# EDGAR Filing Document

**Accession Number:** 0000355437
**File Stem:** 0001752724-25-158628
**Filing Date:** 2025-6
**Character Count:** 99079
**Document Hash:** 4c0f52d7d9539a4a9c2eee6036b22c12
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-158628.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-158628

**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:** 251078047

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** AUSTIN

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 78746

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 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:** $335662699.19

**Total Liabilities:** $2181332.26

**Net Assets:** $333481366.93

**Cash Not Reported:** $8989889.51

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -864.28000000 | **1-Year:** -12293.72000000 | **5-Year:** -9137.28000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** -161.91000000 | **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 C000002713 | 0.31%                | 0.31%                | 0.41%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-290098.14              | $561835.53                                 |
| Month 2  | $-136328.01              | $1240631.86                                |
| Month 3  | $-1493983.56             | $2752170.68                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| LVMH Moet Hennessy Louis Vuitton SE       | LVMH Moet Hennessy Louis Vuitton SE                 | CUSIP: 50244LUB8<br>LEI: IOG4E947OATN0KJYSD45 | Long             | STIV             | CORP              | FR        |   4000000 | PA      | $3965280.00   | 1.19%             | 2025-07-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                  | Svenska Handelsbanken AB                            | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    900000 | PA      | $575826.41    | 0.17%             | 2026-03-04      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce        | Canadian Imperial Bank of Commerce                  | CUSIP: 13608AV52<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | STIV             | CORP              | CA        |   2500000 | PA      | $2470630.00   | 0.74%             | 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        |   1600000 | PA      | $1163081.39   | 0.35%             | 2025-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                   | Australia & New Zealand Banking Group Ltd.          | CUSIP: 05252BDG1<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $200167.45    | 0.06%             | 2025-07-03      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                    | Asian Development Bank                              | CUSIP: 04517PBU5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   1892000 | PA      | $1892183.32   | 0.57%             | 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        |   2000000 | PA      | $1978796.00   | 0.59%             | 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        |   1600000 | PA      | $1158601.48   | 0.35%             | 2025-05-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RABOBANK UA/AU                            | Cooperatieve Rabobank UA                            | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   4000000 | PA      | $2590615.43   | 0.78%             | 2028-01-19      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                   | Inter-American Development Bank                     | CUSIP: 4581X0DY1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $998800.00    | 0.30%             | 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        |    500000 | PA      | $322135.88    | 0.10%             | 2028-02-16      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| CDP Financial Inc                         | CDP Financial, Inc.                                 | CUSIP: 12509RTW1<br>LEI: 549300OXMGVYFCBFV096 | Long             | STIV             | CORP              | CA        |   2000000 | PA      | $1985191.60   | 0.60%             | 2025-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                  | Province of Saskatchewan                            | CUSIP: 803854KM9<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |    300000 | PA      | $216269.40    | 0.06%             | 2025-09-02      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK/SYD                  | United Overseas Bank Ltd.                           | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |   1600000 | PA      | $1025536.17   | 0.31%             | 2025-10-27      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                    | Province of Manitoba                                | CUSIP: 56344ZPH6<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    700000 | PA      | $510726.82    | 0.15%             | 2025-09-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Citibank NA                               | Purchased USD / Sold AUD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-116.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | Purchased USD / Sold NOK                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-13028.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DBS Bank Ltd                              | DBS Bank Ltd.                                       | CUSIP: 23305DSV8<br>LEI: ATUEL7OJR5057F2PV266 | Long             | STIV             | CORP              | SG        |    500000 | PA      | $498252.30    | 0.15%             | 2025-05-29      | 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        |   1750000 | PA      | $1749580.70   | 0.52%             | 2025-05-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                   | Australia & New Zealand Banking Group Ltd.          | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1100000 | PA      | $706634.43    | 0.21%             | 2027-02-05      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd                  | United Overseas Bank Ltd.                           | CUSIP: 91127PTQ4<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | STIV             | CORP              | SG        |   2000000 | PA      | $1986632.00   | 0.60%             | 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        |   3000000 | PA      | $2987327.10   | 0.90%             | 2025-06-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Siemens Capital Co LLC                    | Siemens Capital Co. LLC                             | CUSIP: 82619TSG3<br>LEI: EOSCVWUER252U910GR08 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $998096.00    | 0.30%             | 2049-12-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ONTARIO T-BILL                            | Ontario Treasury Bills                              | CUSIP: 6832Z5M98<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $724249.24    | 0.22%             | 2025-05-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                  | European Investment Bank                            | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   6900000 | PA      | $7034520.26   | 2.11%             | 2028-05-21      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK NA                   | JPMorgan Chase Bank NA                              | CUSIP: 46632FTV7<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1298082.01   | 0.39%             | 2026-04-29      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                       | Purchased SGD / Sold USD                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | SG        |         1 | NC      | $101581.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                       | Canada Government Bonds                             | CUSIP: 135087Q31<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    900000 | PA      | $652927.61    | 0.20%             | 2025-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc                           | PSP Capital, Inc.                                   | CUSIP: 69370AUU6<br>LEI: 549300B456N0WEIC5249 | Long             | STIV             | CORP              | CA        |   1500000 | PA      | $1483978.80   | 0.44%             | 2025-07-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                   | International Bank for Reconstruction & Development | CUSIP: 459058KN2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1450000 | PA      | $1452842.99   | 0.44%             | 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        |   1590000 | PA      | $1587099.19   | 0.48%             | 2025-05-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                  | European Investment Bank                            | CUSIP: 29878TFE9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $510112.59    | 0.15%             | 2028-05-21      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                   | International Bank for Reconstruction & Development | CUSIP: 459058JE4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    103000 | PA      | $101993.10    | 0.03%             | 2025-07-28      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                   | National Australia Bank Ltd.                        | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $640261.91    | 0.19%             | 2025-05-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| QUEBEC T-BILL                             | Quebec Treasury Bills                               | CUSIP: 0985ZUGC5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $721463.80    | 0.22%             | 2025-07-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                            | Mastercard, Inc.                                    | CUSIP: 57636QBE3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    260000 | PA      | $259402.12    | 0.08%             | 2028-03-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Citibank NA                               | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-17672.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                   | National Australia Bank Ltd.                        | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   1500000 | PA      | $962429.81    | 0.29%             | 2029-03-22      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| QUEBEC T-BILL                             | Quebec Treasury Bills                               | CUSIP: 0985ZUEX1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $723748.73    | 0.22%             | 2025-05-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                               | Purchased USD / Sold NZD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-34682.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | Purchased USD / Sold NZD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-15314.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                   | International Bank for Reconstruction & Development | CUSIP: 459058KG7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $999460.00    | 0.30%             | 2026-06-15      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                  | European Investment Bank                            | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    670000 | PA      | $69302.74     | 0.02%             | 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        |   2000000 | PA      | $1986340.00   | 0.60%             | 2025-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                        | Province of Quebec                                  | CUSIP: 748148RX3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   3300000 | PA      | $2393708.84   | 0.72%             | 2025-07-06      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| KFW                                       | Kreditanstalt fuer Wiederaufbau                     | CUSIP: 500769JF2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $198280.27    | 0.06%             | 2025-07-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK/SYD                  | United Overseas Bank Ltd.                           | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |    500000 | PA      | $320457.63    | 0.10%             | 2027-04-16      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Citibank NA                               | Purchased USD / Sold NZD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-19198.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | Purchased USD / Sold NZD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-40998.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd          | Nestle Finance International Ltd.                   | CUSIP: 64106GTB9<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | STIV             | CORP              | LU        |   1000000 | PA      | $994985.70    | 0.30%             | 2025-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                           | Chevron USA, Inc.                                   | CUSIP: 166756BC9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    950000 | PA      | $950576.83    | 0.29%             | 2028-02-26      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                        | Bank of America NA                                  | CUSIP: 06428CAB0<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251015.00    | 0.08%             | 2026-08-18      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                    | U.S. Treasury Floating Rate Notes                   | CUSIP: 91282CJD4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15500000 | PA      | $15505386.87  | 4.65%             | 2025-10-31      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Erste Abwicklungsanstalt                  | Erste Abwicklungsanstalt                            | CUSIP: 29604CSN3<br>LEI: 7TG4VWERK338227TR435 | Long             | STIV             | CORP              | DE        |   2000000 | PA      | $1994705.40   | 0.60%             | 2025-05-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                    | Morgan Stanley Bank NA                              | CUSIP: 61690U7X2<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502975.00    | 0.15%             | 2026-10-30      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| CANADA T-BILL                             | Canada Treasury Bills                               | CUSIP: 1350Z7DJ0<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    600000 | PA      | $434118.67    | 0.13%             | 2025-06-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                         | International Finance Corp.                         | CUSIP: 45950KDL1<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $499701.16    | 0.15%             | 2029-08-28      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                    | Asian Development Bank                              | CUSIP: 045167FM0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    400000 | PA      | $399902.72    | 0.12%             | 2025-05-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                  | NRW Bank                                            | CUSIP: 62939LS75<br>LEI: 52990002O5KK6XOGJ020 | Long             | STIV             | CORP              | DE        |    800000 | PA      | $799337.12    | 0.24%             | 2025-05-07      | Fixed         | 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      | $-23590.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                  | Asian Infrastructure Investment Bank                | CUSIP: 04522KAF3<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   1035000 | PA      | $1033113.12   | 0.31%             | 2025-06-29      | Fixed         | 3.38%                 | 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      | $-468819.61   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd          | Nestle Finance International Ltd.                   | CUSIP: 64106GST1<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | STIV             | CORP              | LU        |   1500000 | PA      | $1495066.50   | 0.45%             | 2025-05-27      | 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      | $-271417.90   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| National Securities Clearing Corp         | National Securities Clearing Corp.                  | CUSIP: 63763PSP5<br>LEI: 549300RYC9NELN2ICA34 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $997231.10    | 0.30%             | 2025-05-23      | 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        |   2000000 | PA      | $1998563.80   | 0.60%             | 2025-05-06      | None          | 0.00%                 | 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        |   2000000 | PA      | $1980228.80   | 0.59%             | 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        |    250000 | PA      | $249432.60    | 0.07%             | 2025-05-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                 | Sanofi SA                                           | CUSIP: 8010M2TB8<br>LEI: 549300E9PC51EN656011 | Long             | STIV             | CORP              | FR        |   2000000 | PA      | $1989878.00   | 0.60%             | 2025-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                   | National Australia Bank Ltd.                        | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $640332.37    | 0.19%             | 2027-10-18      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                   | Inter-American Development Bank                     | CUSIP: 4581X0EQ7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $500416.52    | 0.15%             | 2029-08-01      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Citibank NA                               | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-85.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                    | Svensk Exportkredit AB                              | CUSIP: 87030JTG4<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | STIV             | CORP              | SE        |   2000000 | PA      | $1988772.20   | 0.60%             | 2025-06-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                  | NRW Bank                                            | CUSIP: 62939LST7<br>LEI: 52990002O5KK6XOGJ020 | Long             | STIV             | CORP              | DE        |    800000 | PA      | $797456.00    | 0.24%             | 2025-05-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                       | Purchased USD / Sold SEK                            | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-14235.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                               | Equinor ASA                                         | CUSIP: 29447LTW3<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | STIV             | CORP              | NO        |   3000000 | PA      | $2977685.70   | 0.89%             | 2025-06-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADA T-BILL                             | Canada Treasury Bills                               | CUSIP: 1350Z7CY8<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    100000 | PA      | $72277.67     | 0.02%             | 2025-06-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                 | Apple, Inc.                                         | CUSIP: 03785DT63<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | STIV             | CORP              | US        |   3500000 | PA      | $3484476.80   | 1.04%             | 2025-06-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                               | Purchased USD / Sold SEK                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-7310.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                    | Commonwealth Bank of Australia                      | CUSIP: 2027A0KQ1<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    300000 | PA      | $300801.52    | 0.09%             | 2026-03-13      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                         | CPPIB Capital, Inc.                                 | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $364315.25    | 0.11%             | 2025-09-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                               | Walmart, Inc.                                       | CUSIP: 93114ET98<br>LEI: Y87794H0US1R65VBXU25 | Long             | STIV             | CORP              | US        |   1500000 | PA      | $1492788.90   | 0.45%             | 2025-06-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                   | Inter-American Development Bank                     | CUSIP: 4581X0EG9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   2671000 | PA      | $2672169.90   | 0.80%             | 2027-10-04      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                    | Svensk Exportkredit AB                              | CUSIP: 87030JTR0<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | STIV             | CORP              | SE        |   1750000 | PA      | $1738294.43   | 0.52%             | 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        |   1109000 | PA      | $1110004.93   | 0.33%             | 2025-07-18      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                         | Johnson & Johnson                                   | CUSIP: 47816FS93<br>LEI: 549300G0CFPGEF6X2043 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1997850.80   | 0.60%             | 2025-05-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                               | Purchased USD / Sold NZD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-72830.49    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                    | Kommuninvest I Sverige AB                           | CUSIP: 000000000<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |  14000000 | PA      | $1447903.75   | 0.43%             | 2025-05-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                   | National Australia Bank Ltd.                        | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $321572.19    | 0.10%             | 2026-11-16      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| CANADA T-BILL                             | Canada Treasury Bills                               | CUSIP: 1350Z7DQ4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   5200000 | PA      | $3747160.89   | 1.12%             | 2025-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                              | Alphabet, Inc.                                      | CUSIP: 02079NSE2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1996645.40   | 0.60%             | 2025-05-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC                         | CDP Financial, Inc.                                 | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |    300000 | PA      | $300028.50    | 0.09%             | 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        |   2100000 | PA      | $1522629.48   | 0.46%             | 2025-06-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| National Securities Clearing Corp         | National Securities Clearing Corp.                  | CUSIP: 63763PT58<br>LEI: 549300RYC9NELN2ICA34 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $995654.00    | 0.30%             | 2025-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                   | Australia & New Zealand Banking Group Ltd.          | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    600000 | PA      | $385502.30    | 0.12%             | 2026-09-11      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| ONTARIO T-BILL                            | Ontario Treasury Bills                              | CUSIP: 6832Z5NK2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $720499.06    | 0.22%             | 2025-07-30      | 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        |    500000 | PA      | $495298.35    | 0.15%             | 2025-07-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                  | Queensland Treasury Corp.                           | CUSIP: 74830RV57<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | STIV             | NUSS              | AU        |   3000000 | PA      | $2965164.90   | 0.89%             | 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        |         2 | NS      | $18.32        | 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      | $970760.17    | 0.29%             | 2028-01-13      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                   | European Bank for Reconstruction & Development      | CUSIP: 29875BAK2<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |   4240000 | PA      | $4243392.00   | 1.27%             | 2028-02-20      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                  | Asian Infrastructure Investment Bank                | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   3058000 | PA      | $3078861.40   | 0.92%             | 2027-08-16      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                      | Canada Housing Trust No. 1                          | CUSIP: 13509PHN6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |   4600000 | PA      | $3329377.63   | 1.00%             | 2025-06-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Citibank NA                               | Purchased CAD / Sold USD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |         1 | NC      | $1126.19      | 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      | $-167305.49   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| RABOBANK UA/AU                            | Cooperatieve Rabobank UA                            | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   5500000 | PA      | $3517001.48   | 1.05%             | 2027-01-27      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Citibank NA                               | Purchased CAD / Sold USD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |         1 | NC      | $15251.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                   | European Bank for Reconstruction & Development      | CUSIP: 29874QEN0<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    204000 | PA      | $203875.56    | 0.06%             | 2026-04-14      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Citibank NA                               | Purchased NZD / Sold USD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NZ        |         1 | NC      | $3878.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RABOBANK UA/AU                            | Cooperatieve Rabobank UA                            | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $319461.58    | 0.10%             | 2028-05-26      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Erste Abwicklungsanstalt                  | Erste Abwicklungsanstalt                            | CUSIP: 29604CTW2<br>LEI: 7TG4VWERK338227TR435 | Long             | STIV             | CORP              | DE        |    500000 | PA      | $496314.85    | 0.15%             | 2025-06-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Citibank NA                               | Purchased USD / Sold NZD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-25171.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC                         | CDP Financial, Inc.                                 | CUSIP: 125094BD3<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |   2200000 | PA      | $2200209.00   | 0.66%             | 2025-05-19      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                   | Inter-American Development Bank                     | CUSIP: 4581X0DU9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1400000 | PA      | $1397731.93   | 0.42%             | 2028-03-20      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| DBS Bank Ltd                              | DBS Bank Ltd.                                       | CUSIP: 23305DSE6<br>LEI: ATUEL7OJR5057F2PV266 | Long             | STIV             | CORP              | SG        |   3000000 | PA      | $2994952.80   | 0.90%             | 2025-05-14      | None          | 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        |    406000 | PA      | $293532.76    | 0.09%             | 2025-07-02      | Fixed         | 0.75%                 | 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        |   2000000 | PA      | $1980267.60   | 0.59%             | 2025-07-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                    | Svensk Exportkredit AB                              | CUSIP: 87030JTC3<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | STIV             | CORP              | SE        |   1000000 | PA      | $994865.50    | 0.30%             | 2025-06-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| RABOBANK UA/AU                            | Cooperatieve Rabobank UA                            | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $321088.58    | 0.10%             | 2026-05-22      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                   | Shell International Finance BV                      | CUSIP: 822582BD3<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    780000 | PA      | $779574.05    | 0.23%             | 2025-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Caisse des Depots et Consignations        | Caisse des Depots et Consignations                  | CUSIP: 12800AT53<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | STIV             | NUSS              | US        |    500000 | PA      | $497827.00    | 0.15%             | 2025-06-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DBS Bank Ltd                              | DBS Bank Ltd.                                       | CUSIP: 23305DSW6<br>LEI: ATUEL7OJR5057F2PV266 | Long             | STIV             | CORP              | SG        |    500000 | PA      | $498191.65    | 0.15%             | 2025-05-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO T-BILL                            | Ontario Treasury Bills                              | CUSIP: 6832Z5NG1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   2300000 | PA      | $1659683.74   | 0.50%             | 2025-07-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia            | Commonwealth Bank of Australia                      | CUSIP: 20272DS50<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | STIV             | CORP              | AU        |   2000000 | PA      | $1998802.00   | 0.60%             | 2025-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CAISSE DES DEPOTS ET CON                  | Caisse des Depots et Consignations                  | CUSIP: 000000000<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | DBT              | NUSS              | FR        |   3200000 | PA      | $3197440.00   | 0.96%             | 2026-05-03      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                  | Province of British Columbia                        | CUSIP: 11070TAF5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   3300000 | PA      | $2394163.64   | 0.72%             | 2025-06-18      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MAS BILL                                  | Monetary Authority of Singapore Bills               | CUSIP: 000000000<br>LEI: 54930035WQZLGC45RZ35 | Long             | DBT              | NUSS              | SG        |   3400000 | PA      | $2600535.59   | 0.78%             | 2025-05-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                       | JPMorgan Chase & Co.                                | CUSIP: 46625HMN7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99885.60     | 0.03%             | 2025-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| QUEBEC T-BILL                             | Quebec Treasury Bills                               | CUSIP: 0985ZUF69<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $723364.28    | 0.22%             | 2025-06-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                    | Svensk Exportkredit AB                              | CUSIP: 87030JS83<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | STIV             | CORP              | SE        |   2000000 | PA      | $1998086.00   | 0.60%             | 2025-05-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                  | NRW Bank                                            | CUSIP: 62939LST7<br>LEI: 52990002O5KK6XOGJ020 | Long             | STIV             | CORP              | DE        |   2500000 | PA      | $2492050.00   | 0.75%             | 2025-05-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                 | Apple, Inc.                                         | CUSIP: 03785DST4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | STIV             | CORP              | US        |   2500000 | PA      | $2491915.00   | 0.75%             | 2025-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                   | Australia & New Zealand Banking Group Ltd.          | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $322135.88    | 0.10%             | 2027-05-12      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                   | Sweden Government Bonds                             | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |  47000000 | PA      | $4862898.97   | 1.46%             | 2025-05-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                    | Canadian Imperial Bank of Commerce                  | CUSIP: 13596Z3Y9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1600000 | PA      | $1160934.28   | 0.35%             | 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        |   1000000 | PA      | $990062.80    | 0.30%             | 2025-07-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                   | Inter-American Development Bank                     | CUSIP: 45828RAA3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   4220000 | PA      | $4221941.20   | 1.27%             | 2028-10-05      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                              | Hydro-Quebec                                        | CUSIP: 44881LSL0<br>LEI: 6THEVG93PYJH84S4D167 | Long             | STIV             | NUSS              | CA        |   1000000 | PA      | $997613.50    | 0.30%             | 2025-05-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                      | Purchased USD / Sold SGD                            | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-297497.72   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| HOUSING NEW ZEALAND LTD                   | Housing New Zealand Ltd.                            | CUSIP: 000000000<br>LEI: 254900JDUJGPMP204P63 | Long             | DBT              | NUSS              | NZ        |   2800000 | PA      | $1662407.47   | 0.50%             | 2025-06-12      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                    | DBS Group Holdings Ltd.                             | CUSIP: 24023KAK4<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |   2000000 | PA      | $2000998.82   | 0.60%             | 2025-09-12      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                         | Kommunalbanken AS                                   | CUSIP: 50047JAR9<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |   6000000 | PA      | $5999024.04   | 1.80%             | 2029-04-09      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd          | Nestle Finance International Ltd.                   | CUSIP: 64106GTH6<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | STIV             | CORP              | LU        |   1000000 | PA      | $994266.70    | 0.30%             | 2025-06-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                         | Johnson & Johnson                                   | CUSIP: 478160CN2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16771.81     | 0.01%             | 2025-09-01      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Citibank NA                               | Purchased USD / Sold NZD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-32509.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                   | National Australia Bank Ltd.                        | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $642426.97    | 0.19%             | 2026-05-12      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc                           | PSP Capital, Inc.                                   | CUSIP: 69370AU77<br>LEI: 549300B456N0WEIC5249 | Long             | STIV             | CORP              | CA        |   2500000 | PA      | $2479565.50   | 0.74%             | 2025-07-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                      | Westpac Banking Corp.                               | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1500000 | PA      | $972114.93    | 0.29%             | 2027-11-11      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| CDP Financial Inc                         | CDP Financial, Inc.                                 | CUSIP: 12509RST9<br>LEI: 549300OXMGVYFCBFV096 | Long             | STIV             | CORP              | CA        |   1000000 | PA      | $996747.00    | 0.30%             | 2025-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                              | DNB Bank ASA                                        | CUSIP: 2332K0UV2<br>LEI: 549300GKFG0RYRRQ1414 | Long             | STIV             | CORP              | NO        |    750000 | PA      | $741877.05    | 0.22%             | 2025-07-29      | 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        |   1500000 | PA      | $1493663.55   | 0.45%             | 2025-06-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc                           | PSP Capital, Inc.                                   | CUSIP: 69370AUP7<br>LEI: 549300B456N0WEIC5249 | Long             | STIV             | CORP              | CA        |   2000000 | PA      | $1979830.60   | 0.59%             | 2025-07-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce        | Canadian Imperial Bank of Commerce                  | CUSIP: 13608ATG1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | STIV             | CORP              | CA        |   1500000 | PA      | $1491480.00   | 0.45%             | 2025-06-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc                           | PSP Capital, Inc.                                   | CUSIP: 69370AT20<br>LEI: 549300B456N0WEIC5249 | Long             | STIV             | NUSS              | CA        |   1000000 | PA      | $996046.40    | 0.30%             | 2025-06-02      | 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      | $-66562.77    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                     | Svensk Exportkredit AB                              | CUSIP: 87031CAF0<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   1330000 | PA      | $1341688.04   | 0.40%             | 2026-08-03      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                         | CPPIB Capital, Inc.                                 | CUSIP: 22411VAS7<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $252110.00    | 0.08%             | 2026-03-11      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                   | Landwirtschaftliche Rentenbank                      | CUSIP: 515110BX1<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    700000 | PA      | $698000.91    | 0.21%             | 2025-05-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                              | DNB Bank ASA                                        | CUSIP: 2332K0S78<br>LEI: 549300GKFG0RYRRQ1414 | Long             | STIV             | CORP              | NO        |   1500000 | PA      | $1498743.90   | 0.45%             | 2025-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                   | Australia & New Zealand Banking Group Ltd.          | CUSIP: 05252ADK4<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   4646000 | PA      | $4648878.89   | 1.39%             | 2026-03-18      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Erste Abwicklungsanstalt                  | Erste Abwicklungsanstalt                            | CUSIP: 29604CSV5<br>LEI: 7TG4VWERK338227TR435 | Long             | STIV             | CORP              | DE        |   2000000 | PA      | $1993023.60   | 0.60%             | 2025-05-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                        | Province of Quebec                                  | CUSIP: 74814ZEV1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   1900000 | PA      | $1378127.09   | 0.41%             | 2025-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                        | Roche Holdings, Inc.                                | CUSIP: 771196CD2<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    600000 | PA      | $600839.03    | 0.18%             | 2026-11-13      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                  | NRW Bank                                            | CUSIP: 62939LSU4<br>LEI: 52990002O5KK6XOGJ020 | Long             | STIV             | CORP              | DE        |   2000000 | PA      | $1993404.40   | 0.60%             | 2025-05-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DBS Bank Ltd                              | DBS Bank Ltd.                                       | CUSIP: 23305DUV5<br>LEI: ATUEL7OJR5057F2PV266 | Long             | STIV             | CORP              | SG        |    500000 | PA      | $494525.00    | 0.15%             | 2025-07-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Erste Abwicklungsanstalt                  | Erste Abwicklungsanstalt                            | CUSIP: 29604CTQ5<br>LEI: 7TG4VWERK338227TR435 | Long             | STIV             | CORP              | DE        |   2000000 | PA      | $1986723.60   | 0.60%             | 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        |   1025000 | PA      | $1026678.56   | 0.31%             | 2027-03-19      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                      | Westpac Banking Corp.                               | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $320604.96    | 0.10%             | 2027-01-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                       | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-256557.15   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| FINNVERA PLC                              | Finnvera OYJ                                        | CUSIP: 000000000<br>LEI: 743700T69OBBJO7TCA15 | Long             | DBT              | NUSS              | FI        |    200000 | PA      | $199613.60    | 0.06%             | 2025-06-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                   | National Australia Bank Ltd.                        | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   1580000 | PA      | $1017544.54   | 0.31%             | 2028-05-12      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                  | Caisse d'Amortissement de la Dette Sociale          | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |   1400000 | PA      | $1399017.51   | 0.42%             | 2025-05-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Erste Abwicklungsanstalt                  | Erste Abwicklungsanstalt                            | CUSIP: 29604CT36<br>LEI: 7TG4VWERK338227TR435 | Long             | STIV             | CORP              | DE        |   2000000 | PA      | $1991818.60   | 0.60%             | 2025-06-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Citibank NA                               | Purchased NOK / Sold USD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $5199.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE       | LVMH Moet Hennessy Louis Vuitton SE                 | CUSIP: 50244LTA2<br>LEI: IOG4E947OATN0KJYSD45 | Long             | STIV             | CORP              | FR        |   2000000 | PA      | $1990120.60   | 0.60%             | 2025-06-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                         | CPPIB Capital, Inc.                                 | CUSIP: 22411WAS5<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |    600000 | PA      | $605064.00    | 0.18%             | 2026-03-11      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                    | Commonwealth Bank of Australia                      | CUSIP: 2027A0KG3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1630000 | PA      | $1630357.79   | 0.49%             | 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        |   4800000 | PA      | $3668140.08   | 1.10%             | 2025-05-29      | 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      | $8965.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                   | Inter-American Development Bank                     | CUSIP: 4581X0ED6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    127000 | PA      | $127006.35    | 0.04%             | 2027-04-12      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                        | Purchased USD / Sold SGD                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-61049.01    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                              | Alphabet, Inc.                                      | CUSIP: 02079NTD3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1989417.20   | 0.60%             | 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        |    560000 | PA      | $557928.00    | 0.17%             | 2027-10-22      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| DBS Bank Ltd                              | DBS Bank Ltd.                                       | CUSIP: 23305DVC6<br>LEI: ATUEL7OJR5057F2PV266 | Long             | STIV             | CORP              | SG        |   1500000 | PA      | $1480923.00   | 0.44%             | 2025-08-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                         | Kommunalbanken AS                                   | CUSIP: 50048MDE7<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |   2000000 | PA      | $2014890.60   | 0.60%             | 2026-06-17      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| UBS AG                                    | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-56017.36    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                         | International Finance Corp.                         | CUSIP: 45950KDJ6<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |   4040000 | PA      | $4040565.60   | 1.21%             | 2028-08-28      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| ONTARIO T-BILL                            | Ontario Treasury Bills                              | CUSIP: 6832Z5ND8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   3500000 | PA      | $2529566.23   | 0.76%             | 2025-06-18      | 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      | $-55598.01    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| DNB Bank ASA                              | DNB Bank ASA                                        | CUSIP: 2332K0ST0<br>LEI: 549300GKFG0RYRRQ1414 | Long             | STIV             | CORP              | NO        |   1500000 | PA      | $1495166.85   | 0.45%             | 2025-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RABOBANK UA/AU                            | Cooperatieve Rabobank UA                            | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1200000 | PA      | $769705.56    | 0.23%             | 2027-02-26      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                  | United Overseas Bank Ltd.                           | CUSIP: 91127KAL6<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |   4000000 | PA      | $3994400.00   | 1.20%             | 2028-04-02      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| CANADA T-BILL                             | Canada Treasury Bills                               | CUSIP: 1350Z7CV4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    600000 | PA      | $434532.13    | 0.13%             | 2025-05-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                   | Australia & New Zealand Banking Group Ltd.          | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    700000 | PA      | $448341.67    | 0.13%             | 2025-05-12      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| DBS BANK LTD/AUSTRALIA                    | DBS Bank Ltd.                                       | CUSIP: 000000000<br>LEI: ATUEL7OJR5057F2PV266 | Long             | DBT              | CORP              | SG        |    500000 | PA      | $320620.97    | 0.10%             | 2027-02-26      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                    | Nordic Investment Bank                              | CUSIP: 65562QBR5<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |    650000 | PA      | $655107.01    | 0.20%             | 2026-05-12      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd          | Nestle Finance International Ltd.                   | CUSIP: 64106GT37<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | STIV             | CORP              | LU        |   1000000 | PA      | $995857.00    | 0.30%             | 2025-06-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc                           | PSP Capital, Inc.                                   | CUSIP: 69370ASG0<br>LEI: 549300B456N0WEIC5249 | Long             | STIV             | NUSS              | CA        |    500000 | PA      | $499041.95    | 0.15%             | 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        |    500000 | PA      | $497400.30    | 0.15%             | 2025-06-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                    | Commonwealth Bank of Australia                      | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1600000 | PA      | $1026438.07   | 0.31%             | 2027-01-14      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                        | Purchased USD / Sold SGD                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-91501.45    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                       | Wells Fargo Bank NA                                 | CUSIP: 94988J6B8<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001632.07   | 0.30%             | 2025-08-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                         | Kommunalbanken AS                                   | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |    500000 | PA      | $320324.44    | 0.10%             | 2025-07-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Citibank NA                               | Purchased NZD / Sold USD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NZ        |         1 | NC      | $3754.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                    | Svensk Exportkredit AB                              | CUSIP: 87030JTD1<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | STIV             | CORP              | SE        |   1000000 | PA      | $994745.30    | 0.30%             | 2025-06-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                         | Kuntarahoitus OYJ                                   | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |   1900000 | PA      | $1913908.00   | 0.57%             | 2026-07-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                  | Svenska Handelsbanken AB                            | CUSIP: 86959LAR4<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    400000 | PA      | $399689.58    | 0.12%             | 2027-05-28      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                    | Nordic Investment Bank                              | CUSIP: 000000000<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $299919.00    | 0.09%             | 2027-10-04      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                              | DNB Bank ASA                                        | CUSIP: 2332K0UM2<br>LEI: 549300GKFG0RYRRQ1414 | Long             | STIV             | CORP              | NO        |   2000000 | PA      | $1980269.20   | 0.59%             | 2025-07-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                              | DNB Bank ASA                                        | CUSIP: 2332K0UE0<br>LEI: 549300GKFG0RYRRQ1414 | Long             | STIV             | CORP              | NO        |   1500000 | PA      | $1486468.05   | 0.45%             | 2025-07-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                   | National Australia Bank Ltd.                        | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   3000000 | PA      | $1922419.13   | 0.58%             | 2027-05-10      | Floating      | 4.90%                 | 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        |   1000000 | PA      | $994333.90    | 0.30%             | 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        |    500000 | PA      | $494850.80    | 0.15%             | 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        |    900000 | PA      | $890254.53    | 0.27%             | 2025-07-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                   | Australia & New Zealand Banking Group Ltd.          | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1650000 | PA      | $1068967.07   | 0.32%             | 2027-11-04      | Floating      | 5.43%                 | 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        |   1500000 | PA      | $888629.33    | 0.27%             | 2025-05-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                      | Westpac Banking Corp.                               | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1500000 | PA      | $963467.50    | 0.29%             | 2026-08-10      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                   | National Australia Bank Ltd.                        | CUSIP: 632525BF7<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   1460000 | PA      | $1460243.82   | 0.44%             | 2025-05-13      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| RABOBANK UA/AU                            | Cooperatieve Rabobank UA                            | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1250000 | PA      | $804522.99    | 0.24%             | 2028-11-21      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                   | National Australia Bank Ltd.                        | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $320742.68    | 0.10%             | 2027-02-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                    | Asian Development Bank                              | CUSIP: 04517PBG6<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   1842000 | PA      | $1859848.98   | 0.56%             | 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        |   3300000 | PA      | $2387509.07   | 0.72%             | 2025-06-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MAS BILL                                  | Monetary Authority of Singapore Bills               | CUSIP: 000000000<br>LEI: 54930035WQZLGC45RZ35 | Long             | DBT              | NUSS              | SG        |   3500000 | PA      | $2679552.41   | 0.80%             | 2025-05-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                              | DNB Bank ASA                                        | CUSIP: 2332K0TP7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | STIV             | CORP              | NO        |   2000000 | PA      | $1987035.60   | 0.60%             | 2025-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                       | Purchased SGD / Sold USD                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | SG        |         1 | NC      | $94790.82     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                    | U.S. Treasury Floating Rate Notes                   | CUSIP: 91282CJU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12500000 | PA      | $12514580.00  | 3.75%             | 2026-01-31      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Erste Abwicklungsanstalt                  | Erste Abwicklungsanstalt                            | CUSIP: 29604CS78<br>LEI: 7TG4VWERK338227TR435 | Long             | STIV             | CORP              | DE        |   1200000 | PA      | $1198992.00   | 0.36%             | 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        |   1000000 | PA      | $1000330.00   | 0.30%             | 2027-06-15      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                    | Commonwealth Bank of Australia                      | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $321155.83    | 0.10%             | 2026-08-17      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| DBS Bank Ltd                              | DBS Bank Ltd.                                       | CUSIP: 23305DSP1<br>LEI: ATUEL7OJR5057F2PV266 | Long             | STIV             | CORP              | SG        |    500000 | PA      | $498615.55    | 0.15%             | 2025-05-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                  | European Investment Bank                            | CUSIP: 29878RTQ1<br>LEI: 5493006YXS1U5GIHE750 | Long             | STIV             | CORP              | LU        |   2000000 | PA      | $1986876.40   | 0.60%             | 2025-06-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc                           | PSP Capital, Inc.                                   | CUSIP: 69370AUH5<br>LEI: 549300B456N0WEIC5249 | Long             | STIV             | CORP              | CA        |   2000000 | PA      | $1981262.60   | 0.59%             | 2025-07-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                  | NRW Bank                                            | CUSIP: 62939LTG4<br>LEI: 52990002O5KK6XOGJ020 | Long             | STIV             | CORP              | DE        |   1000000 | PA      | $994464.40    | 0.30%             | 2025-06-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| RABOBANK UA/AU                            | Cooperatieve Rabobank UA                            | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $321018.12    | 0.10%             | 2029-02-26      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                    | Commonwealth Bank of Australia                      | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1500000 | PA      | $960559.79    | 0.29%             | 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        |   2900000 | PA      | $2103330.92   | 0.63%             | 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        |    500000 | PA      | $500585.53    | 0.15%             | 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        |   1500000 | PA      | $1087897.14   | 0.33%             | 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        |   6300000 | PA      | $4568848.11   | 1.37%             | 2025-06-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                   | Australia & New Zealand Banking Group Ltd.          | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $322827.67    | 0.10%             | 2028-03-31      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                    | Asian Development Bank                              | CUSIP: 04517PBZ4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   4386000 | PA      | $4380874.04   | 1.31%             | 2028-06-20      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE       | LVMH Moet Hennessy Louis Vuitton SE                 | CUSIP: 50244LTL8<br>LEI: IOG4E947OATN0KJYSD45 | Long             | STIV             | CORP              | FR        |    250000 | PA      | $248462.93    | 0.07%             | 2025-06-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                   | National Australia Bank Ltd.                        | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $647897.27    | 0.19%             | 2027-11-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                    | Asian Development Bank                              | CUSIP: 045167FQ1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    160000 | PA      | $116519.37    | 0.03%             | 2025-09-12      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| QUEBEC T-BILL                             | Quebec Treasury Bills                               | CUSIP: 0985ZUE94<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    700000 | PA      | $507421.30    | 0.15%             | 2025-05-09      | None          | 0.00%                 | 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        |    500000 | PA      | $295967.19    | 0.09%             | 2025-06-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                   | International Bank for Reconstruction & Development | CUSIP: 459058JF1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1474000 | PA      | $1478849.46   | 0.44%             | 2027-08-19      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                  | Asian Infrastructure Investment Bank                | CUSIP: 04522KAB2<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   1478000 | PA      | $1473611.77   | 0.44%             | 2025-05-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Randy Olson

**Name of Signer:** Randy Olson

**Title:** Vice President