJO7TCA15 | Long             | DBT              | NUSS              | FI        |   4000000 | PA      | $3992272.00   | 0.09%             | 2025-06-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold CAD                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-328196.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE        | LVMH Moet Hennessy Louis Vuitton SE                                | CUSIP: 50244LTJ3<br>LEI: IOG4E947OATN0KJYSD45 | Long             | STIV             | CORP              | FR        |   6000000 | PA      | $5964556.80   | 0.13%             | 2025-06-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                   | Caisse d'Amortissement de la Dette Sociale                         | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |    334000 | PA      | $333765.61    | 0.01%             | 2025-05-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold CAD                                           | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-1940528.29  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Erste Abwicklungsanstalt                   | Erste Abwicklungsanstalt                                           | CUSIP: 29604CT36<br>LEI: 7TG4VWERK338227TR435 | Long             | STIV             | CORP              | DE        |  22000000 | PA      | $21910004.60  | 0.49%             | 2025-06-03      | Fixed         | 0.01%                 | 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      | $6422219.92   | 0.14%             | 2025-11-04      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold CAD                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-1575400.25  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold SEK                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-2507953.10  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| PSP Capital Inc                            | PSP Capital, Inc.                                                  | CUSIP: 69370AT20<br>LEI: 549300B456N0WEIC5249 | Long             | STIV             | NUSS              | CA        |  10000000 | PA      | $9960464.00   | 0.22%             | 2025-06-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| QUEBEC T-BILL                              | Quebec Treasury Bills                                              | CUSIP: 0985ZUFM4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |  32725000 | PA      | $23646934.03  | 0.53%             | 2025-06-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                     | CUSIP: 2027A0KG3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |  36433000 | PA      | $36440997.04  | 0.81%             | 2025-07-07      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| MAS BILL                                   | Monetary Authority of Singapore Bills                              | CUSIP: 000000000<br>LEI: 54930035WQZLGC45RZ35 | Long             | DBT              | NUSS              | SG        |  74500000 | PA      | $56932590.84  | 1.27%             | 2025-05-29      | 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      | $6377822.07   | 0.14%             | 2025-12-10      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| MAS BILL                                   | Monetary Authority of Singapore Bills                              | CUSIP: 000000000<br>LEI: 54930035WQZLGC45RZ35 | Long             | DBT              | NUSS              | SG        |  33700000 | PA      | $25765498.71  | 0.58%             | 2025-05-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                                    | CUSIP: 4581X0ED6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   8750000 | PA      | $8750437.50   | 0.20%             | 2027-04-12      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                               | Alphabet, Inc.                                                     | CUSIP: 02079NTD3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | STIV             | CORP              | US        |  18000000 | PA      | $17904754.80  | 0.40%             | 2025-06-13      | 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      | $4194423.00   | 0.09%             | 2027-10-22      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| QUEBEC T-BILL                              | Quebec Treasury Bills                                              | CUSIP: 0985ZUFE2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |  40000000 | PA      | $28919193.38  | 0.65%             | 2025-06-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE        | LVMH Moet Hennessy Louis Vuitton SE                                | CUSIP: 50244LTH7<br>LEI: IOG4E947OATN0KJYSD45 | Long             | STIV             | CORP              | FR        |  12200000 | PA      | $12129402.26  | 0.27%             | 2025-06-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold SGD                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-3336905.86  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                     | CUSIP: 2027A0KR9<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |  27940000 | PA      | $27968743.00  | 0.63%             | 2025-09-12      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO T-BILL                             | Ontario Treasury Bills                                             | CUSIP: 6832Z5ND8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |  39800000 | PA      | $28764781.66  | 0.64%             | 2025-06-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc                            | PSP Capital, Inc.                                                  | CUSIP: 69370ASW5<br>LEI: 549300B456N0WEIC5249 | Long             | STIV             | NUSS              | CA        |  11000000 | PA      | $10960491.30  | 0.25%             | 2025-05-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-296236.93   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DBS BANK LTD/AUSTRALIA                     | DBS Bank Ltd.                                                      | CUSIP: 000000000<br>LEI: ATUEL7OJR5057F2PV266 | Long             | DBT              | CORP              | SG        |  19550000 | PA      | $12536280.12  | 0.28%             | 2027-02-26      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| ALBERTA T-BILL                             | Alberta Treasury Bills                                             | CUSIP: 0130ZBEM0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |  15000000 | PA      | $10864282.61  | 0.24%             | 2025-05-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEDER FINANCIERINGS-MAAT                   | Nederlandse Financierings-Maatschappij voor Ontwikkelingslanden NV | CUSIP: 000000000<br>LEI: XTC5E2QFTEF0435JWL77 | Long             | DBT              | NUSS              | NL        |   5000000 | PA      | $3201571.01   | 0.07%             | 2025-07-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                     | Nordic Investment Bank                                             | CUSIP: 65562QBR5<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |   4000000 | PA      | $4031427.76   | 0.09%             | 2026-05-12      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc                            | PSP Capital, Inc.                                                  | CUSIP: 69370ASG0<br>LEI: 549300B456N0WEIC5249 | Long             | STIV             | NUSS              | CA        |   7000000 | PA      | $6986587.30   | 0.16%             | 2025-05-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Caisse des Depots et Consignations         | Caisse des Depots et Consignations                                 | CUSIP: 12800ATC8<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | STIV             | NUSS              | US        |  18000000 | PA      | $17906410.80  | 0.40%             | 2025-06-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                        | Wells Fargo Bank NA                                                | CUSIP: 94988J6B8<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    650000 | PA      | $651060.85    | 0.01%             | 2025-08-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                   | Svenska Handelsbanken AB                                           | CUSIP: 86959LAN3<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |  10650000 | PA      | $10714804.19  | 0.24%             | 2026-06-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK/SYD                   | United Overseas Bank Ltd.                                          | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |   9200000 | PA      | $5898424.12   | 0.13%             | 2027-02-24      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                          | Kommunalbanken AS                                                  | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |  11500000 | PA      | $7367462.09   | 0.16%             | 2025-07-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold CAD                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-104406.94   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADA T-BILL                              | Canada Treasury Bills                                              | CUSIP: 1350Z7C36<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   4000000 | PA      | $2885303.93   | 0.06%             | 2025-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                     | Svensk Exportkredit AB                                             | CUSIP: 87030JTD1<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | STIV             | CORP              | SE        |  30000000 | PA      | $29842359.00  | 0.67%             | 2025-06-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                    | Procter & Gamble Co.                                               | CUSIP: 74271TTA1<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | STIV             | CORP              | US        |  22000000 | PA      | $21893814.80  | 0.49%             | 2025-06-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Floating Rate Notes                                  | CUSIP: 91282CHS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 220500000 | PA      | $220503924.90 | 4.93%             | 2025-07-31      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                               | DNB Bank ASA                                                       | CUSIP: 2332K0UM2<br>LEI: 549300GKFG0RYRRQ1414 | Long             | STIV             | CORP              | NO        |  10000000 | PA      | $9901346.00   | 0.22%             | 2025-07-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                       | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  23500000 | PA      | $15097334.80  | 0.34%             | 2025-11-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE        | LVMH Moet Hennessy Louis Vuitton SE                                | CUSIP: 50244LTG9<br>LEI: IOG4E947OATN0KJYSD45 | Long             | STIV             | CORP              | FR        |   9000000 | PA      | $8949005.10   | 0.20%             | 2025-06-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Caisse des Depots et Consignations         | Caisse des Depots et Consignations                                 | CUSIP: 12800AUQ5<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | STIV             | CORP              | US        |  12850000 | PA      | $12717665.56  | 0.28%             | 2025-07-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DBS Bank Ltd                               | DBS Bank Ltd.                                                      | CUSIP: 23305DUU7<br>LEI: ATUEL7OJR5057F2PV266 | Long             | STIV             | CORP              | SG        |   1250000 | PA      | $1236464.63   | 0.03%             | 2025-07-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                              | CUSIP: 961214FB4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   4500000 | PA      | $4511418.30   | 0.10%             | 2025-08-26      | Floating      | 5.36%                 | 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      | $4211082.41   | 0.09%             | 2027-11-04      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                   | Queensland Treasury Corp.                                          | CUSIP: 74830RUQ2<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | STIV             | NUSS              | AU        |  20000000 | PA      | $19795922.00  | 0.44%             | 2025-07-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NZ LOCAL GOVT FD AG BILL                   | New Zealand Local Government Funding Agency Bills                  | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | STIV             | NUSS              | NZ        |  16000000 | PA      | $9478712.83   | 0.21%             | 2025-05-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased SGD / Sold USD                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SG        |         1 | NC      | $1005413.36   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                       | CUSIP: 632525BF7<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  11110000 | PA      | $11111855.37  | 0.25%             | 2025-05-13      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                                             | CUSIP: 04517PBG6<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |  11740000 | PA      | $11853760.60  | 0.27%             | 2026-08-27      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| ONTARIO T-BILL                             | Ontario Treasury Bills                                             | CUSIP: 6832Z5NB2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   7100000 | PA      | $5136761.93   | 0.11%             | 2025-06-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                               | DNB Bank ASA                                                       | CUSIP: 2332K0TP7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | STIV             | CORP              | NO        |  25000000 | PA      | $24837945.00  | 0.56%             | 2025-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Floating Rate Notes                                  | CUSIP: 91282CJU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 165250000 | PA      | $165442747.60 | 3.70%             | 2026-01-31      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                | Purchased AUD / Sold USD                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |         1 | NC      | $104409.74    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Erste Abwicklungsanstalt                   | Erste Abwicklungsanstalt                                           | CUSIP: 29604CS78<br>LEI: 7TG4VWERK338227TR435 | Long             | STIV             | CORP              | DE        |  15000000 | PA      | $14987400.00  | 0.34%             | 2025-05-07      | None          | 0.00%                 | 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      | $34011220.00  | 0.76%             | 2027-06-15      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold CAD                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-24315.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                           | CUSIP: 21688ABE1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  13000000 | PA      | $13020787.00  | 0.29%             | 2027-03-05      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                               | DNB Bank ASA                                                       | CUSIP: 2332K0UF7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | STIV             | CORP              | NO        |   2000000 | PA      | $1981716.40   | 0.04%             | 2025-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                | Purchased CAD / Sold USD                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |         1 | NC      | $328789.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS Bank Ltd                               | DBS Bank Ltd.                                                      | CUSIP: 23305DSP1<br>LEI: ATUEL7OJR5057F2PV266 | Long             | STIV             | CORP              | SG        |  20000000 | PA      | $19944622.00  | 0.45%             | 2025-05-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                          | International Finance Corp.                                        | CUSIP: 45950KDB3<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |  10000000 | PA      | $10005300.00  | 0.22%             | 2026-03-16      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd  | Australia & New Zealand Banking Group Ltd.                         | CUSIP: 05253AUN8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | STIV             | CORP              | AU        |  25500000 | PA      | $25248411.90  | 0.56%             | 2025-07-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                   | European Investment Bank                                           | CUSIP: 29878RTQ1<br>LEI: 5493006YXS1U5GIHE750 | Long             | STIV             | CORP              | LU        |  10000000 | PA      | $9934382.00   | 0.22%             | 2025-06-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased NZD / Sold USD                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NZ        |         1 | NC      | $266843.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB Bank ASA                               | DNB Bank ASA                                                       | CUSIP: 2332K0UJ9<br>LEI: 549300GKFG0RYRRQ1414 | Long             | STIV             | CORP              | NO        |  35000000 | PA      | $34667374.00  | 0.78%             | 2025-07-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                     | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   7000000 | PA      | $4482612.34   | 0.10%             | 2025-08-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                                | CUSIP: 68323ACX0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |  55500000 | PA      | $40253402.00  | 0.90%             | 2025-06-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                           | CUSIP: 21688ABG6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  24690000 | PA      | $24718913.22  | 0.55%             | 2026-08-28      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| QUEBEC T-BILL                              | Quebec Treasury Bills                                              | CUSIP: 0985ZUE29<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   8000000 | PA      | $5802118.09   | 0.13%             | 2025-05-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                     | Province of Manitoba                                               | CUSIP: 563469UE3<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |   4500000 | PA      | $3263462.93   | 0.07%             | 2025-06-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Novartis Finance Corp                      | Novartis Finance Corp.                                             | CUSIP: 6698M4TP7<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  23000000 | PA      | $22850270.00  | 0.51%             | 2025-06-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                         | CUSIP: 05252BDJ5<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  20000000 | PA      | $20073800.20  | 0.45%             | 2027-01-18      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV             | Nederlandse Waterschapsbank NV                                     | CUSIP: 63975UUX8<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | STIV             | CORP              | NL        |  10000000 | PA      | $9890273.00   | 0.22%             | 2025-07-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                     | Nordic Investment Bank                                             | CUSIP: 000000000<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        | 100000000 | PA      | $10343291.60  | 0.23%             | 2025-05-12      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold AUD                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-849255.34   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                       | Purchased GBP / Sold USD                                           | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | GB        |         1 | NC      | $-142572.78   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                       | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  12500000 | PA      | $8098715.83   | 0.18%             | 2027-11-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold GBP                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-926496.55   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                                             | CUSIP: 045167FQ1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   3023000 | PA      | $2201487.80   | 0.05%             | 2025-09-12      | Fixed         | 3.80%                 | 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      | $-252897.29   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NZ LOCAL GOVT FD AG BILL                   | New Zealand Local Government Funding Agency Bills                  | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | STIV             | NUSS              | NZ        |   5000000 | PA      | $2959671.86   | 0.07%             | 2025-06-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                               | DNB Bank ASA                                                       | CUSIP: 2332K0TG7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | STIV             | CORP              | NO        |  25000000 | PA      | $24859207.50  | 0.56%             | 2025-06-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV             | Nederlandse Waterschapsbank NV                                     | CUSIP: 63975US60<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | STIV             | CORP              | NL        |   4500000 | PA      | $4496753.70   | 0.10%             | 2025-05-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                   | Asian Infrastructure Investment Bank                               | CUSIP: 04522KAB2<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   4178000 | PA      | $4165595.39   | 0.09%             | 2025-05-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased CAD / Sold USD                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |         1 | NC      | $159470.66    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Randy Olson

**Name of Signer:** Randy Olson

**Title:** Vice President