# EDGAR Filing Document

**Accession Number:** 0000313212
**File Stem:** 0001099263-25-003603
**Filing Date:** 2025-11
**Character Count:** 225925
**Document Hash:** 4453e19abddb74ae6d4c74e050fd5a64
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-25-003603.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0001099263-25-003603

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251125

**DATE AS OF CHANGE**: 20251125

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** T. Rowe Price International Funds, Inc.
- **CENTRAL INDEX KEY:** 0000313212

**ORGANIZATION NAME:**
- **EIN:** 521175211
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02958
- **FILM NUMBER:** 251521864

**BUSINESS ADDRESS:**
- **STREET 1:** 1307 POINT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21231
- **BUSINESS PHONE:** 410-345-2000

**MAIL ADDRESS:**
- **STREET 1:** 1307 POINT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21231

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRICE T ROWE INTERNATIONAL FUNDS INC
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRICE T ROWE INTERNATIONAL TRUST
- **DATE OF NAME CHANGE:** 19900301

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRICE T ROWE INTERNATIONAL FUND INC
- **DATE OF NAME CHANGE:** 19890914

## Series and Classes Contracts Data

### T. Rowe Price International Bond Fund (Series ID: S000001489)

| Class ID   | Class Name                                          | Ticker Symbol   |
|:---|:---|:---|
| C000004007 | T. Rowe Price International Bond Fund               | RPIBX           |
| C000004008 | T. Rowe Price International Bond Fund-Advisor Class | PAIBX           |
| C000159126 | T. Rowe Price International Bond Fund-I Class       | RPISX           |
| C000219335 | T. Rowe Price International Bond Fund-Z Class       | TRLZX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** T. ROWE PRICE INTERNATIONAL FUNDS, INC.

- **b. Investment Company Act file number:** 811-02958

- **c. CIK number of Registrant:** 0000313212

- **d. LEI of Registrant:** 549300O4BT3AMY6OUC26

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

  - **Street Address 1:** 1307 Point Street

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21231

  - **Telephone number:** 410-345-2000

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

- **a. Name of Series:** T. Rowe Price International Bond Fund

- **b. EDGAR series identifier (if any):** S000001489

- **c. LEI of Series:** C339HPVTHLLM709WSU55

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-09-30

**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:** $851228227.15

**Total Liabilities:** $15328260.10

**Net Assets:** $835899967.05

**Cash Not Reported:** $10447628.47

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -468.257855 | **1-Year:** -10696.171223 | **5-Year:** -48037.938611 | **10-Year:** -16062.730687 | **30-Year:** -963.310293

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

- **3-Month:** -268.268757 | **1-Year:** -1995.373638 | **5-Year:** -2493.213237 | **10-Year:** -1626.595860 | **30-Year:** -58.542571

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000004007 | -2.81%               | 1.97%                | 0.26%                |
| Class ID C000004008 | -2.76%               | 1.96%                | 0.22%                |
| Class ID C000159126 | -2.79%               | 1.98%                | 0.27%                |
| Class ID C000219335 | -2.75%               | 2.03%                | 0.31%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2239322.26              | $-26750310.18                              |
| Month 2  | $-4028672.61             | $18101765.33                               |
| Month 3  | $634774.82               | $499672.29                                 |

**Designated Index Information**

- **Index Name:** Bloomberg Barclays Global Aggregate ex-USD Total Return Index Value Unhedged USD (Returns)

- **Index Identifier:** LG38TRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABBVIE INC                            | ABBVIE INC                                                                   | CUSIP: 00287YDP1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      995000 | PA      | $1170224.06   | 0.14%             | 2028-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                            | ABBVIE INC                                                                   | CUSIP: 00287YBB4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      410000 | PA      | $474939.15    | 0.06%             | 2028-11-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| HOLDING D'INFRASTRUCTURE              | ABERTIS FRANCE SAS                                                           | CUSIP: BT4316647<br>LEI: 9695004S3RCE0Q5V8G28 | Long             | DBT              | CORP              | FR        |     1300000 | PA      | $1386565.96   | 0.17%             | 2031-01-18      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                          | AES ANDES SA                                                                 | CUSIP: YQ3058100<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |      330000 | PA      | $345897.47    | 0.04%             | 2032-03-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                         | AIB GROUP PLC                                                                | CUSIP: YX0681750<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      307000 | PA      | $375301.23    | 0.04%             | 2035-05-20      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                         | AIB GROUP PLC                                                                | CUSIP: YQ3908478<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      680000 | PA      | $813913.92    | 0.10%             | 2033-03-20      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| ALBANIA 144A                          | ALBANIA GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: ZK8858829<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     2640000 | PA      | $3293196.21   | 0.39%             | 2028-06-09      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ALBANIA                               | ALBANIA GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: ZK8858837<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |      330000 | PA      | $411649.53    | 0.05%             | 2028-06-09      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ALDAR PROPERTIES PJSC                 | ALDAR PROPERTIES PJSC                                                        | CUSIP: YS4097384<br>LEI: 98450048CD8AEF13B480 | Long             | DBT              | CORP              | AE        |     1100000 | PA      | $1158139.03   | 0.14%             | 2055-04-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                      | ALLIED UNIVERSAL HOLDCO LLC/ALLIED UNIVERSAL FINANCE CORP/ATLAS LUXCO 4 SARL | CUSIP: BP3255414<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      510000 | PA      | $592268.89    | 0.07%             | 2028-06-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA 144A              | ALTICE FINANCING SA                                                          | CUSIP: BQ8377260<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |      365000 | PA      | $326769.93    | 0.04%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA 144A                 | ALTICE FRANCE SA                                                             | CUSIP: AT6218768<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      185000 | PA      | $195757.34    | 0.02%             | 2027-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV               | AMERICA MOVIL SAB DE CV                                                      | CUSIP: EI2982383<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     1070000 | PA      | $1499270.30   | 0.18%             | 2030-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                | AMERICAN HONDA FINANCE CORP                                                  | CUSIP: BM6819999<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      796000 | PA      | $1027119.28   | 0.12%             | 2026-11-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                | ANGLO AMERICAN CAPITAL PLC                                                   | CUSIP: AX5433773<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |      850000 | PA      | $1096921.17   | 0.13%             | 2029-03-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/              | ANHEUSER-BUSCH INBEV SA/NV                                                   | CUSIP: AX8902105<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |      300000 | PA      | $327834.68    | 0.04%             | 2031-03-28      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| APT PIPELINES LTD                     | APA INFRASTRUCTURE LTD                                                       | CUSIP: EK8055387<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |      410000 | PA      | $477538.50    | 0.06%             | 2027-03-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| APT PIPELINES LTD                     | APA INFRASTRUCTURE LTD                                                       | CUSIP: BJ0850237<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |      700000 | PA      | $779436.53    | 0.09%             | 2030-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                | APA INFRASTRUCTURE LTD                                                       | CUSIP: EK8055262<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |      940000 | PA      | $1183739.29   | 0.14%             | 2030-03-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV              | ASIAN INFRASTRUCTURE INVESTMENT BANK/THE                                     | CUSIP: ZD2723355<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | N/A       |    60000000 | PA      | $680795.71    | 0.08%             | 2029-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC               | ASTRAZENECA FINANCE LLC                                                      | CUSIP: YW7306486<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |      700000 | PA      | $831409.38    | 0.10%             | 2030-08-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                 | ATHENE GLOBAL FUNDING                                                        | CUSIP: BT3337438<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     1045000 | PA      | $1198995.22   | 0.14%             | 2027-01-08      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | AUD/USD FWD 20251024 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | AU        |           1 | NC      | $10841.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| XMZ5 AUST 10Y BOND FUT DEC25          | AUST 10Y BOND FUT DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |        -107 | NC      | $-56276.86    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| XMZ5 AUST 10Y BOND FUT DEC25          | AUST 10Y BOND FUT DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |         -11 | NC      | $-5785.47     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| YMZ5 AUST 3YR BOND FUT DEC25          | AUST 3YR BOND FUT DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |          53 | NC      | $-11111.27    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIA                             | AUSTRALIA GOVERNMENT BOND                                                    | CUSIP: EJ9437272<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    12674000 | PA      | $8603593.19   | 1.03%             | 2033-04-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AUTOLIV INC                           | AUTOLIV INC                                                                  | CUSIP: ZL4428229<br>LEI: A23RUXWKASG834LTMK28 | Long             | DBT              | CORP              | US        |      375000 | PA      | $454150.42    | 0.05%             | 2028-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA               | AUTOSTRADE PER L'ITALIA SPA                                                  | CUSIP: BN4840177<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |     1067000 | PA      | $1196840.42   | 0.14%             | 2030-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L ITALIA               | AUTOSTRADE PER L'ITALIA SPA                                                  | CUSIP: BT5739391<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |      425000 | PA      | $487704.48    | 0.06%             | 2028-01-25      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| AVINOR AS                             | AVINOR AS                                                                    | CUSIP: ZO6396162<br>LEI: 5967007LIEEXZX8ZW078 | Long             | DBT              | CORP              | NO        |     1185000 | PA      | $1248451.43   | 0.15%             | 2030-10-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AXIAN TELE HOLD 144A                  | AXIAN TELECOM HOLDING & MANAGEMENT PLC                                       | CUSIP: 05465QAA7<br>LEI: 984500B7DCD97EB04857 | Long             | DBT              | CORP              | AE        |      790000 | PA      | $810350.18    | 0.10%             | 2030-07-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BACARDI MARTINI BV 4/2 144A CP        | BACARDI-MARTINI BV                                                           | CUSIP: 05634EY63<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |     1350000 | PA      | $1343554.56   | 0.16%             | 2025-11-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG              | BANCO BILBAO VIZCAYA ARGENTARIA SA                                           | CUSIP: YV3202772<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      900000 | PA      | $1090985.96   | 0.13%             | 2036-08-29      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG              | BANCO BILBAO VIZCAYA ARGENTARIA SA                                           | CUSIP: ZK9151877<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $503080.43    | 0.06%             | 2033-09-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| BANCO COMERC PORTUGUES                | BANCO COMERCIAL PORTUGUES SA                                                 | CUSIP: BR6434368<br>LEI: JU1U6S0DG9YLT7N8ZV32 | Long             | DBT              | CORP              | PT        |      600000 | PA      | $695624.63    | 0.08%             | 2028-04-07      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                  | BANCO DE SABADELL SA                                                         | CUSIP: BS3554588<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $473729.18    | 0.06%             | N/A             | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                  | BANCO DE SABADELL SA                                                         | CUSIP: BP9815211<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |     1100000 | PA      | $1255939.99   | 0.15%             | 2028-06-16      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                   | BANGKOK BANK PCL/HONG KONG                                                   | CUSIP: ZR6527587<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |     1340000 | PA      | $1268879.69   | 0.15%             | 2034-09-25      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | BANK OF AMERICA CORP                                                         | CUSIP: AS2798773<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      410000 | PA      | $475069.12    | 0.06%             | 2028-04-25      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                | BANQUE FEDERATIVE DU CREDIT MUTUEL SA                                        | CUSIP: AN6296759<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $575871.53    | 0.07%             | 2027-05-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                | BANQUE FEDERATIVE DU CREDIT MUTUEL SA                                        | CUSIP: ZM2632598<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     1600000 | PA      | $2024982.66   | 0.24%             | 2033-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BANQUE STELLANTIS FRANCE              | BANQUE STELLANTIS FRANCE SACA                                                | CUSIP: ZJ7883276<br>LEI: 969500JK1O192KI3E882 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $477683.38    | 0.06%             | 2027-01-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                          | BARCLAYS PLC                                                                 | CUSIP: ZM2318578<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      790000 | PA      | $1116221.41   | 0.13%             | 2031-01-31      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                          | BARCLAYS PLC                                                                 | CUSIP: BT3324469<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      425000 | PA      | $488552.73    | 0.06%             | 2028-01-28      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                          | BARCLAYS PLC                                                                 | CUSIP: ZN5681905<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      460000 | PA      | $594555.36    | 0.07%             | 2034-01-29      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                          | BARCLAYS PLC                                                                 | CUSIP: BQ8368673<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      820000 | PA      | $903879.49    | 0.11%             | 2029-08-09      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                | BBVA MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO BBVA MEXICO/TX | CUSIP: AQ7459029<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     1025000 | PA      | $1007293.13   | 0.12%             | 2033-01-18      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                 | BECTON DICKINSON & CO                                                        | CUSIP: ZF8249137<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      583000 | PA      | $695977.11    | 0.08%             | 2031-02-08      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON EURO                 | BECTON DICKINSON EURO FINANCE SARL                                           | CUSIP: BN9906858<br>LEI: 549300W40NLZ25XUTH09 | Long             | DBT              | CORP              | LU        |      408000 | PA      | $376369.62    | 0.05%             | 2036-02-12      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| BIMBO BAKERIES USA INC 144A           | BIMBO BAKERIES USA INC                                                       | CUSIP: 09031WAC7<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |      970000 | PA      | $1015607.63   | 0.12%             | 2029-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                | BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL                            | CUSIP: BR8971862<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |      750000 | PA      | $812515.98    | 0.10%             | 2030-04-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                | BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL                            | CUSIP: ZR4791987<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |     1700000 | PA      | $1900042.60   | 0.23%             | 2029-03-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                           | BNP PARIBAS SA                                                               | CUSIP: ZM1980592<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $608304.66    | 0.07%             | 2031-01-10      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                           | BNP PARIBAS SA                                                               | CUSIP: AW7468688<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1172582.44   | 0.14%             | 2027-01-23      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS 144A            | BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS                               | CUSIP: ZH7377901<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  4575000000 | PA      | $4836153.78   | 0.58%             | 2034-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BPCE SA                               | BPCE SA                                                                      | CUSIP: BN3350699<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     1100000 | PA      | $1115313.45   | 0.13%             | 2031-01-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BRAMBLES FINANCE PLC                  | BRAMBLES FINANCE PLC                                                         | CUSIP: ZL5103201<br>LEI: 213800MBRRUVQIONAN53 | Long             | DBT              | CORP              | GB        |     1430000 | PA      | $1766882.20   | 0.21%             | 2031-03-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BRAZIL NTN-F                          | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F                                     | CUSIP: ZF1603256<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    47256000 | PA      | $7279764.76   | 0.87%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL              | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F                                     | CUSIP: ZP2084801<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    35118000 | PA      | $5781942.99   | 0.69%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BULGARIA                              | BULGARIA GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: YO0398108<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |     3525000 | PA      | $4171192.63   | 0.50%             | 2034-05-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BULGARIA                              | BULGARIA GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: ZO4964201<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      277000 | PA      | $291079.97    | 0.03%             | 2030-09-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BULGARIA                              | BULGARIA GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: YM3910432<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |     3200000 | PA      | $3692372.15   | 0.44%             | 2035-07-18      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | CAD/USD FWD 20251024 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-3662.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | CAD/USD FWD 20251024 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-3931.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAIXABANK SA                          | CAIXABANK SA                                                                 | CUSIP: BY7751344<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $729535.89    | 0.09%             | 2029-09-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                          | CAIXABANK SA                                                                 | CUSIP: ZN4073278<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $501906.38    | 0.06%             | 2033-02-23      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI              | CALIFORNIA BUYER LTD / ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC              | CUSIP: YU6713868<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      470000 | PA      | $575084.09    | 0.07%             | 2032-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CNZ5 CAN 10YR BOND FUT DEC25          | CAN 10YR BOND FUT DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |         -56 | NC      | $-98666.86    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CANADA                                | CANADIAN GOVERNMENT BOND                                                     | CUSIP: 135087D35<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2000000 | PA      | $1248501.83   | 0.15%             | 2048-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CANADA                                | CANADIAN GOVERNMENT BOND                                                     | CUSIP: 135087Q98<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    18027000 | PA      | $13541298.99  | 1.62%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                   | CANADIAN GOVERNMENT BOND                                                     | CUSIP: 135087S70<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1918000 | PA      | $1342227.89   | 0.16%             | 2057-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADA INFL INDX                      | CANADIAN GOVERNMENT REAL RETURN BOND                                         | CUSIP: 135087WV2<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    19492209 | PA      | $16529931.06  | 1.98%             | 2031-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURC 4/2 144A CP  | CANADIAN NATURAL RESOURCES LTD                                               | CUSIP: 13638WXQ0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     4176000 | PA      | $4163416.46   | 0.50%             | 2025-10-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO              | CAPITAL ONE FINANCIAL CORP                                                   | CUSIP: 14040HCC7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2344793.88   | 0.28%             | 2029-06-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CELLNEX TELECOM SA                    | CELLNEX TELECOM SA                                                           | CUSIP: ZO9508185<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |     2900000 | PA      | $3172677.58   | 0.38%             | 2030-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CESKA SPORITELNA AS                   | CESKA SPORITELNA AS                                                          | CUSIP: YX9830838<br>LEI: 9KOGW2C2FCIOJQ7FF485 | Long             | DBT              | CORP              | CZ        |      500000 | PA      | $615223.91    | 0.07%             | 2031-07-03      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | CHF/USD FWD 20251024 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | CH        |           1 | NC      | $-3991.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | CHF/USD FWD 20251024 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | CH        |           1 | NC      | $-1327.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHILE                                 | CHILE GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: ZJ3624492<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     1100000 | PA      | $1336643.09   | 0.16%             | 2034-07-05      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                 | CHINA GOVERNMENT BOND                                                        | CUSIP: YW4797141<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    30280000 | PA      | $4438579.37   | 0.53%             | 2054-07-25      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| CHINA                                 | CHINA GOVERNMENT BOND                                                        | CUSIP: AZ1695297<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     8300000 | PA      | $1722637.15   | 0.21%             | 2069-06-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                 | CHINA GOVERNMENT BOND                                                        | CUSIP: BY2971822<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    60000000 | PA      | $8918662.15   | 1.07%             | 2032-08-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| CHINA                                 | CHINA GOVERNMENT BOND                                                        | CUSIP: BR8945304<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    13700000 | PA      | $2406952.08   | 0.29%             | 2051-10-18      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| CHINA                                 | CHINA GOVERNMENT BOND                                                        | CUSIP: YX6039409<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     3900000 | PA      | $586960.89    | 0.07%             | 2074-06-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                 | CHINA GOVERNMENT BOND                                                        | CUSIP: BV8098048<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    41000000 | PA      | $6961438.46   | 0.83%             | 2052-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| CHORUS LTD                            | CHORUS LTD                                                                   | CUSIP: BY6622025<br>LEI: R7NJHU48LTCIOB9BVU57 | Long             | DBT              | CORP              | NZ        |      790000 | PA      | $949305.01    | 0.11%             | 2029-09-07      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTER                   | CIRSA FINANCE INTERNATIONAL SARL                                             | CUSIP: ZJ5963245<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |      760000 | PA      | $927933.43    | 0.11%             | 2028-07-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                         | CITIGROUP INC                                                                | CUSIP: YM4305897<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1198000 | PA      | $1432701.15   | 0.17%             | 2036-07-23      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                         | CLP/USD FWD 20251107 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | CL        |           1 | NC      | $-53421.77    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | CME - CLP IRS 4/11/35 PAY FIX_C                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $21842.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | CME - CLP IRS 4/24/35 PAY FIX_C                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $-3537.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | CME - MXN IRS 1/24/35 PAY FIX_C                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $-314221.02   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | CNH/USD FWD 20251212 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | CN        |           1 | NC      | $3807.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLGIX 2022-1CAN A2 144A               | COLOGIX CANADIAN ISSUER LP                                                   | CUSIP: 19521DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |     1690000 | PA      | $1196199.90   | 0.14%             | 2052-01-25      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| COLOMBIA BROWN                        | COLOMBIAN TES                                                                | CUSIP: BQ2333632<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  3410000000 | PA      | $727313.46    | 0.09%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIA                              | COLOMBIAN TES                                                                | CUSIP: BN5058530<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 20281200000 | PA      | $3582994.46   | 0.43%             | 2036-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COLOMBIA                              | COLOMBIAN TES                                                                | CUSIP: EJ5096460<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  9493400000 | PA      | $2218932.47   | 0.27%             | 2028-04-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                  | COLOMBIAN TES                                                                | CUSIP: YM8536158<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  8400000000 | PA      | $2149022.82   | 0.26%             | 2035-01-24      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| COLOMBIA                              | COLOMBIAN TES                                                                | CUSIP: ZM3975335<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 17869000000 | PA      | $4932619.02   | 0.59%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| INMOBILIARIA COLONIAL SO              | COLONIAL SFL SOCIMI SA                                                       | CUSIP: AQ1248246<br>LEI: 95980020140005007414 | Long             | DBT              | CORP              | ES        |     1500000 | PA      | $1757957.90   | 0.21%             | 2025-11-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                          | COMCAST CORP                                                                 | CUSIP: ZP9018109<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      800000 | PA      | $806769.59    | 0.10%             | 2032-02-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                          | COMCAST CORP                                                                 | CUSIP: 20030NDX6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1148467.45   | 0.14%             | 2026-09-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PR COMWLTH PUB IMPT CVI-SUBSER CW NT  | COMMONWEALTH OF PUERTO RICO                                                  | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |     3433806 | PA      | $2270604.44   | 0.27%             | 2043-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | COP/USD FWD 20251205 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | CO        |           1 | NC      | $6439.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | COP/USD FWD 20251205 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | CO        |           1 | NC      | $-12683.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | COP/USD FWD 20251205 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | CO        |           1 | NC      | $-296320.54   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CORPORACION INMOBILIARIA 144A         | CORP INMOBILIARIA VESTA SAB DE CV                                            | CUSIP: 21989DAB8<br>LEI: 4469000001BIRIFZJ959 | Long             | DBT              | CORP              | MX        |      635000 | PA      | $642461.25    | 0.08%             | 2033-01-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ASSRNCES              | CREDIT AGRICOLE ASSURANCES SA                                                | CUSIP: AQ8047468<br>LEI: 969500K2MUPSI57XK083 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1157906.81   | 0.14%             | 2048-01-29      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                   | CRH SMW FINANCE DAC                                                          | CUSIP: ZJ5836185<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |      700000 | PA      | $856426.04    | 0.10%             | 2031-07-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CYPRUS                                | CYPRUS GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: ZS3023307<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |      642000 | PA      | $613069.59    | 0.07%             | 2049-05-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CYPRUS                                | CYPRUS GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: BH6216213<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |      425000 | PA      | $493312.92    | 0.06%             | 2027-04-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CYPRUS                                | CYPRUS GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: BT4945783<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |     2546000 | PA      | $2654856.75   | 0.32%             | 2032-01-20      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                        | CZECH REPUBLIC GOVERNMENT BOND                                               | CUSIP: BU6855664<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |   190990000 | PA      | $8481621.47   | 1.01%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                        | CZECH REPUBLIC GOVERNMENT BOND                                               | CUSIP: ZK1433224<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    72510000 | PA      | $3600889.21   | 0.43%             | 2034-04-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                        | CZECH REPUBLIC GOVERNMENT BOND                                               | CUSIP: BH2499433<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |   347220000 | PA      | $11022805.57  | 1.32%             | 2040-04-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CZECHOSLOVAK GROUP 144A               | CZECHOSLOVAK GROUP AS                                                        | CUSIP: YN6473220<br>LEI: 315700SWFD7G70AVG768 | Long             | DBT              | CORP              | CZ        |      370000 | PA      | $382448.10    | 0.05%             | 2031-01-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | CZK/USD FWD 20251017 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | CZ        |           1 | NC      | $-11982.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | CZK/USD FWD 20251017 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | CZ        |           1 | NC      | $-2285.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | CZK/USD FWD 20251017 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | CZ        |           1 | NC      | $849.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE    | CZK/USD FWD 20251017 CIBCCATT                                                | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              | CORP              | CZ        |           1 | NC      | $-1455.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | CZK/USD FWD 20251017 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | CZ        |           1 | NC      | $-242362.69   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC       | CZK/USD FWD 20251017 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | CZ        |           1 | NC      | $-188115.33   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                      | CZK/USD FWD 20251017 SOGEFRPP                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | CZ        |           1 | NC      | $-35676.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | CZK/USD FWD 20251017 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | CZ        |           1 | NC      | $15576.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK INTL                    | DAIMLER TRUCK INTERNATIONAL FINANCE BV                                       | CUSIP: BV5718945<br>LEI: 724500G15MVL6UCWXF95 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $463557.21    | 0.06%             | 2027-04-06      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| DANA FINANCING LUX SARL 144A          | DANA FINANCING LUXEMBOURG SARL                                               | CUSIP: ZK4725667<br>LEI: 222100DKCE3D036DQU13 | Long             | DBT              | CORP              | LU        |      464000 | PA      | $586297.09    | 0.07%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                       | DANSKE BANK A/S                                                              | CUSIP: BP8975669<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      560000 | PA      | $622950.93    | 0.07%             | 2029-06-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                       | DANSKE BANK A/S                                                              | CUSIP: BU4373462<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      500000 | PA      | $584823.66    | 0.07%             | 2027-02-17      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                       | DANSKE BANK A/S                                                              | CUSIP: ZH9043782<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      380000 | PA      | $462869.21    | 0.06%             | 2028-11-09      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| DEUCE FINCO 144A                      | DEUCE FINCO PLC                                                              | CUSIP: BP8782586<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |      345000 | PA      | $462927.96    | 0.06%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GERMANY INFL INDX                     | DEUTSCHE BUNDESREPUBLIK INFLATION LINKED BOND                                | CUSIP: EK1581793<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    14495266 | PA      | $16919461.96  | 2.02%             | 2030-04-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| RCS & RDS SA                          | DIGI ROMANIA SA                                                              | CUSIP: ZP7074161<br>LEI: 3157008PTGOXBWZDVF10 | Long             | DBT              | CORP              | RO        |     1100000 | PA      | $1277068.15   | 0.15%             | 2028-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                      | DP WORLD LTD/UNITED ARAB EMIRATES                                            | CUSIP: YS1306242<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |     2100000 | PA      | $2136380.13   | 0.26%             | 2029-12-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DS SMITH PLC                          | DS SMITH PLC                                                                 | CUSIP: ZJ8795719<br>LEI: 39RSBE4RCI4M15BLWH36 | Long             | DBT              | CORP              | GB        |      401000 | PA      | $496828.96    | 0.06%             | 2030-07-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DSV FINANCE BV                        | DSV FINANCE BV                                                               | CUSIP: YU7464842<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $829905.42    | 0.10%             | 2030-11-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                  | E.ON INTERNATIONAL FINANCE BV                                                | CUSIP: EC5568042<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |     1865000 | PA      | $2656023.91   | 0.32%             | 2030-06-03      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EDP SERVICIOS SAU                     | EDP SERVICIOS FINANCIEROS ESPANA SA                                          | CUSIP: ZH1579890<br>LEI: 5299003GHAFB78O1NU77 | Long             | DBT              | CORP              | ES        |     1610000 | PA      | $2004238.60   | 0.24%             | 2032-04-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | EGP/USD FWD 20251112 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | EG        |           1 | NC      | $2839.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | EGP/USD FWD 20251112 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | EG        |           1 | NC      | $51261.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EGYPT                                 | EGYPT GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: ZS0534033<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     2310000 | PA      | $2604244.46   | 0.31%             | 2031-04-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EGYPT T BILL                          | EGYPT TREASURY BILLS                                                         | CUSIP: YQ3569791<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    67600000 | PA      | $1261497.19   | 0.15%             | 2026-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                   | EGYPT TREASURY BILLS                                                         | CUSIP: YN5446565<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    71600000 | PA      | $1259945.75   | 0.15%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EGYPT T BILL                          | EGYPT TREASURY BILLS                                                         | CUSIP: YK0420884<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    74800000 | PA      | $1261698.31   | 0.15%             | 2026-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA              | ELECTRICITE DE FRANCE SA                                                     | CUSIP: EH8406124<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     1200000 | PA      | $1648384.75   | 0.20%             | 2034-06-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA                | ENGIE ENERGIA CHILE SA                                                       | CUSIP: ZB3580162<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |      460000 | PA      | $491412.94    | 0.06%             | 2034-04-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                              | ENGIE SA                                                                     | CUSIP: ZI6606001<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $849136.36    | 0.10%             | 2031-01-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C              | EQUINIX EUROPE 2 FINANCING CORP LLC                                          | CUSIP: YV4275165<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |     1245000 | PA      | $1452278.95   | 0.17%             | 2033-09-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ESTONIA                               | ESTONIA GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: ZF2399987<br>LEI: 254900EIG0O7C6C9R437 | Long             | DBT              | NUSS              | EE        |     3825000 | PA      | $4508516.37   | 0.54%             | 2034-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP           | EUR/USD FWD 20251121 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3463.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | EUR/USD FWD 20251121 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $27085.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                         | EUR/USD FWD 20251121 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $935.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC          | EUR/USD FWD 20251121 MSLNGB2X                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1120.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC       | EUR/USD FWD 20251121 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $21320.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES         | EUR/USD FWD 20251121 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-41499.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO DOMINION SECURITIES           | EUR/USD FWD 20251121 TDOMCATT                                                | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1771.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OEZ5 EURO-BOBL FUTURE  DEC25          | EURO-BOBL FUTURE  DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |        -219 | NC      | $-2884.12     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| IKZ5 EURO-BTP FUTURE   DEC25          | EURO-BTP FUTURE   DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |           4 | NC      | $5207.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RXZ5 EURO-BUND FUTURE  DEC25          | EURO-BUND FUTURE  DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |        -127 | NC      | $-89644.09    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| UBZ5 EURO-BUXL 30Y BND DEC25          | EURO-BUXL 30Y BND DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          81 | NC      | $143749.23    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OATZ5 EURO-OAT FUTURE   DEC25         | EURO-OAT FUTURE   DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         -35 | NC      | $-41218.22    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OATZ5 EURO-OAT FUTURE   DEC25         | EURO-OAT FUTURE   DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          -8 | NC      | $-9421.31     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DUZ5 EURO-SCHATZ FUT   DEC25          | EURO-SCHATZ FUT   DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         101 | NC      | $-14350.10    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUROBANK SA                           | EUROBANK SA                                                                  | CUSIP: YT7856818<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |     1450000 | PA      | $1711578.03   | 0.20%             | 2030-03-12      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| FISERV INC                            | FISERV INC                                                                   | CUSIP: ZK6853038<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     1760000 | PA      | $2176525.27   | 0.26%             | 2031-05-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                            | FISERV INC                                                                   | CUSIP: AZ1871195<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      100000 | PA      | $109603.44    | 0.01%             | 2030-07-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| FISERV INC                            | FISERV INC                                                                   | CUSIP: AZ1871211<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1210557.94   | 0.14%             | 2031-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC              | FORD MOTOR CREDIT CO LLC                                                     | CUSIP: ZM8874665<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      375000 | PA      | $453696.95    | 0.05%             | 2027-08-03      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC              | FORD MOTOR CREDIT CO LLC                                                     | CUSIP: 345397D75<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1773361.43   | 0.21%             | 2029-02-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                 | FREEPORT INDONESIA PT                                                        | CUSIP: BV7716632<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |     1430000 | PA      | $1440124.40   | 0.17%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| FRANCE 144A                           | FRENCH REPUBLIC GOVERNMENT BOND OAT                                          | CUSIP: ED8307479<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     4012000 | PA      | $4447454.50   | 0.53%             | 2055-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FRANCE                                | FRENCH REPUBLIC GOVERNMENT BOND OAT                                          | CUSIP: EK2432749<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     8223000 | PA      | $9581806.55   | 1.15%             | 2030-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FRANCE                                | FRENCH REPUBLIC GOVERNMENT BOND OAT                                          | CUSIP: JK7596303<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     6964000 | PA      | $6497534.11   | 0.78%             | 2036-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FRANCE                                | FRENCH REPUBLIC GOVERNMENT BOND OAT                                          | CUSIP: ZB4289912<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |       43000 | PA      | $50686.09     | 0.01%             | 2030-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FRESENIUS SE & CO KGAA                | FRESENIUS SE & CO KGAA                                                       | CUSIP: BH4726650<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | DBT              | CORP              | DE        |      415000 | PA      | $478577.53    | 0.06%             | 2027-10-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES         | FXO USD CALL/JPY PUT 150.46 10/17/2025 SCBL                                  | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $13661.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES         | FXO USD CALL/JPY PUT AT 150.46 10/17/25 SCBL                                 | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $13677.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP           | GBP/USD FWD 20251121 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | GB        |           1 | NC      | $-27514.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE BANK OF NEW YORK MELLON           | GBP/USD FWD 20251121 IRVTGB2X                                                | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | GB        |           1 | NC      | $12702.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC          | GBP/USD FWD 20251121 MSLNGB2X                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | GB        |           1 | NC      | $-3472.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC       | GBP/USD FWD 20251121 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | GB        |           1 | NC      | $588.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GC TREASURY CENTRE CO 144A            | GC TREASURY CENTER CO LTD                                                    | CUSIP: 36830AAB3<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |      370000 | PA      | $375479.32    | 0.04%             | N/A             | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTRE CO 144A            | GC TREASURY CENTER CO LTD                                                    | CUSIP: 36830AAD9<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |      290000 | PA      | $300056.16    | 0.04%             | N/A             | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| GELF BOND ISSUER I SA                 | GELF BOND ISSUER I SA                                                        | CUSIP: YT3433166<br>LEI: 213800L6LMHEP8TLAY43 | Long             | DBT              | CORP              | LU        |      700000 | PA      | $827283.77    | 0.10%             | 2031-11-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                | GENERAL MOTORS FINANCIAL CO INC                                              | CUSIP: BG1643058<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1167181.81   | 0.14%             | 2026-02-26      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | GOLDMAN SACHS GROUP INC/THE                                                  | CUSIP: LW9531713<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1204000 | PA      | $1406318.79   | 0.17%             | 2026-07-27      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | GOLDMAN SACHS GROUP INC/THE                                                  | CUSIP: BW0484871<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      545000 | PA      | $710864.11    | 0.09%             | 2029-10-29      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN              | GRAPHIC PACKAGING INTERNATIONAL LLC                                          | CUSIP: BS3572465<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |      520000 | PA      | $589632.80    | 0.07%             | 2029-02-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | GREECE CDS 12/20/2029                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $22776.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | GREECE CDS 12/20/2029                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $22776.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GRUENENTHAL GMBH                      | GRUENENTHAL GMBH                                                             | CUSIP: ZK2439899<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $739869.87    | 0.09%             | 2030-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GRUENENTHAL GMBH 144A                 | GRUENENTHAL GMBH                                                             | CUSIP: YT5231840<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $119478.37    | 0.01%             | 2031-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GRUENENTHAL GMBH 144A                 | GRUENENTHAL GMBH                                                             | CUSIP: ZK2439873<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $123311.65    | 0.01%             | 2030-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HANNOVER RE                           | HANNOVER RUECK SE                                                            | CUSIP: ZR8868088<br>LEI: 529900KIN5BE45V5KB18 | Long             | DBT              | CORP              | DE        |      900000 | PA      | $972113.40    | 0.12%             | 2039-10-09      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| HANNOVER RE                           | HANNOVER RUECK SE                                                            | CUSIP: BK2910671<br>LEI: 529900KIN5BE45V5KB18 | Long             | DBT              | CORP              | DE        |      900000 | PA      | $981359.04    | 0.12%             | 2040-10-08      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                  | HEATHROW FUNDING LTD                                                         | CUSIP: ZO8191934<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |     1390000 | PA      | $1726270.20   | 0.21%             | 2029-10-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                  | HEATHROW FUNDING LTD                                                         | CUSIP: AO1482782<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      774000 | PA      | $820951.03    | 0.10%             | 2032-07-12      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HIGHLAND HOLDINGS SARL                | HIGHLAND HOLDINGS SARL                                                       | CUSIP: BS2119425<br>LEI: 549300WGY8GPJM4PQR36 | Long             | DBT              | CORP              | LU        |      765000 | PA      | $875290.38    | 0.10%             | 2026-12-15      | Fixed         | 0.32%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                     | HSBC HOLDINGS PLC                                                            | CUSIP: YX0681818<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      830000 | PA      | $996991.05    | 0.12%             | 2029-05-20      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| HTA GROUP LTD 144A                    | HTA GROUP LTD/MAURITIUS                                                      | CUSIP: 40435WAC4<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |     1275000 | PA      | $1326005.79   | 0.16%             | 2029-06-04      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP           | HUF/USD FWD 20251017 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | HU        |           1 | NC      | $-10756.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | HUF/USD FWD 20251017 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | HU        |           1 | NC      | $32547.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC       | HUF/USD FWD 20251017 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | HU        |           1 | NC      | $221948.67    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND               | HUNGARY GOVERNMENT BOND                                                      | CUSIP: ZO9985268<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   320290000 | PA      | $714662.07    | 0.09%             | 2033-04-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY                               | HUNGARY GOVERNMENT BOND                                                      | CUSIP: BK0602569<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  2250000000 | PA      | $5832242.61   | 0.70%             | 2029-05-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY                               | HUNGARY GOVERNMENT BOND                                                      | CUSIP: EK8567308<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  1579000000 | PA      | $4017190.74   | 0.48%             | 2031-10-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY                               | HUNGARY GOVERNMENT BOND                                                      | CUSIP: BT4396433<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  1481950000 | PA      | $3981030.07   | 0.48%             | 2032-11-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY                               | HUNGARY GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: ZN3745520<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1557000 | PA      | $1898136.11   | 0.23%             | 2027-02-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                   | ICE - GREECE CDS 06/20/2026                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |           1 | NC      | $11214.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICELAND                               | ICELAND GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: ZD6871499<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |     1283000 | PA      | $1552437.00   | 0.19%             | 2034-03-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ICELAND                   | ICELAND GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: BN7922691<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |     2249000 | PA      | $2474294.78   | 0.30%             | 2028-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                   | ICE_CDX EM CDSI S41 5Y 06/20/2029 CHAS                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |           1 | NC      | $75756.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | ICE_VIETNAM CDS 06/20/2028 GSIL                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |           1 | NC      | $60162.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | IDR/USD FWD 20251010 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | ID        |           1 | NC      | $-138519.10   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                   | IDR/USD FWD 20251010 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | ID        |           1 | NC      | $-92708.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC           | IDR/USD FWD 20251010 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | ID        |           1 | NC      | $-92513.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | IDR/USD FWD 20251010 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | ID        |           1 | NC      | $-26402.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP           | ILS/USD FWD 20251016 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | IL        |           1 | NC      | $31520.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOFIMA HOLDING S.P.A                  | IMA INDUSTRIA MACCHINE AUTOMATICHE SPA                                       | CUSIP: BM9457516<br>LEI: 815600D86992FDA7B908 | Long             | DBT              | CORP              | IT        |      500000 | PA      | $583737.66    | 0.07%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| IMCD NV                               | IMCD NV                                                                      | CUSIP: YV4272758<br>LEI: 724500NSJPNFJPDAUP02 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $829634.21    | 0.10%             | 2030-04-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| INDIA                                 | INDIA GOVERNMENT BOND                                                        | CUSIP: BT4506932<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |   144650000 | PA      | $1632816.68   | 0.20%             | 2032-01-17      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                 | INDIA GOVERNMENT BOND                                                        | CUSIP: YO0526393<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |   163000000 | PA      | $1811218.20   | 0.22%             | 2035-05-05      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| INDIA                                 | INDIA GOVERNMENT BOND                                                        | CUSIP: BY4725150<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |   534200000 | PA      | $6258404.45   | 0.75%             | 2032-08-22      | Fixed         | 7.26%                 | No            |                  2 | On Loan: No      |
| INDONESIA                             | INDONESIA GOVERNMENT INTERNATIONAL BOND                                      | CUSIP: LW3626055<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     6942000 | PA      | $8385261.76   | 1.00%             | 2028-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA                             | INDONESIA GOVERNMENT INTERNATIONAL BOND                                      | CUSIP: YM7647550<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     1820000 | PA      | $1201078.54   | 0.14%             | 2030-08-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| INDONESIA                             | INDONESIA GOVERNMENT INTERNATIONAL BOND                                      | CUSIP: YM7647568<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      690000 | PA      | $460841.96    | 0.06%             | 2035-08-14      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| INDONESIA                             | INDONESIA TREASURY BOND                                                      | CUSIP: YW8260831<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 18616000000 | PA      | $1148824.47   | 0.14%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA                             | INDONESIA TREASURY BOND                                                      | CUSIP: BY4236745<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 20302000000 | PA      | $1258224.52   | 0.15%             | 2028-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA                             | INDONESIA TREASURY BOND                                                      | CUSIP: YS3288018<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 36159000000 | PA      | $2242715.05   | 0.27%             | 2040-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                  | INDONESIA TREASURY BOND                                                      | CUSIP: BK8407029<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 50160000000 | PA      | $3019321.98   | 0.36%             | 2026-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA                             | INDONESIA TREASURY BOND                                                      | CUSIP: ZH8062890<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 14452000000 | PA      | $910202.72    | 0.11%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                          | ING GROEP NV                                                                 | CUSIP: BR5783591<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $449074.13    | 0.05%             | 2028-09-29      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                          | ING GROEP NV                                                                 | CUSIP: BU3958651<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $778688.66    | 0.09%             | 2031-02-16      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                          | ING GROEP NV                                                                 | CUSIP: BU3958644<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     1500000 | PA      | $1754470.97   | 0.21%             | 2027-02-16      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK               | INTER-AMERICAN DEVELOPMENT BANK                                              | CUSIP: ZH0461629<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    96000000 | PA      | $1106064.45   | 0.13%             | 2030-10-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| INTERCHILE SA                         | INTERCHILE SA                                                                | CUSIP: BQ6100474<br>LEI: 549300Y105FQQX6RCE16 | Long             | DBT              | CORP              | CL        |      500000 | PA      | $429088.66    | 0.05%             | 2056-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP               | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT                          | CUSIP: ZK0871929<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |   119100000 | PA      | $1329461.23   | 0.16%             | 2030-04-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                   | INTESA SANPAOLO SPA                                                          | CUSIP: AZ3706928<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     1515000 | PA      | $1710722.17   | 0.20%             | 2029-07-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| IRELAND                               | IRELAND GOVERNMENT BOND                                                      | CUSIP: EK7325393<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      687000 | PA      | $639127.93    | 0.08%             | 2045-02-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| IRISH TSY 1.5% 2050                   | IRELAND GOVERNMENT BOND                                                      | CUSIP: ZS5382107<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      252000 | PA      | $196628.95    | 0.02%             | 2050-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ISRAEL                                | ISRAEL GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: AM0206418<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     3044000 | PA      | $3503296.96   | 0.42%             | 2027-01-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES              | ITALY BUONI POLIENNALI DEL TESORO                                            | CUSIP: QZ7665156<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3254000 | PA      | $2678777.07   | 0.32%             | 2067-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ITALY INFL INDX                       | ITALY BUONI POLIENNALI DEL TESORO                                            | CUSIP: AM7652176<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     6360056 | PA      | $7564336.42   | 0.90%             | 2028-05-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| ITALY                                 | ITALY BUONI POLIENNALI DEL TESORO                                            | CUSIP: YV6828441<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      486000 | PA      | $558975.23    | 0.07%             | 2054-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES              | ITALY BUONI POLIENNALI DEL TESORO                                            | CUSIP: ZL1063680<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      768000 | PA      | $915698.23    | 0.11%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ITELYUM REGENERATION SPA 144A         | ITELYUM REGENERATION SPA                                                     | CUSIP: YQ6752717<br>LEI: 815600051FBC23AA8A45 | Long             | DBT              | CORP              | IT        |      350000 | PA      | $417147.01    | 0.05%             | 2030-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS                              | IVORY COAST CDS 6/20/2027                                                    | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-14369.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS                              | IVORY COAST CDS 6/20/2027                                                    | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-13742.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IVORY COAST                           | IVORY COAST GOVERNMENT INTERNATIONAL BOND                                    | CUSIP: ZQ0748892<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      915000 | PA      | $1071853.56   | 0.13%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                           | IVORY COAST GOVERNMENT INTERNATIONAL BOND                                    | CUSIP: BM7280613<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      142000 | PA      | $159438.67    | 0.02%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JAPAN                                 | JAPAN GOVERNMENT FORTY YEAR BOND                                             | CUSIP: ZK7862673<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1003400000 | PA      | $3955520.38   | 0.47%             | 2063-03-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| JAPAN                                 | JAPAN GOVERNMENT THIRTY YEAR BOND                                            | CUSIP: BV8018210<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1514150000 | PA      | $6485601.49   | 0.78%             | 2052-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JAPAN                                 | JAPAN GOVERNMENT THIRTY YEAR BOND                                            | CUSIP: BX7150259<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1095500000 | PA      | $5074331.41   | 0.61%             | 2052-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| JAPAN                                 | JAPAN GOVERNMENT THIRTY YEAR BOND                                            | CUSIP: BZ6879135<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1208200000 | PA      | $5724131.91   | 0.68%             | 2052-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| JAPAN                                 | JAPAN GOVERNMENT THIRTY YEAR BOND                                            | CUSIP: YW1926073<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   494900000 | PA      | $2792067.94   | 0.33%             | 2054-06-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| JAPAN                                 | JAPAN GOVERNMENT THIRTY YEAR BOND                                            | CUSIP: YN9906580<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   582500000 | PA      | $3725620.92   | 0.45%             | 2055-06-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JAPAN                                 | JAPAN GOVERNMENT THIRTY YEAR BOND                                            | CUSIP: EK4826393<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   995700000 | PA      | $5880410.22   | 0.70%             | 2044-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| JAPAN 26 INFL INDX                    | JAPANESE GOVERNMENT CPI LINKED BOND                                          | CUSIP: BP5432623<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   959751426 | PA      | $6698368.59   | 0.80%             | 2031-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN 30 INFL INDX                    | JAPANESE GOVERNMENT CPI LINKED BOND                                          | CUSIP: YO7824296<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   718496200 | PA      | $4842932.09   | 0.58%             | 2035-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN 28 INFL INDX                    | JAPANESE GOVERNMENT CPI LINKED BOND                                          | CUSIP: ZK7608597<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   310726300 | PA      | $2122293.09   | 0.25%             | 2033-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN 27 INFL INDX                    | JAPANESE GOVERNMENT CPI LINKED BOND                                          | CUSIP: BW5966526<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   417494220 | PA      | $2873436.40   | 0.34%             | 2032-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN 29 INFL INDX                    | JAPANESE GOVERNMENT CPI LINKED BOND                                          | CUSIP: YX2181320<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  2903923531 | PA      | $19606712.02  | 2.35%             | 2034-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JERROLD FINCO PLC 144A                | JERROLD FINCO PLC                                                            | CUSIP: YO7062657<br>LEI: 213800F7AYNHLL1BPR31 | Long             | DBT              | CORP              | GB        |      145000 | PA      | $198924.36    | 0.02%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JORDAN                                | JORDAN GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: ZK0192318<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      840000 | PA      | $878037.75    | 0.11%             | 2029-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                     | JORDAN GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: QJ6143706<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     1733000 | PA      | $1739941.10   | 0.21%             | 2026-01-29      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMORGAN CHASE & CO                                                          | CUSIP: AN5751838<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      415000 | PA      | $479922.29    | 0.06%             | 2028-05-18      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMORGAN CHASE & CO                                                          | CUSIP: ZH9735940<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      650000 | PA      | $811782.20    | 0.10%             | 2031-11-13      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMORGAN CHASE & CO                                                          | CUSIP: JK9071131<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1514756.96   | 0.18%             | 2026-10-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JBZ5 JPN 10Y BOND(OSE) DEC25          | JPN 10Y BOND(OSE) DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        |         -25 | NC      | $228132.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)  | JPY/USD FWD 20251024 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | JP        |           1 | NC      | $-6943.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP           | JPY/USD FWD 20251024 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | JP        |           1 | NC      | $-181702.90   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC       | JPY/USD FWD 20251024 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | JP        |           1 | NC      | $7321.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.          | JPY/USD FWD 20251024 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | JP        |           1 | NC      | $-34258.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JSCB AGROBANK                         | JSCB AGROBANK                                                                | CUSIP: YU0186277<br>LEI: 254900JPMU0LFCP18673 | Long             | DBT              | CORP              | UZ        |      540000 | PA      | $587079.21    | 0.07%             | 2029-10-02      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| JSC KASPI.KZ                          | KASPI.KZ JSC                                                                 | CUSIP: YQ5182411<br>LEI: 2549003YU6FARG8OAZ13 | Long             | DBT              | CORP              | KZ        |      780000 | PA      | $803642.67    | 0.10%             | 2030-03-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BELGIUM                               | KINGDOM OF BELGIUM GOVERNMENT BOND                                           | CUSIP: EK7448872<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    11621000 | PA      | $12419800.99  | 1.49%             | 2031-06-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KLABIN AUSTRIA GMBH                   | KLABIN AUSTRIA GMBH                                                          | CUSIP: AX9046282<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |      660000 | PA      | $672602.09    | 0.08%             | 2029-04-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KNORR-BREMSE AG                       | KNORR-BREMSE AG                                                              | CUSIP: BY9998059<br>LEI: 5299001GRRO0Z25YZT52 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $475556.00    | 0.06%             | 2027-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KONA SPC LTD 144A                     | KONA SPC LTD                                                                 | CUSIP: YL2902424<br>LEI: 254900UKS4SVVOMZWX26 | Long             | EP               | CORP              | KY        |     1400000 | NS      | $1643670.00   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| KAAZ5 KOREA 10YR BND FU DEC25         | KOREA 10YR BND FU DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | KR        |         287 | NC      | $-307553.16   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| KEZ5 KOREA 3YR BND FUT DEC25          | KOREA 3YR BND FUT DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | KR        |        -147 | NC      | $56207.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KOREA                                 | KOREA INTERNATIONAL BOND                                                     | CUSIP: YN5410082<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |     1720000 | PA      | $2020652.40   | 0.24%             | 2028-07-03      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KFW                                   | KREDITANSTALT FUER WIEDERAUFBAU                                              | CUSIP: 500769BQ6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      924000 | PA      | $701123.26    | 0.08%             | 2037-06-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                    | KRW/USD FWD 20251010 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | KR        |           1 | NC      | $48124.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.          | KRW/USD FWD 20251010 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | KR        |           1 | NC      | $-857146.98   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | KRW/USD FWD 20260114 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | KR        |           1 | NC      | $2839.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LATVIA                                | LATVIA GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: ZG1467213<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |     2070000 | PA      | $2535369.37   | 0.30%             | 2029-05-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LATVIA                                | LATVIA GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: QZ7335404<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |     8433000 | PA      | $9751000.64   | 1.17%             | 2026-10-07      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                   | LCH - CNY IRS 3/12/30 REC FIX_C                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $38873.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH - CNY IRS 4/11/30 REC FIX_C                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $-37826.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH - CNY IRS 9/20/29 REC FIX BARC_C                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $2739.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH - EUR IRS 12/13/39 PAY FIX CITI_C                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $246557.40    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH - EUR IRS 12/13/39 PAY FIX NBIL_C                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $119905.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH - EUR IRS 12/16/39 PAY FIX MSLN_C                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $81419.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH - EUR IRS 2/18/30 REC FIX_C                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $296271.40    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH - EUR IRS 2/18/55 PAY FIX_C                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $760238.54    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH - EUR IRS 8/19/44 REC FIX DEUT                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $-412369.12   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH - EUR IRS 9/20/44 REC FIX CITI_C                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $-303258.17   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH - EUR ZCIS 10/15/34 REC CPI CITI_C                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |           1 | NC      | $-13001.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH - EUR ZCIS 9/15/29 REC CPI CITI_C                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |           1 | NC      | $-19479.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH - JPY IRS 2/10/30 PAY FIX_C                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $54074.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH - JPY IRS TONA 8/9/2028 PAY FIX BARC                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $321962.05    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH - PLN IRS 6/10/30 PAY FIX_C                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $-5869.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH-CAD IRS 8/20/55 REC FIX BNPA_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $18695.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH-INR IRS 9/16/32 REC FIX CITI_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $-7704.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH-INR IRS 9/8/30 REC FIX CITI_C                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $1650.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH-JPY IRS 6/18/32 PAY FIX BNPA_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $42457.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH-JPY IRS 6/18/32 PAY FIX NOMA_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $74932.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH-JPY IRS 6/18/32 PAY FIX SOGE_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $42182.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH-PLN IRS 6/11/30 PAY FIX GSIL_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $-5116.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH-PLN IRS 6/11/30 PAY FIX GSIL_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $-3050.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH-PLN IRS 6/12/30 PAY FIX BARC_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $-21398.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH-PLN IRS 6/12/30 PAY FIX GSIL_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $-20515.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH-PLN IRS 7/18/30 PAY FIX BOFA_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $3525.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH-PLN IRS 7/18/30 PAY FIX BOFA_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $5109.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH-PLN IRS 9/29/32 PAY FIX BARC_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $-21746.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEGAL & GENERAL GROUP                 | LEGAL & GENERAL GROUP PLC                                                    | CUSIP: QJ2205897<br>LEI: 213800JH9QQWHLO99821 | Long             | DBT              | CORP              | GB        |      525000 | PA      | $706072.50    | 0.08%             | 2045-10-27      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| LITHUANIA                             | LITHUANIA GOVERNMENT INTERNATIONAL BOND                                      | CUSIP: ZK9039973<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |     5040000 | PA      | $6150193.05   | 0.74%             | 2033-06-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LITHUANIA                             | LITHUANIA GOVERNMENT INTERNATIONAL BOND                                      | CUSIP: ZF8314725<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |     1565000 | PA      | $1850724.95   | 0.22%             | 2034-02-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                | LOGICOR FINANCING SARL                                                       | CUSIP: AV5251146<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |      950000 | PA      | $1118782.77   | 0.13%             | 2028-11-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                | LOGICOR FINANCING SARL                                                       | CUSIP: BN4542633<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |     1115000 | PA      | $1140824.62   | 0.14%             | 2031-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| G Z5 LONG GILT FUTURE  DEC25          | LONG GILT FUTURE  DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |          68 | NC      | $-1552.49     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| G Z5 LONG GILT FUTURE  DEC25          | LONG GILT FUTURE  DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |          30 | NC      | $-684.92      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| G Z5 LONG GILT FUTURE  DEC25          | LONG GILT FUTURE  DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |          66 | NC      | $-1506.83     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LORCA TELECOM BONDCO                  | LORCA TELECOM BONDCO SA                                                      | CUSIP: ZO5675947<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |     1200000 | PA      | $1408465.52   | 0.17%             | 2027-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOXAM SAS                             | LOXAM SAS                                                                    | CUSIP: ZK3486816<br>LEI: 969500BNA2YRNE1R5K91 | Long             | DBT              | CORP              | FR        |      645000 | PA      | $780563.21    | 0.09%             | 2028-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MAGYAR EXPORT-IMPORT BAN              | MAGYAR EXPORT-IMPORT BANK ZRT                                                | CUSIP: ZH9750469<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |      670000 | PA      | $851682.79    | 0.10%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA                              | MALAYSIA GOVERNMENT BOND                                                     | CUSIP: JK3819022<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    48566000 | PA      | $12904659.44  | 1.54%             | 2046-03-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| MALAYSIA                              | MALAYSIA GOVERNMENT BOND                                                     | CUSIP: BJ9810216<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     8407000 | PA      | $2043155.16   | 0.24%             | 2050-06-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS              | MEDTRONIC GLOBAL HOLDINGS SCA                                                | CUSIP: ZO6400725<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      554000 | PA      | $608464.87    | 0.07%             | 2028-10-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| EQUATE PETROCHEMICAL BV 144A          | MEGLOBAL BV                                                                  | CUSIP: 29441WAD7<br>LEI: 549300WBVLU2FILR7W19 | Long             | DBT              | CORP              | NL        |     1160000 | PA      | $1108072.60   | 0.13%             | 2028-04-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE 144A            | MELCO RESORTS FINANCE LTD                                                    | CUSIP: 58547DAJ8<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |      760000 | PA      | $763800.00    | 0.09%             | 2033-09-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MERCADOLIBRE INC                      | MERCADOLIBRE INC                                                             | CUSIP: 58733RAF9<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |      494000 | PA      | $456967.09    | 0.05%             | 2031-01-14      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I               | METROPOLITAN LIFE GLOBAL FUNDING I                                           | CUSIP: ZM1986599<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      650000 | PA      | $888303.09    | 0.11%             | 2030-01-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MEXICO                                | MEXICAN BONOS                                                                | CUSIP: EH6834517<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    32983000 | PA      | $1824986.00   | 0.22%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT               | MEXICAN BONOS                                                                | CUSIP: ZN7935812<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    37499000 | PA      | $1935305.26   | 0.23%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MEXICO UDI INFL INDX                  | MEXICAN UDIBONOS                                                             | CUSIP: ZD7734878<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    85234455 | PA      | $4445481.04   | 0.53%             | 2034-08-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LTD 144A           | MGM CHINA HOLDINGS LTD                                                       | CUSIP: 55300RAJ0<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |      490000 | PA      | $517288.56    | 0.06%             | 2031-06-26      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| CASTLE UK FINCO PLC                   | MILLER HOMES GROUP FINCO PLC                                                 | CUSIP: BW1049434<br>LEI: 98450057058CDE2E9650 | Long             | DBT              | CORP              | GB        |      420000 | PA      | $566145.88    | 0.07%             | 2029-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                   | MINEJESA CAPITAL BV                                                          | CUSIP: AO6253857<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $397692.00    | 0.05%             | 2037-08-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTL HLDINGS NE 144A         | MONDELEZ INTERNATIONAL HOLDINGS NETHERLANDS BV                               | CUSIP: BR2463874<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |      389000 | PA      | $414903.20    | 0.05%             | 2029-09-09      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MONTENEGRO 144A                       | MONTENEGRO GOVERNMENT INTERNATIONAL BOND                                     | CUSIP: YQ6749929<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |     2020000 | PA      | $2385646.80   | 0.29%             | 2032-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MONTENEGRO 144A                       | MONTENEGRO GOVERNMENT INTERNATIONAL BOND                                     | CUSIP: 857305AA4<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |     2370000 | PA      | $2529340.95   | 0.30%             | 2031-03-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                        | MORGAN STANLEY                                                               | CUSIP: BZ8087133<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      400000 | PA      | $519305.80    | 0.06%             | 2034-01-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| MOROCCO                               | MOROCCO GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: YQ5985326<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |      972000 | PA      | $1166503.39   | 0.14%             | 2029-04-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MOROCCO 144A                          | MOROCCO GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: YQ5985318<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     2820000 | PA      | $3421223.67   | 0.41%             | 2035-04-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MOROCCO                               | MOROCCO GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: ZO6408280<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     1937000 | PA      | $2265414.13   | 0.27%             | 2026-03-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: —       |
| MOROCCO 144A                          | MOROCCO GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: YQ5985300<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     5374000 | PA      | $6449371.65   | 0.77%             | 2029-04-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | MXN/USD FWD 20251017 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | MX        |           1 | NC      | $85265.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                         | MXN/USD FWD 20251017 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | MX        |           1 | NC      | $147103.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                    | MXN/USD FWD 20251017 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | MX        |           1 | NC      | $-38400.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC          | MXN/USD FWD 20251017 MSLNGB2X                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | MX        |           1 | NC      | $-166774.46   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.          | MXN/USD FWD 20251017 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | MX        |           1 | NC      | $9420.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NAT GRID ELECTY EM                    | NATIONAL GRID ELECTRICITY DISTRIBUTION EAST MIDLANDS PLC                     | CUSIP: BY9532213<br>LEI: 549300KXFU5Q7NZE9L79 | Long             | DBT              | CORP              | GB        |      390000 | PA      | $467481.23    | 0.06%             | 2028-09-20      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                     | NATWEST GROUP PLC                                                            | CUSIP: BR3367546<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      850000 | PA      | $964261.94    | 0.12%             | 2032-09-14      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                     | NATWEST GROUP PLC                                                            | CUSIP: BR3767174<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      850000 | PA      | $937247.64    | 0.11%             | 2029-09-14      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                           | NETFLIX INC                                                                  | CUSIP: AN3034641<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      390000 | PA      | $466185.43    | 0.06%             | 2027-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                           | NETFLIX INC                                                                  | CUSIP: ZS2938422<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      975000 | PA      | $1190578.28   | 0.14%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP              | NEW SOUTH WALES TREASURY CORP                                                | CUSIP: EK4579513<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     9397400 | PA      | $6232001.93   | 0.75%             | 2026-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEXT PLC                              | NEXT GROUP PLC                                                               | CUSIP: EJ8437034<br>LEI: 213800O8TRZCFJ9R5760 | Long             | DBT              | CORP              | GB        |      540000 | PA      | $726086.23    | 0.09%             | 2026-10-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NEXT PLC                              | NEXT GROUP PLC                                                               | CUSIP: LW0418464<br>LEI: 213800O8TRZCFJ9R5760 | Long             | DBT              | CORP              | GB        |     1787000 | PA      | $2348444.10   | 0.28%             | 2028-05-18      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | NGN/USD FWD 20251002 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | NG        |           1 | NC      | $50412.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | NGN/USD FWD 20260107 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | NG        |           1 | NC      | $81849.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES         | NGN/USD FWD 20260227 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | NG        |           1 | NC      | $104620.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | NGN/USD FWD 20260410 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | NG        |           1 | NC      | $2975.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | NOK/USD FWD 20251024 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | NO        |           1 | NC      | $30674.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORDEA HYPOTEK AB                     | NORDEA HYPOTEK AB                                                            | CUSIP: YQ8698728<br>LEI: 5493000K2HPWIF6MFO29 | Long             | DBT              | CORP              | SE        |    40000000 | PA      | $4297119.31   | 0.51%             | 2030-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORTH MACEDONIA 144A                  | NORTH MACEDONIA GOVERNMENT INTERNATIONAL BOND                                | CUSIP: ZL4431231<br>LEI: 635400RD1N6RVNCE4958 | Long             | DBT              | NUSS              | MK        |      860000 | PA      | $1052740.87   | 0.13%             | 2027-03-13      | Fixed         | 6.96%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE AMERICAS INC 4/2 CP       | NTT FINANCE AMERICAS INC                                                     | CUSIP: 67018BXP4<br>LEI: 5493002G2563PEW0DU90 | Long             | DBT              | CORP              | US        |     2542000 | PA      | $2535202.44   | 0.30%             | 2025-10-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD 4/2 144A CP               | NUTRIEN LTD                                                                  | CUSIP: 67077UXL9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     1780000 | PA      | $1775709.49   | 0.21%             | 2025-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | NZD/USD FWD 20251024 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | NZ        |           1 | NC      | $-516.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ORANGE SA                             | ORANGE SA                                                                    | CUSIP: AW5684278<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |     1100000 | PA      | $1346585.16   | 0.16%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                | ORBIA ADVANCE CORP SAB DE CV                                                 | CUSIP: YO1276816<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |      251000 | PA      | $261354.11    | 0.03%             | 2030-05-13      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                            | ORSTED AS                                                                    | CUSIP: EI9440732<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |     1825000 | PA      | $2358596.52   | 0.28%             | 2032-01-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PAPREC HOLDING SA 144A                | PAPREC HOLDING SA                                                            | CUSIP: YN8738216<br>LEI: 969500ASAFSVN9KVC873 | Long             | DBT              | CORP              | FR        |      115000 | PA      | $134231.31    | 0.02%             | 2030-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | PEN/USD FWD 20251010 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | PE        |           1 | NC      | $41761.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                         | PEN/USD FWD 20251010 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | PE        |           1 | NC      | $-19403.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | PEN/USD FWD 20251010 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | PE        |           1 | NC      | $-21657.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.          | PEN/USD FWD 20251010 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | PE        |           1 | NC      | $48251.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                    | PERU GOVERNMENT BOND                                                         | CUSIP: AZ1761248<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     3413000 | PA      | $952335.33    | 0.11%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                   | PETROLEOS MEXICANOS                                                          | CUSIP: AM5152690<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2700000 | PA      | $3242034.95   | 0.39%             | 2028-02-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                   | PETROLEOS MEXICANOS                                                          | CUSIP: EK8589716<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2047000 | PA      | $2379697.18   | 0.28%             | 2027-04-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                   | PETROLEOS MEXICANOS                                                          | CUSIP: AS6869968<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1021000 | PA      | $1207659.65   | 0.14%             | 2029-02-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | PLN/USD FWD 20251114 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | PL        |           1 | NC      | $14710.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRAEMIA HEALTHCARE SACA               | PRAEMIA HEALTHCARE SACA                                                      | CUSIP: ZO4361218<br>LEI: 96950067NFR9MWI0CJ45 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $426142.58    | 0.05%             | 2030-09-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                           | PROLOGIS LP                                                                  | CUSIP: 74340XBF7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     1252000 | PA      | $1552595.11   | 0.19%             | 2029-06-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ONTARIO                               | PROVINCE OF ONTARIO CANADA                                                   | CUSIP: 68323AAY0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      496000 | PA      | $320035.29    | 0.04%             | 2043-06-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| QATAR PETROLEUM                       | QATARENERGY                                                                  | CUSIP: BQ3267193<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |      850000 | PA      | $656132.00    | 0.08%             | 2041-07-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                       | QNB FINANCE LTD                                                              | CUSIP: ZP9011815<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |      765000 | PA      | $750020.54    | 0.09%             | 2027-02-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                  | RAIZEN FUELS FINANCE SA                                                      | CUSIP: ZD3788001<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      340000 | PA      | $313015.32    | 0.04%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE 144A             | RAIZEN FUELS FINANCE SA                                                      | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     1180000 | PA      | $1147550.00   | 0.14%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| REALT 2025-1A A1 144A                 | REAL ESTATE ASSET LIQUIDITY TRUST                                            | CUSIP: 75585RSS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |     2632418 | PA      | $1894879.74   | 0.23%             | 2060-01-12      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| REALT 2025-1A A2 144A                 | REAL ESTATE ASSET LIQUIDITY TRUST                                            | CUSIP: 75585RSU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |     3295000 | PA      | $2388135.12   | 0.29%             | 2060-01-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| REDE D'OR FINANCE SARL 144A           | REDE D'OR FINANCE SARL                                                       | CUSIP: 75735GAC2<br>LEI: 549300FDE772OLJUCP79 | Long             | DBT              | CORP              | LU        |      785000 | PA      | $807078.13    | 0.10%             | 2035-09-09      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| AUSTRIA 144A                          | REPUBLIC OF AUSTRIA GOVERNMENT BOND                                          | CUSIP: ZK2454153<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1476000 | PA      | $1558394.99   | 0.19%             | 2053-10-20      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AUSTRIA                               | REPUBLIC OF AUSTRIA GOVERNMENT BOND                                          | CUSIP: BH3926764<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     2080000 | PA      | $1281818.40   | 0.15%             | 2051-03-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COTE D'IVOIR 144A         | REPUBLIC OF COTE D'IVOIRE                                                    | CUSIP: YQ7565134<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |  1832500000 | PA      | $3285278.36   | 0.39%             | 2028-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| POLAND                                | REPUBLIC OF POLAND GOVERNMENT BOND                                           | CUSIP: ZB2921763<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     7620000 | PA      | $2043438.29   | 0.24%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| POLAND                                | REPUBLIC OF POLAND GOVERNMENT INTERNATIONAL BOND                             | CUSIP: ZF1455764<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1986000 | PA      | $2384575.78   | 0.29%             | 2034-01-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| POLAND                                | REPUBLIC OF POLAND GOVERNMENT INTERNATIONAL BOND                             | CUSIP: YN8736657<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      528000 | PA      | $619305.38    | 0.07%             | 2032-07-07      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| POLAND                                | REPUBLIC OF POLAND GOVERNMENT INTERNATIONAL BOND                             | CUSIP: YU5018814<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      643000 | PA      | $739188.56    | 0.09%             | 2039-10-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA                          | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND                                     | CUSIP: EJ7500097<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   115520000 | PA      | $6605337.88   | 0.79%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA                          | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND                                     | CUSIP: EK7732887<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    69352000 | PA      | $3944962.91   | 0.47%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA                               | ROMANIAN GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: ZD0698997<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1080000 | PA      | $1292312.44   | 0.15%             | 2031-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                               | ROMANIAN GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: YQ7562073<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2380000 | PA      | $2866190.54   | 0.34%             | 2032-07-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP           | RON/USD FWD 20251017 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | RO        |           1 | NC      | $12342.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT               | RTE RESEAU DE TRANSPORT D'ELECTRICITE SADIR                                  | CUSIP: BT3086084<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | CORP              | FR        |     1100000 | PA      | $1032492.44   | 0.12%             | 2034-01-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                       | SANDS CHINA LTD                                                              | CUSIP: 80007RAK1<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |      855000 | PA      | $853295.13    | 0.10%             | 2026-01-08      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS              | SANTANDER UK GROUP HOLDINGS PLC                                              | CUSIP: BT4299181<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      530000 | PA      | $678048.15    | 0.08%             | 2029-01-17      | Variable      | 2.42%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS              | SANTANDER UK GROUP HOLDINGS PLC                                              | CUSIP: BR3172219<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     1050000 | PA      | $1155705.47   | 0.14%             | 2029-09-13      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS              | SANTANDER UK GROUP HOLDINGS PLC                                              | CUSIP: BY5268937<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      800000 | PA      | $955676.70    | 0.11%             | 2028-08-25      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| SARTORIUS FINANCE BV                  | SARTORIUS FINANCE BV                                                         | CUSIP: ZI6854254<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $739489.48    | 0.09%             | 2032-09-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND 144A         | SAUDI GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: YR7975620<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     3850000 | PA      | $4570908.24   | 0.55%             | 2032-03-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                    | SEK/USD FWD 20251128 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | SE        |           1 | NC      | $-89022.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | SEK/USD FWD 20251128 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | SE        |           1 | NC      | $-38400.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SELP FINANCE SARL                     | SELP FINANCE SARL                                                            | CUSIP: YS4652691<br>LEI: 549300Y4VYEJE1MH6D45 | Long             | DBT              | CORP              | LU        |      507000 | PA      | $598850.52    | 0.07%             | 2032-01-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SERBIA 144A                           | SERBIA INTERNATIONAL BOND                                                    | CUSIP: BR4452776<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     4900000 | PA      | $5362492.61   | 0.64%             | 2028-09-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SERBIA                                | SERBIA INTERNATIONAL BOND                                                    | CUSIP: AZ2286302<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     1791000 | PA      | $1957223.43   | 0.23%             | 2029-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                    | SERBIA INTERNATIONAL BOND                                                    | CUSIP: BJ4188725<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     5094000 | PA      | $5986765.71   | 0.72%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SES SA                                | SES SA                                                                       | CUSIP: YN4662469<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |      893000 | PA      | $1088969.31   | 0.13%             | 2033-06-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL               | SEVERN TRENT UTILITIES FINANCE PLC                                           | CUSIP: ZN5947595<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |      960000 | PA      | $1207479.19   | 0.14%             | 2034-11-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SHINHAN BANK 144A                     | SHINHAN BANK CO LTD                                                          | CUSIP: 82460CBF0<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |      865000 | PA      | $874319.88    | 0.10%             | 2028-04-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SINGAPORE                             | SINGAPORE GOVERNMENT BOND                                                    | CUSIP: BM0763284<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     7340000 | PA      | $5684566.69   | 0.68%             | 2025-11-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                  | SINGAPORE GOVERNMENT BOND                                                    | CUSIP: EK3442887<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     6694000 | PA      | $5429148.22   | 0.65%             | 2029-07-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SLOVENIA                              | SLOVENIA GOVERNMENT BOND                                                     | CUSIP: EK8128572<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |     1625000 | PA      | $1671531.11   | 0.20%             | 2035-03-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| SLOVENIA                              | SLOVENIA GOVERNMENT BOND                                                     | CUSIP: BN3326814<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      955000 | PA      | $980537.40    | 0.12%             | 2031-02-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SLOVENIA                              | SLOVENIA GOVERNMENT BOND                                                     | CUSIP: JK2522817<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      900000 | PA      | $1030597.78   | 0.12%             | 2032-03-03      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                              | SNAM SPA                                                                     | CUSIP: QZ8441011<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |     1165000 | PA      | $1346745.65   | 0.16%             | 2026-10-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                      | SOCIETE GENERALE SA                                                          | CUSIP: ZG1630638<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $751098.49    | 0.09%             | 2031-11-21      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| SPAIN                                 | SPAIN GOVERNMENT BOND                                                        | CUSIP: BU3617661<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     9895000 | PA      | $7579193.60   | 0.91%             | 2052-10-31      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| SPAIN                                 | SPAIN GOVERNMENT BOND                                                        | CUSIP: YW0791759<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2980000 | PA      | $3567907.66   | 0.43%             | 2031-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SPAIN 144A                            | SPAIN GOVERNMENT BOND                                                        | CUSIP: YS8297204<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3971000 | PA      | $4639168.14   | 0.55%             | 2035-04-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SRI LANKA                             | SRI LANKA GOVERNMENT BONDS                                                   | CUSIP: QZ0205885<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   129000000 | PA      | $438094.08    | 0.05%             | 2026-08-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                   | SRI LANKA GOVERNMENT BONDS                                                   | CUSIP: AW9839738<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   185000000 | PA      | $635042.29    | 0.08%             | 2027-01-15      | Fixed         | 11.40%                | No            |                  2 | On Loan: No      |
| SRI LANKA                             | SRI LANKA GOVERNMENT BONDS                                                   | CUSIP: ZM3476730<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   235000000 | PA      | $932733.54    | 0.11%             | 2027-09-15      | Fixed         | 20.00%                | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                       | STADSHYPOTEK AB                                                              | CUSIP: YV4085770<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |    44000000 | PA      | $4646490.48   | 0.56%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | SWAPTION_IRS_EUR_OTC2_E_PAYER_K_2.274_EFF_2024-12-17_MAT_2026-12-16CITI      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |           1 | NC      | $1168280.94   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | SWAPTION_IRS_EUR_OTC2_E_RECEIVER_K_2.274_EFF_2024-12-17_MAT_2026-12-16CITI   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |           1 | NC      | $144585.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SWEDBANK HYPOTEK AB                   | SWEDBANK HYPOTEK AB                                                          | CUSIP: YR4115675<br>LEI: 549300TJREQ7GHIXWR36 | Long             | DBT              | CORP              | SE        |    40600000 | PA      | $4361834.85   | 0.52%             | 2030-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SWEDEN I/L BOND                       | SWEDEN INFLATION LINKED BOND                                                 | CUSIP: EK8767221<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    40516166 | PA      | $4082746.12   | 0.49%             | 2032-06-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE                | SYDNEY AIRPORT FINANCE CO PTY LTD                                            | CUSIP: ZK1417490<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |     1620000 | PA      | $1998124.15   | 0.24%             | 2033-05-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| T. Rowe Price Government Reserve Fund | T. Rowe Price Government Reserve Fund                                        | CUSIP: 76105Y109<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |    56241532 | NS      | $56241531.80  | 6.73%             |  |  |  | No            |                  1 | On Loan: No      |
| T. Rowe Price Government Reserve Fund | T. Rowe Price Government Reserve Fund - Collateral                           | CUSIP: 76105YYY8<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |     2953070 | NS      | $2953069.90   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| TDC NET AS                            | TDC NET A/S                                                                  | CUSIP: BW6420671<br>LEI: 549300SH2G3R15Y3FX20 | Long             | DBT              | CORP              | DK        |      365000 | PA      | $446659.28    | 0.05%             | 2028-05-31      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| TDC NET AS                            | TDC NET A/S                                                                  | CUSIP: ZM6549871<br>LEI: 549300SH2G3R15Y3FX20 | Long             | DBT              | CORP              | DK        |      645000 | PA      | $807158.26    | 0.10%             | 2030-02-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU              | TELEFONICA EMISIONES SA                                                      | CUSIP: YS7120415<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      700000 | PA      | $817799.79    | 0.10%             | 2034-01-23      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN              | TENGIZCHEVROIL FINANCE CO INTERNATIONAL LTD                                  | CUSIP: BK5401421<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |     1450000 | PA      | $1338831.41   | 0.16%             | 2030-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TESCO CORP TREASURY SERV              | TESCO CORPORATE TREASURY SERVICES PLC                                        | CUSIP: BH9923674<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |      950000 | PA      | $1167648.90   | 0.14%             | 2030-04-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND              | THAILAND GOVERNMENT BOND                                                     | CUSIP: YU3100713<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    26300000 | PA      | $940578.69    | 0.11%             | 2045-06-17      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| THAILAND                              | THAILAND GOVERNMENT BOND                                                     | CUSIP: ZF0235696<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    38000000 | PA      | $1303813.66   | 0.16%             | 2034-06-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| THAILAND                              | THAILAND GOVERNMENT BOND                                                     | CUSIP: YW0745359<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   245466000 | PA      | $7975632.79   | 0.95%             | 2029-11-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND              | THAILAND GOVERNMENT BOND                                                     | CUSIP: YT1847805<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    66900000 | PA      | $2355150.51   | 0.28%             | 2040-06-17      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| THAILAND                              | THAILAND GOVERNMENT BOND                                                     | CUSIP: YS5614815<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   109900000 | PA      | $3467143.92   | 0.41%             | 2028-04-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                    | THB/USD FWD 20251204 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | TH        |           1 | NC      | $-43502.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC              | THERMO FISHER SCIENTIFIC FINANCE I BV                                        | CUSIP: BR7759565<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |      593000 | PA      | $625810.73    | 0.07%             | 2030-10-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC              | THERMO FISHER SCIENTIFIC INC                                                 | CUSIP: ZR7668893<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      955000 | PA      | $986581.92    | 0.12%             | 2031-10-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC              | THERMO FISHER SCIENTIFIC INC                                                 | CUSIP: BH4498748<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      156000 | PA      | $175074.81    | 0.02%             | 2032-04-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| VERTICAL MIDCO GMBH 144A              | TK ELEVATOR MIDCO GMBH                                                       | CUSIP: BK2987372<br>LEI: 254900K869UN2ZWVB351 | Long             | DBT              | CORP              | DE        |      490000 | PA      | $575451.33    | 0.07%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| TOYOTA FINANCE AUSTRALIA              | TOYOTA FINANCE AUSTRALIA LTD                                                 | CUSIP: ZD6398410<br>LEI: 3UKPTDP5PGQRH8AUK042 | Long             | DBT              | CORP              | AU        |      700000 | PA      | $837408.77    | 0.10%             | 2030-03-18      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES 4/2 144A CP     | TRANSCANADA PIPELINES LTD                                                    | CUSIP: 89355PXQ6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     2020000 | PA      | $2014212.50   | 0.24%             | 2025-10-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                     | TRANSCANADA TRUST                                                            | CUSIP: 89356BAD0<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     4481000 | PA      | $3243694.06   | 0.39%             | 2077-05-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)  | TRY/USD FWD 20251016 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | TR        |           1 | NC      | $48578.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP           | TRY/USD FWD 20251016 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | TR        |           1 | NC      | $75675.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP           | TRY/USD FWD 20251016 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | TR        |           1 | NC      | $16992.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TUI CRUISES GMBH                      | TUI CRUISES GMBH                                                             | CUSIP: YT3431608<br>LEI: 529900SVD83QUUIZYY18 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $601647.79    | 0.07%             | 2030-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                | UBS GROUP AG                                                                 | CUSIP: ZN2761189<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1200000 | PA      | $1569117.83   | 0.19%             | 2029-03-01      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                | UBS GROUP AG                                                                 | CUSIP: BV3327780<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      515000 | PA      | $592543.04    | 0.07%             | 2032-04-02      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV 144A                  | UNITED GROUP BV                                                              | CUSIP: BQ6035274<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |      650000 | PA      | $762627.88    | 0.09%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM                        | UNITED KINGDOM GILT                                                          | CUSIP: ZF2680865<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     4962000 | PA      | $5588967.31   | 0.67%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                   | UNITED KINGDOM GILT                                                          | CUSIP: ZF1280766<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     6727000 | PA      | $9018191.44   | 1.08%             | 2027-03-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM                        | UNITED KINGDOM GILT                                                          | CUSIP: ZP4466964<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     6908000 | PA      | $5359729.37   | 0.64%             | 2041-10-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM                        | UNITED KINGDOM GILT                                                          | CUSIP: EJ4073072<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3568000 | PA      | $3621985.70   | 0.43%             | 2044-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UPJOHN FINANCE BV                     | UPJOHN FINANCE BV                                                            | CUSIP: BK1183700<br>LEI: 254900OG32E8F3XO5O83 | Long             | DBT              | CORP              | NL        |      420000 | PA      | $481518.06    | 0.06%             | 2027-06-23      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| UXYZ5 US 10YR ULTRA FUT DEC25         | US 10YR ULTRA FUT DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         -94 | NC      | $-105149.34   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FVZ5 US 5YR NOTE (CBT) DEC25          | US 5YR NOTE (CBT) DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         -36 | NC      | $-29.88       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                            | US BANCORP                                                                   | CUSIP: 902973BE5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     1175000 | PA      | $1424342.78   | 0.17%             | 2032-05-21      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP           | USD/AUD FWD 20251024 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-17416.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | USD/AUD FWD 20251024 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-32147.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC       | USD/AUD FWD 20251024 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-24470.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | USD/AUD FWD 20251024 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $65939.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                         | USD/BRL FWD 20251202 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-91887.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)  | USD/CAD FWD 20251024 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4502.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | USD/CAD FWD 20251024 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $34646.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | USD/CAD FWD 20251024 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $220069.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC           | USD/CAD FWD 20251024 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-49203.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO DOMINION SECURITIES           | USD/CAD FWD 20251024 TDOMCATT                                                | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | US        |           1 | NC      | $52796.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                    | USD/CHF FWD 20251024 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $53126.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | USD/CHF FWD 20251024 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $18448.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | USD/CNH FWD 20251212 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1995.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC       | USD/CNH FWD 20251212 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-138253.51   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | USD/CNH FWD 20251212 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-46188.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                      | USD/COP FWD 20251205 SOGEFRPP                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3236.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | USD/CZK FWD 20251017 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-146593.42   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                         | USD/CZK FWD 20251017 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-397.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC          | USD/CZK FWD 20251017 MSLNGB2X                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-15861.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | USD/DKK FWD 20251017 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4958.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | USD/EUR FWD 20251121 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $13653.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | USD/EUR FWD 20251121 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $14241.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | USD/EUR FWD 20251121 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $509.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                         | USD/EUR FWD 20251121 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-18280.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC       | USD/EUR FWD 20251121 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $43424.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | USD/GBP FWD 20251121 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2075.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)  | USD/HUF FWD 20251017 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $10114.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | USD/HUF FWD 20251017 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $37692.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                    | USD/HUF FWD 20251017 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $23313.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC       | USD/HUF FWD 20251017 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3086.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                    | USD/IDR FWD 20251010 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $329741.11    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC           | USD/IDR FWD 20251010 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |           1 | NC      | $50802.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES         | USD/IDR FWD 20251010 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-15517.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | USD/IDR FWD 20251010 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $59572.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP           | USD/INR FWD 20251010 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-77836.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | USD/INR FWD 20251010 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-30138.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | USD/INR FWD 20251010 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1383.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | USD/INR FWD 20251010 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3809.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                   | USD/INR FWD 20251010 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $12161.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | USD/INR FWD 20251010 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $473698.18    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | USD/INR FWD 20260109 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5491.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | USD/JPY FWD 20251024 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10557.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                      | USD/JPY FWD 20251024 SOGEFRPP                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-28359.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | USD/KRW FWD 20251010 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-94323.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC           | USD/KRW FWD 20251010 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9712.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | USD/KRW FWD 20260114 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $83970.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | USD/MYR FWD 20251205 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $28115.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | USD/MYR FWD 20251205 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7.35        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | USD/NGN FWD 20251002 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5448.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | USD/NZD FWD 20251024 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-99260.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | USD/NZD FWD 20251024 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $640.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.          | USD/PEN FWD 20251010 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-43659.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | USD/SEK FWD 20251128 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-190461.18   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)  | USD/SGD FWD 20251212 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $16110.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC          | USD/SGD FWD 20251212 MSLNGB2X                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6408.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)  | USD/TWD FWD 20251009 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-91804.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                    | USD/TWD FWD 20251009 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $873982.24    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC           | USD/TWD FWD 20251009 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |           1 | NC      | $543.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                  | UTAH ACQUISITION SUB INC                                                     | CUSIP: AL2804121<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |      995000 | PA      | $1165925.16   | 0.14%             | 2028-11-22      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UZBEK INDUSTRIAL AND CON              | UZBEK INDUSTRIAL AND CONSTRUCTION BANK ATB                                   | CUSIP: YW3916635<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        |      254000 | PA      | $275760.74    | 0.03%             | 2029-07-24      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA               | VEOLIA ENVIRONNEMENT SA                                                      | CUSIP: AV9235723<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $563990.14    | 0.07%             | 2030-01-07      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| VEON HOLDINGS BV                      | VEON MIDCO BV                                                                | CUSIP: YX4775913<br>LEI: 213800GOFSH7EPKBRE50 | Long             | DBT              | CORP              | NL        |      440000 | PA      | $412500.00    | 0.05%             | 2027-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VERISURE HOLDING AB                   | VERISURE HOLDING AB                                                          | CUSIP: BZ3111714<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |      480000 | PA      | $576573.14    | 0.07%             | 2027-10-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| VERISURE HOLDING AB 144A              | VERISURE HOLDING AB                                                          | CUSIP: BK4334524<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |      260000 | PA      | $304871.43    | 0.04%             | 2026-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                | VERIZON COMMUNICATIONS INC                                                   | CUSIP: 92343VFJ8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      835000 | PA      | $838134.63    | 0.10%             | 2033-05-18      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| VF CORP                               | VF CORP                                                                      | CUSIP: ZL2092415<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |      669000 | PA      | $786978.91    | 0.09%             | 2026-03-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS & CO                    | VIETNAM CDS 06/20/2026 GSIL                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $18361.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN 144A                 | VMED O2 UK FINANCING I PLC                                                   | CUSIP: BQ1812974<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     1095000 | PA      | $1343807.27   | 0.16%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                  | VOLKSWAGEN BANK GMBH                                                         | CUSIP: ZK3696463<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $864734.79    | 0.10%             | 2031-05-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                  | VOLKSWAGEN BANK GMBH                                                         | CUSIP: ZK3696398<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $486202.28    | 0.06%             | 2028-05-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FIN SERV AG                | VOLKSWAGEN FINANCIAL SERVICES AG                                             | CUSIP: BQ8993702<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |      825000 | PA      | $861000.13    | 0.10%             | 2030-02-12      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                | VOLKSWAGEN INTERNATIONAL FINANCE NV                                          | CUSIP: AM9628026<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $232046.29    | 0.03%             | 2027-03-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| VW CREDIT INC 4/2 144A CP             | VW CREDIT INC                                                                | CUSIP: 91842JY60<br>LEI: 549300UUPJ2NXDB68M19 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1592928.96   | 0.19%             | 2025-11-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV               | VZ SECURED FINANCING BV                                                      | CUSIP: BT3367799<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $665545.46    | 0.08%             | 2032-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                 | WELLS FARGO & CO                                                             | CUSIP: QZ0190533<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      420000 | PA      | $483860.29    | 0.06%             | 2027-02-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CHEMICAL CORP                | WESTLAKE CORP                                                                | CUSIP: AZ5984929<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |      880000 | PA      | $980493.30    | 0.12%             | 2029-07-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| WPP LLC 4/2 144A CP                   | WPP CP LLC                                                                   | CUSIP: 92939AXM7<br>LEI: 549300QW2DOKKBOQBP57 | Long             | DBT              | CORP              | US        |      760000 | PA      | $758095.21    | 0.09%             | 2025-10-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WPP LLC 4/2 144A CP                   | WPP CP LLC                                                                   | CUSIP: 92939AXL9<br>LEI: 549300QW2DOKKBOQBP57 | Long             | DBT              | CORP              | US        |     1320000 | PA      | $1316851.14   | 0.16%             | 2025-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)  | ZAR/USD FWD 20251017 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | ZA        |           1 | NC      | $-329361.03   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| ZHONGSHENG GROUP                      | ZHONGSHENG GROUP HOLDINGS LTD                                                | CUSIP: YW5935302<br>LEI: 3003005VYMEBAJNJ2Y26 | Long             | DBT              | CORP              | KY        |      600000 | PA      | $607494.56    | 0.07%             | 2028-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                              | ZIGGO BV                                                                     | CUSIP: ZQ1506224<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |      510000 | PA      | $568102.72    | 0.07%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-05

**Name of Applicant:** T. ROWE PRICE INTERNATIONAL FUNDS, INC.

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President