# EDGAR Filing Document

**Accession Number:** 0000355437
**File Stem:** 0001752724-25-158609
**Filing Date:** 2025-6
**Character Count:** 147866
**Document Hash:** f3ffa02c64c0c9eccc85bf85a8457af9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-158609.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-158609

**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:** 251078026

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

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

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

## Series and Classes Contracts Data

### DFA FIVE-YEAR GLOBAL FIXED INCOME PORTFOLIO (Series ID: S000000969)

| Class ID   | Class Name                                                        | Ticker Symbol   |
|:---|:---|:---|
| C000002720 | DFA FIVE-YEAR GLOBAL FIXED INCOME PORTFOLIO - INSTITUTIONAL CLASS | DFGBX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** AUSTIN

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 78746

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

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

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

- **b. EDGAR series identifier (if any):** S000000969

- **c. LEI of Series:** 549300QPDV7M7W45YC55

**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:** $9431536222.23

**Total Liabilities:** $148632360.96

**Net Assets:** $9282903861.27

**Delayed Delivery Securities:** $64594227.28

**Cash Not Reported:** $430584575.12

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -17594.28000000 | **1-Year:** -311211.77000000 | **5-Year:** -225994.92000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** -5240.08000000 | **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 C000002720 | 0.30%                | 0.40%                | 0.30%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $9544866.20              | $15283431.30                               |
| Month 2  | $-2550703.64             | $28231698.84                               |
| Month 3  | $-14943948.01            | $69961476.90                               |

**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        |   77000000 | PA      | $76331640.00  | 0.82%             | 2025-07-11      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                      | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   52000000 | PA      | $33546764.65  | 0.36%             | 2027-08-18      | Floating      | 5.19%                 | No            | 2                  | On Loan: No      |
| Dimensional Holdings Inc.                  | DFA Short Term Investment Fund                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     245750 | NS      | $245750.00    | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Canada Government Bonds                    | Canada Government Bonds                             | CUSIP: 135087Q64<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   98900000 | PA      | $71892968.23  | 0.77%             | 2025-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| DBS Bank Ltd                               | DBS Bank Ltd.                                       | CUSIP: 23305DST3<br>LEI: ATUEL7OJR5057F2PV266 | Long             | STIV             | CORP              | SG        |    5000000 | PA      | $4983735.00   | 0.05%             | 2025-05-27      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.          | CUSIP: 05252BDG1<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     600000 | PA      | $600502.36    | 0.01%             | 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        |   23122000 | PA      | $23124240.29  | 0.25%             | 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        |   23000000 | PA      | $22756154.00  | 0.25%             | 2025-07-25      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| QUEBEC T-BILL                              | Quebec Treasury Bills                               | CUSIP: 0985ZUEQ6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   60800000 | PA      | $44026856.23  | 0.47%             | 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        |   29700000 | PA      | $19235319.55  | 0.21%             | 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        |   27700000 | PA      | $27666760.00  | 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        |   44100000 | PA      | $28412384.27  | 0.31%             | 2028-02-16      | Floating      | 5.15%                 | No            | 2                  | On Loan: No      |
| KOMMUNALBANKEN AS                          | Kommunalbanken AS                                   | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |   15252000 | PA      | $15365555.72  | 0.17%             | 2026-06-17      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| CDP Financial Inc                          | CDP Financial, Inc.                                 | CUSIP: 12509RTW1<br>LEI: 549300OXMGVYFCBFV096 | Long             | STIV             | CORP              | CA        |   46750000 | PA      | $46403853.65  | 0.50%             | 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        |    1100000 | PA      | $792987.81    | 0.01%             | 2025-09-02      | Fixed         | 0.80%                 | No            | 2                  | On Loan: No      |
| DBS Bank Ltd                               | DBS Bank Ltd.                                       | CUSIP: 23305DSK2<br>LEI: ATUEL7OJR5057F2PV266 | Long             | STIV             | CORP              | SG        |   50000000 | PA      | $49885725.00  | 0.54%             | 2025-05-19      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| MANITOBA (PROVINCE OF)                     | Province of Manitoba                                | CUSIP: 56344ZPH6<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |     100000 | PA      | $72960.97     | 0.00%             | 2025-09-05      | Fixed         | 4.40%                 | 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      | $-627903.71   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| DBS Bank Ltd                               | DBS Bank Ltd.                                       | CUSIP: 23305DSV8<br>LEI: ATUEL7OJR5057F2PV266 | Long             | STIV             | CORP              | SG        |   45000000 | PA      | $44842707.00  | 0.48%             | 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        |   20000000 | PA      | $19995208.00  | 0.22%             | 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        |   55200000 | PA      | $35460200.70  | 0.38%             | 2027-02-05      | Floating      | 5.02%                 | No            | 2                  | On Loan: No      |
| European Investment Bank                   | European Investment Bank                            | CUSIP: 29878RUH9<br>LEI: 5493006YXS1U5GIHE750 | Long             | STIV             | CORP              | LU        |   50000000 | PA      | $49535035.00  | 0.53%             | 2025-07-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United Overseas Bank Ltd                   | United Overseas Bank Ltd.                           | CUSIP: 91127PTQ4<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | STIV             | CORP              | SG        |   46500000 | PA      | $46189194.00  | 0.50%             | 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        |   71750000 | PA      | $71446906.48  | 0.77%             | 2025-06-04      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| KUNTARAHOITUS OYJ                          | Kuntarahoitus OYJ                                   | CUSIP: 62628PAH9<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |    4000000 | PA      | $4079664.68   | 0.04%             | 2029-02-02      | Floating      | 5.36%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                       | Royal Bank of Canada                                | CUSIP: 780085N93<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    9600000 | PA      | $6992067.31   | 0.08%             | 2025-07-16      | Fixed         | 4.93%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased NZD / Sold USD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NZ        |          1 | NC      | $100875.00    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold SEK                            | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |          1 | NC      | $-354853.94   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Johnson & Johnson                          | Johnson & Johnson                                   | CUSIP: 47816FTR2<br>LEI: 549300G0CFPGEF6X2043 | Long             | STIV             | CORP              | US        |   40750000 | PA      | $40474892.68  | 0.44%             | 2025-06-25      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold SGD                            | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |          1 | NC      | $-2076787.23  | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| ONTARIO T-BILL                             | Ontario Treasury Bills                              | CUSIP: 6832Z5M98<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   31500000 | PA      | $22813851.01  | 0.25%             | 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        |   22497000 | PA      | $22935594.54  | 0.25%             | 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        |   11850000 | PA      | $11832516.75  | 0.13%             | 2026-04-29      | Floating      | 5.00%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                               | CUSIP: 961214FM0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    4497000 | PA      | $4504788.49   | 0.05%             | 2025-11-17      | Floating      | 5.08%                 | No            | 2                  | On Loan: No      |
| CANADIAN GOVERNMENT                        | Canada Government Bonds                             | CUSIP: 135087Q31<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   56500000 | PA      | $40989344.26  | 0.44%             | 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        |   20000000 | PA      | $19786384.00  | 0.21%             | 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        |   40530000 | PA      | $40609466.36  | 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        |   24462000 | PA      | $24417371.28  | 0.26%             | 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        |    2750000 | PA      | $2805619.25   | 0.03%             | 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        |    2110000 | PA      | $2089373.17   | 0.02%             | 2025-07-28      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold AUD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-460266.13   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                        | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   23080000 | PA      | $14777244.84  | 0.16%             | 2025-05-30      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased CAD / Sold USD                            | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | CA        |          1 | NC      | $1084385.81   | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| European Investment Bank                   | European Investment Bank                            | CUSIP: 29878RTP3<br>LEI: 5493006YXS1U5GIHE750 | Long             | STIV             | CORP              | LU        |   25000000 | PA      | $24839050.00  | 0.27%             | 2025-06-23      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ALBERTA T-BILL                             | Alberta Treasury Bills                              | CUSIP: 0130ZBFJ6<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |   32000000 | PA      | $23128159.00  | 0.25%             | 2025-06-17      | 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      | $-1343464.53  | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Caisse des Depots et Consignations         | Caisse des Depots et Consignations                  | CUSIP: 12800AUE2<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | STIV             | CORP              | US        |   25000000 | PA      | $24772657.50  | 0.27%             | 2025-07-14      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-3451457.19  | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| QUEBEC T-BILL                              | Quebec Treasury Bills                               | CUSIP: 0985ZUGC5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   45000000 | PA      | $32465871.17  | 0.35%             | 2025-07-11      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| MASTERCARD INC                             | Mastercard, Inc.                                    | CUSIP: 57636QBE3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    7240000 | PA      | $7223351.26   | 0.08%             | 2028-03-15      | Floating      | 4.81%                 | No            | 2                  | On Loan: No      |
| WALMART INC                                | Walmart, Inc.                                       | CUSIP: 931142FM0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   19700000 | PA      | $19729353.00  | 0.21%             | 2027-04-28      | Floating      | 4.81%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                        | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   22000000 | PA      | $14115637.24  | 0.15%             | 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        |   40000000 | PA      | $28949949.22  | 0.31%             | 2025-05-30      | None          | 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        |   39000000 | PA      | $38978940.00  | 0.42%             | 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        |   14040000 | PA      | $1452254.43   | 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        |   45000000 | PA      | $44692650.00  | 0.48%             | 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        |   10000000 | PA      | $7253663.14   | 0.08%             | 2025-07-06      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| KFW                                        | Kreditanstalt fuer Wiederaufbau                     | CUSIP: 500769JF2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    5588000 | PA      | $5539950.69   | 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        |    5600000 | PA      | $3589125.51   | 0.04%             | 2027-04-16      | Floating      | 4.72%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                               | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   45000000 | PA      | $28968880.79  | 0.31%             | 2029-01-15      | Floating      | 5.01%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-2969.84     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased CAD / Sold USD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |          1 | NC      | $697923.45    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.          | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   22300000 | PA      | $14333406.36  | 0.15%             | 2026-03-31      | Floating      | 4.96%                 | No            | 2                  | On Loan: No      |
| Nestle Finance International Ltd           | Nestle Finance International Ltd.                   | CUSIP: 64106GTB9<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | STIV             | CORP              | LU        |   35000000 | PA      | $34824499.50  | 0.38%             | 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        |   27020000 | PA      | $27036406.27  | 0.29%             | 2028-02-26      | Floating      | 4.83%                 | 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      | $-41245.38    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA NA                         | Bank of America NA                                  | CUSIP: 06428CAB0<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1455887.00   | 0.02%             | 2026-08-18      | Floating      | 5.38%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased CAD / Sold USD                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |          1 | NC      | $1562737.14   | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                   | Svenska Handelsbanken AB                            | CUSIP: 86959LAK9<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    5900000 | PA      | $5903268.66   | 0.06%             | 2025-06-10      | Floating      | 5.28%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Floating Rate Notes                   | CUSIP: 91282CJD4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  415300000 | PA      | $415444333.36 | 4.48%             | 2025-10-31      | Floating      | 4.42%                 | No            | 2                  | On Loan: No      |
| Erste Abwicklungsanstalt                   | Erste Abwicklungsanstalt                            | CUSIP: 29604CSN3<br>LEI: 7TG4VWERK338227TR435 | Long             | STIV             | CORP              | DE        |   55000000 | PA      | $54854398.50  | 0.59%             | 2025-05-22      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                        | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   16000000 | PA      | $10233736.75  | 0.11%             | 2026-08-24      | Floating      | 4.54%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-3415677.08  | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY BANK NA                     | Morgan Stanley Bank NA                              | CUSIP: 61690U7X2<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |     400000 | PA      | $402380.00    | 0.00%             | 2026-10-30      | Floating      | 5.55%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold AUD                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-2150852.63  | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| CANADA T-BILL                              | Canada Treasury Bills                               | CUSIP: 1350Z7DJ0<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   49400000 | PA      | $35742437.26  | 0.39%             | 2025-06-04      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| DBS Bank Ltd                               | DBS Bank Ltd.                                       | CUSIP: 23305DSF3<br>LEI: ATUEL7OJR5057F2PV266 | Long             | STIV             | CORP              | SG        |   28000000 | PA      | $27949518.80  | 0.30%             | 2025-05-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Svensk Exportkredit AB                     | Svensk Exportkredit AB                              | CUSIP: 87030JTS8<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | STIV             | CORP              | SE        |   50000000 | PA      | $49659585.00  | 0.53%             | 2025-06-26      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE        | LVMH Moet Hennessy Louis Vuitton SE                 | CUSIP: 50244LUP7<br>LEI: IOG4E947OATN0KJYSD45 | Long             | STIV             | CORP              | FR        |   39000000 | PA      | $38605058.70  | 0.42%             | 2025-07-23      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold NZD                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-1588508.05  | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| INTL FINANCE CORP                          | International Finance Corp.                         | CUSIP: 45950KDL1<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |   15000000 | PA      | $14991034.80  | 0.16%             | 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        |    5000000 | PA      | $4998784.00   | 0.05%             | 2025-05-06      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| NRW Bank                                   | NRW Bank                                            | CUSIP: 62939LS75<br>LEI: 52990002O5KK6XOGJ020 | Long             | STIV             | CORP              | DE        |   26025000 | PA      | $26003435.69  | 0.28%             | 2025-05-07      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                            | CUSIP: 21688AAW2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     650000 | PA      | $651159.47    | 0.01%             | 2025-07-18      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Novartis Finance Corp                      | Novartis Finance Corp.                              | CUSIP: 6698M4SP8<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   14615000 | PA      | $14574618.76  | 0.16%             | 2025-05-23      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                               | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   27100000 | PA      | $17419144.63  | 0.19%             | 2026-12-15      | Floating      | 4.93%                 | No            | 2                  | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                   | Asian Infrastructure Investment Bank                | CUSIP: 04522KAF3<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   10405000 | PA      | $10386030.96  | 0.11%             | 2025-06-29      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |          1 | NC      | $-77226.21    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Nestle Finance International Ltd           | Nestle Finance International Ltd.                   | CUSIP: 64106GST1<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | STIV             | CORP              | LU        |   35000000 | PA      | $34884885.00  | 0.38%             | 2025-05-27      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| National Securities Clearing Corp          | National Securities Clearing Corp.                  | CUSIP: 63763PSP5<br>LEI: 549300RYC9NELN2ICA34 | Long             | STIV             | CORP              | US        |   21000000 | PA      | $20941853.10  | 0.23%             | 2025-05-23      | 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      | $1700811.40   | 0.02%             |  |  |  | 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      | $-329400.84   | -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        |   31500000 | PA      | $31477379.85  | 0.34%             | 2025-05-06      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                           | Bank of Montreal                                    | CUSIP: 06369LT54<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | STIV             | CORP              | CA        |   13101000 | PA      | $13044010.65  | 0.14%             | 2025-06-05      | 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        |   26000000 | PA      | $25742974.40  | 0.28%             | 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        |   45000000 | PA      | $44897868.00  | 0.48%             | 2025-05-19      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Sanofi SA                                  | Sanofi SA                                           | CUSIP: 8010M2TB8<br>LEI: 549300E9PC51EN656011 | Long             | STIV             | CORP              | FR        |   50000000 | PA      | $49746950.00  | 0.54%             | 2025-06-11      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                               | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   27300000 | PA      | $17611002.22  | 0.19%             | 2027-05-20      | Floating      | 5.20%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                        | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   12100000 | PA      | $7748021.66   | 0.08%             | 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        |   22800000 | PA      | $22818993.31  | 0.25%             | 2029-08-01      | Floating      | 4.75%                 | No            | 2                  | On Loan: No      |
| Svensk Exportkredit AB                     | Svensk Exportkredit AB                              | CUSIP: 87030JTG4<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | STIV             | CORP              | SE        |   20000000 | PA      | $19887722.00  | 0.21%             | 2025-06-16      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-368802.80   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NRW Bank                                   | NRW Bank                                            | CUSIP: 62939LST7<br>LEI: 52990002O5KK6XOGJ020 | Long             | STIV             | CORP              | DE        |   18550000 | PA      | $18491011.00  | 0.20%             | 2025-05-27      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| Equinor ASA                                | Equinor ASA                                         | CUSIP: 29447LTW3<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | STIV             | CORP              | NO        |   50000000 | PA      | $49628095.00  | 0.53%             | 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        |    9000000 | PA      | $6504990.57   | 0.07%             | 2025-06-18      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Apple Inc                                  | Apple, Inc.                                         | CUSIP: 03785DT63<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | STIV             | CORP              | US        |   51500000 | PA      | $51271587.20  | 0.55%             | 2025-06-06      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold NZD                            | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |          1 | NC      | $-1081469.71  | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |          1 | NC      | $-2913640.17  | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA NA                         | Bank of America NA                                  | CUSIP: 06428CAC8<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |     750000 | PA      | $751847.28    | 0.01%             | 2025-08-18      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                            | CUSIP: 21688AAE2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    2063000 | PA      | $2061425.75   | 0.02%             | 2025-05-21      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                      | CUSIP: 2027A0KQ1<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    2300000 | PA      | $2306144.96   | 0.02%             | 2026-03-13      | Floating      | 5.12%                 | No            | 2                  | On Loan: No      |
| National Securities Clearing Corp          | National Securities Clearing Corp.                  | CUSIP: 63763PTG4<br>LEI: 549300RYC9NELN2ICA34 | Long             | STIV             | CORP              | US        |   17500000 | PA      | $17400454.75  | 0.19%             | 2025-06-16      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-976931.12   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC                          | CPPIB Capital, Inc.                                 | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |   11600000 | PA      | $8452113.74   | 0.09%             | 2025-09-08      | Fixed         | 3.95%                 | 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      | $-475058.36   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Walmart Inc                                | Walmart, Inc.                                       | CUSIP: 93114ET98<br>LEI: Y87794H0US1R65VBXU25 | Long             | STIV             | CORP              | US        |   42000000 | PA      | $41798089.20  | 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        |   58579000 | PA      | $58604657.60  | 0.63%             | 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        |   50000000 | PA      | $49665555.00  | 0.54%             | 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        |   68962000 | PA      | $69024490.61  | 0.74%             | 2025-07-18      | Floating      | 5.08%                 | 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      | $-171779.41   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| KOMMUNINVEST I SVERIGE                     | Kommuninvest I Sverige AB                           | CUSIP: 000000000<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |  184000000 | PA      | $19029592.20  | 0.20%             | 2025-05-12      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Apple Inc                                  | Apple, Inc.                                         | CUSIP: 03785DT97<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | STIV             | CORP              | US        |   40000000 | PA      | $39808296.00  | 0.43%             | 2025-06-09      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Erste Abwicklungsanstalt                   | Erste Abwicklungsanstalt                            | CUSIP: 29604CT51<br>LEI: 7TG4VWERK338227TR435 | Long             | STIV             | CORP              | DE        |   27000000 | PA      | $26883036.00  | 0.29%             | 2025-06-05      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                        | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   59500000 | PA      | $38267090.84  | 0.41%             | 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        |   13300000 | PA      | $9584084.58   | 0.10%             | 2025-07-30      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Alphabet Inc                               | Alphabet, Inc.                                      | CUSIP: 02079NSE2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | STIV             | CORP              | US        |   50000000 | PA      | $49916135.00  | 0.54%             | 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        |   10800000 | PA      | $10801026.00  | 0.12%             | 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        |   80800000 | PA      | $58584981.87  | 0.63%             | 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        |   20000000 | PA      | $19913080.00  | 0.21%             | 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        |   28800000 | PA      | $18504110.41  | 0.20%             | 2026-09-11      | Floating      | 4.86%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased CAD / Sold USD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |          1 | NC      | $49244.43     | 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        |   43750000 | PA      | $43338605.63  | 0.47%             | 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        |   10000000 | PA      | $9883883.00   | 0.11%             | 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        |      21790 | NS      | $252002.38    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                      | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   21550000 | PA      | $13946587.73  | 0.15%             | 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        |  121210000 | PA      | $121306968.00 | 1.31%             | 2028-02-20      | Floating      | 4.69%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold AUD                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-796667.40   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                   | Asian Infrastructure Investment Bank                | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   49132000 | PA      | $49467174.08  | 0.53%             | 2027-08-16      | Floating      | 4.98%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased CAD / Sold USD                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |          1 | NC      | $20639.01     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ONTARIO T-BILL                             | Ontario Treasury Bills                              | CUSIP: 6832Z5NC0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   45000000 | PA      | $32539968.08  | 0.35%             | 2025-06-11      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                            | CUSIP: 21688ABL5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    5525000 | PA      | $5486325.00   | 0.06%             | 2028-01-21      | Floating      | 4.98%                 | No            | 2                  | On Loan: No      |
| DNB Bank ASA                               | DNB Bank ASA                                        | CUSIP: 2332K0SV5<br>LEI: 549300GKFG0RYRRQ1414 | Long             | STIV             | CORP              | NO        |   10000000 | PA      | $9965400.00   | 0.11%             | 2025-05-29      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO BANK NA                        | Wells Fargo Bank NA                                 | CUSIP: 94988J6E2<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    2530000 | PA      | $2538803.51   | 0.03%             | 2026-08-07      | Floating      | 5.42%                 | No            | 2                  | On Loan: No      |
| CANADA HOUSING TRUST                       | Canada Housing Trust No. 1                          | CUSIP: 13509PHN6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |   69900000 | PA      | $50592064.41  | 0.55%             | 2025-06-15      | Fixed         | 0.95%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased SGD / Sold USD                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SG        |          1 | NC      | $2513186.10   | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.          | CUSIP: 05252ADG3<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   40120000 | PA      | $40153591.27  | 0.43%             | 2025-07-03      | Floating      | 5.13%                 | No            | 2                  | On Loan: No      |
| CANADA T-BILL                              | Canada Treasury Bills                               | CUSIP: 1350Z7DN1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   41300000 | PA      | $29820721.02  | 0.32%             | 2025-07-02      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NRW Bank                                   | NRW Bank                                            | CUSIP: 62939LT58<br>LEI: 52990002O5KK6XOGJ020 | Long             | STIV             | CORP              | DE        |   20000000 | PA      | $19915200.00  | 0.21%             | 2025-06-05      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| National Securities Clearing Corp          | National Securities Clearing Corp.                  | CUSIP: 63763PS83<br>LEI: 549300RYC9NELN2ICA34 | Long             | STIV             | CORP              | US        |   10000000 | PA      | $9990398.00   | 0.11%             | 2025-05-08      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| National Securities Clearing Corp          | National Securities Clearing Corp.                  | CUSIP: 63763PUG2<br>LEI: 549300RYC9NELN2ICA34 | Long             | STIV             | CORP              | US        |   15000000 | PA      | $14859978.00  | 0.16%             | 2025-07-16      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| BNG Bank NV                                | BNG Bank NV                                         | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |   21875000 | PA      | $13988293.64  | 0.15%             | 2025-07-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                            | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   60100000 | PA      | $38431234.38  | 0.41%             | 2027-01-27      | Floating      | 4.63%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-844456.55   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased SGD / Sold USD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |          1 | NC      | $2552652.48   | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| EUROPEAN BK RECON & DEV                    | European Bank for Reconstruction & Development      | CUSIP: 29874QEN0<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    6344000 | PA      | $6340130.16   | 0.07%             | 2026-04-14      | Floating      | 4.57%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                      | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    7600000 | PA      | $4885122.45   | 0.05%             | 2026-01-13      | Floating      | 4.95%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                            | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   31200000 | PA      | $19934402.54  | 0.21%             | 2028-05-26      | Floating      | 4.87%                 | 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      | $-117162.29   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Erste Abwicklungsanstalt                   | Erste Abwicklungsanstalt                            | CUSIP: 29604CTW2<br>LEI: 7TG4VWERK338227TR435 | Long             | STIV             | CORP              | DE        |   15000000 | PA      | $14889445.50  | 0.16%             | 2025-06-30      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| Macquarie Bank Ltd                         | Macquarie Bank Ltd.                                 | CUSIP: 55607KST4<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | STIV             | CORP              | US        |    5000000 | PA      | $4983510.00   | 0.05%             | 2025-05-27      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale | Caisse d'Amortissement de la Dette Sociale          | CUSIP: 12802VT55<br>LEI: 969500P04DQJS4BPM574 | Long             | STIV             | CORP              | FR        |   18050000 | PA      | $17971915.70  | 0.19%             | 2025-06-05      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Oesterreichische Kontrollbank AG           | Oesterreichische Kontrollbank AG                    | CUSIP: 67616RSF3<br>LEI: 5299000OVRLMF858L016 | Long             | STIV             | CORP              | US        |   50000000 | PA      | $49910690.00  | 0.54%             | 2025-05-15      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| CDP FINANCIAL INC                          | CDP Financial, Inc.                                 | CUSIP: 125094BD3<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |   23000000 | PA      | $23002185.00  | 0.25%             | 2025-05-19      | Floating      | 4.76%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Purchased USD / Sold SGD                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-4480644.91  | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-2467893.34  | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold SGD                            | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |          1 | NC      | $-2254229.12  | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                     | CUSIP: 4581X0DU9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   51000000 | PA      | $50917377.45  | 0.55%             | 2028-03-20      | Floating      | 4.64%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA NA                         | Bank of America NA                                  | CUSIP: 06428CAD6<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |    1330000 | PA      | $1330926.73   | 0.01%             | 2025-08-18      | Floating      | 5.14%                 | No            | 2                  | On Loan: No      |
| Novartis Finance Corp                      | Novartis Finance Corp.                              | CUSIP: 6698M4TP7<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   10000000 | PA      | $9934900.00   | 0.11%             | 2025-06-23      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| DBS Bank Ltd                               | DBS Bank Ltd.                                       | CUSIP: 23305DSE6<br>LEI: ATUEL7OJR5057F2PV266 | Long             | STIV             | CORP              | SG        |   30000000 | PA      | $29949528.00  | 0.32%             | 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        |    5568000 | PA      | $4025592.11   | 0.04%             | 2025-07-02      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold SGD                            | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |          1 | NC      | $-2247318.35  | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| ALBERTA T-BILL                             | Alberta Treasury Bills                              | CUSIP: 0130ZBGW6<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |   15200000 | PA      | $10951365.15  | 0.12%             | 2025-07-29      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                      | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   12350000 | PA      | $7915224.47   | 0.09%             | 2027-07-22      | Floating      | 4.65%                 | No            | 2                  | On Loan: No      |
| Svensk Exportkredit AB                     | Svensk Exportkredit AB                              | CUSIP: 87030JTC3<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | STIV             | CORP              | SE        |   35000000 | PA      | $34820292.50  | 0.38%             | 2025-06-12      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased CAD / Sold USD                            | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | CA        |          1 | NC      | $902874.29    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                            | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    4600000 | PA      | $2954014.90   | 0.03%             | 2026-05-22      | Floating      | 5.01%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-1227.96     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.          | CUSIP: 05252ADJ7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    3060000 | PA      | $3071291.43   | 0.03%             | 2027-01-18      | Floating      | 5.19%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.          | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    4800000 | PA      | $3074342.90   | 0.03%             | 2025-05-12      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| SHELL INTERNATIONAL FIN                    | Shell International Finance BV                      | CUSIP: 822582BD3<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     220000 | PA      | $219879.86    | 0.00%             | 2025-05-11      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| NRW Bank                                   | NRW Bank                                            | CUSIP: 62939LTG4<br>LEI: 52990002O5KK6XOGJ020 | Long             | STIV             | CORP              | DE        |   50000000 | PA      | $49723220.00  | 0.54%             | 2025-06-16      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Caisse des Depots et Consignations         | Caisse des Depots et Consignations                  | CUSIP: 12800AT53<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | STIV             | NUSS              | US        |   40000000 | PA      | $39826160.00  | 0.43%             | 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        |   22000000 | PA      | $21920432.60  | 0.24%             | 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        |   82725000 | PA      | $59694494.41  | 0.64%             | 2025-07-09      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CDP Financial Inc                          | CDP Financial, Inc.                                 | CUSIP: 12509RS51<br>LEI: 549300OXMGVYFCBFV096 | Long             | STIV             | CORP              | CA        |   25000000 | PA      | $24984725.00  | 0.27%             | 2025-05-05      | 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        |   50000000 | PA      | $49970050.00  | 0.54%             | 2025-05-05      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                              | CUSIP: 04517PBE1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |     657000 | PA      | $662459.67    | 0.01%             | 2026-06-16      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| CAISSE DES DEPOTS ET CON                   | Caisse des Depots et Consignations                  | CUSIP: 000000000<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | DBT              | NUSS              | FR        |   68000000 | PA      | $67945600.00  | 0.73%             | 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        |   76600000 | PA      | $55573616.71  | 0.60%             | 2025-06-18      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| ONTARIO T-BILL                             | Ontario Treasury Bills                              | CUSIP: 6832Z5M80<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   38000000 | PA      | $27535804.44  | 0.30%             | 2025-05-14      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                               | CUSIP: 961214FA6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     140000 | PA      | $139670.37    | 0.00%             | 2025-08-26      | Fixed         | 3.74%                 | No            | 2                  | On Loan: —       |
| ONTARIO T-BILL                             | Ontario Treasury Bills                              | CUSIP: 6832Z5M72<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   16000000 | PA      | $11599941.97  | 0.12%             | 2025-05-07      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| MAS BILL                                   | Monetary Authority of Singapore Bills               | CUSIP: 000000000<br>LEI: 54930035WQZLGC45RZ35 | Long             | DBT              | NUSS              | SG        |  114800000 | PA      | $87806319.49  | 0.95%             | 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        |    4100000 | PA      | $4095309.64   | 0.04%             | 2025-07-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| QUEBEC T-BILL                              | Quebec Treasury Bills                               | CUSIP: 0985ZUEH6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   35000000 | PA      | $25357863.05  | 0.27%             | 2025-05-16      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| QUEBEC T-BILL                              | Quebec Treasury Bills                               | CUSIP: 0985ZUF69<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   46000000 | PA      | $33274757.00  | 0.36%             | 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        |   45000000 | PA      | $44956935.00  | 0.48%             | 2025-05-08      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NRW Bank                                   | NRW Bank                                            | CUSIP: 62939LST7<br>LEI: 52990002O5KK6XOGJ020 | Long             | STIV             | CORP              | DE        |   50000000 | PA      | $49841000.00  | 0.54%             | 2025-05-27      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| UNITED OVERSEAS BANK/SYD                   | United Overseas Bank Ltd.                           | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |   15000000 | PA      | $9586729.85   | 0.10%             | 2026-08-27      | Floating      | 4.53%                 | No            | 2                  | On Loan: No      |
| Apple Inc                                  | Apple, Inc.                                         | CUSIP: 03785DST4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | STIV             | CORP              | US        |   35000000 | PA      | $34886810.00  | 0.38%             | 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        |    4000000 | PA      | $2577087.01   | 0.03%             | 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        | 1243000000 | PA      | $128608157.88 | 1.39%             | 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        |   11800000 | PA      | $8561890.32   | 0.09%             | 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        |   35000000 | PA      | $34652198.00  | 0.37%             | 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        |  103500000 | PA      | $103547610.00 | 1.12%             | 2028-10-05      | Floating      | 4.73%                 | No            | 2                  | On Loan: No      |
| PSP Capital Inc                            | PSP Capital, Inc.                                   | CUSIP: 69370ATD6<br>LEI: 549300B456N0WEIC5249 | Long             | STIV             | CORP              | CA        |   37100000 | PA      | $36903930.21  | 0.40%             | 2025-06-13      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Hydro-Quebec                               | Hydro-Quebec                                        | CUSIP: 44881LSL0<br>LEI: 6THEVG93PYJH84S4D167 | Long             | STIV             | NUSS              | CA        |   25000000 | PA      | $24940337.50  | 0.27%             | 2025-05-20      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| SKANDINAVISKA ENSKILDA                     | Skandinaviska Enskilda Banken AB                    | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    3227000 | PA      | $3189917.48   | 0.03%             | 2025-09-02      | Fixed         | 0.85%                 | No            | 2                  | On Loan: No      |
| HOUSING NEW ZEALAND LTD                    | Housing New Zealand Ltd.                            | CUSIP: 000000000<br>LEI: 254900JDUJGPMP204P63 | Long             | DBT              | NUSS              | NZ        |   72110000 | PA      | $42812929.57  | 0.46%             | 2025-06-12      | Fixed         | 3.36%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Royal Bank of Canada                                | CUSIP: 78013VUE0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | STIV             | CORP              | US        |   20000000 | PA      | $19819376.00  | 0.21%             | 2025-07-14      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| KOMMUNALBANKEN AS                          | Kommunalbanken AS                                   | CUSIP: 50047JAR9<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |  141000000 | PA      | $140977064.94 | 1.52%             | 2029-04-09      | Floating      | 4.79%                 | No            | 2                  | On Loan: No      |
| CDP FINANCIAL INC                          | CDP Financial, Inc.                                 | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |   18800000 | PA      | $18726100.40  | 0.20%             | 2025-06-10      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold AUD                            | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |          1 | NC      | $-6045057.86  | -0.07%            |  |  |  | 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      | $-109028.33   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |          1 | NC      | $-1095843.92  | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Purchased USD / Sold NZD                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-519351.47   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Nestle Finance International Ltd           | Nestle Finance International Ltd.                   | CUSIP: 64106GTH6<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | STIV             | CORP              | LU        |   25000000 | PA      | $24856667.50  | 0.27%             | 2025-06-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| JOHNSON & JOHNSON                          | Johnson & Johnson                                   | CUSIP: 478160CN2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    1710000 | PA      | $1687046.79   | 0.02%             | 2025-09-01      | Fixed         | 0.55%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                        | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   26000000 | PA      | $16703101.16  | 0.18%             | 2026-05-12      | Floating      | 4.98%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                               | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   19000000 | PA      | $12313455.78  | 0.13%             | 2027-11-11      | Floating      | 5.42%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold GBP                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-10017640.42 | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.          | CUSIP: 05252BDH9<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    1600000 | PA      | $1600654.11   | 0.02%             | 2025-10-03      | Floating      | 5.02%                 | No            | 2                  | On Loan: No      |
| CDP Financial Inc                          | CDP Financial, Inc.                                 | CUSIP: 12509RST9<br>LEI: 549300OXMGVYFCBFV096 | Long             | STIV             | CORP              | CA        |   34000000 | PA      | $33889398.00  | 0.37%             | 2025-05-27      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Province of Alberta Canada                 | Province of Alberta                                 | CUSIP: 01306MV80<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | STIV             | CORP              | CA        |   12000000 | PA      | $11856500.40  | 0.13%             | 2025-08-08      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Caisse des Depots et Consignations         | Caisse des Depots et Consignations                  | CUSIP: 12800AT46<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | STIV             | NUSS              | US        |   51000000 | PA      | $50784560.70  | 0.55%             | 2025-06-04      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE        | LVMH Moet Hennessy Louis Vuitton SE                 | CUSIP: 50244LTC8<br>LEI: IOG4E947OATN0KJYSD45 | Long             | STIV             | CORP              | FR        |   23000000 | PA      | $22880807.10  | 0.25%             | 2025-06-12      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CHEVRON CORP                               | Chevron Corp.                                       | CUSIP: 166764BW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     140000 | PA      | $139861.84    | 0.00%             | 2025-05-11      | Fixed         | 1.55%                 | No            | 2                  | On Loan: No      |
| FED HOME LN DISCOUNT NT                    | Federal Home Loan Bank Discount Notes               | CUSIP: 313385FP6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   26000000 | PA      | $25957230.00  | 0.28%             | 2025-05-14      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| National Securities Clearing Corp          | National Securities Clearing Corp.                  | CUSIP: 63763PUP2<br>LEI: 549300RYC9NELN2ICA34 | Long             | STIV             | CORP              | US        |   17000000 | PA      | $16826974.00  | 0.18%             | 2025-07-23      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| PSP Capital Inc                            | PSP Capital, Inc.                                   | CUSIP: 69370AUP7<br>LEI: 549300B456N0WEIC5249 | Long             | STIV             | CORP              | CA        |   35000000 | PA      | $34647035.50  | 0.37%             | 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        |   50000000 | PA      | $49716000.00  | 0.54%             | 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        |   30000000 | PA      | $29881392.00  | 0.32%             | 2025-06-02      | 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      | $-735915.56   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UNITED OVERSEAS BANK/SYD                   | United Overseas Bank Ltd.                           | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |   11000000 | PA      | $7060355.20   | 0.08%             | 2026-03-16      | Floating      | 4.84%                 | 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      | $-291633.21   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO BANK NA                        | Wells Fargo Bank NA                                 | CUSIP: 94988J6G7<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    2275000 | PA      | $2287967.55   | 0.02%             | 2026-12-11      | Floating      | 5.44%                 | No            | 2                  | On Loan: No      |
| ALBERTA T-BILL                             | Alberta Treasury Bills                              | CUSIP: 0130ZBEU2<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    2000000 | PA      | $1447802.12   | 0.02%             | 2025-05-27      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Macquarie Bank Ltd                         | Macquarie Bank Ltd.                                 | CUSIP: 55607KS15<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | STIV             | CORP              | US        |    5000000 | PA      | $4999393.00   | 0.05%             | 2025-05-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| QUEBEC T-BILL                              | Quebec Treasury Bills                               | CUSIP: 0985ZUGS0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   25000000 | PA      | $18017916.73  | 0.19%             | 2025-07-25      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| SWEDISH EXPORT CREDIT                      | Svensk Exportkredit AB                              | CUSIP: 87031CAF0<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   53250000 | PA      | $53717961.00  | 0.58%             | 2026-08-03      | Floating      | 5.36%                 | No            | 2                  | On Loan: No      |
| ONTARIO T-BILL                             | Ontario Treasury Bills                              | CUSIP: 6832Z5NE6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   44741000 | PA      | $32318605.85  | 0.35%             | 2025-06-25      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC                          | CPPIB Capital, Inc.                                 | CUSIP: 22411VAS7<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |    2528000 | PA      | $2549336.32   | 0.03%             | 2026-03-11      | Floating      | 5.62%                 | No            | 2                  | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                    | Landwirtschaftliche Rentenbank                      | CUSIP: 515110BX1<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |   11307000 | PA      | $11274708.90  | 0.12%             | 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        |   25000000 | PA      | $24979065.00  | 0.27%             | 2025-05-07      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Purchased USD / Sold NOK                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-772539.06   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.          | CUSIP: 05252ADK4<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   82266000 | PA      | $82316976.13  | 0.89%             | 2026-03-18      | Floating      | 4.93%                 | No            | 2                  | On Loan: No      |
| Erste Abwicklungsanstalt                   | Erste Abwicklungsanstalt                            | CUSIP: 29604CSV5<br>LEI: 7TG4VWERK338227TR435 | Long             | STIV             | CORP              | DE        |   50000000 | PA      | $49825590.00  | 0.54%             | 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        |    4000000 | PA      | $2901320.18   | 0.03%             | 2025-09-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-1627178.12  | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| ROCHE HOLDINGS INC                         | Roche Holdings, Inc.                                | CUSIP: 771196CD2<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   18040000 | PA      | $18065226.78  | 0.19%             | 2026-11-13      | Floating      | 5.10%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Purchased USD / Sold NZD                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-765426.23   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| PSP Capital Inc                            | PSP Capital, Inc.                                   | CUSIP: 69370AUH5<br>LEI: 549300B456N0WEIC5249 | Long             | STIV             | CORP              | CA        |   20000000 | PA      | $19812626.00  | 0.21%             | 2025-07-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| DNB Bank ASA                               | DNB Bank ASA                                        | CUSIP: 2332K0UH3<br>LEI: 549300GKFG0RYRRQ1414 | Long             | STIV             | CORP              | NO        |   25000000 | PA      | $24765425.00  | 0.27%             | 2025-07-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Nestle Finance International Ltd           | Nestle Finance International Ltd.                   | CUSIP: 64106GTJ2<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | STIV             | CORP              | LU        |   25000000 | PA      | $24853680.00  | 0.27%             | 2025-06-18      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NRW Bank                                   | NRW Bank                                            | CUSIP: 62939LSU4<br>LEI: 52990002O5KK6XOGJ020 | Long             | STIV             | CORP              | DE        |   32500000 | PA      | $32392821.50  | 0.35%             | 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        |    9000000 | PA      | $8901450.00   | 0.10%             | 2025-07-29      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                            | Nordea Bank Abp                                     | CUSIP: 65558RAF6<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   36594000 | PA      | $36653927.07  | 0.39%             | 2027-03-19      | Floating      | 5.11%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                            | CUSIP: 21688ABJ0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    9000000 | PA      | $8980092.00   | 0.10%             | 2029-10-17      | Floating      | 5.27%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                               | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    3800000 | PA      | $2436597.71   | 0.03%             | 2027-01-25      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| FINNVERA PLC                               | Finnvera OYJ                                        | CUSIP: 000000000<br>LEI: 743700T69OBBJO7TCA15 | Long             | DBT              | NUSS              | FI        |    2200000 | PA      | $2195749.60   | 0.02%             | 2025-06-04      | Fixed         | 2.38%                 | 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      | $-190016.99   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE        | LVMH Moet Hennessy Louis Vuitton SE                 | CUSIP: 50244LTJ3<br>LEI: IOG4E947OATN0KJYSD45 | Long             | STIV             | CORP              | FR        |   15000000 | PA      | $14911392.00  | 0.16%             | 2025-06-18      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                        | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   32880000 | PA      | $21175230.69  | 0.23%             | 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        |   18100000 | PA      | $18087297.78  | 0.19%             | 2025-05-17      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Erste Abwicklungsanstalt                   | Erste Abwicklungsanstalt                            | CUSIP: 29604CT36<br>LEI: 7TG4VWERK338227TR435 | Long             | STIV             | CORP              | DE        |   45000000 | PA      | $44815918.50  | 0.48%             | 2025-06-03      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| PSP Capital Inc                            | PSP Capital, Inc.                                   | CUSIP: 69370ATG9<br>LEI: 549300B456N0WEIC5249 | Long             | STIV             | NUSS              | CA        |   20000000 | PA      | $19887052.00  | 0.21%             | 2025-06-16      | 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      | $-39339.05    | -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        |   24000000 | PA      | $23881447.20  | 0.26%             | 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        |   16430000 | PA      | $16568669.20  | 0.18%             | 2026-03-11      | Floating      | 5.62%                 | 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      | $-160505.52   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                      | CUSIP: 2027A0KG3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   25381000 | PA      | $25386571.13  | 0.27%             | 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        |  115100000 | PA      | $87958942.36  | 0.95%             | 2025-05-29      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                      | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    5500000 | PA      | $3513689.84   | 0.04%             | 2030-01-09      | Floating      | 4.91%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                     | CUSIP: 4581X0ED6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    8720000 | PA      | $8720436.00   | 0.09%             | 2027-04-12      | Floating      | 4.66%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                               | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    2500000 | PA      | $1607236.42   | 0.02%             | 2028-09-19      | Floating      | 5.05%                 | No            | 2                  | On Loan: No      |
| Alphabet Inc                               | Alphabet, Inc.                                      | CUSIP: 02079NTD3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | STIV             | CORP              | US        |   50000000 | PA      | $49735430.00  | 0.54%             | 2025-06-13      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased GBP / Sold USD                            | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | GB        |          1 | NC      | $727026.57    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET CORP                          | State Street Corp.                                  | CUSIP: 857477CQ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   20915000 | PA      | $20837614.50  | 0.22%             | 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        |   20000000 | PA      | $19745640.00  | 0.21%             | 2025-08-12      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| KOMMUNALBANKEN AS                          | Kommunalbanken AS                                   | CUSIP: 50048MDE7<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |   30500000 | PA      | $30727081.65  | 0.33%             | 2026-06-17      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development | CUSIP: 459058LG6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   45500000 | PA      | $45505879.06  | 0.49%             | 2028-05-15      | Floating      | 4.66%                 | No            | 2                  | On Loan: No      |
| QUEBEC T-BILL                              | Quebec Treasury Bills                               | CUSIP: 0985ZUFE2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   35000000 | PA      | $25304294.21  | 0.27%             | 2025-06-13      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| KFW                                        | Kreditanstalt fuer Wiederaufbau                     | CUSIP: 500769KA1<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   10000000 | PA      | $10032304.10  | 0.11%             | 2025-09-29      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| INTL FINANCE CORP                          | International Finance Corp.                         | CUSIP: 45950KDJ6<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |   55740000 | PA      | $55747803.60  | 0.60%             | 2028-08-28      | Floating      | 4.67%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold SGD                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-2241489.09  | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                      | CUSIP: 2027A0KR9<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    4600000 | PA      | $4604732.20   | 0.05%             | 2025-09-12      | Floating      | 5.00%                 | No            | 2                  | On Loan: No      |
| PSP Capital Inc                            | PSP Capital, Inc.                                   | CUSIP: 69370ASW5<br>LEI: 549300B456N0WEIC5249 | Long             | STIV             | NUSS              | CA        |   35000000 | PA      | $34874290.50  | 0.38%             | 2025-05-30      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| DNB Bank ASA                               | DNB Bank ASA                                        | CUSIP: 2332K0ST0<br>LEI: 549300GKFG0RYRRQ1414 | Long             | STIV             | CORP              | NO        |   61000000 | PA      | $60803451.90  | 0.66%             | 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        |   11500000 | PA      | $7376345.00   | 0.08%             | 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        |  100000000 | PA      | $99860000.00  | 1.08%             | 2028-04-02      | Floating      | 4.96%                 | No            | 2                  | On Loan: —       |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |          1 | NC      | $-3543908.87  | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| CANADA T-BILL                              | Canada Treasury Bills                               | CUSIP: 1350Z7CV4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    5800000 | PA      | $4200477.30   | 0.05%             | 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        |   19446000 | PA      | $12454931.70  | 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        |   17000000 | PA      | $10901113.15  | 0.12%             | 2027-02-26      | Floating      | 4.89%                 | No            | 2                  | On Loan: No      |
| ALBERTA T-BILL                             | Alberta Treasury Bills                              | CUSIP: 0130ZBEM0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |   25000000 | PA      | $18107137.68  | 0.20%             | 2025-05-20      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-3042242.51  | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| NORDIC INVESTMENT BANK                     | Nordic Investment Bank                              | CUSIP: 65562QBR5<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |   22400000 | PA      | $22575995.46  | 0.24%             | 2026-05-12      | Floating      | 5.36%                 | 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      | $-534792.20   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Nestle Finance International Ltd           | Nestle Finance International Ltd.                   | CUSIP: 64106GT37<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | STIV             | CORP              | LU        |   50000000 | PA      | $49792850.00  | 0.54%             | 2025-06-03      | 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        |   10000000 | PA      | $9948006.00   | 0.11%             | 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        |   74700000 | PA      | $47921827.26  | 0.52%             | 2027-01-14      | Floating      | 4.75%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased NOK / Sold USD                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NO        |          1 | NC      | $276662.05    | 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      | $-5715006.16  | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| BNG Bank NV                                | BNG Bank NV                                         | CUSIP: 09657RS24<br>LEI: 529900GGYMNGRQTDOO93 | Long             | STIV             | CORP              | NL        |   25000000 | PA      | $24994065.00  | 0.27%             | 2025-05-02      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| Svenska Handelsbanken AB                   | Svenska Handelsbanken AB                            | CUSIP: 86960JUE3<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | STIV             | CORP              | SE        |   25000000 | PA      | $24773185.00  | 0.27%             | 2025-07-14      | 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      | $-1215350.85  | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO BANK NA                        | Wells Fargo Bank NA                                 | CUSIP: 94988J6B8<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   10844000 | PA      | $10861698.17  | 0.12%             | 2025-08-01      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-502536.02   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UNITED OVERSEAS BANK/SYD                   | United Overseas Bank Ltd.                           | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |   20000000 | PA      | $12822661.13  | 0.14%             | 2027-02-24      | Floating      | 4.85%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold SEK                            | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |          1 | NC      | $-179754.45   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Kommunalbanken AS                          | Kommunalbanken AS                                   | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |   24924000 | PA      | $15967532.62  | 0.17%             | 2025-07-16      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| CANADA T-BILL                              | Canada Treasury Bills                               | CUSIP: 1350Z7C36<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   31000000 | PA      | $22361105.47  | 0.24%             | 2025-07-16      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Svensk Exportkredit AB                     | Svensk Exportkredit AB                              | CUSIP: 87030JTD1<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | STIV             | CORP              | SE        |   19000000 | PA      | $18900160.70  | 0.20%             | 2025-06-13      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                   | Svenska Handelsbanken AB                            | CUSIP: 86959LAR4<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    7800000 | PA      | $7793946.89   | 0.08%             | 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        |    5400000 | PA      | $5398542.00   | 0.06%             | 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        |   15000000 | PA      | $14852019.00  | 0.16%             | 2025-07-21      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased NZD / Sold USD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NZ        |          1 | NC      | $164080.07    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DNB Bank ASA                               | DNB Bank ASA                                        | CUSIP: 2332K0UE0<br>LEI: 549300GKFG0RYRRQ1414 | Long             | STIV             | CORP              | NO        |   30000000 | PA      | $29729361.00  | 0.32%             | 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        |   62000000 | PA      | $39729995.30  | 0.43%             | 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        |   15750000 | PA      | $15660758.93  | 0.17%             | 2025-06-16      | 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      | $-3791860.40  | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Caisse des Depots et Consignations         | Caisse des Depots et Consignations                  | CUSIP: 12800AUQ5<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | STIV             | CORP              | US        |    7500000 | PA      | $7422762.00   | 0.08%             | 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        |   25250000 | PA      | $24976585.43  | 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        |   18900000 | PA      | $12244531.94  | 0.13%             | 2027-11-04      | Floating      | 5.43%                 | No            | 2                  | On Loan: No      |
| Queensland Treasury Corp                   | Queensland Treasury Corp.                           | CUSIP: 74830RUQ2<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | STIV             | NUSS              | AU        |   40000000 | PA      | $39591844.00  | 0.43%             | 2025-07-24      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| NZ LOCAL GOVT FD AG BILL                   | New Zealand Local Government Funding Agency Bills   | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | STIV             | NUSS              | NZ        |   33000000 | PA      | $19549845.20  | 0.21%             | 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        |   34700000 | PA      | $22288214.90  | 0.24%             | 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        |   48550000 | PA      | $48558107.85  | 0.52%             | 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        |   11500000 | PA      | $7401611.50   | 0.08%             | 2028-11-21      | Floating      | 5.29%                 | No            | 2                  | On Loan: No      |
| PSP Capital Inc                            | PSP Capital, Inc.                                   | CUSIP: 69370ASG0<br>LEI: 549300B456N0WEIC5249 | Long             | STIV             | NUSS              | CA        |   10000000 | PA      | $9980839.00   | 0.11%             | 2025-05-16      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| L-BANK BW FOERDERBANK                      | Landeskreditbank Baden-Wuerttemberg Foerderbank     | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |    2300000 | PA      | $1473185.35   | 0.02%             | 2025-08-07      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| SWEDISH EXPORT CREDIT                      | Svensk Exportkredit AB                              | CUSIP: 00254EMZ2<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    2500000 | PA      | $2496642.18   | 0.03%             | 2025-05-14      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                        | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   50140000 | PA      | $32164075.90  | 0.35%             | 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        |   12348000 | PA      | $12467652.12  | 0.13%             | 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        |   87000000 | PA      | $62943420.86  | 0.68%             | 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        |  130500000 | PA      | $99909025.50  | 1.08%             | 2025-05-02      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ALBERTA T-BILL                             | Alberta Treasury Bills                              | CUSIP: 0130ZBFR8<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |   32000000 | PA      | $23115856.67  | 0.25%             | 2025-06-24      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| DNB Bank ASA                               | DNB Bank ASA                                        | CUSIP: 2332K0TP7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | STIV             | CORP              | NO        |   50000000 | PA      | $49675890.00  | 0.54%             | 2025-06-23      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Floating Rate Notes                   | CUSIP: 91282CJU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  530500000 | PA      | $531118775.20 | 5.72%             | 2026-01-31      | Floating      | 4.49%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.          | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   19000000 | PA      | $12151588.76  | 0.13%             | 2027-12-15      | Floating      | 4.78%                 | No            | 2                  | On Loan: No      |
| Erste Abwicklungsanstalt                   | Erste Abwicklungsanstalt                            | CUSIP: 29604CS78<br>LEI: 7TG4VWERK338227TR435 | Long             | STIV             | CORP              | DE        |   20000000 | PA      | $19983200.00  | 0.22%             | 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        |    6600000 | PA      | $6602178.00   | 0.07%             | 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        |   19070000 | PA      | $12248883.52  | 0.13%             | 2026-08-17      | Floating      | 4.92%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                            | CUSIP: 21688ABE1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   65000000 | PA      | $65103935.00  | 0.70%             | 2027-03-05      | Floating      | 5.08%                 | No            | 2                  | On Loan: No      |
| DBS Bank Ltd                               | DBS Bank Ltd.                                       | CUSIP: 23305DSP1<br>LEI: ATUEL7OJR5057F2PV266 | Long             | STIV             | CORP              | SG        |   35000000 | PA      | $34903088.50  | 0.38%             | 2025-05-23      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold AUD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-4080.50     | -0.00%            |  |  |  | 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        |   15500000 | PA      | $15347073.90  | 0.17%             | 2025-07-22      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-513647.84   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| European Investment Bank                   | European Investment Bank                            | CUSIP: 29878RTQ1<br>LEI: 5493006YXS1U5GIHE750 | Long             | STIV             | CORP              | LU        |   20000000 | PA      | $19868764.00  | 0.21%             | 2025-06-24      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased GBP / Sold USD                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | GB        |          1 | NC      | $4210796.26   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-2131912.84  | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| PSP Capital Inc                            | PSP Capital, Inc.                                   | CUSIP: 69370AUH5<br>LEI: 549300B456N0WEIC5249 | Long             | STIV             | CORP              | CA        |   60000000 | PA      | $59437878.00  | 0.64%             | 2025-07-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NRW Bank                                   | NRW Bank                                            | CUSIP: 62939LTG4<br>LEI: 52990002O5KK6XOGJ020 | Long             | STIV             | CORP              | DE        |   50000000 | PA      | $49723220.00  | 0.54%             | 2025-06-16      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| DNB Bank ASA                               | DNB Bank ASA                                        | CUSIP: 2332K0UJ9<br>LEI: 549300GKFG0RYRRQ1414 | Long             | STIV             | CORP              | NO        |   25000000 | PA      | $24762410.00  | 0.27%             | 2025-07-18      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                      | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   17300000 | PA      | $11078456.20  | 0.12%             | 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        |   32500000 | PA      | $23571811.98  | 0.25%             | 2025-06-02      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.          | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     710000 | PA      | $457432.94    | 0.00%             | 2027-05-12      | Floating      | 5.17%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                            | CUSIP: 21688ABG6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   17250000 | PA      | $17270200.61  | 0.19%             | 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        |   35855000 | PA      | $26004368.02  | 0.28%             | 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        |   57300000 | PA      | $41554761.35  | 0.45%             | 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        |    7400000 | PA      | $4777849.52   | 0.05%             | 2028-03-31      | Floating      | 5.19%                 | No            | 2                  | On Loan: No      |
| SKANDINAVISKA ENSKILDA                     | Skandinaviska Enskilda Banken AB                    | CUSIP: 830505AY9<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |     290000 | PA      | $290194.03    | 0.00%             | 2025-06-09      | Floating      | 5.33%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                              | CUSIP: 04517PBZ4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |  169596000 | PA      | $169397791.46 | 1.82%             | 2028-06-20      | Floating      | 4.67%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.          | CUSIP: 05252BDJ5<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    9000000 | PA      | $9033210.09   | 0.10%             | 2027-01-18      | Floating      | 5.19%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-443818.11   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold CAD                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-230141.06   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Nederlandse Waterschapsbank NV             | Nederlandse Waterschapsbank NV                      | CUSIP: 63975UUX8<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | STIV             | CORP              | NL        |   26250000 | PA      | $25961966.63  | 0.28%             | 2025-07-31      | Fixed         | 0.01%                 | 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        |   15750000 | PA      | $15653164.28  | 0.17%             | 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        |   20470000 | PA      | $13262457.04  | 0.14%             | 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        |    9200000 | PA      | $6699863.63   | 0.07%             | 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        |   11650000 | PA      | $8444940.16   | 0.09%             | 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        |    9500000 | PA      | $5623376.54   | 0.06%             | 2025-06-03      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Walmart Inc                                | Walmart, Inc.                                       | CUSIP: 93114ES57<br>LEI: Y87794H0US1R65VBXU25 | Long             | STIV             | CORP              | US        |    9375000 | PA      | $9369418.13   | 0.10%             | 2025-05-05      | 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        |   54880000 | PA      | $55060555.20  | 0.59%             | 2027-08-19      | Floating      | 4.79%                 | No            | 2                  | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale | Caisse d'Amortissement de la Dette Sociale          | CUSIP: 12802VS23<br>LEI: 969500P04DQJS4BPM574 | Long             | STIV             | NUSS              | FR        |   50000000 | PA      | $49987990.00  | 0.54%             | 2025-05-02      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                   | Asian Infrastructure Investment Bank                | CUSIP: 04522KAB2<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   26302000 | PA      | $26223908.57  | 0.28%             | 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