# EDGAR Filing Document

**Accession Number:** 0000313212
**File Stem:** 0001099263-25-003611
**Filing Date:** 2025-11
**Character Count:** 253417
**Document Hash:** 41cfef13131d1c7a47b50239c3953dce
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-25-003611.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0001099263-25-003611

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251125

**DATE AS OF CHANGE**: 20251125

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02958
- **FILM NUMBER:** 251521880

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

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

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

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

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

## Series and Classes Contracts Data

### T. Rowe Price International Bond Fund (USD Hedged) (Series ID: S000058280)

| Class ID   | Class Name                                                       | Ticker Symbol   |
|:---|:---|:---|
| C000191032 | T. Rowe Price International Bond Fund (USD Hedged)               | TNIBX           |
| C000191033 | T. Rowe Price International Bond Fund (USD Hedged)-Advisor Class | TTABX           |
| C000191034 | T. Rowe Price International Bond Fund (USD Hedged)-I Class       | TNBMX           |
| C000218089 | T. Rowe Price International Bond Fund (USD Hedged)-Z Class       | TRMZX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21231

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

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

- **a. Name of Series:** T. Rowe Price International Bond Fund (USD Hedged)

- **b. EDGAR series identifier (if any):** S000058280

- **c. LEI of Series:** 549300A3CV9FBEEC1242

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $7374437619.01

**Total Liabilities:** $123180535.90

**Net Assets:** $7251257083.11

**Cash Not Reported:** $4169429.90

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3981.659990 | **1-Year:** -99327.691957 | **5-Year:** -414260.848104 | **10-Year:** -136426.359568 | **30-Year:** -8815.338195

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

- **3-Month:** -1853.702538 | **1-Year:** -17170.341083 | **5-Year:** -18583.925756 | **10-Year:** -13126.719572 | **30-Year:** -495.470055

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000191032 | 0.17%                | 0.17%                | 0.48%                |
| Class ID C000191033 | 0.28%                | 0.04%                | 0.47%                |
| Class ID C000191034 | 0.20%                | 0.08%                | 0.51%                |
| Class ID C000218089 | 0.24%                | 0.24%                | 0.55%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $13523391.70             | $-224928363.99                             |
| Month 2  | $-34288233.00            | $155778060.20                              |
| Month 3  | $7509870.19              | $997502.07                                 |

**Designated Index Information**

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

- **Index Identifier:** LG38TRUH

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABB FINANCE BV                        | ABB FINANCE BV                                                               | CUSIP: ZM3218702<br>LEI: 5493004JXXFB454B6L79 | Long             | DBT              | CORP              | NL        |      2400000 | PA      | $2847137.00   | 0.04%             | 2027-01-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ABB FINANCE BV                        | ABB FINANCE BV                                                               | CUSIP: ZM3218728<br>LEI: 5493004JXXFB454B6L79 | Long             | DBT              | CORP              | NL        |      4445000 | PA      | $5328243.95   | 0.07%             | 2031-01-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                            | ABBVIE INC                                                                   | CUSIP: 00287YBB4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      2605000 | PA      | $3017601.19   | 0.04%             | 2028-11-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                            | ABBVIE INC                                                                   | CUSIP: 00287YDP1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      5967000 | PA      | $7017816.07   | 0.10%             | 2028-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| HOLDING D'INFRASTRUCTURE              | ABERTIS FRANCE SAS                                                           | CUSIP: BT4316647<br>LEI: 9695004S3RCE0Q5V8G28 | Long             | DBT              | CORP              | FR        |      8600000 | PA      | $9172667.15   | 0.13%             | 2031-01-18      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| AEROPORTI DI ROMA SPA                 | AEROPORTI DI ROMA SPA                                                        | CUSIP: AN7387276<br>LEI: 8156007259ABDEA3F444 | Long             | DBT              | CORP              | IT        |      2575000 | PA      | $2978556.63   | 0.04%             | 2027-06-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                          | AES ANDES SA                                                                 | CUSIP: YQ3058100<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |      2902000 | PA      | $3041801.38   | 0.04%             | 2032-03-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                         | AIB GROUP PLC                                                                | CUSIP: YX0681750<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      2656000 | PA      | $3246905.72   | 0.04%             | 2035-05-20      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                         | AIB GROUP PLC                                                                | CUSIP: YQ3908478<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      5900000 | PA      | $7061900.18   | 0.10%             | 2033-03-20      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| ALBANIA 144A                          | ALBANIA GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: ZK8858829<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     15580000 | PA      | $19434847.33  | 0.27%             | 2028-06-09      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ALBANIA                               | ALBANIA GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: ZK8858837<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |      8040000 | PA      | $10029279.36  | 0.14%             | 2028-06-09      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ALDAR PROPERTIES PJSC                 | ALDAR PROPERTIES PJSC                                                        | CUSIP: YS4097384<br>LEI: 98450048CD8AEF13B480 | Long             | DBT              | CORP              | AE        |     10130000 | PA      | $10665407.58  | 0.15%             | 2055-04-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                      | ALLIED UNIVERSAL HOLDCO LLC/ALLIED UNIVERSAL FINANCE CORP/ATLAS LUXCO 4 SARL | CUSIP: BP3255414<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4610000 | PA      | $5353646.28   | 0.07%             | 2028-06-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA 144A              | ALTICE FINANCING SA                                                          | CUSIP: BQ8377260<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |      1775000 | PA      | $1589086.65   | 0.02%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA 144A                 | ALTICE FRANCE SA                                                             | CUSIP: AT6218768<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |       655000 | PA      | $693086.80    | 0.01%             | 2027-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA 144A                 | ALTICE FRANCE SA                                                             | CUSIP: ZR5945186<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |       224000 | PA      | $225245.91    | 0.00%             | 2028-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV               | AMERICA MOVIL SAB DE CV                                                      | CUSIP: EI2982383<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |      6670000 | PA      | $9345918.61   | 0.13%             | 2030-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                | AMERICAN HONDA FINANCE CORP                                                  | CUSIP: BM6819999<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      4097000 | PA      | $5286567.46   | 0.07%             | 2026-11-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                | ANGLO AMERICAN CAPITAL PLC                                                   | CUSIP: AX5433773<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |      5340000 | PA      | $6891245.97   | 0.10%             | 2029-03-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/              | ANHEUSER-BUSCH INBEV SA/NV                                                   | CUSIP: AX8902105<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |      1465000 | PA      | $1600926.01   | 0.02%             | 2031-03-28      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/              | ANHEUSER-BUSCH INBEV SA/NV                                                   | CUSIP: AQ6887428<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |      2600000 | PA      | $3008237.79   | 0.04%             | 2027-01-22      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| APT PIPELINES LTD                     | APA INFRASTRUCTURE LTD                                                       | CUSIP: BJ0850237<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |      6600000 | PA      | $7348973.02   | 0.10%             | 2030-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                | APA INFRASTRUCTURE LTD                                                       | CUSIP: EK8055262<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |      5500000 | PA      | $6926134.13   | 0.10%             | 2030-03-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APT PIPELINES LTD                     | APA INFRASTRUCTURE LTD                                                       | CUSIP: EK8055387<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |      2580000 | PA      | $3004998.35   | 0.04%             | 2027-03-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV              | ASIAN INFRASTRUCTURE INVESTMENT BANK/THE                                     | CUSIP: ZD2723355<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | N/A       |    514700000 | PA      | $5840092.52   | 0.08%             | 2029-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC               | ASTRAZENECA FINANCE LLC                                                      | CUSIP: YW7306486<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |      6000000 | PA      | $7126366.10   | 0.10%             | 2030-08-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AT&T INC                              | AT&T INC                                                                     | CUSIP: 00206RMR0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     13150000 | PA      | $16045809.44  | 0.22%             | 2031-04-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                 | ATHENE GLOBAL FUNDING                                                        | CUSIP: BT3337438<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      6150000 | PA      | $7056287.64   | 0.10%             | 2027-01-08      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                   | AUD/USD FWD 20251024 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | AU        |            1 | NC      | $-287557.47   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | AUD/USD FWD 20251024 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | AU        |            1 | NC      | $-1229375.80  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSNET SERVICES HOLDINGS              | AUSNET SERVICES HOLDINGS PTY LTD                                             | CUSIP: EK7552160<br>LEI: TTMIG9TE1S0X3ZPDHD61 | Long             | DBT              | CORP              | AU        |      2615000 | PA      | $3022154.45   | 0.04%             | 2027-02-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| XMZ5 AUST 10Y BOND FUT DEC25          | AUST 10Y BOND FUT DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |         -101 | NC      | $-52886.53    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| XMZ5 AUST 10Y BOND FUT DEC25          | AUST 10Y BOND FUT DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |         -943 | NC      | $-493782.14   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| YMZ5 AUST 3YR BOND FUT DEC25          | AUST 3YR BOND FUT DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |          548 | NC      | $-114886.37   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIA                             | AUSTRALIA GOVERNMENT BOND                                                    | CUSIP: EJ9437272<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    118353000 | PA      | $80342517.36  | 1.11%             | 2033-04-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AUTOLIV INC                           | AUTOLIV INC                                                                  | CUSIP: ZL4428229<br>LEI: A23RUXWKASG834LTMK28 | Long             | DBT              | CORP              | US        |      2365000 | PA      | $2864175.34   | 0.04%             | 2028-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA               | AUTOSTRADE PER L'ITALIA SPA                                                  | CUSIP: BN4840177<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |      5620000 | PA      | $6303883.02   | 0.09%             | 2030-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L ITALIA               | AUTOSTRADE PER L'ITALIA SPA                                                  | CUSIP: BT5739391<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |      2680000 | PA      | $3075407.07   | 0.04%             | 2028-01-25      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA               | AUTOSTRADE PER L'ITALIA SPA                                                  | CUSIP: BM8534356<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |      6245000 | PA      | $7139112.17   | 0.10%             | 2028-12-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AVINOR AS                             | AVINOR AS                                                                    | CUSIP: ZO6396162<br>LEI: 5967007LIEEXZX8ZW078 | Long             | DBT              | CORP              | NO        |      7202000 | PA      | $7587634.75   | 0.10%             | 2030-10-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AXIAN TELE HOLD 144A                  | AXIAN TELECOM HOLDING & MANAGEMENT PLC                                       | CUSIP: 05465QAA7<br>LEI: 984500B7DCD97EB04857 | Long             | DBT              | CORP              | AE        |      6640000 | PA      | $6811044.54   | 0.09%             | 2030-07-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BACARDI MARTINI BV 4/2 144A CP        | BACARDI-MARTINI BV                                                           | CUSIP: 05634EY63<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |     12000000 | PA      | $11942707.20  | 0.16%             | 2025-11-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG              | BANCO BILBAO VIZCAYA ARGENTARIA SA                                           | CUSIP: ZK9151877<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      2700000 | PA      | $3395792.87   | 0.05%             | 2033-09-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG              | BANCO BILBAO VIZCAYA ARGENTARIA SA                                           | CUSIP: BY9992805<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      7900000 | PA      | $9439997.16   | 0.13%             | 2027-09-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG              | BANCO BILBAO VIZCAYA ARGENTARIA SA                                           | CUSIP: YV3202772<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      8900000 | PA      | $10788638.96  | 0.15%             | 2036-08-29      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| BANCO COMERC PORTUGUES                | BANCO COMERCIAL PORTUGUES SA                                                 | CUSIP: BN9424753<br>LEI: JU1U6S0DG9YLT7N8ZV32 | Long             | DBT              | CORP              | PT        |      5800000 | PA      | $6775442.55   | 0.09%             | 2027-02-12      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| BANCO COMERC PORTUGUES                | BANCO COMERCIAL PORTUGUES SA                                                 | CUSIP: BR6434368<br>LEI: JU1U6S0DG9YLT7N8ZV32 | Long             | DBT              | CORP              | PT        |      3500000 | PA      | $4057810.31   | 0.06%             | 2028-04-07      | Variable      | 1.75%                 | No            |                  2 | On Loan: —       |
| BANCO DE SABADELL SA                  | BANCO DE SABADELL SA                                                         | CUSIP: ZK8294942<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      2300000 | PA      | $2862333.90   | 0.04%             | 2029-06-07      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                  | BANCO DE SABADELL SA                                                         | CUSIP: ZN1277963<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      5100000 | PA      | $6295719.85   | 0.09%             | 2028-11-10      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                  | BANCO DE SABADELL SA                                                         | CUSIP: BS3554588<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      4600000 | PA      | $5447885.51   | 0.08%             | N/A             | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                  | BANCO DE SABADELL SA                                                         | CUSIP: BP9815211<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      6600000 | PA      | $7535639.93   | 0.10%             | 2028-06-16      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                   | BANGKOK BANK PCL/HONG KONG                                                   | CUSIP: ZR6527587<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |      7545000 | PA      | $7144550.18   | 0.10%             | 2034-09-25      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | BANK OF AMERICA CORP                                                         | CUSIP: AS2798773<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      2610000 | PA      | $3024220.48   | 0.04%             | 2028-04-25      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                | BANQUE FEDERATIVE DU CREDIT MUTUEL SA                                        | CUSIP: AT5188905<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      3100000 | PA      | $3523052.84   | 0.05%             | 2028-07-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                | BANQUE FEDERATIVE DU CREDIT MUTUEL SA                                        | CUSIP: AN6296759<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $3455229.15   | 0.05%             | 2027-05-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                | BANQUE FEDERATIVE DU CREDIT MUTUEL SA                                        | CUSIP: ZM2632598<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     13800000 | PA      | $17465475.40  | 0.24%             | 2033-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BANQUE STELLANTIS FRANCE              | BANQUE STELLANTIS FRANCE SACA                                                | CUSIP: ZJ7883276<br>LEI: 969500JK1O192KI3E882 | Long             | DBT              | CORP              | FR        |      2400000 | PA      | $2866100.25   | 0.04%             | 2027-01-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                          | BARCLAYS PLC                                                                 | CUSIP: BT3324469<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      2695000 | PA      | $3097999.08   | 0.04%             | 2028-01-28      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                          | BARCLAYS PLC                                                                 | CUSIP: BQ8368673<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      5175000 | PA      | $5704361.43   | 0.08%             | 2029-08-09      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                          | BARCLAYS PLC                                                                 | CUSIP: ZM2318578<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      4650000 | PA      | $6570163.98   | 0.09%             | 2031-01-31      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                | BBVA MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO BBVA MEXICO/TX | CUSIP: AQ7459029<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |      8675000 | PA      | $8525139.38   | 0.12%             | 2033-01-18      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                 | BECTON DICKINSON & CO                                                        | CUSIP: ZF8249137<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      3520000 | PA      | $4202125.95   | 0.06%             | 2031-02-08      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON EURO                 | BECTON DICKINSON EURO FINANCE SARL                                           | CUSIP: BN9906858<br>LEI: 549300W40NLZ25XUTH09 | Long             | DBT              | CORP              | LU        |      1874000 | PA      | $1728717.34   | 0.02%             | 2036-02-12      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                | BERKSHIRE HATHAWAY FINANCE CORP                                              | CUSIP: BV0736157<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      5119000 | PA      | $5730799.22   | 0.08%             | 2030-03-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BIMBO BAKERIES USA INC 144A           | BIMBO BAKERIES USA INC                                                       | CUSIP: 09031WAC7<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |      8035000 | PA      | $8412791.08   | 0.12%             | 2029-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                | BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL                            | CUSIP: ZR4791987<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |      9970000 | PA      | $11143191.03  | 0.15%             | 2029-03-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                | BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL                            | CUSIP: BR8971862<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |      6700000 | PA      | $7258476.07   | 0.10%             | 2030-04-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                           | BNP PARIBAS SA                                                               | CUSIP: AW7468688<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      9300000 | PA      | $10905016.67  | 0.15%             | 2027-01-23      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                           | BNP PARIBAS SA                                                               | CUSIP: ZM1980592<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      4000000 | PA      | $4866437.25   | 0.07%             | 2031-01-10      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS 144A            | BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS                               | CUSIP: ZH7377901<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  40215000000 | PA      | $42510584.53  | 0.59%             | 2034-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BPCE SA                               | BPCE SA                                                                      | CUSIP: ZM4787788<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      5500000 | PA      | $6595137.82   | 0.09%             | 2028-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                               | BPCE SA                                                                      | CUSIP: BN3350699<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      7100000 | PA      | $7198841.38   | 0.10%             | 2031-01-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BRAMBLES FINANCE PLC                  | BRAMBLES FINANCE PLC                                                         | CUSIP: ZL5103201<br>LEI: 213800MBRRUVQIONAN53 | Long             | DBT              | CORP              | GB        |      7660000 | PA      | $9464557.82   | 0.13%             | 2031-03-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL              | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F                                     | CUSIP: ZP2084801<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    310010000 | PA      | $51041065.74  | 0.70%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BRAZIL NTN-F                          | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F                                     | CUSIP: ZF1603256<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    411838000 | PA      | $63443451.80  | 0.87%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BULGARIA                              | BULGARIA GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: YM3910432<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |     23316000 | PA      | $26903546.56  | 0.37%             | 2035-07-18      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BULGARIA                              | BULGARIA GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: YO0398108<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |     34870000 | PA      | $41262265.83  | 0.57%             | 2034-05-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BULGARIA                              | BULGARIA GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: ZO4964201<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      2565000 | PA      | $2695379.52   | 0.04%             | 2030-09-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CA AUTOBANK SPA IE                    | CA AUTO BANK SPA/IRELAND                                                     | CUSIP: ZH5500348<br>LEI: 635400TMJSFWVKAJSI97 | Long             | DBT              | CORP              | IE        |      2395000 | PA      | $2886926.14   | 0.04%             | 2027-01-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | CAD/USD FWD 20251024 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-33968.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAIXABANK SA                          | CAIXABANK SA                                                                 | CUSIP: ZN4073278<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      2600000 | PA      | $3262391.44   | 0.04%             | 2033-02-23      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                          | CAIXABANK SA                                                                 | CUSIP: BY7751344<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      9300000 | PA      | $11307806.22  | 0.16%             | 2029-09-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI              | CALIFORNIA BUYER LTD / ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC              | CUSIP: YU6713868<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      4250000 | PA      | $5200228.47   | 0.07%             | 2032-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CNZ5 CAN 10YR BOND FUT DEC25          | CAN 10YR BOND FUT DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |         -384 | NC      | $-677327.23   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CANADA                                | CANADIAN GOVERNMENT BOND                                                     | CUSIP: 135087Q98<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    151216000 | PA      | $113588565.35 | 1.57%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                   | CANADIAN GOVERNMENT BOND                                                     | CUSIP: 135087S70<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     16602000 | PA      | $11618179.09  | 0.16%             | 2057-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADA                                | CANADIAN GOVERNMENT BOND                                                     | CUSIP: 135087D35<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     17800000 | PA      | $11111666.31  | 0.15%             | 2048-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CANADA INFL INDX                      | CANADIAN GOVERNMENT REAL RETURN BOND                                         | CUSIP: 135087WV2<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    171770355 | PA      | $145666000.55 | 2.01%             | 2031-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURC 4/2 144A CP  | CANADIAN NATURAL RESOURCES LTD                                               | CUSIP: 13638WXQ0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     36332000 | PA      | $36222520.78  | 0.50%             | 2025-10-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO              | CAPITAL ONE FINANCIAL CORP                                                   | CUSIP: 14040HCC7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     11300000 | PA      | $12617224.19  | 0.17%             | 2029-06-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CARLSBERG BREWERIES A/S               | CARLSBERG BREWERIES A/S                                                      | CUSIP: AZ1871062<br>LEI: 5493008YL42784DMWN61 | Long             | DBT              | CORP              | DK        |      3773000 | PA      | $4121694.26   | 0.06%             | 2029-07-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                   | CARRIER GLOBAL CORP                                                          | CUSIP: 14448CBF0<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      2420000 | PA      | $2944507.07   | 0.04%             | 2028-05-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CELLNEX TELECOM SA                    | CELLNEX TELECOM SA                                                           | CUSIP: ZO9508185<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |     19600000 | PA      | $21442924.34  | 0.30%             | 2030-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CESKA SPORITELNA AS                   | CESKA SPORITELNA AS                                                          | CUSIP: YX9830838<br>LEI: 9KOGW2C2FCIOJQ7FF485 | Long             | DBT              | CORP              | CZ        |      4500000 | PA      | $5537015.23   | 0.08%             | 2031-07-03      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | CHF/USD FWD 20251024 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | CH        |            1 | NC      | $-34299.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | CHF/USD FWD 20251024 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | CH        |            1 | NC      | $-66544.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHILE                                 | CHILE GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: ZJ3624492<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      4620000 | PA      | $5613900.97   | 0.08%             | 2034-07-05      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CHINA                                 | CHINA GOVERNMENT BOND                                                        | CUSIP: AZ1695297<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     64000000 | PA      | $13282985.23  | 0.18%             | 2069-06-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                 | CHINA GOVERNMENT BOND                                                        | CUSIP: BY2971822<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    521000000 | PA      | $77443716.36  | 1.07%             | 2032-08-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                 | CHINA GOVERNMENT BOND                                                        | CUSIP: BV8098048<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    379000000 | PA      | $64350858.00  | 0.89%             | 2052-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| CHINA                                 | CHINA GOVERNMENT BOND                                                        | CUSIP: YX6039409<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     38700000 | PA      | $5824458.11   | 0.08%             | 2074-06-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                 | CHINA GOVERNMENT BOND                                                        | CUSIP: YW4797141<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    390430000 | PA      | $57230995.44  | 0.79%             | 2054-07-25      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| CHINA                                 | CHINA GOVERNMENT BOND                                                        | CUSIP: BR8945304<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     10000000 | PA      | $1756899.32   | 0.02%             | 2051-10-18      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| CHORUS LTD                            | CHORUS LTD                                                                   | CUSIP: BY6622025<br>LEI: R7NJHU48LTCIOB9BVU57 | Long             | DBT              | CORP              | NZ        |      8130000 | PA      | $9769430.07   | 0.13%             | 2029-09-07      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTER                   | CIRSA FINANCE INTERNATIONAL SARL                                             | CUSIP: ZJ5963245<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |      4415000 | PA      | $5390560.64   | 0.07%             | 2028-07-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                         | CITIGROUP INC                                                                | CUSIP: YM4305897<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     13216000 | PA      | $15805157.28  | 0.22%             | 2036-07-23      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                         | CLP/USD FWD 20251107 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | CL        |            1 | NC      | $-467918.51   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | CME - CLP IRS 4/11/35 PAY FIX_C                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $190899.90    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | CME - CLP IRS 4/24/35 PAY FIX_C                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-33041.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | CME - MXN IRS 1/24/35 PAY FIX_C                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-2802747.14  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | CNH/USD FWD 20251017 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | CN        |            1 | NC      | $177215.43    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | CNH/USD FWD 20251212 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | CN        |            1 | NC      | $-18897.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC       | CNH/USD FWD 20251212 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | CN        |            1 | NC      | $277293.36    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | CNH/USD FWD 20251212 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | CN        |            1 | NC      | $92639.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLGIX 2022-1CAN A2 144A               | COLOGIX CANADIAN ISSUER LP                                                   | CUSIP: 19521DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |      8230000 | PA      | $5825281.17   | 0.08%             | 2052-01-25      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                  | COLOMBIAN TES                                                                | CUSIP: YM8536158<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  74800000000 | PA      | $19136536.53  | 0.26%             | 2035-01-24      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| COLOMBIA                              | COLOMBIAN TES                                                                | CUSIP: ZM3975335<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 157780000000 | PA      | $43554123.31  | 0.60%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| COLOMBIA                              | COLOMBIAN TES                                                                | CUSIP: EJ5096460<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  79667000000 | PA      | $18620904.31  | 0.26%             | 2028-04-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIA BROWN                        | COLOMBIAN TES                                                                | CUSIP: BQ2333632<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  23388800000 | PA      | $4988559.85   | 0.07%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIA                              | COLOMBIAN TES                                                                | CUSIP: BN5058530<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 177045500000 | PA      | $31277885.24  | 0.43%             | 2036-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INMOBILIARIA COLONIAL SO              | COLONIAL SFL SOCIMI SA                                                       | CUSIP: AQ1248246<br>LEI: 95980020140005007414 | Long             | DBT              | CORP              | ES        |      7300000 | PA      | $8555395.10   | 0.12%             | 2025-11-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                          | COMCAST CORP                                                                 | CUSIP: 20030NDX6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3445402.35   | 0.05%             | 2026-09-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                          | COMCAST CORP                                                                 | CUSIP: ZP9018109<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      7200000 | PA      | $7260926.31   | 0.10%             | 2032-02-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PR COMWLTH PUB IMPT CVI-SUBSER CW NT  | COMMONWEALTH OF PUERTO RICO                                                  | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |     22754395 | PA      | $15046343.79  | 0.21%             | 2043-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA              | COOPERATIEVE RABOBANK UA                                                     | CUSIP: EK2758630<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $133330.70    | 0.00%             | 2029-05-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | COP/USD FWD 20251205 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | CO        |            1 | NC      | $56511.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | COP/USD FWD 20251205 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | CO        |            1 | NC      | $-103300.36   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | COP/USD FWD 20251205 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | CO        |            1 | NC      | $-2549788.41  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CORPORACION INMOBILIARIA 144A         | CORP INMOBILIARIA VESTA SAB DE CV                                            | CUSIP: 21989DAB8<br>LEI: 4469000001BIRIFZJ959 | Long             | DBT              | CORP              | MX        |      5560000 | PA      | $5625330.00   | 0.08%             | 2033-01-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ASSRNCES              | CREDIT AGRICOLE ASSURANCES SA                                                | CUSIP: AQ8047468<br>LEI: 969500K2MUPSI57XK083 | Long             | DBT              | CORP              | FR        |      6000000 | PA      | $6947440.88   | 0.10%             | 2048-01-29      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                    | CREDIT AGRICOLE SA                                                           | CUSIP: ZP3171193<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1011796.29   | 0.01%             | 2032-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                   | CRH SMW FINANCE DAC                                                          | CUSIP: ZJ5836185<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |      6000000 | PA      | $7340794.59   | 0.10%             | 2031-07-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CYPRUS                                | CYPRUS GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: ZS3023307<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |      5532000 | PA      | $5282711.75   | 0.07%             | 2049-05-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CYPRUS                                | CYPRUS GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: BH6216213<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |      2130000 | PA      | $2472368.26   | 0.03%             | 2027-04-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CYPRUS                                | CYPRUS GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: BT4945783<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |     19769000 | PA      | $20614243.14  | 0.28%             | 2032-01-20      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                        | CZECH REPUBLIC GOVERNMENT BOND                                               | CUSIP: ZK1433224<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    420830000 | PA      | $20898665.09  | 0.29%             | 2034-04-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                        | CZECH REPUBLIC GOVERNMENT BOND                                               | CUSIP: BU6855664<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |   1771960000 | PA      | $78690475.86  | 1.09%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                        | CZECH REPUBLIC GOVERNMENT BOND                                               | CUSIP: BH2499433<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |   3101360000 | PA      | $98455412.35  | 1.36%             | 2040-04-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CZECHOSLOVAK GROUP 144A               | CZECHOSLOVAK GROUP AS                                                        | CUSIP: YN6473220<br>LEI: 315700SWFD7G70AVG768 | Long             | DBT              | CORP              | CZ        |      3160000 | PA      | $3266313.49   | 0.05%             | 2031-01-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | CZK/USD FWD 20251017 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | CZ        |            1 | NC      | $-122383.03   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | CZK/USD FWD 20251017 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | CZ        |            1 | NC      | $-25171.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | CZK/USD FWD 20251017 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | CZ        |            1 | NC      | $-2085892.93  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC       | CZK/USD FWD 20251017 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | CZ        |            1 | NC      | $-1830064.29  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                      | CZK/USD FWD 20251017 SOGEFRPP                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | CZ        |            1 | NC      | $-632727.08   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | CZK/USD FWD 20251017 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | CZ        |            1 | NC      | $146536.79    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK INTL                    | DAIMLER TRUCK INTERNATIONAL FINANCE BV                                       | CUSIP: BV5718945<br>LEI: 724500G15MVL6UCWXF95 | Long             | DBT              | CORP              | NL        |      2600000 | PA      | $3013121.84   | 0.04%             | 2027-04-06      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| DANA FINANCING LUX SARL 144A          | DANA FINANCING LUXEMBOURG SARL                                               | CUSIP: ZK4725667<br>LEI: 222100DKCE3D036DQU13 | Long             | DBT              | CORP              | LU        |      2623000 | PA      | $3314347.55   | 0.05%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                       | DANSKE BANK A/S                                                              | CUSIP: BP8975669<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      8420000 | PA      | $9366512.20   | 0.13%             | 2029-06-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                       | DANSKE BANK A/S                                                              | CUSIP: BU4373462<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      2440000 | PA      | $2853939.44   | 0.04%             | 2027-02-17      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                       | DANSKE BANK A/S                                                              | CUSIP: ZH9043782<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      2410000 | PA      | $2935565.27   | 0.04%             | 2028-11-09      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| DEUCE FINCO 144A                      | DEUCE FINCO PLC                                                              | CUSIP: BP8782586<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |      1600000 | PA      | $2146912.29   | 0.03%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GERMANY INFL INDX                     | DEUTSCHE BUNDESREPUBLIK INFLATION LINKED BOND                                | CUSIP: EK1581793<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    123926363 | PA      | $144651870.64 | 1.99%             | 2030-04-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| RCS & RDS SA                          | DIGI ROMANIA SA                                                              | CUSIP: ZP7074161<br>LEI: 3157008PTGOXBWZDVF10 | Long             | DBT              | CORP              | RO        |      6300000 | PA      | $7314117.60   | 0.10%             | 2028-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                      | DP WORLD LTD/UNITED ARAB EMIRATES                                            | CUSIP: YS1306242<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |     17900000 | PA      | $18210097.27  | 0.25%             | 2029-12-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DS SMITH PLC                          | DS SMITH PLC                                                                 | CUSIP: ZJ8795719<br>LEI: 39RSBE4RCI4M15BLWH36 | Long             | DBT              | CORP              | GB        |      3640000 | PA      | $4509868.87   | 0.06%             | 2030-07-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DSV FINANCE BV                        | DSV FINANCE BV                                                               | CUSIP: YU7464842<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |      6000000 | PA      | $7113475.03   | 0.10%             | 2030-11-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                  | E.ON INTERNATIONAL FINANCE BV                                                | CUSIP: EC5568042<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |     11400000 | PA      | $16235213.19  | 0.22%             | 2030-06-03      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EDP SERVICIOS SAU                     | EDP SERVICIOS FINANCIEROS ESPANA SA                                          | CUSIP: ZH1579890<br>LEI: 5299003GHAFB78O1NU77 | Long             | DBT              | CORP              | ES        |     14193000 | PA      | $17668421.40  | 0.24%             | 2032-04-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | EGP/USD FWD 20251112 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | EG        |            1 | NC      | $592416.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EGYPT                                 | EGYPT GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: ZS0534033<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     16860000 | PA      | $19007602.42  | 0.26%             | 2031-04-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                   | EGYPT TREASURY BILLS                                                         | CUSIP: YN5446565<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    628400000 | PA      | $11057959.66  | 0.15%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EGYPT T BILL                          | EGYPT TREASURY BILLS                                                         | CUSIP: YK0420884<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    656400000 | PA      | $11071908.69  | 0.15%             | 2026-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EGYPT T BILL                          | EGYPT TREASURY BILLS                                                         | CUSIP: YQ3569791<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    593000000 | PA      | $11066092.22  | 0.15%             | 2026-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA              | ELECTRICITE DE FRANCE SA                                                     | CUSIP: EH8406124<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      7200000 | PA      | $9890308.53   | 0.14%             | 2034-06-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA                | ENGIE ENERGIA CHILE SA                                                       | CUSIP: ZB3580162<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |      4000000 | PA      | $4273156.00   | 0.06%             | 2034-04-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                              | ENGIE SA                                                                     | CUSIP: ZI6606001<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      6000000 | PA      | $7278311.65   | 0.10%             | 2031-01-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C              | EQUINIX EUROPE 2 FINANCING CORP LLC                                          | CUSIP: YV4275165<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |      9575000 | PA      | $11169133.30  | 0.15%             | 2033-09-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE              | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                                      | CUSIP: BP9634109<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |      2805000 | PA      | $3115179.30   | 0.04%             | 2028-06-16      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| ESSILORLUXOTTICA                      | ESSILORLUXOTTICA SA                                                          | CUSIP: ZQ7076396<br>LEI: 549300M3VH1A3ER1TB49 | Long             | DBT              | CORP              | FR        |      2700000 | PA      | $3035022.57   | 0.04%             | 2027-11-27      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ESTONIA                               | ESTONIA GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: ZF2399987<br>LEI: 254900EIG0O7C6C9R437 | Long             | DBT              | NUSS              | EE        |     32500000 | PA      | $38307655.41  | 0.53%             | 2034-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                   | EUR/USD FWD 20251024 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-100670.51   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC          | EUR/USD FWD 20251024 MSLNGB2X                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-42595.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST BANK PLC                      | EUR/USD FWD 20251024 RBOSGB2R                                                | CUSIP: 000000000<br>LEI: 213800IBT39XQ9C4CP71 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-65095.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC       | EUR/USD FWD 20251024 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-6605.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                      | EUR/USD FWD 20251024 SOGEFRPP                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-10802.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO DOMINION SECURITIES           | EUR/USD FWD 20251024 TDOMCATT                                                | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-798754.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | EUR/USD FWD 20251024 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1871.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.          | EUR/USD FWD 20251024 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |            1 | NC      | $10674.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP           | EUR/USD FWD 20251121 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $453.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                    | EUR/USD FWD 20251121 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $110947.59    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC          | EUR/USD FWD 20251121 MSLNGB2X                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |            1 | NC      | $9894.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC       | EUR/USD FWD 20251121 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |            1 | NC      | $19268.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES         | EUR/USD FWD 20251121 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-3229716.70  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO DOMINION SECURITIES           | EUR/USD FWD 20251121 TDOMCATT                                                | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | US        |            1 | NC      | $9073.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OEZ5 EURO-BOBL FUTURE  DEC25          | EURO-BOBL FUTURE  DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |        -2134 | NC      | $-28103.69    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| IKZ5 EURO-BTP FUTURE   DEC25          | EURO-BTP FUTURE   DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |           32 | NC      | $41562.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RXZ5 EURO-BUND FUTURE  DEC25          | EURO-BUND FUTURE  DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         -793 | NC      | $-559746.18   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| UBZ5 EURO-BUXL 30Y BND DEC25          | EURO-BUXL 30Y BND DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          591 | NC      | $1052154.60   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OATZ5 EURO-OAT FUTURE   DEC25         | EURO-OAT FUTURE   DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         -358 | NC      | $-441157.24   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| OATZ5 EURO-OAT FUTURE   DEC25         | EURO-OAT FUTURE   DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         -316 | NC      | $-389401.37   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| DUZ5 EURO-SCHATZ FUT   DEC25          | EURO-SCHATZ FUT   DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         1154 | NC      | $-163960.53   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUROBANK SA                           | EUROBANK SA                                                                  | CUSIP: YT7856818<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |     12450000 | PA      | $14695963.07  | 0.20%             | 2030-03-12      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                            | FEDEX CORP                                                                   | CUSIP: 31428XBL9<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      2620000 | PA      | $3043005.40   | 0.04%             | 2027-01-11      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| FISERV INC                            | FISERV INC                                                                   | CUSIP: ZK6853038<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     10825000 | PA      | $13386867.09  | 0.18%             | 2031-05-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                            | FISERV INC                                                                   | CUSIP: AZ1871195<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       175000 | PA      | $191806.02    | 0.00%             | 2030-07-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| FISERV INC                            | FISERV INC                                                                   | CUSIP: AZ1871211<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      9825000 | PA      | $11893731.75  | 0.16%             | 2031-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC              | FORD MOTOR CREDIT CO LLC                                                     | CUSIP: 345397D75<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     13525000 | PA      | $16541181.64  | 0.23%             | 2029-02-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC              | FORD MOTOR CREDIT CO LLC                                                     | CUSIP: ZM8874665<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      2390000 | PA      | $2891561.87   | 0.04%             | 2027-08-03      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                 | FREEPORT INDONESIA PT                                                        | CUSIP: BV7716632<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |      9400000 | PA      | $9466552.00   | 0.13%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                 | FREEPORT INDONESIA PT                                                        | CUSIP: BV8019879<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |      1360000 | PA      | $1392342.16   | 0.02%             | 2052-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FRANCE                                | FRENCH REPUBLIC GOVERNMENT BOND OAT                                          | CUSIP: JK7596303<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    105684000 | PA      | $98605025.17  | 1.36%             | 2036-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FRANCE                                | FRENCH REPUBLIC GOVERNMENT BOND OAT                                          | CUSIP: EK2432749<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     62123000 | PA      | $72388491.84  | 1.00%             | 2030-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FRANCE 144A                           | FRENCH REPUBLIC GOVERNMENT BOND OAT                                          | CUSIP: ED8307479<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     34926000 | PA      | $38716798.54  | 0.53%             | 2055-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FRESENIUS SE & CO KGAA                | FRESENIUS SE & CO KGAA                                                       | CUSIP: BH4726650<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | DBT              | CORP              | DE        |      2635000 | PA      | $3038679.03   | 0.04%             | 2027-10-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES         | FXO USD CALL/JPY PUT 150.46 10/17/2025 SCBL                                  | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |            1 | NC      | $120855.69    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES         | FXO USD CALL/JPY PUT AT 150.46 10/17/25 SCBL                                 | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |            1 | NC      | $120855.69    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP           | GBP/USD FWD 20251121 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-292430.07   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | GBP/USD FWD 20251121 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-18294.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE BANK OF NEW YORK MELLON           | GBP/USD FWD 20251121 IRVTGB2X                                                | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | GB        |            1 | NC      | $114875.29    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC       | GBP/USD FWD 20251121 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | GB        |            1 | NC      | $6725.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GC TREASURY CENTRE CO 144A            | GC TREASURY CENTER CO LTD                                                    | CUSIP: 36830AAB3<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |      3240000 | PA      | $3287981.06   | 0.05%             | N/A             | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTRE CO 144A            | GC TREASURY CENTER CO LTD                                                    | CUSIP: 36830AAD9<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |      2580000 | PA      | $2669465.11   | 0.04%             | N/A             | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| GELF BOND ISSUER I SA                 | GELF BOND ISSUER I SA                                                        | CUSIP: YT3433166<br>LEI: 213800L6LMHEP8TLAY43 | Long             | DBT              | CORP              | LU        |      6000000 | PA      | $7091003.71   | 0.10%             | 2031-11-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                | GENERAL MOTORS FINANCIAL CO INC                                              | CUSIP: BG1643058<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $11671818.08  | 0.16%             | 2026-02-26      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | GOLDMAN SACHS GROUP INC/THE                                                  | CUSIP: LW9531713<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      4137000 | PA      | $4832176.78   | 0.07%             | 2026-07-27      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | GOLDMAN SACHS GROUP INC/THE                                                  | CUSIP: BW0484871<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      3180000 | PA      | $4147794.25   | 0.06%             | 2029-10-29      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN              | GRAPHIC PACKAGING INTERNATIONAL LLC                                          | CUSIP: BS3572465<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |      4690000 | PA      | $5318034.29   | 0.07%             | 2029-02-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | GREECE CDS 12/20/2029                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |            1 | NC      | $167068.80    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | GREECE CDS 12/20/2029                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |            1 | NC      | $167068.80    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GRUENENTHAL GMBH                      | GRUENENTHAL GMBH                                                             | CUSIP: ZK2439899<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |      3500000 | PA      | $4315907.59   | 0.06%             | 2030-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GRUENENTHAL GMBH 144A                 | GRUENENTHAL GMBH                                                             | CUSIP: ZK2439873<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |       530000 | PA      | $653551.72    | 0.01%             | 2030-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GRUENENTHAL GMBH 144A                 | GRUENENTHAL GMBH                                                             | CUSIP: YT5231840<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |       160000 | PA      | $191165.40    | 0.00%             | 2031-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HANNOVER RE                           | HANNOVER RUECK SE                                                            | CUSIP: BK2910671<br>LEI: 529900KIN5BE45V5KB18 | Long             | DBT              | CORP              | DE        |      4800000 | PA      | $5233914.90   | 0.07%             | 2040-10-08      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| HANNOVER RE                           | HANNOVER RUECK SE                                                            | CUSIP: ZR8868088<br>LEI: 529900KIN5BE45V5KB18 | Long             | DBT              | CORP              | DE        |     11500000 | PA      | $12421449.00  | 0.17%             | 2039-10-09      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| HANNOVER RE                           | HANNOVER RUECK SE                                                            | CUSIP: AS1780525<br>LEI: 529900KIN5BE45V5KB18 | Long             | DBT              | CORP              | DE        |      2600000 | PA      | $2950667.07   | 0.04%             | 2028-04-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: —       |
| HARLEY-DAVIDSON FINL SER              | HARLEY-DAVIDSON FINANCIAL SERVICES INC                                       | CUSIP: ZL8929644<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |      8000000 | PA      | $9491771.59   | 0.13%             | 2026-04-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                  | HEATHROW FUNDING LTD                                                         | CUSIP: AO1482782<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      6885000 | PA      | $7302645.83   | 0.10%             | 2032-07-12      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                  | HEATHROW FUNDING LTD                                                         | CUSIP: ZO8191934<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      8360000 | PA      | $10382459.62  | 0.14%             | 2029-10-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HIGHLAND HOLDINGS SARL                | HIGHLAND HOLDINGS SARL                                                       | CUSIP: BS2119425<br>LEI: 549300WGY8GPJM4PQR36 | Long             | DBT              | CORP              | LU        |      3635000 | PA      | $4159059.50   | 0.06%             | 2026-12-15      | Fixed         | 0.32%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                     | HSBC HOLDINGS PLC                                                            | CUSIP: YX0681818<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     10715000 | PA      | $12870794.10  | 0.18%             | 2029-05-20      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| HTA GROUP LTD 144A                    | HTA GROUP LTD/MAURITIUS                                                      | CUSIP: 40435WAC4<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |      9465000 | PA      | $9843642.97   | 0.14%             | 2029-06-04      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP           | HUF/USD FWD 20251017 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | HU        |            1 | NC      | $-94263.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | HUF/USD FWD 20251017 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | HU        |            1 | NC      | $271964.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | HUF/USD FWD 20251017 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | HU        |            1 | NC      | $115740.85    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC       | HUF/USD FWD 20251017 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | HU        |            1 | NC      | $1640739.34   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY                               | HUNGARY GOVERNMENT BOND                                                      | CUSIP: EK8567308<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  13863000000 | PA      | $35269357.33  | 0.49%             | 2031-10-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY                               | HUNGARY GOVERNMENT BOND                                                      | CUSIP: BK0602569<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  19800000000 | PA      | $51323734.95  | 0.71%             | 2029-05-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY                               | HUNGARY GOVERNMENT BOND                                                      | CUSIP: BT4396433<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  12986430000 | PA      | $34886040.90  | 0.48%             | 2032-11-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND               | HUNGARY GOVERNMENT BOND                                                      | CUSIP: ZO9985268<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   2496670000 | PA      | $5570811.93   | 0.08%             | 2033-04-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY                               | HUNGARY GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: ZN3745520<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      5964000 | PA      | $7270702.46   | 0.10%             | 2027-02-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                   | ICE - GREECE CDS 06/20/2026                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |            1 | NC      | $25933.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICELAND                               | ICELAND GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: ZD6871499<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |      8096000 | PA      | $9796204.18   | 0.14%             | 2034-03-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ICELAND                   | ICELAND GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: BN7922691<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |      5385000 | PA      | $5924445.25   | 0.08%             | 2028-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                   | ICE_CDX EM CDSI S41 5Y 06/20/2029 CHAS                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |            1 | NC      | $651408.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | ICE_VIETNAM CDS 06/20/2028 GSIL                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |            1 | NC      | $529968.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | IDR/USD FWD 20251010 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | ID        |            1 | NC      | $-1198600.53  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                   | IDR/USD FWD 20251010 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | ID        |            1 | NC      | $-922191.98   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC           | IDR/USD FWD 20251010 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | ID        |            1 | NC      | $-770105.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | IDR/USD FWD 20251010 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | ID        |            1 | NC      | $-326669.99   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOFIMA HOLDING S.P.A                  | IMA INDUSTRIA MACCHINE AUTOMATICHE SPA                                       | CUSIP: BM9457516<br>LEI: 815600D86992FDA7B908 | Long             | DBT              | CORP              | IT        |      4500000 | PA      | $5253638.94   | 0.07%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| IMCD NV                               | IMCD NV                                                                      | CUSIP: YV4272758<br>LEI: 724500NSJPNFJPDAUP02 | Long             | DBT              | CORP              | NL        |      6100000 | PA      | $7229669.58   | 0.10%             | 2030-04-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                 | INDIA GOVERNMENT BOND                                                        | CUSIP: YO0526393<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |   1440000000 | PA      | $16000946.07  | 0.22%             | 2035-05-05      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| INDIA                                 | INDIA GOVERNMENT BOND                                                        | CUSIP: BT4506932<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |   1769400000 | PA      | $19973078.67  | 0.28%             | 2032-01-17      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| INDIA                                 | INDIA GOVERNMENT BOND                                                        | CUSIP: BY4725150<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |   4423240000 | PA      | $51820338.66  | 0.71%             | 2032-08-22      | Fixed         | 7.26%                 | No            |                  2 | On Loan: No      |
| INDONESIA                             | INDONESIA GOVERNMENT INTERNATIONAL BOND                                      | CUSIP: YM7647550<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     11040000 | PA      | $7285663.20   | 0.10%             | 2030-08-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| INDONESIA                             | INDONESIA GOVERNMENT INTERNATIONAL BOND                                      | CUSIP: YM7647568<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      6190000 | PA      | $4134219.88   | 0.06%             | 2035-08-14      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| INDONESIA                             | INDONESIA GOVERNMENT INTERNATIONAL BOND                                      | CUSIP: LW3626055<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     32797000 | PA      | $39615590.58  | 0.55%             | 2028-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA                             | INDONESIA TREASURY BOND                                                      | CUSIP: BY4236745<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 153888000000 | PA      | $9537269.98   | 0.13%             | 2028-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA                             | INDONESIA TREASURY BOND                                                      | CUSIP: YW8260831<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 159635000000 | PA      | $9851342.63   | 0.14%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA                             | INDONESIA TREASURY BOND                                                      | CUSIP: ZH8062890<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 102083000000 | PA      | $6429298.64   | 0.09%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| INDONESIA                             | INDONESIA TREASURY BOND                                                      | CUSIP: BQ3772713<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 115952000000 | PA      | $7162375.57   | 0.10%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                  | INDONESIA TREASURY BOND                                                      | CUSIP: BK8407029<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 473000000000 | PA      | $28471676.57  | 0.39%             | 2026-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA                             | INDONESIA TREASURY BOND                                                      | CUSIP: YS3288018<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 258825000000 | PA      | $16053284.77  | 0.22%             | 2040-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                          | ING GROEP NV                                                                 | CUSIP: BU3958644<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      8800000 | PA      | $10292896.35  | 0.14%             | 2027-02-16      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                          | ING GROEP NV                                                                 | CUSIP: ZK6504342<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      6000000 | PA      | $7625454.75   | 0.11%             | 2034-05-23      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                          | ING GROEP NV                                                                 | CUSIP: BR5783591<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      2800000 | PA      | $3143518.88   | 0.04%             | 2028-09-29      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                          | ING GROEP NV                                                                 | CUSIP: BU3958651<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      6500000 | PA      | $7230680.44   | 0.10%             | 2031-02-16      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK               | INTER-AMERICAN DEVELOPMENT BANK                                              | CUSIP: ZH0461629<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    805000000 | PA      | $9274811.28   | 0.13%             | 2030-10-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| INTERCHILE SA                         | INTERCHILE SA                                                                | CUSIP: BQ6100474<br>LEI: 549300Y105FQQX6RCE16 | Long             | DBT              | CORP              | CL        |      4563000 | PA      | $3915863.07   | 0.05%             | 2056-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP               | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT                          | CUSIP: ZK0871929<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |   1010600000 | PA      | $11280885.99  | 0.16%             | 2030-04-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                   | INTESA SANPAOLO SPA                                                          | CUSIP: AZ3706928<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     12399000 | PA      | $14000821.22  | 0.19%             | 2029-07-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| IRELAND                               | IRELAND GOVERNMENT BOND                                                      | CUSIP: EK7325393<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      5630000 | PA      | $5237685.95   | 0.07%             | 2045-02-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| IRISH TSY 1.5% 2050                   | IRELAND GOVERNMENT BOND                                                      | CUSIP: ZS5382107<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      2696000 | PA      | $2103617.71   | 0.03%             | 2050-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ISRAEL                                | ISRAEL GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: AM0206418<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     17984000 | PA      | $20697533.71  | 0.29%             | 2027-01-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ITALGAS SPA                           | ITALGAS SPA                                                                  | CUSIP: AM1349407<br>LEI: 815600F25FF44EF1FA76 | Long             | DBT              | CORP              | IT        |      2570000 | PA      | $2981251.66   | 0.04%             | 2027-01-19      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| ITALY INFL INDX                       | ITALY BUONI POLIENNALI DEL TESORO                                            | CUSIP: AM7652176<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     51605332 | PA      | $61376836.80  | 0.85%             | 2028-05-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| ITALY                                 | ITALY BUONI POLIENNALI DEL TESORO                                            | CUSIP: YV6828441<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     13485000 | PA      | $15509837.41  | 0.21%             | 2054-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES              | ITALY BUONI POLIENNALI DEL TESORO                                            | CUSIP: QZ7665156<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     27735000 | PA      | $22832170.25  | 0.31%             | 2067-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ITELYUM REGENERATION SPA 144A         | ITELYUM REGENERATION SPA                                                     | CUSIP: YQ6752717<br>LEI: 815600051FBC23AA8A45 | Long             | DBT              | CORP              | IT        |      3130000 | PA      | $3730486.11   | 0.05%             | 2030-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS                              | IVORY COAST CDS 6/20/2027                                                    | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-122177.99   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS                              | IVORY COAST CDS 6/20/2027                                                    | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-120083.20   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN                                 | JAPAN GOVERNMENT FORTY YEAR BOND                                             | CUSIP: ZK7862673<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  10076300000 | PA      | $39721955.40  | 0.55%             | 2063-03-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| JAPAN                                 | JAPAN GOVERNMENT THIRTY YEAR BOND                                            | CUSIP: BV8018210<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  10826400000 | PA      | $46373025.09  | 0.64%             | 2052-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JAPAN                                 | JAPAN GOVERNMENT THIRTY YEAR BOND                                            | CUSIP: YN9906580<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   5210000000 | PA      | $33322721.03  | 0.46%             | 2055-06-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JAPAN                                 | JAPAN GOVERNMENT THIRTY YEAR BOND                                            | CUSIP: BX7150259<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  10441250000 | PA      | $48363635.60  | 0.67%             | 2052-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| JAPAN                                 | JAPAN GOVERNMENT THIRTY YEAR BOND                                            | CUSIP: EK4826393<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   8276200000 | PA      | $48877624.88  | 0.67%             | 2044-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| JAPAN                                 | JAPAN GOVERNMENT THIRTY YEAR BOND                                            | CUSIP: YW1926073<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   6220600000 | PA      | $35094641.05  | 0.48%             | 2054-06-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| JAPAN                                 | JAPAN GOVERNMENT THIRTY YEAR BOND                                            | CUSIP: BZ6879135<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   9384900000 | PA      | $44463172.98  | 0.61%             | 2052-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| JAPAN 30 INFL INDX                    | JAPANESE GOVERNMENT CPI LINKED BOND                                          | CUSIP: YO7824296<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   2358010900 | PA      | $15893872.03  | 0.22%             | 2035-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN 28 INFL INDX                    | JAPANESE GOVERNMENT CPI LINKED BOND                                          | CUSIP: ZK7608597<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   3328842996 | PA      | $22736345.44  | 0.31%             | 2033-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN 27 INFL INDX                    | JAPANESE GOVERNMENT CPI LINKED BOND                                          | CUSIP: BW5966526<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   3335046000 | PA      | $22953713.16  | 0.32%             | 2032-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN 26 INFL INDX                    | JAPANESE GOVERNMENT CPI LINKED BOND                                          | CUSIP: BP5432623<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   8952041676 | PA      | $62478755.62  | 0.86%             | 2031-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN 29 INFL INDX                    | JAPANESE GOVERNMENT CPI LINKED BOND                                          | CUSIP: YX2181320<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  27804430961 | PA      | $187729967.68 | 2.59%             | 2034-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JERROLD FINCO PLC 144A                | JERROLD FINCO PLC                                                            | CUSIP: YO7062657<br>LEI: 213800F7AYNHLL1BPR31 | Long             | DBT              | CORP              | GB        |      1195000 | PA      | $1639411.11   | 0.02%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JERROLD FINCO PLC 144A                | JERROLD FINCO PLC                                                            | CUSIP: ZB0044865<br>LEI: 213800F7AYNHLL1BPR31 | Long             | DBT              | CORP              | GB        |       345000 | PA      | $475812.98    | 0.01%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| JORDAN                                | JORDAN GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: ZK0192318<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      7300000 | PA      | $7630566.12   | 0.11%             | 2029-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                     | JORDAN GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: QJ6143706<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     14809000 | PA      | $14868313.75  | 0.21%             | 2026-01-29      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMORGAN CHASE & CO                                                          | CUSIP: ZH9735940<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      5700000 | PA      | $7118705.42   | 0.10%             | 2031-11-13      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMORGAN CHASE & CO                                                          | CUSIP: AN5751838<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      2620000 | PA      | $3029870.84   | 0.04%             | 2028-05-18      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| JBZ5 JPN 10Y BOND(OSE) DEC25          | JPN 10Y BOND(OSE) DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        |         -200 | NC      | $1825062.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)  | JPY/USD FWD 20251024 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-67737.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP           | JPY/USD FWD 20251024 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-71398.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC       | JPY/USD FWD 20251024 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | JP        |            1 | NC      | $63047.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.          | JPY/USD FWD 20251024 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-282747.56   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JSCB AGROBANK                         | JSCB AGROBANK                                                                | CUSIP: YU0186277<br>LEI: 254900JPMU0LFCP18673 | Long             | DBT              | CORP              | UZ        |      4700000 | PA      | $5109763.53   | 0.07%             | 2029-10-02      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| JSC KASPI.KZ                          | KASPI.KZ JSC                                                                 | CUSIP: YQ5182411<br>LEI: 2549003YU6FARG8OAZ13 | Long             | DBT              | CORP              | KZ        |      6870000 | PA      | $7078237.33   | 0.10%             | 2030-03-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BELGIUM                               | KINGDOM OF BELGIUM GOVERNMENT BOND                                           | CUSIP: EK7448872<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    128538000 | PA      | $137373408.41 | 1.89%             | 2031-06-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KLABIN AUSTRIA GMBH                   | KLABIN AUSTRIA GMBH                                                          | CUSIP: AX9046282<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |      9300000 | PA      | $9477574.85   | 0.13%             | 2029-04-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KNORR-BREMSE AG                       | KNORR-BREMSE AG                                                              | CUSIP: BY9998059<br>LEI: 5299001GRRO0Z25YZT52 | Long             | DBT              | CORP              | DE        |      2500000 | PA      | $2972224.98   | 0.04%             | 2027-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KONA SPC LTD 144A                     | KONA SPC LTD                                                                 | CUSIP: YL2902424<br>LEI: 254900UKS4SVVOMZWX26 | Long             | EP               | CORP              | KY        |      7630000 | NS      | $8958001.50   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| KAAZ5 KOREA 10YR BND FU DEC25         | KOREA 10YR BND FU DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | KR        |         2476 | NC      | $-2653315.74  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| KEZ5 KOREA 3YR BND FUT DEC25          | KOREA 3YR BND FUT DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | KR        |        -1313 | NC      | $502040.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KOREA                                 | KOREA INTERNATIONAL BOND                                                     | CUSIP: YN5410082<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |     14640000 | PA      | $17199041.33  | 0.24%             | 2028-07-03      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KFW                                   | KREDITANSTALT FUER WIEDERAUFBAU                                              | CUSIP: 500769BQ6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      5202000 | PA      | $3947232.90   | 0.05%             | 2037-06-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                    | KRW/USD FWD 20251010 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | KR        |            1 | NC      | $430246.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.          | KRW/USD FWD 20251010 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | KR        |            1 | NC      | $-1403451.01  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LATVIA                                | LATVIA GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: ZG1467213<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |     15752000 | PA      | $19293303.55  | 0.27%             | 2029-05-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LATVIA                                | LATVIA GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: QZ7335404<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |     86021000 | PA      | $99465294.20  | 1.37%             | 2026-10-07      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                   | LCH - CNY IRS 1/13/30 REC FIX CITI_C                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-1078528.36  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH - CNY IRS 3/12/30 REC FIX_C                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $60475.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH - CNY IRS 4/11/30 REC FIX_C                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-330681.72   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH - CNY IRS 9/20/29 REC FIX BARC_C                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $13974.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH - EUR IRS 12/13/39 PAY FIX CITI_C                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $2105220.86   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH - EUR IRS 12/13/39 PAY FIX NBIL_C                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $1025653.64   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH - EUR IRS 12/16/39 PAY FIX MSLN_C                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $966293.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH - EUR IRS 2/18/30 REC FIX_C                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $2569931.62   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH - EUR IRS 2/18/55 PAY FIX_C                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $6552261.59   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH - EUR IRS 8/19/44 REC FIX DEUT                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-3967622.09  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH - EUR IRS 9/20/44 REC FIX CITI_C                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-2353129.83  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH - EUR ZCIS 10/15/34 REC CPI CITI_C                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |            1 | NC      | $-102144.54   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH - EUR ZCIS 9/15/29 REC CPI CITI_C                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |            1 | NC      | $-172168.30   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH - JPY IRS 2/10/30 PAY FIX_C                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $530547.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH - JPY IRS 5/2/29 PAY FIX MSLN                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $707518.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH - JPY IRS TONA 8/9/2028 PAY FIX BARC                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $1727206.54   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH - PLN IRS 6/10/30 PAY FIX_C                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-49590.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH-CAD IRS 8/20/55 REC FIX BNPA_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $165842.30    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH-INR IRS 9/16/32 REC FIX CITI_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-64020.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH-INR IRS 9/8/30 REC FIX CITI_C                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $14573.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH-JPY IRS 6/18/32 PAY FIX BNPA_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $361450.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH-JPY IRS 6/18/32 PAY FIX NOMA_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $637920.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH-JPY IRS 6/18/32 PAY FIX SOGE_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $359111.43    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH-PLN IRS 6/11/30 PAY FIX GSIL_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-25778.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH-PLN IRS 6/11/30 PAY FIX GSIL_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-43219.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH-PLN IRS 6/12/30 PAY FIX BARC_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-180792.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH-PLN IRS 6/12/30 PAY FIX GSIL_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-173318.91   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH-PLN IRS 7/18/30 PAY FIX BOFA_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $32423.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH-PLN IRS 7/18/30 PAY FIX BOFA_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $46994.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH-PLN IRS 9/29/32 PAY FIX BARC_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-181867.65   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEGAL & GENERAL GROUP                 | LEGAL & GENERAL GROUP PLC                                                    | CUSIP: QJ2205897<br>LEI: 213800JH9QQWHLO99821 | Long             | DBT              | CORP              | GB        |      5685000 | PA      | $7645756.50   | 0.11%             | 2045-10-27      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| LITHUANIA                             | LITHUANIA GOVERNMENT INTERNATIONAL BOND                                      | CUSIP: ZF8314725<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |     17920000 | PA      | $21191687.62  | 0.29%             | 2034-02-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LITHUANIA                             | LITHUANIA GOVERNMENT INTERNATIONAL BOND                                      | CUSIP: ZK9039973<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |     38084000 | PA      | $46473006.38  | 0.64%             | 2033-06-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                | LOGICOR FINANCING SARL                                                       | CUSIP: AV5251146<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |     10800000 | PA      | $12718793.60  | 0.18%             | 2028-11-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                | LOGICOR FINANCING SARL                                                       | CUSIP: BN4542633<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |      7100000 | PA      | $7264443.77   | 0.10%             | 2031-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| G Z5 LONG GILT FUTURE  DEC25          | LONG GILT FUTURE  DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |          547 | NC      | $-14637.20    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| G Z5 LONG GILT FUTURE  DEC25          | LONG GILT FUTURE  DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |          322 | NC      | $-8616.42     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| G Z5 LONG GILT FUTURE  DEC25          | LONG GILT FUTURE  DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |          604 | NC      | $-16162.47    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LORCA TELECOM BONDCO                  | LORCA TELECOM BONDCO SA                                                      | CUSIP: ZO5675947<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |      8700000 | PA      | $10211375.01  | 0.14%             | 2027-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOXAM SAS                             | LOXAM SAS                                                                    | CUSIP: ZK3486816<br>LEI: 969500BNA2YRNE1R5K91 | Long             | DBT              | CORP              | FR        |      3795000 | PA      | $4592616.09   | 0.06%             | 2028-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC               | MAGNA INTERNATIONAL INC                                                      | CUSIP: AP0612121<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |      2620000 | PA      | $3008830.92   | 0.04%             | 2027-09-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MAGYAR EXPORT-IMPORT BAN              | MAGYAR EXPORT-IMPORT BANK ZRT                                                | CUSIP: ZH9750469<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |      4370000 | PA      | $5555005.66   | 0.08%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MAISON FINCO PLC                      | MAISON FINCO PLC                                                             | CUSIP: BR7701559<br>LEI: 9845007743J958DAS530 | Long             | DBT              | CORP              | GB        |      2650000 | PA      | $3532978.33   | 0.05%             | 2027-10-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA                              | MALAYSIA GOVERNMENT BOND                                                     | CUSIP: AT4277287<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    134996000 | PA      | $37124307.70  | 0.51%             | 2048-07-06      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| MALAYSIA                              | MALAYSIA GOVERNMENT BOND                                                     | CUSIP: ZL8877116<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     15000000 | PA      | $3845490.07   | 0.05%             | 2053-03-31      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| MALAYSIA                              | MALAYSIA GOVERNMENT BOND                                                     | CUSIP: BJ9810216<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     79874000 | PA      | $19411796.72  | 0.27%             | 2050-06-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| MALAYSIA                              | MALAYSIA GOVERNMENT BOND                                                     | CUSIP: JK3819022<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    251309000 | PA      | $66776285.05  | 0.92%             | 2046-03-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                     | MAYA SAS/PARIS FRANCE                                                        | CUSIP: YT3446697<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |      5330000 | PA      | $6380086.85   | 0.09%             | 2030-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS              | MEDTRONIC GLOBAL HOLDINGS SCA                                                | CUSIP: ZO6400725<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      2969000 | PA      | $3260888.43   | 0.04%             | 2028-10-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| EQUATE PETROCHEMICAL BV 144A          | MEGLOBAL BV                                                                  | CUSIP: 29441WAD7<br>LEI: 549300WBVLU2FILR7W19 | Long             | DBT              | CORP              | NL        |      9170000 | PA      | $8759504.95   | 0.12%             | 2028-04-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE 144A            | MELCO RESORTS FINANCE LTD                                                    | CUSIP: 58547DAJ8<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |      6650000 | PA      | $6683250.00   | 0.09%             | 2033-09-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I               | METROPOLITAN LIFE GLOBAL FUNDING I                                           | CUSIP: ZM1986599<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |       570000 | PA      | $778973.48    | 0.01%             | 2030-01-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| METSO OYJ                             | METSO OYJ                                                                    | CUSIP: BM6584874<br>LEI: 549300R0VN9C371W0E07 | Long             | DBT              | CORP              | FI        |      2775000 | PA      | $3109131.24   | 0.04%             | 2028-05-26      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| MEXICO                                | MEXICAN BONOS                                                                | CUSIP: EH6834517<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    148008000 | PA      | $8189446.90   | 0.11%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT               | MEXICAN BONOS                                                                | CUSIP: ZN7935812<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    417805000 | PA      | $21562714.03  | 0.30%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MEXICO UDI INFL INDX                  | MEXICAN UDIBONOS                                                             | CUSIP: ZD7734878<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    764082805 | PA      | $39851438.30  | 0.55%             | 2034-08-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LTD 144A           | MGM CHINA HOLDINGS LTD                                                       | CUSIP: 55300RAJ0<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |      5140000 | PA      | $5426251.43   | 0.07%             | 2031-06-26      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CASTLE UK FINCO PLC                   | MILLER HOMES GROUP FINCO PLC                                                 | CUSIP: BW1049434<br>LEI: 98450057058CDE2E9650 | Long             | DBT              | CORP              | GB        |      3830000 | PA      | $5162711.20   | 0.07%             | 2029-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                   | MINEJESA CAPITAL BV                                                          | CUSIP: AO6253857<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |      3965000 | PA      | $3942121.95   | 0.05%             | 2037-08-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTL HLDINGS NE 144A         | MONDELEZ INTERNATIONAL HOLDINGS NETHERLANDS BV                               | CUSIP: BR2463874<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |      6160000 | PA      | $6570189.49   | 0.09%             | 2029-09-09      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                | MONDELEZ INTERNATIONAL INC                                                   | CUSIP: 609207AE5<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |      2575000 | PA      | $2986447.13   | 0.04%             | 2027-03-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                | MONDELEZ INTERNATIONAL INC                                                   | CUSIP: BO3832199<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     10218000 | PA      | $11347795.23  | 0.16%             | 2028-03-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MONDI FINANCE EUROPE                  | MONDI FINANCE EUROPE GMBH                                                    | CUSIP: BH4248572<br>LEI: 2138004LSZE37TGO8788 | Long             | DBT              | CORP              | AT        |      2505000 | PA      | $2922261.11   | 0.04%             | 2028-04-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MONTENEGRO 144A                       | MONTENEGRO GOVERNMENT INTERNATIONAL BOND                                     | CUSIP: YQ6749929<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |     22310000 | PA      | $26348405.99  | 0.36%             | 2032-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MONTENEGRO 144A                       | MONTENEGRO GOVERNMENT INTERNATIONAL BOND                                     | CUSIP: 857305AA4<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |     12390000 | PA      | $13223010.30  | 0.18%             | 2031-03-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                        | MORGAN STANLEY                                                               | CUSIP: BP2887050<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      4931000 | PA      | $5666161.30   | 0.08%             | 2027-10-29      | Variable      | 0.41%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                        | MORGAN STANLEY                                                               | CUSIP: BZ8087133<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2596528.98   | 0.04%             | 2034-01-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                        | MORGAN STANLEY                                                               | CUSIP: BM0594143<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     11660000 | PA      | $12754161.62  | 0.18%             | 2029-10-26      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| MOROCCO                               | MOROCCO GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: ZO6408280<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |      8780000 | PA      | $10268629.89  | 0.14%             | 2026-03-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| MOROCCO                               | MOROCCO GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: YQ5985326<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |      9343000 | PA      | $11212593.84  | 0.15%             | 2029-04-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MOROCCO 144A                          | MOROCCO GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: YQ5985318<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     26140000 | PA      | $31713044.94  | 0.44%             | 2035-04-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MOROCCO 144A                          | MOROCCO GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: YQ5985300<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     46139000 | PA      | $55371707.93  | 0.76%             | 2029-04-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | MXN/USD FWD 20251017 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | MX        |            1 | NC      | $759253.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                    | MXN/USD FWD 20251017 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | MX        |            1 | NC      | $-383215.03   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC          | MXN/USD FWD 20251017 MSLNGB2X                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | MX        |            1 | NC      | $-1467714.82  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| NAT GRID ELECTY EM                    | NATIONAL GRID ELECTRICITY DISTRIBUTION EAST MIDLANDS PLC                     | CUSIP: BY9532213<br>LEI: 549300KXFU5Q7NZE9L79 | Long             | DBT              | CORP              | GB        |      2455000 | PA      | $2942734.43   | 0.04%             | 2028-09-20      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                     | NATWEST GROUP PLC                                                            | CUSIP: BR3367546<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      5075000 | PA      | $5757211.00   | 0.08%             | 2032-09-14      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                     | NATWEST GROUP PLC                                                            | CUSIP: BO2209423<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      2014000 | PA      | $2197647.70   | 0.03%             | 2030-02-26      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                     | NATWEST GROUP PLC                                                            | CUSIP: BR3767174<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      5250000 | PA      | $5788882.46   | 0.08%             | 2029-09-14      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                            | NBN CO LTD                                                                   | CUSIP: ZL1819172<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |     11070000 | PA      | $13544415.85  | 0.19%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                           | NETFLIX INC                                                                  | CUSIP: ZS2938422<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      5585000 | PA      | $6819876.59   | 0.09%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                           | NETFLIX INC                                                                  | CUSIP: AN3034641<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      2455000 | PA      | $2934577.54   | 0.04%             | 2027-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NEXT PLC                              | NEXT GROUP PLC                                                               | CUSIP: LW0418464<br>LEI: 213800O8TRZCFJ9R5760 | Long             | DBT              | CORP              | GB        |      7491000 | PA      | $9844540.99   | 0.14%             | 2028-05-18      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NEXT PLC                              | NEXT GROUP PLC                                                               | CUSIP: EJ8437034<br>LEI: 213800O8TRZCFJ9R5760 | Long             | DBT              | CORP              | GB        |       982000 | PA      | $1320401.25   | 0.02%             | 2026-10-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | NGN/USD FWD 20251002 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | NG        |            1 | NC      | $434007.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | NGN/USD FWD 20260107 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | NG        |            1 | NC      | $704658.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES         | NGN/USD FWD 20260227 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | NG        |            1 | NC      | $942500.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | NGN/USD FWD 20260410 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | NG        |            1 | NC      | $25619.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NN GROUP NV                           | NN GROUP NV                                                                  | CUSIP: AN7382327<br>LEI: 724500OHYNDT9OY6Q215 | Long             | DBT              | CORP              | NL        |      2575000 | PA      | $2982577.46   | 0.04%             | 2027-06-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| NORDEA HYPOTEK AB                     | NORDEA HYPOTEK AB                                                            | CUSIP: YQ8698728<br>LEI: 5493000K2HPWIF6MFO29 | Long             | DBT              | CORP              | SE        |    350000000 | PA      | $37599793.93  | 0.52%             | 2030-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORTH MACEDONIA 144A                  | NORTH MACEDONIA GOVERNMENT INTERNATIONAL BOND                                | CUSIP: ZL4431231<br>LEI: 635400RD1N6RVNCE4958 | Long             | DBT              | NUSS              | MK        |      5430000 | PA      | $6646956.89   | 0.09%             | 2027-03-13      | Fixed         | 6.96%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE AMERICAS INC 4/2 CP       | NTT FINANCE AMERICAS INC                                                     | CUSIP: 67018BXP4<br>LEI: 5493002G2563PEW0DU90 | Long             | DBT              | CORP              | US        |     22602000 | PA      | $22541559.99  | 0.31%             | 2025-10-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD 4/2 144A CP               | NUTRIEN LTD                                                                  | CUSIP: 67077UXL9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     15520000 | PA      | $15482590.59  | 0.21%             | 2025-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | NZD/USD FWD 20251024 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $-4345.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ORANGE SA                             | ORANGE SA                                                                    | CUSIP: AW5684278<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      6500000 | PA      | $7957094.13   | 0.11%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                | ORBIA ADVANCE CORP SAB DE CV                                                 | CUSIP: YO1276816<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |      2219000 | PA      | $2310536.95   | 0.03%             | 2030-05-13      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                            | ORSTED AS                                                                    | CUSIP: EI9440732<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |     16210000 | PA      | $20949506.63  | 0.29%             | 2032-01-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PAPREC HOLDING SA 144A                | PAPREC HOLDING SA                                                            | CUSIP: YN8738216<br>LEI: 969500ASAFSVN9KVC873 | Long             | DBT              | CORP              | FR        |       960000 | PA      | $1120539.62   | 0.02%             | 2030-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | PEN/USD FWD 20251010 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | PE        |            1 | NC      | $358090.92    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                         | PEN/USD FWD 20251010 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | PE        |            1 | NC      | $-212463.98   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | PEN/USD FWD 20251010 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | PE        |            1 | NC      | $-237141.45   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.          | PEN/USD FWD 20251010 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | PE        |            1 | NC      | $411585.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                    | PERU GOVERNMENT BOND                                                         | CUSIP: AZ1761248<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     14318000 | PA      | $3995176.44   | 0.06%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PERU                                  | PERUVIAN GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: AZ1487935<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     15306000 | PA      | $4270859.80   | 0.06%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                   | PETROLEOS MEXICANOS                                                          | CUSIP: AM5152690<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     17590000 | PA      | $21121257.32  | 0.29%             | 2028-02-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                   | PETROLEOS MEXICANOS                                                          | CUSIP: AS6869968<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      9023000 | PA      | $10672588.68  | 0.15%             | 2029-02-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                   | PETROLEOS MEXICANOS                                                          | CUSIP: EK8589716<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     18129000 | PA      | $21075491.02  | 0.29%             | 2027-04-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PRAEMIA HEALTHCARE SACA               | PRAEMIA HEALTHCARE SACA                                                      | CUSIP: ZO4361218<br>LEI: 96950067NFR9MWI0CJ45 | Long             | DBT              | CORP              | FR        |      2600000 | PA      | $2769926.77   | 0.04%             | 2030-09-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                           | PROLOGIS LP                                                                  | CUSIP: 74340XBF7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      5048000 | PA      | $6259984.13   | 0.09%             | 2029-06-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ONTARIO                               | PROVINCE OF ONTARIO CANADA                                                   | CUSIP: 68323AAY0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      2739000 | PA      | $1767291.68   | 0.02%             | 2043-06-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| QATAR PETROLEUM                       | QATARENERGY                                                                  | CUSIP: BQ3267193<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |      6400000 | PA      | $4940288.00   | 0.07%             | 2041-07-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                       | QNB FINANCE LTD                                                              | CUSIP: ZP9011815<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |      8200000 | PA      | $8039435.80   | 0.11%             | 2027-02-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                       | QNB FINANCE LTD                                                              | CUSIP: ZF5179832<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |      2175000 | PA      | $2220788.67   | 0.03%             | 2029-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                  | RAIZEN FUELS FINANCE SA                                                      | CUSIP: ZD3788001<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      2240000 | PA      | $2062218.57   | 0.03%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE 144A             | RAIZEN FUELS FINANCE SA                                                      | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     10800000 | PA      | $10503000.00  | 0.14%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| REALT 2025-1A A2 144A                 | REAL ESTATE ASSET LIQUIDITY TRUST                                            | CUSIP: 75585RSU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |     31390000 | PA      | $22750701.52  | 0.31%             | 2060-01-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| REALT 2025-1A A1 144A                 | REAL ESTATE ASSET LIQUIDITY TRUST                                            | CUSIP: 75585RSS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |     25066910 | PA      | $18043780.22  | 0.25%             | 2060-01-12      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| REDE D'OR FINANCE SARL 144A           | REDE D'OR FINANCE SARL                                                       | CUSIP: 75735GAC2<br>LEI: 549300FDE772OLJUCP79 | Long             | DBT              | CORP              | LU        |      6970000 | PA      | $7166031.25   | 0.10%             | 2035-09-09      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| AUSTRIA 144A                          | REPUBLIC OF AUSTRIA GOVERNMENT BOND                                          | CUSIP: ZK2454153<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     13355000 | PA      | $14100518.37  | 0.19%             | 2053-10-20      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AUSTRIA                               | REPUBLIC OF AUSTRIA GOVERNMENT BOND                                          | CUSIP: BH3926764<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     16898000 | PA      | $10413541.96  | 0.14%             | 2051-03-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COTE D'IVOIR 144A         | REPUBLIC OF COTE D'IVOIRE                                                    | CUSIP: YQ7565134<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |  24736500000 | PA      | $44347224.13  | 0.61%             | 2028-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| POLAND                                | REPUBLIC OF POLAND GOVERNMENT BOND                                           | CUSIP: ZB2921763<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     63666000 | PA      | $17073168.28  | 0.24%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| POLAND                                | REPUBLIC OF POLAND GOVERNMENT INTERNATIONAL BOND                             | CUSIP: ZF1455764<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     16982000 | PA      | $20390164.11  | 0.28%             | 2034-01-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| POLAND                                | REPUBLIC OF POLAND GOVERNMENT INTERNATIONAL BOND                             | CUSIP: YN8736657<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      4618000 | PA      | $5416576.22   | 0.07%             | 2032-07-07      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| POLAND                                | REPUBLIC OF POLAND GOVERNMENT INTERNATIONAL BOND                             | CUSIP: YU5018814<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      5250000 | PA      | $6035365.41   | 0.08%             | 2039-10-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA                          | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND                                     | CUSIP: EJ7500097<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    875120000 | PA      | $50038636.47  | 0.69%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA                          | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND                                     | CUSIP: EK7732887<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    710467000 | PA      | $40413628.47  | 0.56%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA                               | ROMANIAN GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: ZD0698997<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      9440000 | PA      | $11295768.03  | 0.16%             | 2031-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                               | ROMANIAN GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: YQ7562073<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     20600000 | PA      | $24808203.86  | 0.34%             | 2032-07-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                  | ROYAL BANK OF CANADA                                                         | CUSIP: ZJ2436534<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      2385000 | PA      | $2921774.00   | 0.04%             | 2028-07-05      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT               | RTE RESEAU DE TRANSPORT D'ELECTRICITE SADIR                                  | CUSIP: BT3086084<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | CORP              | FR        |      7200000 | PA      | $6758132.36   | 0.09%             | 2034-01-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                       | SANDS CHINA LTD                                                              | CUSIP: 80007RAK1<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |      7500000 | PA      | $7485045.00   | 0.10%             | 2026-01-08      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS              | SANTANDER UK GROUP HOLDINGS PLC                                              | CUSIP: BR3172219<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      6475000 | PA      | $7126850.39   | 0.10%             | 2029-09-13      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS              | SANTANDER UK GROUP HOLDINGS PLC                                              | CUSIP: BT4299181<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      3320000 | PA      | $4247395.93   | 0.06%             | 2029-01-17      | Variable      | 2.42%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS              | SANTANDER UK GROUP HOLDINGS PLC                                              | CUSIP: BY5268937<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      5300000 | PA      | $6331358.14   | 0.09%             | 2028-08-25      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| SARTORIUS FINANCE BV                  | SARTORIUS FINANCE BV                                                         | CUSIP: ZI6854254<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |      8000000 | PA      | $9859859.75   | 0.14%             | 2032-09-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND 144A         | SAUDI GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: YR7975620<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     35390000 | PA      | $42016738.33  | 0.58%             | 2032-03-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                    | SEK/USD FWD 20251128 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | SE        |            1 | NC      | $-790463.06   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | SEK/USD FWD 20251128 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | SE        |            1 | NC      | $-324174.32   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SELP FINANCE SARL                     | SELP FINANCE SARL                                                            | CUSIP: YS4652691<br>LEI: 549300Y4VYEJE1MH6D45 | Long             | DBT              | CORP              | LU        |      4428000 | PA      | $5230197.48   | 0.07%             | 2032-01-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SERBIA                                | SERBIA INTERNATIONAL BOND                                                    | CUSIP: AZ2286302<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     30666000 | PA      | $33512123.76  | 0.46%             | 2029-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                    | SERBIA INTERNATIONAL BOND                                                    | CUSIP: BJ4188725<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     43099000 | PA      | $50652456.84  | 0.70%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SERBIA 144A                           | SERBIA INTERNATIONAL BOND                                                    | CUSIP: BR4452776<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     20505000 | PA      | $22440389.98  | 0.31%             | 2028-09-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SES SA                                | SES SA                                                                       | CUSIP: YN4662469<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |      7425000 | PA      | $9054420.06   | 0.12%             | 2033-06-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL               | SEVERN TRENT UTILITIES FINANCE PLC                                           | CUSIP: ZN5947595<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |      5970000 | PA      | $7509011.24   | 0.10%             | 2034-11-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SHINHAN BANK 144A                     | SHINHAN BANK CO LTD                                                          | CUSIP: 82460CBF0<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |      9400000 | PA      | $9501279.64   | 0.13%             | 2028-04-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                  | SINGAPORE GOVERNMENT BOND                                                    | CUSIP: EK3442887<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     57529000 | PA      | $46658719.40  | 0.64%             | 2029-07-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SINGAPORE                             | SINGAPORE GOVERNMENT BOND                                                    | CUSIP: BM0763284<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     44175000 | PA      | $34211952.79  | 0.47%             | 2025-11-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                | SKANDINAVISKA ENSKILDA BANKEN AB                                             | CUSIP: BQ0606138<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      2865000 | PA      | $3170175.92   | 0.04%             | 2028-06-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SLOVENIA                              | SLOVENIA GOVERNMENT BOND                                                     | CUSIP: JK2522817<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      7145000 | PA      | $8181801.28   | 0.11%             | 2032-03-03      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SLOVENIA                              | SLOVENIA GOVERNMENT BOND                                                     | CUSIP: EK8128572<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |     14085000 | PA      | $14488317.31  | 0.20%             | 2035-03-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| SLOVENIA                              | SLOVENIA GOVERNMENT BOND                                                     | CUSIP: BN3326814<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      4975000 | PA      | $5108035.17   | 0.07%             | 2031-02-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SMITHS GROUP PLC                      | SMITHS GROUP PLC                                                             | CUSIP: AM5448155<br>LEI: 213800MJL6IPZS3ASA11 | Long             | DBT              | CORP              | GB        |      2535000 | PA      | $2947793.88   | 0.04%             | 2027-02-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                | SMURFIT KAPPA TREASURY ULC                                                   | CUSIP: ZR4229004<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |      2650000 | PA      | $3050470.13   | 0.04%             | 2027-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                              | SNAM SPA                                                                     | CUSIP: QZ8441011<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |      6950000 | PA      | $8034233.72   | 0.11%             | 2026-10-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                      | SOCIETE GENERALE SA                                                          | CUSIP: ZG1630638<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      5700000 | PA      | $7135435.63   | 0.10%             | 2031-11-21      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| SPAIN 144A                            | SPAIN GOVERNMENT BOND                                                        | CUSIP: YS8297204<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     34136000 | PA      | $39879789.36  | 0.55%             | 2035-04-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SPAIN                                 | SPAIN GOVERNMENT BOND                                                        | CUSIP: BU3617661<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     84650000 | PA      | $64838679.96  | 0.89%             | 2052-10-31      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| SPAIN                                 | SPAIN GOVERNMENT BOND                                                        | CUSIP: YW0791759<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     25410000 | PA      | $30422997.86  | 0.42%             | 2031-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SPIE SA                               | SPIE SA                                                                      | CUSIP: YO6724141<br>LEI: 969500TJNS5GSFWJ8X85 | Long             | DBT              | CORP              | FR        |      5400000 | PA      | $6406882.43   | 0.09%             | 2030-05-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SRI LANKA                             | SRI LANKA GOVERNMENT BONDS                                                   | CUSIP: ZM3476730<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   1544000000 | PA      | $6128257.84   | 0.08%             | 2027-09-15      | Fixed         | 20.00%                | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                   | SRI LANKA GOVERNMENT BONDS                                                   | CUSIP: AW9839738<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   1227000000 | PA      | $4211875.10   | 0.06%             | 2027-01-15      | Fixed         | 11.40%                | No            |                  2 | On Loan: No      |
| SRI LANKA                             | SRI LANKA GOVERNMENT BONDS                                                   | CUSIP: QZ0205885<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   1063000000 | PA      | $3610031.10   | 0.05%             | 2026-08-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                       | STADSHYPOTEK AB                                                              | CUSIP: YV4085770<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |    380000000 | PA      | $40128781.44  | 0.55%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | SWAPTION_IRS_EUR_OTC2_E_PAYER_K_2.274_EFF_2024-12-17_MAT_2026-12-16CITI      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |            1 | NC      | $10694938.61  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | SWAPTION_IRS_EUR_OTC2_E_RECEIVER_K_2.274_EFF_2024-12-17_MAT_2026-12-16CITI   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |            1 | NC      | $1323597.21   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SWEDBANK HYPOTEK AB                   | SWEDBANK HYPOTEK AB                                                          | CUSIP: YR4115675<br>LEI: 549300TJREQ7GHIXWR36 | Long             | DBT              | CORP              | SE        |    353100000 | PA      | $37935071.06  | 0.52%             | 2030-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SWEDEN I/L BOND                       | SWEDEN INFLATION LINKED BOND                                                 | CUSIP: EK8767221<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    350239598 | PA      | $35293056.89  | 0.49%             | 2032-06-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE                | SYDNEY AIRPORT FINANCE CO PTY LTD                                            | CUSIP: ZK1417490<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |     11947000 | PA      | $14735548.89  | 0.20%             | 2033-05-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE                | SYDNEY AIRPORT FINANCE CO PTY LTD                                            | CUSIP: AS2413480<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |      2630000 | PA      | $3005462.92   | 0.04%             | 2028-04-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| T. Rowe Price Government Reserve Fund | T. Rowe Price Government Reserve Fund                                        | CUSIP: 76105Y109<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |    405430331 | NS      | $405430330.75 | 5.59%             |  |  |  | No            |                  1 | On Loan: No      |
| T. Rowe Price Government Reserve Fund | T. Rowe Price Government Reserve Fund - Collateral                           | CUSIP: 76105YYY8<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |     16390967 | NS      | $16390966.90  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| TDC NET AS                            | TDC NET A/S                                                                  | CUSIP: ZM6549871<br>LEI: 549300SH2G3R15Y3FX20 | Long             | DBT              | CORP              | DK        |     13970000 | PA      | $17482171.92  | 0.24%             | 2030-02-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TDC NET AS                            | TDC NET A/S                                                                  | CUSIP: BW6420671<br>LEI: 549300SH2G3R15Y3FX20 | Long             | DBT              | CORP              | DK        |      2310000 | PA      | $2826802.57   | 0.04%             | 2028-05-31      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| TECHEM VERWALTUNGSGESELL              | TECHEM VERWALTUNGSGESELLSCHAFT 675 MBH                                       | CUSIP: YN6842291<br>LEI: 529900N0M7FQHNAV1A41 | Long             | DBT              | CORP              | DE        |      3070000 | PA      | $3609848.13   | 0.05%             | 2032-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU              | TELEFONICA EMISIONES SA                                                      | CUSIP: YS7120415<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |     12000000 | PA      | $14019424.97  | 0.19%             | 2034-01-23      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN              | TENGIZCHEVROIL FINANCE CO INTERNATIONAL LTD                                  | CUSIP: BK5401421<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |     12400000 | PA      | $11449316.92  | 0.16%             | 2030-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TESCO CORP TREASURY SERV              | TESCO CORPORATE TREASURY SERVICES PLC                                        | CUSIP: BH9923674<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |      4850000 | PA      | $5961154.93   | 0.08%             | 2030-04-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TESCO CORP TREASURY SERV              | TESCO CORPORATE TREASURY SERVICES PLC                                        | CUSIP: ZQ7670032<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |      5250000 | PA      | $6107733.90   | 0.08%             | 2026-05-29      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| THAILAND                              | THAILAND GOVERNMENT BOND                                                     | CUSIP: ZF0235696<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    364000000 | PA      | $12489162.38  | 0.17%             | 2034-06-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| THAILAND                              | THAILAND GOVERNMENT BOND                                                     | CUSIP: YW0745359<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   1966521000 | PA      | $63895811.94  | 0.88%             | 2029-11-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND              | THAILAND GOVERNMENT BOND                                                     | CUSIP: YT1847805<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    598200000 | PA      | $21059058.83  | 0.29%             | 2040-06-17      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| THAILAND                              | THAILAND GOVERNMENT BOND                                                     | CUSIP: YS5614815<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   1043000000 | PA      | $32904741.67  | 0.45%             | 2028-04-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND              | THAILAND GOVERNMENT BOND                                                     | CUSIP: YU3100713<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    233000000 | PA      | $8332883.44   | 0.11%             | 2045-06-17      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                    | THB/USD FWD 20251204 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | TH        |            1 | NC      | $-588279.10   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC              | THERMO FISHER SCIENTIFIC FINANCE I BV                                        | CUSIP: BR7759565<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |      1890000 | PA      | $1994573.82   | 0.03%             | 2030-10-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC              | THERMO FISHER SCIENTIFIC INC                                                 | CUSIP: ZR7668893<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      5170000 | PA      | $5340972.29   | 0.07%             | 2031-10-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC              | THERMO FISHER SCIENTIFIC INC                                                 | CUSIP: BH4498748<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       842000 | PA      | $944955.04    | 0.01%             | 2032-04-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| VERTICAL MIDCO GMBH 144A              | TK ELEVATOR MIDCO GMBH                                                       | CUSIP: BK2987372<br>LEI: 254900K869UN2ZWVB351 | Long             | DBT              | CORP              | DE        |      2745000 | PA      | $3223701.85   | 0.04%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TOYOTA FINANCE AUSTRALIA              | TOYOTA FINANCE AUSTRALIA LTD                                                 | CUSIP: ZD6398410<br>LEI: 3UKPTDP5PGQRH8AUK042 | Long             | DBT              | CORP              | AU        |      6100000 | PA      | $7297419.31   | 0.10%             | 2030-03-18      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES 4/2 144A CP     | TRANSCANADA PIPELINES LTD                                                    | CUSIP: 89355PXQ6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     17740000 | PA      | $17689173.13  | 0.24%             | 2025-10-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                     | TRANSCANADA TRUST                                                            | CUSIP: 89356BAD0<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     27134000 | PA      | $19641685.91  | 0.27%             | 2077-05-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO                 | TRANSURBAN FINANCE CO PTY LTD                                                | CUSIP: AO9539849<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |      2620000 | PA      | $3011906.93   | 0.04%             | 2028-03-29      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO                 | TRANSURBAN FINANCE CO PTY LTD                                                | CUSIP: BH4962032<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |     11250000 | PA      | $13186929.60  | 0.18%             | 2030-04-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)  | TRY/USD FWD 20251016 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | TR        |            1 | NC      | $411621.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP           | TRY/USD FWD 20251016 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | TR        |            1 | NC      | $818263.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TUI CRUISES GMBH                      | TUI CRUISES GMBH                                                             | CUSIP: YT3431608<br>LEI: 529900SVD83QUUIZYY18 | Long             | DBT              | CORP              | DE        |      4485000 | PA      | $5396780.70   | 0.07%             | 2030-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                | UBS GROUP AG                                                                 | CUSIP: ZN2761189<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      6929000 | PA      | $9060347.84   | 0.12%             | 2029-03-01      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                | UBS GROUP AG                                                                 | CUSIP: BV3327780<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      7050000 | PA      | $8111511.45   | 0.11%             | 2032-04-02      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV 144A                  | UNITED GROUP BV                                                              | CUSIP: BQ6035274<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |      3105000 | PA      | $3643014.71   | 0.05%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                   | UNITED KINGDOM GILT                                                          | CUSIP: ZF1280766<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     81695000 | PA      | $109520016.36 | 1.51%             | 2027-03-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM                        | UNITED KINGDOM GILT                                                          | CUSIP: EJ4073072<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     31737000 | PA      | $32217197.31  | 0.44%             | 2044-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM                        | UNITED KINGDOM GILT                                                          | CUSIP: ZF2680865<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     44519000 | PA      | $50144142.60  | 0.69%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM                        | UNITED KINGDOM GILT                                                          | CUSIP: YS3109495<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     33620000 | PA      | $45649607.16  | 0.63%             | 2030-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM                        | UNITED KINGDOM GILT                                                          | CUSIP: ZP4466964<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     61438000 | PA      | $47668073.70  | 0.66%             | 2041-10-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| U S TREASURY BILL                     | UNITED STATES TREASURY BILL                                                  | CUSIP: 912797QY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     95000000 | PA      | $94278659.30  | 1.30%             | 2025-12-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U S TREASURY BILL                     | UNITED STATES TREASURY BILL                                                  | CUSIP: 912797MS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     91317000 | PA      | $91306777.98  | 1.26%             | 2025-10-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL MUSIC GROUP NV              | UNIVERSAL MUSIC GROUP NV                                                     | CUSIP: BX3045891<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | DBT              | CORP              | NL        |      2470000 | PA      | $2919506.85   | 0.04%             | 2027-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UPJOHN FINANCE BV                     | UPJOHN FINANCE BV                                                            | CUSIP: BK1183700<br>LEI: 254900OG32E8F3XO5O83 | Long             | DBT              | CORP              | NL        |      2670000 | PA      | $3061079.08   | 0.04%             | 2027-06-23      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| UXYZ5 US 10YR ULTRA FUT DEC25         | US 10YR ULTRA FUT DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         -781 | NC      | $-873634.41   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FVZ5 US 5YR NOTE (CBT) DEC25          | US 5YR NOTE (CBT) DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         -216 | NC      | $-179.28      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                            | US BANCORP                                                                   | CUSIP: 902973BE5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      9145000 | PA      | $11085629.59  | 0.15%             | 2032-05-21      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP           | USD/AUD FWD 20251024 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-152014.49   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC       | USD/AUD FWD 20251024 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-167782.68   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                         | USD/BRL FWD 20251202 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-764490.02   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)  | USD/CAD FWD 20251024 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-38898.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | USD/CAD FWD 20251024 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $235307.07    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | USD/CAD FWD 20251024 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $7321342.09   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC           | USD/CAD FWD 20251024 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-402288.79   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                      | USD/CAD FWD 20251024 SOGEFRPP                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-16093.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO DOMINION SECURITIES           | USD/CAD FWD 20251024 TDOMCATT                                                | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | US        |            1 | NC      | $458036.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | USD/CAD FWD 20251024 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $77149.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                    | USD/CHF FWD 20251024 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $480475.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | USD/CHF FWD 20251024 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $499904.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                   | USD/CLP FWD 20251107 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-136932.82   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                   | USD/CNH FWD 20251017 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $367858.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                      | USD/COP FWD 20251205 SOGEFRPP                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | US        |            1 | NC      | $28400.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | USD/CZK FWD 20251017 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1257103.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                         | USD/CZK FWD 20251017 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-4057.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC          | USD/CZK FWD 20251017 MSLNGB2X                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-138971.88   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP           | USD/EUR FWD 20251024 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $178945.24    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                    | USD/EUR FWD 20251024 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $11.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES         | USD/EUR FWD 20251024 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-4889.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | USD/EUR FWD 20251121 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-5684.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | USD/EUR FWD 20251121 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $7924.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                         | USD/EUR FWD 20251121 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-169379.61   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | USD/EUR FWD 20260123 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $91420.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | USD/EUR FWD 20260123 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $154701.39    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                   | USD/EUR FWD 20260123 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $1521749.14   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC       | USD/EUR FWD 20260123 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |            1 | NC      | $437258.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | USD/EUR FWD 20260123 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $6184133.34   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | USD/GBP FWD 20251121 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $37896.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                         | USD/GBP FWD 20251121 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |            1 | NC      | $41283.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC          | USD/GBP FWD 20251121 MSLNGB2X                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |            1 | NC      | $2811386.25   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC           | USD/GBP FWD 20251121 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-17688.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)  | USD/HUF FWD 20251017 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |            1 | NC      | $88799.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | USD/HUF FWD 20251017 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $331573.91    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                    | USD/HUF FWD 20251017 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $204998.12    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC       | USD/HUF FWD 20251017 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |            1 | NC      | $27133.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | USD/IDR FWD 20251010 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $44441.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                         | USD/IDR FWD 20251010 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-47363.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                    | USD/IDR FWD 20251010 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $4038937.58   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC           | USD/IDR FWD 20251010 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |            1 | NC      | $376480.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES         | USD/IDR FWD 20251010 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-33342.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | USD/IDR FWD 20251010 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $560048.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP           | USD/INR FWD 20251010 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-690923.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | USD/INR FWD 20251010 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-76410.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | USD/INR FWD 20251010 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-11367.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | USD/INR FWD 20251010 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-33852.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES         | USD/INR FWD 20251010 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |            1 | NC      | $114471.44    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | USD/INR FWD 20251010 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $3735569.28   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | USD/INR FWD 20260109 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $48796.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP           | USD/JPY FWD 20251024 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $2783510.64   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | USD/JPY FWD 20251024 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-260425.59   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                      | USD/JPY FWD 20251024 SOGEFRPP                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-174211.73   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | USD/MXN FWD 20251017 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $1287285.23   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.          | USD/MXN FWD 20251017 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1362258.18  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | USD/MYR FWD 20251205 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $403489.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | USD/NGN FWD 20251002 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-46910.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | USD/NZD FWD 20251024 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $5387.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.          | USD/PEN FWD 20251010 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-478064.61   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | USD/PLN FWD 20251114 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-110091.78   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | USD/SEK FWD 20251128 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-2536509.17  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)  | USD/SGD FWD 20251212 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |            1 | NC      | $159869.85    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC          | USD/SGD FWD 20251212 MSLNGB2X                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |            1 | NC      | $63599.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)  | USD/TWD FWD 20251009 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-623338.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                    | USD/TWD FWD 20251009 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $7497904.62   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC           | USD/TWD FWD 20251009 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |            1 | NC      | $6038.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                  | UTAH ACQUISITION SUB INC                                                     | CUSIP: AL2804121<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |      5630000 | PA      | $6597144.39   | 0.09%             | 2028-11-22      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UZBEK INDUSTRIAL AND CON              | UZBEK INDUSTRIAL AND CONSTRUCTION BANK ATB                                   | CUSIP: YW3916635<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        |      2218000 | PA      | $2408020.98   | 0.03%             | 2029-07-24      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA               | VEOLIA ENVIRONNEMENT SA                                                      | CUSIP: BH3926186<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $2306703.00   | 0.03%             | 2027-04-02      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA               | VEOLIA ENVIRONNEMENT SA                                                      | CUSIP: AV9235723<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      5700000 | PA      | $6429487.58   | 0.09%             | 2030-01-07      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| VEON HOLDINGS BV                      | VEON MIDCO BV                                                                | CUSIP: YX4775913<br>LEI: 213800GOFSH7EPKBRE50 | Long             | DBT              | CORP              | NL        |      3880000 | PA      | $3637500.00   | 0.05%             | 2027-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VERISURE HOLDING AB 144A              | VERISURE HOLDING AB                                                          | CUSIP: BK4334524<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |      1600000 | PA      | $1876131.90   | 0.03%             | 2026-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERISURE HOLDING AB                   | VERISURE HOLDING AB                                                          | CUSIP: BZ3111714<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |      2880000 | PA      | $3459438.82   | 0.05%             | 2027-10-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                | VERIZON COMMUNICATIONS INC                                                   | CUSIP: 92343VFJ8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      5270000 | PA      | $5289783.83   | 0.07%             | 2033-05-18      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                | VERIZON COMMUNICATIONS INC                                                   | CUSIP: 92343VCT9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      4715000 | PA      | $5344832.04   | 0.07%             | 2031-12-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| VF CORP                               | VF CORP                                                                      | CUSIP: ZL2092415<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |      4239000 | PA      | $4986552.47   | 0.07%             | 2026-03-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                    | VIETNAM CDS 06/20/2026 GSIL                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |            1 | NC      | $120169.51    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN 144A                 | VMED O2 UK FINANCING I PLC                                                   | CUSIP: BQ1812974<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      5145000 | PA      | $6314053.33   | 0.09%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                      | VMED O2 UK FINANCING I PLC                                                   | CUSIP: BQ1812982<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      5630000 | PA      | $6909255.64   | 0.10%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                  | VOLKSWAGEN BANK GMBH                                                         | CUSIP: ZK3696398<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |      2400000 | PA      | $2917213.69   | 0.04%             | 2028-05-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                  | VOLKSWAGEN BANK GMBH                                                         | CUSIP: ZK3696463<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |      5900000 | PA      | $7288478.92   | 0.10%             | 2031-05-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FIN SERV AG                | VOLKSWAGEN FINANCIAL SERVICES AG                                             | CUSIP: BQ8993702<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |     10300000 | PA      | $10749456.22  | 0.15%             | 2030-02-12      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                | VOLKSWAGEN INTERNATIONAL FINANCE NV                                          | CUSIP: AM9628026<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      1300000 | PA      | $1508300.86   | 0.02%             | 2027-03-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN LEASING GMBH               | VOLKSWAGEN LEASING GMBH                                                      | CUSIP: AZ1285495<br>LEI: 5299004GLEUX88BSNB74 | Long             | DBT              | CORP              | DE        |      5135000 | PA      | $5988655.58   | 0.08%             | 2026-06-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VW CREDIT INC 4/2 144A CP             | VW CREDIT INC                                                                | CUSIP: 91842JY60<br>LEI: 549300UUPJ2NXDB68M19 | Long             | DBT              | CORP              | US        |      7200000 | PA      | $7168180.32   | 0.10%             | 2025-11-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV               | VZ SECURED FINANCING BV                                                      | CUSIP: BT3367799<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |      3900000 | PA      | $4326045.52   | 0.06%             | 2032-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                 | WELLS FARGO & CO                                                             | CUSIP: QZ0190533<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      2660000 | PA      | $3064448.49   | 0.04%             | 2027-02-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CHEMICAL CORP                | WESTLAKE CORP                                                                | CUSIP: AZ5984929<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |      9435000 | PA      | $10512448.04  | 0.14%             | 2029-07-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| WPP LLC 4/2 144A CP                   | WPP CP LLC                                                                   | CUSIP: 92939AXM7<br>LEI: 549300QW2DOKKBOQBP57 | Long             | DBT              | CORP              | US        |      6660000 | PA      | $6643308.04   | 0.09%             | 2025-10-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WPP LLC 4/2 144A CP                   | WPP CP LLC                                                                   | CUSIP: 92939AXL9<br>LEI: 549300QW2DOKKBOQBP57 | Long             | DBT              | CORP              | US        |     11530000 | PA      | $11502495.19  | 0.16%             | 2025-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)  | ZAR/USD FWD 20251017 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | ZA        |            1 | NC      | $-2766896.14  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| ZHONGSHENG GROUP                      | ZHONGSHENG GROUP HOLDINGS LTD                                                | CUSIP: YW5935302<br>LEI: 3003005VYMEBAJNJ2Y26 | Long             | DBT              | CORP              | KY        |      2944000 | PA      | $2980773.33   | 0.04%             | 2028-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: —       |
| ZIGGO BV                              | ZIGGO BV                                                                     | CUSIP: ZQ1506224<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |      2720000 | PA      | $3029881.17   | 0.04%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President