# EDGAR Filing Document

**Accession Number:** 0000742212
**File Stem:** 0001410368-26-053249
**Filing Date:** 2026-5
**Character Count:** 114116
**Document Hash:** 3f2688198339aa939da46afbbab0df26
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-053249.hdr.sgml**: 20260527

**ACCESSION NUMBER**: 0001410368-26-053249

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260527

**DATE AS OF CHANGE**: 20260527

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NORTHWESTERN MUTUAL SERIES FUND INC
- **CENTRAL INDEX KEY:** 0000742212

**ORGANIZATION NAME:**
- **EIN:** 391603401
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03990
- **FILM NUMBER:** 261024814

**BUSINESS ADDRESS:**
- **STREET 1:** 720 E WISCONSIN AVE
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202
- **BUSINESS PHONE:** 4142992508

**MAIL ADDRESS:**
- **STREET 1:** 720 EAST WISCONSIN AVE
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NORTHWESTERN MUTUAL VARIABLE LIFE SERIES FUND INC
- **DATE OF NAME CHANGE:** 19940830

## Series and Classes Contracts Data

### International Equity Portfolio (Series ID: S000000052)

| Class ID   | Class Name                     | Ticker Symbol   |
|:---|:---|:---|
| C000000087 | International Equity Portfolio |  |

## Nport-Ex

International Equity Portfolio

SCHEDULE OF INVESTMENTS

**March 31, 2026 (unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| Common Stocks (95.2%) | Country | Shares/ Par <sup>+</sup> | Value<br>$(000's) |
|  **Communication Services (5.3%)** | **Communication Services (5.3%)** |  |  |
|  Cellnex Telecom SA | Spain | 990500 | 32159 |
|  Deutsche Telekom AG | Germany | 932700 | 34392 |
|  Liberty Global, Ltd. - Class A \* | Belgium | 83000 | 1003 |
|  Liberty Global, Ltd. - Class C \* | Belgium | 192100 | 2253 |
|  Millicom International Cellular SA | Guatemala | 290000 | 21733 |
|  NetEase, Inc., ADR | China | 77800 | 8709 |
|  Sunrise Communications AG - Class A \* | Switzerland | 26019 | 1552 |
|  Tencent Holdings, Ltd. | China | 322700 | 20373 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  |  | **122174** |
|  **Consumer Discretionary (9.2%)** | **Consumer Discretionary (9.2%)** |  |  |
|  adidas AG | Germany | 70521 | 11113 |
|  Alibaba Group Holding, Ltd., ADR | China | 270200 | 33899 |
|  Booking Holdings, Inc. | United States | 9150 | 38524 |
|  Coupang, Inc. \* | South Korea | 1826300 | 34481 |
|  Entain PLC | United Kingdom | 1762500 | 13309 |
|  Flutter Entertainment PLC \* | United States | 24400 | 2488 |
|  JD.com, Inc., ADR | China | 463600 | 13709 |
|  Kering SA | France | 44600 | 13487 |
|  Ollamani SAB \* | Mexico | 462500 | 1890 |
|  PDD Holdings, Inc., ADR \* | China | 115600 | 11812 |
|  Prosus NV \* | China | 308800 | 14116 |
|  Stellantis NV | United States | 1554400 | 11075 |
|  Yum China Holdings, Inc. | China | 294900 | 14385 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  |  | **214288** |
|  **Consumer Staples (6.6%)** | **Consumer Staples (6.6%)** |  |  |
|  Anheuser-Busch InBev SA/NV | Belgium | 494700 | 34327 |
|  Beiersdorf AG | Germany | 171000 | 15129 |
|  Danone SA | France | 278600 | 22375 |
|  Diageo PLC | United Kingdom | 952000 | 17688 |
|  Imperial Brands PLC | United Kingdom | 840000 | 34188 |
|  Reckitt Benckiser Group PLC | United Kingdom | 276480 | 18763 |
|  Wal-Mart de Mexico SAB de CV | Mexico | 3179300 | 10324 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  |  | **152794** |
|  **Energy (6.7%)** | **Energy (6.7%)** |  |  |
|  BP PLC | United States | 2343400 | 18472 |
|  Suncor Energy, Inc. | Canada | 791300 | 52313 |
|  TC Energy Corp. | Canada | 325400 | 20370 |
|  TotalEnergies SE | France | 696400 | 64301 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  |  | **155456** |
|  **Financials (23.7%)** | **Financials (23.7%)** |  |  |
|  Aegon, Ltd. | United States | 659200 | 4806 |
|  AIA Group, Ltd. | Hong Kong | 2918300 | 32784 |
|  Aon PLC | United States | 85600 | 27630 |
|  Aviva PLC | United Kingdom | 3576700 | 28490 |
|  Axis Bank, Ltd. | India | 2539400 | 32245 |
|  Banco Santander SA | Spain | 5425900 | 61396 |
|  Barclays PLC | United Kingdom | 10267200 | 54103 |
|  BNP Paribas SA | France | 789400 | 75199 |
|  Brookfield Corp. | Canada | 575000 | 23270 |

---

---

| | | | |
|:---|:---|:---|:---|
| Common Stocks (95.2%) | Country | Shares/ Par <sup>+</sup> | Value<br>$(000's) |
|  **Financials continued** |  |  |  |
|  Credicorp, Ltd. | Peru | 97400 | 33036 |
|  HDFC Bank, Ltd. | India | 3543400 | 28175 |
|  Julius Baer Group, Ltd. | Switzerland | 258000 | 19012 |
|  London Stock Exchange Group PLC | United Kingdom | 101251 | 11966 |
|  Prudential PLC | Hong Kong | 2635773 | 36757 |
|  UBS Group AG | Switzerland | 1229500 | 47820 |
|  Willis Towers Watson PLC | United States | 76000 | 22093 |
|  XP, Inc. - Class A | Brazil | 594800 | 11325 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  |  | **550107** |
|  **Health Care (14.7%)** | **Health Care (14.7%)** |  |  |
|  Bayer AG | Germany | 819900 | 37274 |
|  BioNTech SE, ADR \* | Germany | 99000 | 8799 |
|  Fresenius Medical Care AG | Germany | 546728 | 24325 |
|  GSK PLC | United States | 2804200 | 76905 |
|  Haleon PLC | United States | 5853300 | 28973 |
|  Koninklijke Philips NV | Netherlands | 676600 | 18532 |
|  Novartis AG | United States | 403000 | 61187 |
|  Novo Nordisk A/S - Class B | Denmark | 499100 | 18391 |
|  Olympus Corp. | Japan | 864000 | 8226 |
|  Roche Holding AG | United States | 111700 | 44106 |
|  Sanofi SA | United States | 141300 | 13629 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  |  | **340347** |
|  **Industrials (10.4%)** | **Industrials (10.4%)** |  |  |
|  Daikin Industries, Ltd. | Japan | 142000 | 17227 |
|  Deutsche Post AG | Germany | 468500 | 24161 |
|  Johnson Controls International PLC | United States | 619600 | 81137 |
|  Mitsubishi Electric Corp. | Japan | 894700 | 29219 |
|  Nidec Corp. \* | Japan | 983200 | 12374 |
|  Schneider Electric SE | United States | 74100 | 20353 |
|  Smiths Group PLC | United Kingdom | 712000 | 21686 |
|  Sunbelt Rentals Holdings, Inc. | United States | 528600 | 34406 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  |  | **240563** |
|  **Information Technology (9.8%)** | **Information Technology (9.8%)** |  |  |
|  Brother Industries, Ltd. | Japan | 319000 | 5854 |
|  Infineon Technologies AG | Germany | 841000 | 36952 |
|  Kyocera Corp. | Japan | 1141000 | 17639 |
|  Murata Manufacturing Co., Ltd. | Japan | 847500 | 19002 |
|  SK Hynix, Inc. | South Korea | 45000 | 24475 |
|  Taiwan Semiconductor Manufacturing Co., Ltd. | Taiwan | 1606400 | 90562 |
|  TE Connectivity PLC | Switzerland | 152000 | 31771 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  |  | **226255** |
|  **Materials (7.5%)** | **Materials (7.5%)** |  |  |
|  Akzo Nobel NV | Netherlands | 532100 | 30535 |
|  Cemex SAB de CV, ADR | Mexico | 2611105 | 29871 |
|  DSM-Firmenich AG | Switzerland | 45617 | 3258 |
|  Glencore PLC \* | Australia | 5419800 | 41299 |
|  Holcim, Ltd. \* | United States | 182500 | 15144 |
|  International Flavors & Fragrances, Inc. | United States | 300000 | 21765 |

---

**1** 

------

International Equity Portfolio

---

| | | | |
|:---|:---|:---|:---|
| Common Stocks (95.2%) | Country | Shares/ Par <sup>+</sup> | Value<br>$(000's) |
|  **Materials continued** |  |  |  |
|  Linde PLC | United States | 48600 | 24094 |
|  Mitsubishi Chemical Group Corp. | Japan | 1350000 | 7818 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  |  | **173784** |
|  **Real Estate (1.2%)** |  |  |  |
|  CK Asset Holdings, Ltd. | Hong Kong | 1866900 | 10664 |
|  Daito Trust Construction Co., Ltd. | Japan | 488000 | 11366 |
|  Hang Lung Group, Ltd. | Hong Kong | 3500000 | 6666 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  |  | **28696** |
|  **Utilities (0.1%)** |  |  |  |
|  The Kansai Electric Power Co., Inc. | Japan | 191200 | 3149 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  |  | **3149** |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total Common Stocks (Cost: $1,723,185)** | &nbsp;&nbsp;&nbsp;&nbsp; **Total Common Stocks (Cost: $1,723,185)** | &nbsp;&nbsp;&nbsp;&nbsp; **Total Common Stocks (Cost: $1,723,185)** | **2207613** |

---

---

| | | | |
|:---|:---|:---|:---|
| Preferred Stocks (3.4%) | Country | Shares/ Par <sup>+</sup> | Value<br>$(000's) |
|  **Financials (2.6%)** |  |  |  |
|  Itau Unibanco Holding SA | Brazil | 7114762 | 59722 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  |  | **59722** |
|  **Information Technology (0.8%)** | **Information Technology (0.8%)** |  |  |
|  Samsung Electronics Co., Ltd. | South Korea | 251500 | 20025 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  |  | **20025** |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total Preferred Stocks (Cost: $40,500)** | &nbsp;&nbsp;&nbsp;&nbsp; **Total Preferred Stocks (Cost: $40,500)** | &nbsp;&nbsp;&nbsp;&nbsp; **Total Preferred Stocks (Cost: $40,500)** | **79747** |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total Investments (98.6%) (Cost: $1,763,685)<sup>@</sup>** | &nbsp;&nbsp;&nbsp;&nbsp; **Total Investments (98.6%) (Cost: $1,763,685)<sup>@</sup>** | &nbsp;&nbsp;&nbsp;&nbsp; **Total Investments (98.6%) (Cost: $1,763,685)<sup>@</sup>** | **2287360** |
| &nbsp;&nbsp;&nbsp;&nbsp; **Other Assets, Less Liabilities (1.4%)** | &nbsp;&nbsp;&nbsp;&nbsp; **Other Assets, Less Liabilities (1.4%)** | &nbsp;&nbsp;&nbsp;&nbsp; **Other Assets, Less Liabilities (1.4%)** | **31665** |
| &nbsp;&nbsp;&nbsp;&nbsp; **Net Assets (100.0%)** | &nbsp;&nbsp;&nbsp;&nbsp; **Net Assets (100.0%)** | &nbsp;&nbsp;&nbsp;&nbsp; **Net Assets (100.0%)** | **2319025** |

---

---

| | |
|:---|:---|
|  Investments by Country of Risk as a Percentage of Net Assets: |  |
|  United States | 23.6% |
|  United Kingdom | 8.6% |
|  Germany | 8.3% |
|  France | 7.6% |
|  Japan | 5.7% |
|  China | 5.0% |
|  Other | 39.8% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Total** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98.6% |

---

**Over the Counter Derivatives** 

**Forward Foreign Currency Contracts** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Type | Counterparty | Foreign Principal<br>Amount<br> Covered by<br>Contract (000s) | USD Principal<br>Amount<br>Covered by<br>Contract (000's) | Settlement<br>Date | Unrealized<br>Appreciation<br>(000's) | Unrealized<br>(Depreciation)<br>(000's) | Net<br>Unrealized<br>Appreciation/<br>(Depreciation)<br>(000's) |
|  Buy | Citibank NA<br> CNH | 7517 | 1091 | 4/1/26 | $5 | $— | $5 |
|  Buy | Wells Fargo Bank NA<br> CNH | 7483 | 1087 | 4/1/26 | 5 |  | 5 |
|  Buy | Barclays Bank PLC<br> CNH | 11000 | 1597 | 4/2/26 | 4 |  | 4 |
|  Buy | Citibank NA<br> CNH | 26000 | 3779 | 4/17/26 | 14 |  | 14 |
|  Sell | Citibank NA<br> CNH | 15000 | 2178 | 4/1/26 |  | (10) | (10) |
|  Sell | Citibank NA<br> CNH | 11000 | 1597 | 4/2/26 |  | (4) | (4) |
|  Sell | Bank of America NA<br> CNH | 10129 | 1472 | 4/17/26 |  | (31) | (31) |
|  Sell | Citibank NA<br> CNH | 5071 | 737 | 4/17/26 |  | (15) | (15) |
|  Sell | UBS AG<br> CNH | 58370 | 8484 | 4/17/26 |  | (299) | (299) |
|  Sell | HSBC Bank USA<br> CNH | 22611 | 3288 | 4/24/26 |  | (76) | (76) |
|  Sell | HSBC Bank USA<br> CNH | 36375 | 5298 | 5/15/26 |  | (98) | (98) |
|  Sell | State Street Bank And Trust Company<br> CNH | 12125 | 1760 | 5/15/26 |  | (32) | (32) |
|  Sell | Bank of America NA<br> CNH | 10566 | 1539 | 5/22/26 |  | (36) | (36) |
|  Sell | HSBC Bank USA<br> CNH | 21103 | 3075 | 5/22/26 |  | (72) | (72) |
|  Sell | State Street Bank And Trust Company<br> CNH | 10553 | 1533 | 5/22/26 |  | (30) | (30) |
|  Sell | HSBC Bank USA<br> CNH | 47404 | 6916 | 6/12/26 |  | (144) | (144) |
|  Sell | JP Morgan Chase Bank NA<br> CNH | 23699 | 3458 | 6/12/26 |  | (72) | (72) |
|  Sell | Bank of America NA<br> CNH | 8339 | 1218 | 6/26/26 |  | (27) | (27) |
|  Sell | HSBC Bank USA<br> CNH | 29578 | 4320 | 6/26/26 |  | (91) | (91) |
|  Sell | JP Morgan Chase Bank NA<br> CNH | 14822 | 2165 | 6/26/26 |  | (45) | (45) |
|  Sell | HSBC Bank USA<br> CNH | 13599 | 1988 | 7/10/26 |  | (44) | (44) |

---

**2** 

------

International Equity Portfolio

**Forward Foreign Currency Contracts** 

**(continued)** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Type | Counterparty | Currency | Foreign Principal<br>Amount<br> Covered by<br>Contract (000s) | USD Principal<br>Amount<br>Covered by<br>Contract (000's) | Settlement<br>Date | Unrealized<br>Appreciation<br>(000's) | Unrealized<br>(Depreciation)<br>(000's) | Net<br>Unrealized<br>Appreciation/<br>(Depreciation)<br>(000's) |
|  Sell | JP Morgan Chase Bank NA | CNH | 13617 | 1991 | 7/10/26 | $— | $(44) | $(44) |
|  Sell | HSBC Bank USA | CNH | 13829 | 2022 | 7/17/26 |  | (47) | (47) |
|  Sell | UBS AG | CNH | 27591 | 4035 | 7/17/26 |  | (92) | (92) |
|  Sell | HSBC Bank USA | CNH | 196 | 28 | 8/14/26 |  | —π | —π |
|  Sell | UBS AG | CNH | 224 | 32 | 8/14/26 |  | —π | —π |
|  Sell | Bank of America NA | CNH | 8333 | 1223 | 9/11/26 |  | (28) | (28) |
|  Sell | Goldman Sachs Bank USA | CNH | 8333 | 1223 | 9/11/26 |  | (28) | (28) |
|  Sell | UBS AG | CNH | 16690 | 2449 | 9/11/26 |  | (56) | (56) |
|  Sell | Citibank NA | CNH | 24833 | 3646 | 9/18/26 |  | (86) | (86) |
|  Sell | HSBC Bank USA | CNH | 12417 | 1823 | 9/18/26 |  | (43) | (43) |
|  Sell | Morgan Stanley And Co. International PLC | CNH | 12417 | 1823 | 9/18/26 |  | (44) | (44) |
|  Sell | Barclays Bank PLC | CNH | 5512 | 811 | 10/16/26 |  | (24) | (24) |
|  Sell | UBS AG | CNH | 16537 | 2433 | 10/16/26 |  | (72) | (72) |
|  Sell | Citibank NA | CNH | 12332 | 1817 | 11/6/26 |  | (48) | (48) |
|  Sell | HSBC Bank USA | CNH | 6718 | 990 | 11/6/26 |  | (3) | (3) |
|  Sell | JP Morgan Chase Bank NA | CNH | 7668 | 1130 | 11/6/26 |  | (30) | (30) |
|  Sell | Bank of America NA | CNH | 6718 | 992 | 12/11/26 |  | (3) | (3) |
|  Sell | Citibank NA | CNH | 25587 | 3778 | 12/11/26 |  | (68) | (68) |
|  Sell | State Street Bank And Trust Company | CNH | 14323 | 2107 | 12/11/26 |  | (7) | (7) |
|  Sell | Citibank NA | CNH | 34440 | 5094 | 1/8/27 |  | (52) | (52) |
|  Sell | Goldman Sachs Bank USA | CNH | 14324 | 2119 | 1/8/27 |  | (17) | (17) |
|  Sell | HSBC Bank USA | CNH | 6718 | 994 | 1/8/27 |  | (4) | (4) |
|  Sell | Citibank NA | CNH | 20117 | 2977 | 1/15/27 |  | (39) | (39) |
|  Sell | HSBC Bank USA | CNH | 20117 | 2977 | 1/15/27 |  | (38) | (38) |
|  Sell | State Street Bank And Trust Company | CNH | 15099 | 2226 | 1/15/27 |  | (13) | (13) |
|  Sell | Citibank NA | CNH | 15099 | 2236 | 1/29/27 |  | (21) | (21) |
|  Sell | HSBC Bank USA | CNH | 14324 | 2122 | 1/29/27 |  | (19) | (19) |
|  Sell | State Street Bank And Trust Company | CNH | 15099 | 2227 | 1/29/27 |  | (12) | (12) |
|  Sell | Citibank NA | CNH | 46220 | 6865 | 3/12/27 | 5 | (1) | 4 |
|  Sell | HSBC Bank USA | CNH | 51569 | 7659 | 3/12/27 | 12 |  | 12 |
|  Sell | UBS AG | CNH | 22650 | 3364 | 3/12/27 |  | (1) | (1) |
|  Buy | Bank of America NA | TWD | 23775 | 744 | 4/17/26 |  | (10) | (10) |
|  Buy | Citibank NA | TWD | 22000 | 689 | 4/17/26 |  | (6) | (6) |
|  Buy | UBS AG | TWD | 30000 | 939 | 4/17/26 |  | (10) | (10) |
|  Buy | HSBC Bank USA | TWD | 27600 | 864 | 4/24/26 |  | (8) | (8) |
|  Buy | Morgan Stanley And Co. International Plc | TWD | 48000 | 1504 | 4/24/26 |  | (12) | (12) |
|  Buy | Citibank NA | TWD | 31000 | 972 | 5/15/26 |  | (12) | (12) |
|  Buy | UBS AG | TWD | 55067 | 1727 | 5/15/26 |  | (11) | (11) |
|  Buy | Citibank NA | TWD | 16000 | 502 | 5/22/26 |  | (5) | (5) |
|  Buy | Morgan Stanley And Co. International Plc | TWD | 58004 | 1820 | 5/22/26 |  | (11) | (11) |
|  Buy | Citibank NA | TWD | 13450 | 422 | 5/29/26 |  | (4) | (4) |
|  Buy | HSBC Bank USA | TWD | 28009 | 880 | 5/29/26 |  | (18) | (18) |
|  Buy | Morgan Stanley And Co. International Plc | TWD | 27991 | 879 | 5/29/26 |  | (16) | (16) |
|  Buy | HSBC Bank USA | TWD | 27500 | 864 | 6/5/26 |  | (12) | (12) |
|  Buy | Morgan Stanley And Co. International Plc | TWD | 35880 | 1127 | 6/5/26 |  | (10) | (10) |
|  Buy | UBS AG | TWD | 27500 | 864 | 6/5/26 |  | (12) | (12) |
|  Buy | Bank of America NA | TWD | 4999 | 157 | 6/12/26 |  | (1) | (1) |
|  Buy | Morgan Stanley And Co. International Plc | TWD | 28000 | 880 | 6/12/26 |  | (16) | (16) |

---

**3** 

------

International Equity Portfolio

**Forward Foreign Currency Contracts** 

**(continued)** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Type | Counterparty | Currency | Foreign Principal<br>Amount<br> Covered by<br>Contract (000s) | USD Principal<br>Amount<br>Covered by<br>Contract (000's) | Settlement<br>Date | Unrealized<br>Appreciation<br>(000's) | Unrealized<br>(Depreciation)<br>(000's) | Net<br>Unrealized<br>Appreciation/<br>(Depreciation)<br>(000's) |
|  Buy | JP Morgan Chase Bank NA | TWD | 27500 | 865 | 6/26/26 | $— | $(6) | $(6) |
|  Buy | UBS AG | TWD | 55000 | 1730 | 6/26/26 |  | (12) | (12) |
|  Buy | Citibank NA | TWD | 9000 | 283 | 7/10/26 |  | (2) | (2) |
|  Buy | HSBC Bank USA | TWD | 12770 | 402 | 7/10/26 |  | (3) | (3) |
|  Buy | HSBC Bank USA | TWD | 55000 | 1733 | 7/17/26 |  | (10) | (10) |
|  Buy | UBS AG | TWD | 41000 | 1292 | 7/17/26 |  | (5) | (5) |
|  Buy | HSBC Bank USA | TWD | 30000 | 945 | 7/24/26 |  | (4) | (4) |
|  Buy | Morgan Stanley And Co. International Plc | TWD | 27498 | 867 | 7/24/26 |  | (6) | (6) |
|  Buy | HSBC Bank USA | TWD | 30473 | 961 | 8/7/26 |  | (5) | (5) |
|  Buy | Morgan Stanley And Co. International Plc | TWD | 60529 | 1909 | 8/7/26 |  | (17) | (17) |
|  Buy | HSBC Bank USA | TWD | 56499 | 1784 | 8/28/26 |  | (10) | (10) |
|  Buy | Citibank NA | TWD | 50068 | 1583 | 9/11/26 |  | (6) | (6) |
|  Buy | State Street Bank And Trust Company | TWD | 12932 | 409 | 9/11/26 |  | (4) | (4) |
|  Buy | UBS AG | TWD | 23000 | 727 | 9/11/26 |  | (4) | (4) |
|  Buy | Citibank NA | TWD | 48000 | 1518 | 9/18/26 |  | (7) | (7) |
|  Buy | UBS AG | TWD | 21000 | 664 | 9/18/26 |  | (1) | (1) |
|  Buy | UBS AG | TWD | 12248 | 389 | 11/13/26 |  | (5) | (5) |
|  Sell | HSBC Bank USA | TWD | 36350 | 1138 | 4/17/26 | 133 |  | 133 |
|  Sell | JP Morgan Chase Bank NA | TWD | 13200 | 413 | 4/17/26 | 9 |  | 9 |
|  Sell | UBS AG | TWD | 26225 | 821 | 4/17/26 | 33 |  | 33 |
|  Sell | HSBC Bank USA | TWD | 75600 | 2368 | 4/24/26 | 196 |  | 196 |
|  Sell | UBS AG | TWD | 86067 | 2700 | 5/15/26 | 329 |  | 329 |
|  Sell | Citibank NA | TWD | 24665 | 774 | 5/22/26 | 111 |  | 111 |
|  Sell | HSBC Bank USA | TWD | 49338 | 1548 | 5/22/26 | 216 |  | 216 |
|  Sell | HSBC Bank USA | TWD | 23181 | 728 | 5/29/26 | 129 |  | 129 |
|  Sell | JP Morgan Chase Bank NA | TWD | 23145 | 727 | 5/29/26 | 121 |  | 121 |
|  Sell | UBS AG | TWD | 23124 | 726 | 5/29/26 | 128 |  | 128 |
|  Sell | JP Morgan Chase Bank NA | TWD | 22716 | 714 | 6/5/26 | 110 |  | 110 |
|  Sell | UBS AG | TWD | 68164 | 2142 | 6/5/26 | 341 |  | 341 |
|  Sell | HSBC Bank USA | TWD | 11000 | 346 | 6/12/26 | 45 |  | 45 |
|  Sell | UBS AG | TWD | 21999 | 692 | 6/12/26 | 92 |  | 92 |
|  Sell | JP Morgan Chase Bank NA | TWD | 20648 | 650 | 6/26/26 | 98 |  | 98 |
|  Sell | UBS AG | TWD | 61852 | 1947 | 6/26/26 | 289 |  | 289 |
|  Sell | Citibank NA | TWD | 21770 | 685 | 7/10/26 | 50 |  | 50 |
|  Sell | Bank of America NA | TWD | 23988 | 756 | 7/17/26 | 110 |  | 110 |
|  Sell | Barclays Bank PLC | TWD | 24000 | 756 | 7/17/26 | 111 |  | 111 |
|  Sell | Citibank NA | TWD | 24000 | 756 | 7/17/26 | 106 |  | 106 |
|  Sell | HSBC Bank USA | TWD | 24012 | 756 | 7/17/26 | 109 |  | 109 |
|  Sell | Citibank NA | TWD | 35250 | 1111 | 7/24/26 | 120 |  | 120 |
|  Sell | Standard Chartered Bank | TWD | 22248 | 701 | 7/24/26 | 83 |  | 83 |
|  Sell | Citibank NA | TWD | 91002 | 2870 | 8/7/26 | 291 |  | 291 |
|  Sell | HSBC Bank USA | TWD | 28250 | 892 | 8/28/26 | 67 |  | 67 |
|  Sell | Standard Chartered Bank | TWD | 28250 | 892 | 8/28/26 | 67 |  | 67 |
|  Sell | Bank of America NA | TWD | 21493 | 679 | 9/11/26 | 62 |  | 62 |
|  Sell | Citibank NA | TWD | 21500 | 680 | 9/11/26 | 65 |  | 65 |
|  Sell | UBS AG | TWD | 43007 | 1359 | 9/11/26 | 126 |  | 126 |
|  Sell | Bank of America NA | TWD | 23000 | 727 | 9/18/26 | 74 |  | 74 |
|  Sell | Citibank NA | TWD | 23000 | 727 | 9/18/26 | 73 |  | 73 |
|  Sell | State Street Bank And Trust Company | TWD | 23000 | 727 | 9/18/26 | 67 |  | 67 |
|  Sell | Barclays Bank PLC | TWD | 12248 | 389 | 11/13/26 | 19 |  | 19 |
|  |  |  |  |  |  | $4025 | $(2347) | $1678 |

---

**4** 

------

International Equity Portfolio

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Financial Derivative Assets (000's) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Financial Derivative Assets (000's) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Financial Derivative Assets (000's) | | Financial Derivative Liabilities (000's) | Financial Derivative Liabilities (000's) | Financial Derivative Liabilities (000's) |
|  | Forward<br> Foreign<br> Currency<br> Contracts | Swaps | Total | Forward<br> Foreign<br> Currency<br> Contracts | Options | Swaps | Total |
|  Total Over the Counter Derivatives | $4025 |  | $4025 | $(2347) |  |  | $(2347) |

---

+ All par is stated in U.S. Dollar unless otherwise noted.

\* Non income producing

---

| | |
|:---|:---|
| @ | At March 31, 2026, the aggregate cost of investments, including derivatives, for federal tax purposes (in thousands) was $1,763,685 and the net unrealized appreciation of investments based on that cost was $525,353 which is comprised of $658,410 aggregate gross unrealized appreciation and $133,057 aggregate gross unrealized depreciation. Because tax adjustments are calculated annually, these amounts do not reflect tax adjustments. For the previous fiscal year's federal income tax information, please refer to the Notes to the Financial Statements section in the Portfolio's most recent annual report.  |

---

---

| | |
|:---|:---|
| π | Amount is less than one thousand.  |

---

**5** 

------

International Equity Portfolio

The Fair Value Measurements and Disclosures Topic of the FASB Accounting Standards Codification defines fair value as the price that a Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes and requires disclosure of a fair value hierarchy, separately for each major category of asset and liability, which segregates fair value measurements into levels. A summary of the fair value hierarchy is described below:

Level 1 - fair value is determined by unadjusted quoted prices in active markets for identical securities or derivatives

Level 2 - fair value is determined by other significant observable inputs

Level 3 - fair value is determined by significant unobservable inputs

The categorization of a value determined for a financial instrument within the hierarchy is based upon the pricing transparency of the instrument and does not necessarily correspond to the Portfolio's perceived risk of that instrument.

The following is a summary of the inputs used in valuing the Portfolio's Investments at March 31, 2026.

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Valuation Inputs | Valuation Inputs | Valuation Inputs | Valuation Inputs |
| **Description** | **Level 1 - Quoted**<br> **Prices** | **Level 2 - Other**<br> **Significant**<br> **Observable Inputs** |  | **Level 3 -**<br> **Significant** <br> **Unobservable** <br> **Inputs** |
|  |  | *(Amounts in thousands)* | |  |
|  Assets: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Communication Services | $33698 | $88476 |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Discretionary | 151188 | 63100 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Staples | 10324 | 142470 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Energy | 72683 | 82773 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Financials | 117354 | 432753 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Health Care | 8799 | 331548 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industrials | 115543 | 125020 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Information Technology | 31771 | 194484 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Materials | 75730 | 98054 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; All Others |  | 31845 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Financials | 59722 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Information Technology |  | 20025 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Financial Instruments^ |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Forward Foreign Currency Contracts |  | 4025 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Assets: | $676812 | $1614573 |  | $— |
|  Liabilities: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Financial Instruments^ |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Forward Foreign Currency Contracts |  | (2347) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Liabilities: | $— | $(2347) |  | $— |

---

^ Other financial instruments are derivative instruments such as futures and forward foreign currency contracts, which are valued at the unrealized appreciation (depreciation) on the instrument, and securities sold short, reverse repurchase agreements, written options and swaps contracts, which are valued at market value.

**6** 

------

Abbreviations (unaudited)

**Abbreviations that may be used in the preceding statements** 

---

| | |
|:---|:---|
|  ADR | American Depositary Receipt |
|  AFC | Available Funds Cap security - Security accrues interest at an assumed or uncapped rate. If the interest rate on the underlying loans is lower than the uncapped rate, then the security will pay at the lower rate. |
|  CSTR | Collateral Strip Rate security - interest is based on the weighted net interest rate of the collateral. |
|  IO | Interest Only Security |
|  PO | Principal Only Security |
|  GDR | Global Depositary Receipt |
|  RB | Revenue Bond |
|  CPURNSA | U.S. Consumer Price Index - All Urban Consumers - Not Seasonally Adjusted |
|  IBOR | Interbank Offered Rate |
|  LIBOR | London Interbank Offered Rate |
|  SOFR | Secured Overnight Financing Rate |
|  CME | Chicago Mercantile Exchange |
|  ICE | Intercontinental Exchange |
|  FTSE | Financial Times Stock Exchange |
|  SONIO | Sterling Overnight Interbank Average Rate |
|  DAC | Designated Activity Company |
|  TBA | To Be Announced |
|  CMT | Constant Maturity Treasury |
|  OIS | Overnight Index Swaps |
|  BBR | Bank Bill Rate |
|  BBSW | Bank Bill Swap Reference Rate |
|  DIFC | Dubai International Financial Centre |
|  BRL-CDI | Brazil Interbank Deposit Rate |
|  CAONREPO | Canadian Overnight Repo Rate Average |
|  JIBAR | Johannesburg Interbank Agreed Rate |
|  EURIBOR | Euro Interbank Offered Rate |
|  PRIBOR | Prague Interbank Offered Rate |
|  ETF | Exchange Traded Fund |
| **Currency Abbreviations** | **Currency Abbreviations** |
|  AED | United Arab Emirates Dirham |
|  AUD | Australian Dollar |
|  BRL | Brazilian Real |
|  CAD | Canadian Dollar |
|  CHF | Swiss Franc |
|  CNH | Chinese Yuan Renminbi - Offshore |
|  CNY | Chinese Yuan Renminbi |
|  COP | Colombian Peso |
|  CZK | Czech Koruna |
|  DKK | Danish Krone |
|  EGP | Egyptian Pound |
|  EUR | Euro |
|  GBP | British Pound |
|  HKD | Hong Kong Dollar |
|  IDR | Indonesian Rupiah |
|  ILS | Israeli Shekel |
|  INR | Indian Rupee |
|  JPY | Japanese Yen |
|  KRW | South Korean Won |
|  KWD | Kuwaiti Dinar |
|  KZT | Kazakhstani Tenge |
|  MXN | Mexican New Peso |
|  NOK | Norwegian Krone |
|  NZD | New Zealand Dollar |
|  PEN | Peruvian Sol |
|  PLN | Polish Zloty |
|  PYG | Paraguayan Guarani |
|  RUB | Russian Ruble |
|  SAR | Saudi Riyal |
|  SEK | Swedish Krona |
|  SGD | Singapore Dollar |
|  THB | Thai Baht |
|  TRY | Turkish Lira |
|  TWD | Taiwan Dollar |
|  USD | United States Dollar |
|  ZAR | South African Rand |

---

**1**

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** NORTHWESTERN MUTUAL SERIES FUND INC

- **b. Investment Company Act file number:** 811-03990

- **c. CIK number of Registrant:** 0000742212

- **d. LEI of Registrant:** 549300T1UBX7MDSNZA55

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

  - **Street Address 1:** 720 E WISCONSIN AVE

  - **City:** MILWAUKEE

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 53202

  - **Telephone number:** 414-271-1444

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

- **a. Name of Series:** International Equity Portfolio

- **b. EDGAR series identifier (if any):** S000000052

- **c. LEI of Series:** 5493009J2EF7GK480170

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

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2327980333.33

**Total Liabilities:** $8629785.33

**Net Assets:** $2319350548.00

**Cash Not Reported:** $21843865.42

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000087 | 5.22%                | 4.47%                | -8.47%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $6875174.21              | $115715611.44                              |
| Month 2  | $8477429.89              | $100555167.74                              |
| Month 3  | $13037390.21             | $-239673020.68                             |

**Designated Index Information**

- **Index Name:** Securities Portfolio VaR

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

### Schedule of Portfolio Investments

| Name                                      | Title                                     | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Alibaba Group Holding Ltd                 | Alibaba Group Holding Ltd                 | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |    270200 | NS      | $33899292.00  | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Diageo PLC                                | Diageo PLC                                | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |    952000 | NS      | $17688452.71  | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                       | Imperial Brands PLC                       | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |    840000 | NS      | $34187541.37  | 1.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Prudential PLC                            | Prudential PLC                            | CUSIP: 000000000<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | GB        |   2635773 | NS      | $36756727.79  | 1.58%             |  |  |  | No            |                  2 | On Loan: No      |
| BP PLC                                    | BP PLC                                    | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |   2343400 | NS      | $18472052.15  | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| BioNTech SE                               | BioNTech SE                               | CUSIP: 09075V102<br>LEI: 894500UZJ5LG1F8J1U58 | Long             | EC               | CORP              | DE        |     99000 | NS      | $8799120.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                      | Booking Holdings Inc                      | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      9150 | NS      | $38524428.00  | 1.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Corp                           | Brookfield Corp                           | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |    575000 | NS      | $23270250.00  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cemex SAB de CV                           | Cemex SAB de CV                           | CUSIP: 151290889<br>LEI: 549300RIG2CXWN6IV731 | Long             | EC               | CORP              | MX        |   2611105 | NS      | $29871041.20  | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Coupang Inc                               | Coupang Inc                               | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | US        |   1826300 | NS      | $34480544.00  | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $35833.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $33428.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $34285.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-299092.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $8454.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                    | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $8629.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $110847.99    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $108299.32    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $107668.22    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.             | PURCHASED USD / SOLD CNY                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-31684.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-32394.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-33781.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-32340.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.             | PURCHASED USD / SOLD CNY                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-30360.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $81995.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $82661.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $83275.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $81436.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-35219.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-36704.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                        | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-36386.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-71727.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                    | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-72393.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-72017.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $46618.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $44597.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $45355.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $95193.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $97428.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-45115.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                    | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $98111.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $96699.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                    | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-45069.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-45907.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $112563.44    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $114461.11    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                    | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $109957.11    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $113641.15    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                    | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $120822.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $127910.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $129176.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $125258.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $126005.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                    | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-22216.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-21653.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-21806.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                    | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-21683.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-46438.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-46101.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-46778.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $106417.30    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                         | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $111091.16    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $109050.13    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                        | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $109880.50    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $77326.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                   | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $83080.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $80768.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $79175.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-466.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-466.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-466.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-350.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $42773.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-75952.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                        | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-26803.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-28058.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                        | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-28067.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                    | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $-28255.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-28520.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-14968.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                        | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-15502.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                        | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-15564.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $65224.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $61813.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $64057.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                        | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $61813.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $63897.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.             | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $67377.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $67053.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $73296.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                        | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $74273.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC    | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-43534.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-43878.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-42794.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-42027.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $50281.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                   | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $67436.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $67273.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-23668.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-23713.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-24129.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                         | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-23612.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                         | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $18951.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-48087.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                    | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-30247.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-62712.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.             | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | TW        |         1 | NC      | $-4050.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-2521.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-4431.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-4166.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TW        |         1 | NC      | $-3969.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC    | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | TW        |         1 | NC      | $-12372.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | TW        |         1 | NC      | $-12454.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TW        |         1 | NC      | $-12136.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-21427.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-4600.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-35059.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-38290.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-39363.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.             | PURCHASED USD / SOLD CNY                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-13180.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.             | PURCHASED USD / SOLD CNY                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-12352.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | TW        |         1 | NC      | $-3792.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TW        |         1 | NC      | $-3557.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | TW        |         1 | NC      | $-4788.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-1534.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TW        |         1 | NC      | $-6192.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                    | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TW        |         1 | NC      | $-5640.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TW        |         1 | NC      | $-5806.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-6188.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | TW        |         1 | NC      | $-18158.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-6051.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC    | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | TW        |         1 | NC      | $-15995.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC    | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | TW        |         1 | NC      | $-16481.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TW        |         1 | NC      | $-4802.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.             | PURCHASED USD / SOLD CNY                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-6695.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TW        |         1 | NC      | $-5410.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TW        |         1 | NC      | $-5967.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TW        |         1 | NC      | $-9662.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-19248.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-6052.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-16919.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                    | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $-16702.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-3910.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-2206.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | TW        |         1 | NC      | $-3001.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC    | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | TW        |         1 | NC      | $-5683.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC    | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | TW        |         1 | NC      | $-9690.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TW        |         1 | NC      | $-790.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TW        |         1 | NC      | $-282.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TW        |         1 | NC      | $-1062.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC    | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | TW        |         1 | NC      | $-11863.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | TW        |         1 | NC      | $-5986.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | TW        |         1 | NC      | $-3732.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC    | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | TW        |         1 | NC      | $-5698.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC    | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | TW        |         1 | NC      | $-4860.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                        | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | TW        |         1 | NC      | $-863.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | TW        |         1 | NC      | $-590.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC    | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | TW        |         1 | NC      | $-5412.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | TW        |         1 | NC      | $-5494.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-4745.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | TW        |         1 | NC      | $-3206.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-4238.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | TW        |         1 | NC      | $-2084.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | TW        |         1 | NC      | $-7139.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                        | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-3292.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                        | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | TW        |         1 | NC      | $-9565.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-3320.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-10337.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED CNH / SOLD USD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CN        |         1 | NC      | $10255.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED CNH / SOLD USD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CN        |         1 | NC      | $5185.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                       | PURCHASED CNH / SOLD USD                  | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | CN        |         1 | NC      | $4880.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $11615.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $4787.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-1500.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-681.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays PLC                              | Barclays PLC                              | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |  10267200 | NS      | $54102490.02  | 2.33%             |  |  |  | No            |                  2 | On Loan: No      |
| adidas AG                                 | adidas AG                                 | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |     66400 | NS      | $10463722.44  | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc    | International Flavors & Fragrances Inc    | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |    300000 | NS      | $21765000.00  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Post AG                          | Deutsche Post AG                          | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |    468500 | NS      | $24161104.13  | 1.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JD.com Inc                                | JD.com Inc                                | CUSIP: 47215P106<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | KY        |    463600 | NS      | $13708652.00  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                     | Schneider Electric SE                     | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |     74100 | NS      | $20353052.66  | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayer AG                                  | Bayer AG                                  | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |    819900 | NS      | $37273528.29  | 1.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Beiersdorf AG                             | Beiersdorf AG                             | CUSIP: 000000000<br>LEI: L47NHHI0Z9X22DV46U41 | Long             | EC               | CORP              | DE        |    171000 | NS      | $15128786.24  | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius Medical Care AG                 | Fresenius Medical Care AG                 | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |    546728 | NS      | $24324670.39  | 1.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Kering SA                                 | Kering SA                                 | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |     44600 | NS      | $13486453.68  | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                 | Sanofi SA                                 | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |    141300 | NS      | $13629204.58  | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                        | Banco Santander SA                        | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |   5425900 | NS      | $61395797.85  | 2.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                       | Deutsche Telekom AG                       | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |    932700 | NS      | $34392432.27  | 1.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                  | Infineon Technologies AG                  | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |    841000 | NS      | $36952033.14  | 1.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                    | Koninklijke Philips NV                    | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |    676600 | NS      | $18531875.39  | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| Brother Industries Ltd                    | Brother Industries Ltd                    | CUSIP: 000000000<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               | CORP              | JP        |    319000 | NS      | $5854469.67   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Daito Trust Construction Co Ltd           | Daito Trust Construction Co Ltd           | CUSIP: 000000000<br>LEI: 353800QQ4DRI3KXS3038 | Long             | EC               | CORP              | JP        |    488000 | NS      | $11365790.66  | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Daikin Industries Ltd                     | Daikin Industries Ltd                     | CUSIP: 000000000<br>LEI: 549300Y7FWSTSHMW5Y57 | Long             | EC               | CORP              | JP        |    142000 | NS      | $17226853.47  | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| Hang Lung Group Ltd                       | Hang Lung Group Ltd                       | CUSIP: 000000000<br>LEI: 529900V2T2EPOQYH0981 | Long             | EC               | CORP              | HK        |   3500000 | NS      | $6665932.83   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| NetEase Inc                               | NetEase Inc                               | CUSIP: 64110W102<br>LEI: 5299004AF4DSJDB0PA32 | Long             | EC               | CORP              | KY        |     77800 | NS      | $8708932.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| SK hynix Inc                              | SK hynix Inc                              | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |     45000 | NS      | $24475169.56  | 1.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc/The          | Kansai Electric Power Co Inc/The          | CUSIP: 000000000<br>LEI: 353800PFUKP5ONPJNZ86 | Long             | EC               | CORP              | JP        |    191200 | NS      | $3149336.69   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyocera Corp                              | Kyocera Corp                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |   1141000 | NS      | $17639283.57  | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp                  | Mitsubishi Electric Corp                  | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |    894700 | NS      | $29218651.51  | 1.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co Ltd               | Murata Manufacturing Co Ltd               | CUSIP: 000000000<br>LEI: 529900QZG6DL8ZRI7140 | Long             | EC               | CORP              | JP        |    847500 | NS      | $19001558.82  | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| NIDEC CORP                                | NIDEC CORP                                | CUSIP: 000000000<br>LEI: 353800IF171MZTNL6Y31 | Long             | EC               | CORP              | JP        |    983200 | NS      | $12373975.33  | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Olympus Corp                              | Olympus Corp                              | CUSIP: 000000000<br>LEI: 5299000Y52IFDI1I2A21 | Long             | EC               | CORP              | JP        |    864000 | NS      | $8225623.37   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                | Samsung Electronics Co Ltd                | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EP               | CORP              | KR        |    251500 | NS      | $20024811.77  | 0.86%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd | Taiwan Semiconductor Manufacturing Co Ltd | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |   1606400 | NS      | $90561501.95  | 3.90%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                               | Novartis AG                               | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |    405800 | NS      | $61612428.76  | 2.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Holcim AG                                 | Holcim AG                                 | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |    182500 | NS      | $15144404.63  | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| PDD Holdings Inc                          | PDD Holdings Inc                          | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | KY        |    115600 | NS      | $11812008.00  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                            | BNP Paribas SA                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |    789400 | NS      | $75199039.96  | 3.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunbelt Rentals Holdings Inc              | Sunbelt Rentals Holdings Inc              | CUSIP: 866966104<br>LEI: 529900W4BQDNMAOSRA49 | Long             | EC               | CORP              | US        |    528600 | NS      | $34406574.00  | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncor Energy Inc                         | Suncor Energy Inc                         | CUSIP: 867224107<br>LEI: 894500XO86FKXQGPYV71 | Long             | EC               | CORP              | CA        |    791300 | NS      | $52312843.00  | 2.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TC Energy Corp                            | TC Energy Corp                            | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |    325400 | NS      | $20370040.00  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum China Holdings Inc                    | Yum China Holdings Inc                    | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |    303000 | NS      | $14780340.00  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Bank Ltd                             | Axis Bank Ltd                             | CUSIP: 000000000<br>LEI: 549300HVNWMJPOFVNI41 | Long             | EC               | CORP              | IN        |   2539400 | NS      | $32244944.38  | 1.39%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                              | UBS Group AG                              | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |   1229500 | NS      | $47820186.22  | 2.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                | Anheuser-Busch InBev SA/NV                | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |    494700 | NS      | $34327357.68  | 1.48%             |  |  |  | No            |                  2 | On Loan: No      |
| DSM-Firmenich AG                          | DSM-Firmenich AG                          | CUSIP: 000000000<br>LEI: 506700G44V67MPM4BI12 | Long             | EC               | CORP              | CH        |     45617 | NS      | $3257995.84   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Aegon Ltd                                 | Aegon Ltd                                 | CUSIP: 000000000<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | BM        |    659200 | NS      | $4806161.12   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Ollamani SAB                              | Ollamani SAB                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |    462500 | NS      | $1890203.93   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrise Communications AG                 | Sunrise Communications AG                 | CUSIP: 000000000<br>LEI: 213800RS9HRGTWOGCO08 | Long             | EC               | CORP              | CH        |     29719 | NS      | $1772844.10   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                          | Roche Holding AG                          | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |    112800 | NS      | $44540867.78  | 1.92%             |  |  |  | No            |                  2 | On Loan: No      |
| Itau Unibanco Holding SA                  | Itau Unibanco Holding SA                  | CUSIP: 000000000<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EP               | CORP              | BR        |   7114762 | NS      | $59721778.00  | 2.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Chemical Group Corp            | Mitsubishi Chemical Group Corp            | CUSIP: 000000000<br>LEI: 353800YNKX4RQUGAR072 | Long             | EC               | CORP              | JP        |   1350000 | NS      | $7817892.74   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| London Stock Exchange Group PLC           | London Stock Exchange Group PLC           | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |    101251 | NS      | $11966442.94  | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                          | TotalEnergies SE                          | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |    700000 | NS      | $64633282.36  | 2.79%             |  |  |  | No            |                  2 | On Loan: No      |
| Smiths Group PLC                          | Smiths Group PLC                          | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |    712000 | NS      | $21686068.79  | 0.94%             |  |  |  | No            |                  2 | On Loan: No      |
| Danone SA                                 | Danone SA                                 | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |    278600 | NS      | $22374982.72  | 0.96%             |  |  |  | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd                     | Julius Baer Group Ltd                     | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |    258000 | NS      | $19011648.30  | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore PLC                              | Glencore PLC                              | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |   5419800 | NS      | $41298895.36  | 1.78%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Ltd                             | AIA Group Ltd                             | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |   2950000 | NS      | $33139854.63  | 1.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Entain PLC                                | Entain PLC                                | CUSIP: 000000000<br>LEI: 213800GNI3K45LQR8L28 | Long             | EC               | CORP              | IM        |   1762500 | NS      | $13308948.32  | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                             | Akzo Nobel NV                             | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | EC               | CORP              | NL        |    532100 | NS      | $30534642.06  | 1.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosus NV                                 | Prosus NV                                 | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |    308800 | NS      | $14116181.91  | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| HDFC Bank Ltd                             | HDFC Bank Ltd                             | CUSIP: 000000000<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |   3543400 | NS      | $28174886.99  | 1.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis NV                             | Stellantis NV                             | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |   1554400 | NS      | $11075338.05  | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                      | Tencent Holdings Ltd                      | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |    322700 | NS      | $20372665.02  | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| Haleon PLC                                | Haleon PLC                                | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |   5853300 | NS      | $28973414.70  | 1.25%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                   | GSK PLC                                   | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |   2849500 | NS      | $78147153.27  | 3.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                          | Novo Nordisk A/S                          | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |    499100 | NS      | $18391425.00  | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| Aviva PLC                                 | Aviva PLC                                 | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |   3576700 | NS      | $28490261.93  | 1.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group PLC               | Reckitt Benckiser Group PLC               | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |    276480 | NS      | $18762671.69  | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| Wal-Mart de Mexico SAB de CV              | Wal-Mart de Mexico SAB de CV              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |   3179300 | NS      | $10323900.02  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Cellnex Telecom SA                        | Cellnex Telecom SA                        | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |    990500 | NS      | $32159027.64  | 1.39%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Asset Holdings Ltd                     | CK Asset Holdings Ltd                     | CUSIP: 000000000<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | KY        |   1866900 | NS      | $10664045.55  | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Aon PLC                                   | Aon PLC                                   | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |     85600 | NS      | $27629968.00  | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Credicorp Ltd                             | Credicorp Ltd                             | CUSIP: 000000000<br>LEI: 529900UYAEYQCQ2BKB17 | Long             | EC               | CORP              | BM        |     97400 | NS      | $33036132.00  | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Entertainment PLC                 | Flutter Entertainment PLC                 | CUSIP: 000000000<br>LEI: 635400EG4YIJLJMZJ782 | Long             | EC               | CORP              | IE        |     24400 | NS      | $2487580.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc        | Johnson Controls International plc        | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |    619600 | NS      | $81136620.00  | 3.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                 | Linde PLC                                 | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |     48600 | NS      | $24093936.00  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Global Ltd                        | Liberty Global Ltd                        | CUSIP: 000000000<br>LEI: 213800HRMKKTYH7SKA24 | Long             | EC               | CORP              | BM        |     83000 | NS      | $1003470.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Global Ltd                        | Liberty Global Ltd                        | CUSIP: 000000000<br>LEI: 213800HRMKKTYH7SKA24 | Long             | EC               | CORP              | BM        |    200819 | NS      | $2355606.87   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC                       | TE Connectivity PLC                       | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |    152000 | NS      | $31771040.00  | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                  | Willis Towers Watson PLC                  | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |     76000 | NS      | $22093200.00  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| XP Inc                                    | XP Inc                                    | CUSIP: 000000000<br>LEI: 5493008KDA8NBZRJST80 | Long             | EC               | CORP              | KY        |    594800 | NS      | $11324992.00  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Millicom International Cellular SA        | Millicom International Cellular SA        | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | EC               | CORP              | LU        |    290000 | NS      | $21732600.00  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-28

**Name of Applicant:** NORTHWESTERN MUTUAL SERIES FUND INC

**Signature:** Linda Wisniewski

**Name of Signer:** Linda Wisniewski

**Title:** Controller and Chief Accounting Officer