# EDGAR Filing Document

**Accession Number:** 0000313212
**File Stem:** 0001099263-26-002511
**Filing Date:** 2026-2
**Character Count:** 232982
**Document Hash:** c9a49a528c50bd1282db4a1b94608c65
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-002511.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001099263-26-002511

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**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:** 26686442

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21231

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $900170814.88

**Total Liabilities:** $16268908.35

**Net Assets:** $883901906.53

**Cash Not Reported:** $13658948.24

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -407.770046 | **1-Year:** -11476.897235 | **5-Year:** -47463.350671 | **10-Year:** -17540.486829 | **30-Year:** -2011.517651

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

- **3-Month:** -286.302169 | **1-Year:** -2655.468599 | **5-Year:** -7150.537780 | **10-Year:** -2486.034629 | **30-Year:** -71.496082

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000004007 | -0.95%               | -0.03%               | 0.87%                |
| Class ID C000004008 | -1.01%               | -0.21%               | 0.99%                |
| Class ID C000159126 | -0.93%               | -0.02%               | 0.88%                |
| Class ID C000219335 | -0.89%               | 0.02%                | 0.93%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $181624.45               | $-8582700.65                               |
| Month 2  | $1347042.61              | $-1161100.40                               |
| Month 3  | $-22344.18               | $4218053.25                                |

**Designated Index Information**

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

- **Index Identifier:** LG38TRUU

### Schedule of Portfolio Investments

| Name                                  | Title                                                                        | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |      Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABBVIE INC                            | ABBVIE INC                                                                   | CUSIP: 00287YBB4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       410000 | PA      | $474755.01    | 0.05%             | 2028-11-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                            | ABBVIE INC                                                                   | CUSIP: 00287YDP1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       995000 | PA      | $1168481.62   | 0.13%             | 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        |      1300000 | PA      | $1394213.98   | 0.16%             | 2031-01-18      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| AEGIS LUX 144A                        | AEGIS LUX 1A SARL                                                            | CUSIP: YJ4150837<br>LEI: 529900WB6L9XYCR8YT98 | Long             | DBT              | CORP              | LU        |       110000 | PA      | $130887.90    | 0.01%             | 2031-10-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                          | AES ANDES SA                                                                 | CUSIP: YQ3058100<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |       330000 | PA      | $343419.26    | 0.04%             | 2032-03-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                         | AIB GROUP PLC                                                                | CUSIP: YQ3908478<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |       680000 | PA      | $809424.70    | 0.09%             | 2033-03-20      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                         | AIB GROUP PLC                                                                | CUSIP: YX0681750<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |       307000 | PA      | $374737.59    | 0.04%             | 2035-05-20      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| ALBANIA                               | ALBANIA GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: ZK8858837<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |       330000 | PA      | $411224.95    | 0.05%             | 2028-06-09      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ALBANIA 144A                          | ALBANIA GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: ZK8858829<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |      2640000 | PA      | $3289799.63   | 0.37%             | 2028-06-09      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL                | ALBION FINANCING 1 SARL / AGGREKO HOLDINGS INC                               | CUSIP: YO4261625<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       698000 | PA      | $845296.02    | 0.10%             | 2030-05-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ALDAR PROPERTIES PJSC                 | ALDAR PROPERTIES PJSC                                                        | CUSIP: YS4097384<br>LEI: 98450048CD8AEF13B480 | Long             | DBT              | CORP              | AE        |      1100000 | PA      | $1151822.17   | 0.13%             | 2055-04-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                      | ALLIED UNIVERSAL HOLDCO LLC/ALLIED UNIVERSAL FINANCE CORP/ATLAS LUXCO 4 SARL | CUSIP: BP3255414<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       510000 | PA      | $592884.27    | 0.07%             | 2028-06-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                          | ALPHABET INC                                                                 | CUSIP: 02079KBD8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      1545000 | PA      | $1772507.43   | 0.20%             | 2034-11-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                          | ALPHABET INC                                                                 | CUSIP: YJ9415896<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      1815000 | PA      | $2079167.31   | 0.24%             | 2044-11-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA 144A                 | ALTICE FRANCE SA                                                             | CUSIP: YK2667375<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |       142468 | PA      | $166222.10    | 0.02%             | 2029-11-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV               | AMERICA MOVIL SAB DE CV                                                      | CUSIP: EI2982383<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |      1070000 | PA      | $1507290.94   | 0.17%             | 2030-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                | AMERICAN HONDA FINANCE CORP                                                  | CUSIP: BM6819999<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |       796000 | PA      | $1043463.77   | 0.12%             | 2026-11-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                | ANGLO AMERICAN CAPITAL PLC                                                   | CUSIP: AX5433773<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |       850000 | PA      | $1111050.95   | 0.13%             | 2029-03-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/              | ANHEUSER-BUSCH INBEV SA/NV                                                   | CUSIP: AX8902105<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |       300000 | PA      | $328804.57    | 0.04%             | 2031-03-28      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| APT PIPELINES LTD                     | APA INFRASTRUCTURE LTD                                                       | CUSIP: EK8055387<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |       410000 | PA      | $478679.81    | 0.05%             | 2027-03-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| APT PIPELINES LTD                     | APA INFRASTRUCTURE LTD                                                       | CUSIP: BJ0850237<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |       700000 | PA      | $782106.58    | 0.09%             | 2030-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                | APA INFRASTRUCTURE LTD                                                       | CUSIP: EK8055262<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |       940000 | PA      | $1208307.58   | 0.14%             | 2030-03-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV              | ASIAN INFRASTRUCTURE INVESTMENT BANK/THE                                     | CUSIP: ZD2723355<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | N/A       |     60000000 | PA      | $672395.96    | 0.08%             | 2029-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC               | ASTRAZENECA FINANCE LLC                                                      | CUSIP: YW7306486<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |       700000 | PA      | $829804.48    | 0.09%             | 2030-08-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                 | ATHENE GLOBAL FUNDING                                                        | CUSIP: BT3337438<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      1045000 | PA      | $1206634.63   | 0.14%             | 2027-01-08      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | AUD/USD FWD 20260123 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | AU        |            1 | NC      | $13351.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                   | AUD/USD FWD 20260123 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | AU        |            1 | NC      | $-11782.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| XMH6 AUST 10Y BOND FUT MAR26          | AUST 10Y BOND FUT MAR26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |           65 | NC      | $18993.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| YMH6 AUST 3YR BOND FUT MAR26          | AUST 3YR BOND FUT MAR26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |           53 | NC      | $8559.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIA                             | AUSTRALIA GOVERNMENT BOND                                                    | CUSIP: EJ9437272<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     14674000 | PA      | $9774173.73   | 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        |       375000 | PA      | $452464.20    | 0.05%             | 2028-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA               | AUTOSTRADE PER L'ITALIA SPA                                                  | CUSIP: BN4840177<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |      1067000 | PA      | $1197804.55   | 0.14%             | 2030-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L ITALIA               | AUTOSTRADE PER L'ITALIA SPA                                                  | CUSIP: BT5739391<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |       425000 | PA      | $489177.24    | 0.06%             | 2028-01-25      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| AVINOR AS                             | AVINOR AS                                                                    | CUSIP: ZO6396162<br>LEI: 5967007LIEEXZX8ZW078 | Long             | DBT              | CORP              | NO        |      1185000 | PA      | $1253130.79   | 0.14%             | 2030-10-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AXIAN TELE HOLD 144A                  | AXIAN TELECOM HOLDING & MANAGEMENT PLC                                       | CUSIP: 05465QAA7<br>LEI: 984500B7DCD97EB04857 | Long             | DBT              | CORP              | AE        |       790000 | PA      | $799854.03    | 0.09%             | 2030-07-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG              | BANCO BILBAO VIZCAYA ARGENTARIA SA                                           | CUSIP: ZK9151877<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |       400000 | PA      | $498960.37    | 0.06%             | 2033-09-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG              | BANCO BILBAO VIZCAYA ARGENTARIA SA                                           | CUSIP: YV3202772<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |       900000 | PA      | $1086695.04   | 0.12%             | 2036-08-29      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| BANCO COMERC PORTUGUES                | BANCO COMERCIAL PORTUGUES SA                                                 | CUSIP: BR6434368<br>LEI: JU1U6S0DG9YLT7N8ZV32 | Long             | DBT              | CORP              | PT        |       600000 | PA      | $697934.96    | 0.08%             | 2028-04-07      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                  | BANCO DE SABADELL SA                                                         | CUSIP: BS3554588<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |       400000 | PA      | $475232.73    | 0.05%             | N/A             | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                  | BANCO DE SABADELL SA                                                         | CUSIP: BP9815211<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      1100000 | PA      | $1261673.09   | 0.14%             | 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        |       900000 | PA      | $855887.29    | 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        |       410000 | PA      | $476398.90    | 0.05%             | 2028-04-25      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                | BANQUE FEDERATIVE DU CREDIT MUTUEL SA                                        | CUSIP: ZM2632598<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      1600000 | PA      | $2012629.07   | 0.23%             | 2033-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                | BANQUE FEDERATIVE DU CREDIT MUTUEL SA                                        | CUSIP: AN6296759<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $577884.98    | 0.07%             | 2027-05-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BANQUE STELLANTIS FRANCE              | BANQUE STELLANTIS FRANCE SACA                                                | CUSIP: ZJ7883276<br>LEI: 969500JK1O192KI3E882 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $476257.15    | 0.05%             | 2027-01-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                          | BARCLAYS PLC                                                                 | CUSIP: BQ8368673<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       820000 | PA      | $908139.81    | 0.10%             | 2029-08-09      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                          | BARCLAYS PLC                                                                 | CUSIP: ZM2318578<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       790000 | PA      | $1126584.73   | 0.13%             | 2031-01-31      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                          | BARCLAYS PLC                                                                 | CUSIP: BT3324469<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       425000 | PA      | $490679.32    | 0.06%             | 2028-01-28      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                          | BARCLAYS PLC                                                                 | CUSIP: ZN5681905<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       460000 | PA      | $590845.22    | 0.07%             | 2034-01-29      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                | BBVA MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO BBVA MEXICO/TX | CUSIP: AQ7459029<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |      1025000 | PA      | $1005120.92   | 0.11%             | 2033-01-18      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                 | BECTON DICKINSON & CO                                                        | CUSIP: ZF8249137<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |       583000 | PA      | $694588.25    | 0.08%             | 2031-02-08      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON EURO                 | BECTON DICKINSON EURO FINANCE SARL                                           | CUSIP: BN9906858<br>LEI: 549300W40NLZ25XUTH09 | Long             | DBT              | CORP              | LU        |       408000 | PA      | $372964.89    | 0.04%             | 2036-02-12      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                 | BELRON UK FINANCE PLC                                                        | CUSIP: YU1826921<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |       699000 | PA      | $844780.05    | 0.10%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                   | BENIN GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: BQ5680211<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |       781000 | PA      | $853498.38    | 0.10%             | 2035-01-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BIMBO BAKERIES USA INC 144A           | BIMBO BAKERIES USA INC                                                       | CUSIP: 09031WAC7<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |       770000 | PA      | $805105.18    | 0.09%             | 2029-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| BLACKSTONE PP EUR HOLD                | BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL                            | CUSIP: ZR4791987<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |      1700000 | PA      | $1911029.07   | 0.22%             | 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        |       750000 | PA      | $815355.20    | 0.09%             | 2030-04-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                           | BNP PARIBAS SA                                                               | CUSIP: ZM1980592<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $604271.28    | 0.07%             | 2031-01-10      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                           | BNP PARIBAS SA                                                               | CUSIP: AW7468688<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1174158.26   | 0.13%             | 2027-01-23      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS 144A            | BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS                               | CUSIP: ZH7377901<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   4575000000 | PA      | $5243657.75   | 0.59%             | 2034-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BPCE SA                               | BPCE SA                                                                      | CUSIP: BN3350699<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1115728.93   | 0.13%             | 2031-01-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BRAMBLES FINANCE PLC                  | BRAMBLES FINANCE PLC                                                         | CUSIP: ZL5103201<br>LEI: 213800MBRRUVQIONAN53 | Long             | DBT              | CORP              | GB        |      1430000 | PA      | $1762214.49   | 0.20%             | 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        |     35118000 | PA      | $5648854.71   | 0.64%             | 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        |     22706000 | PA      | $3408771.11   | 0.39%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BULGARIA                              | BULGARIA GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: ZO4964201<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |       277000 | PA      | $290805.48    | 0.03%             | 2030-09-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BULGARIA                              | BULGARIA GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: YM3910432<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      3200000 | PA      | $3697427.42   | 0.42%             | 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        |      3525000 | PA      | $4169319.48   | 0.47%             | 2034-05-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | CAD/USD FWD 20260126 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | CA        |            1 | NC      | $37114.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE    | CAD/USD FWD 20260126 CIBCCATT                                                | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-15662.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | CAD/USD FWD 20260126 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | CA        |            1 | NC      | $126752.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                    | CAD/USD FWD 20260126 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | CA        |            1 | NC      | $105103.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC           | CAD/USD FWD 20260126 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | CA        |            1 | NC      | $8408.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAIXABANK SA                          | CAIXABANK SA                                                                 | CUSIP: ZN4073278<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |       400000 | PA      | $496563.76    | 0.06%             | 2033-02-23      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                          | CAIXABANK SA                                                                 | CUSIP: BY7751344<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |       600000 | PA      | $727022.74    | 0.08%             | 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        |       470000 | PA      | $562216.33    | 0.06%             | 2032-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CNH6 CAN 10YR BOND FUT MAR26          | CAN 10YR BOND FUT MAR26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |         -129 | NC      | $145485.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADA                                | CANADIAN GOVERNMENT BOND                                                     | CUSIP: 135087Q98<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     18027000 | PA      | $13617476.52  | 1.54%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANADA                                | CANADIAN GOVERNMENT BOND                                                     | CUSIP: 135087D35<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      3200000 | PA      | $1958966.13   | 0.22%             | 2048-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                   | CANADIAN GOVERNMENT BOND                                                     | CUSIP: 135087S70<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      1918000 | PA      | $1309144.16   | 0.15%             | 2057-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADA INFL INDX                      | CANADIAN GOVERNMENT REAL RETURN BOND                                         | CUSIP: 135087WV2<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     19539954 | PA      | $16470930.14  | 1.86%             | 2031-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO              | CAPITAL ONE FINANCIAL CORP                                                   | CUSIP: 14040HCC7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      2100000 | PA      | $2340316.14   | 0.26%             | 2029-06-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CELLNEX TELECOM SA                    | CELLNEX TELECOM SA                                                           | CUSIP: ZO9508185<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |      2900000 | PA      | $3174249.39   | 0.36%             | 2030-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CESKA SPORITELNA AS                   | CESKA SPORITELNA AS                                                          | CUSIP: YX9830838<br>LEI: 9KOGW2C2FCIOJQ7FF485 | Long             | DBT              | CORP              | CZ        |       500000 | PA      | $613179.71    | 0.07%             | 2031-07-03      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP           | CHF/USD FWD 20260123 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | CH        |            1 | NC      | $-26135.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | CHF/USD FWD 20260123 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | CH        |            1 | NC      | $-12173.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHILE                                 | CHILE GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: ZJ3624492<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      1100000 | PA      | $1334220.09   | 0.15%             | 2034-07-05      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                 | CHINA GOVERNMENT BOND                                                        | CUSIP: YL3550065<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     48700000 | PA      | $6794946.54   | 0.77%             | 2055-08-25      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CHINA                                 | CHINA GOVERNMENT BOND                                                        | CUSIP: YL9297455<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     66800000 | PA      | $9591045.15   | 1.09%             | 2032-09-15      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| CHINA                                 | CHINA GOVERNMENT BOND                                                        | CUSIP: BR8945304<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     13700000 | PA      | $2407076.53   | 0.27%             | 2051-10-18      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                 | CHINA GOVERNMENT BOND                                                        | CUSIP: YL3550685<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     51380000 | PA      | $7340925.61   | 0.83%             | 2035-08-25      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                 | CHINA GOVERNMENT BOND                                                        | CUSIP: YW4797141<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     30280000 | PA      | $4448796.07   | 0.50%             | 2054-07-25      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| CHINA                                 | CHINA GOVERNMENT BOND                                                        | CUSIP: YX6039409<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      3900000 | PA      | $579944.50    | 0.07%             | 2074-06-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| CHINA                                 | CHINA GOVERNMENT BOND                                                        | CUSIP: AZ1695297<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      8300000 | PA      | $1695885.35   | 0.19%             | 2069-06-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHORUS LTD                            | CHORUS LTD                                                                   | CUSIP: BY6622025<br>LEI: R7NJHU48LTCIOB9BVU57 | Long             | DBT              | CORP              | NZ        |       790000 | PA      | $945830.25    | 0.11%             | 2029-09-07      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTER                   | CIRSA FINANCE INTERNATIONAL SARL                                             | CUSIP: YJ0765232<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |       780000 | PA      | $939658.63    | 0.11%             | 2031-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTER 144A              | CIRSA FINANCE INTERNATIONAL SARL                                             | CUSIP: YJ0765216<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $120469.06    | 0.01%             | 2031-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                         | CITIGROUP INC                                                                | CUSIP: YM4305897<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      1198000 | PA      | $1419984.16   | 0.16%             | 2036-07-23      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION SECURITIES           | CLP/USD FWD 20260206 TDOMCATT                                                | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | CL        |            1 | NC      | $173238.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.          | CLP/USD FWD 20260206 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | CL        |            1 | NC      | $-58362.24    | -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      | $-4074.34     | -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      | $-14922.71    | -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      | $-214508.22   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | CNH/USD FWD 20260313 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | CN        |            1 | NC      | $1215509.25   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                   | CNH/USD FWD 20260313 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | CN        |            1 | NC      | $3885.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLGIX 2022-1CAN A2 144A               | COLOGIX CANADIAN ISSUER LP                                                   | CUSIP: 19521DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |      1690000 | PA      | $1221262.18   | 0.14%             | 2052-01-25      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| COLOMBIA                              | COLOMBIAN TES                                                                | CUSIP: EJ5096460<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   9493400000 | PA      | $2198051.68   | 0.25%             | 2028-04-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIA BROWN                        | COLOMBIAN TES                                                                | CUSIP: BQ2333632<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   3410000000 | PA      | $703626.33    | 0.08%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIA                              | COLOMBIAN TES                                                                | CUSIP: ZM3975335<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  17869000000 | PA      | $4794763.15   | 0.54%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                  | COLOMBIAN TES                                                                | CUSIP: YM8536158<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   8400000000 | PA      | $2071155.29   | 0.23%             | 2035-01-24      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| COLOMBIA                              | COLOMBIAN TES                                                                | CUSIP: BN5058530<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  20281200000 | PA      | $3429873.19   | 0.39%             | 2036-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                          | COMCAST CORP                                                                 | CUSIP: 20030NDX6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1156529.39   | 0.13%             | 2026-09-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                          | COMCAST CORP                                                                 | CUSIP: ZP9018109<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       800000 | PA      | $805485.58    | 0.09%             | 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        |      3196992 | PA      | $2046074.94   | 0.23%             | 2043-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CORPORACION INMOBILIARIA 144A         | CORP INMOBILIARIA VESTA SAB DE CV                                            | CUSIP: 21989DAB8<br>LEI: 4469000001BIRIFZJ959 | Long             | DBT              | CORP              | MX        |       635000 | PA      | $643332.80    | 0.07%             | 2033-01-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COSTA RICA 144A                       | COSTA RICA GOVERNMENT INTERNATIONAL BOND                                     | CUSIP: DA7025806<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      1750000 | PA      | $2108803.03   | 0.24%             | 2030-11-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ASSRNCES              | CREDIT AGRICOLE ASSURANCES SA                                                | CUSIP: AQ8047468<br>LEI: 969500K2MUPSI57XK083 | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1163450.59   | 0.13%             | 2048-01-29      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                   | CRH SMW FINANCE DAC                                                          | CUSIP: ZJ5836185<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |       700000 | PA      | $853659.59    | 0.10%             | 2031-07-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CYPRUS                                | CYPRUS GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: BT4945783<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |      1683000 | PA      | $1771093.62   | 0.20%             | 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        |     72510000 | PA      | $3635082.40   | 0.41%             | 2034-04-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                        | CZECH REPUBLIC GOVERNMENT BOND                                               | CUSIP: BH2499433<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    377220000 | PA      | $12090383.54  | 1.37%             | 2040-04-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                        | CZECH REPUBLIC GOVERNMENT BOND                                               | CUSIP: BU6855664<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    202990000 | PA      | $9133231.11   | 1.03%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CZECHOSLOVAK GROUP 144A               | CZECHOSLOVAK GROUP AS                                                        | CUSIP: YN6473220<br>LEI: 315700SWFD7G70AVG768 | Long             | DBT              | CORP              | CZ        |       370000 | PA      | $381246.70    | 0.04%             | 2031-01-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC       | CZK/USD FWD 20260116 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | CZ        |            1 | NC      | $-238098.34   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | CZK/USD FWD 20260116 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | CZ        |            1 | NC      | $-8469.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK INTL                    | DAIMLER TRUCK INTERNATIONAL FINANCE BV                                       | CUSIP: BV5718945<br>LEI: 724500G15MVL6UCWXF95 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $465416.58    | 0.05%             | 2027-04-06      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| DANA FINANCING LUX SARL 144A          | DANA FINANCING LUXEMBOURG SARL                                               | CUSIP: ZK4725667<br>LEI: 222100DKCE3D036DQU13 | Long             | DBT              | CORP              | LU        |       464000 | PA      | $583596.81    | 0.07%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                       | DANSKE BANK A/S                                                              | CUSIP: ZH9043782<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |       380000 | PA      | $461190.80    | 0.05%             | 2028-11-09      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                       | DANSKE BANK A/S                                                              | CUSIP: BU4373462<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |       500000 | PA      | $586812.70    | 0.07%             | 2027-02-17      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                       | DANSKE BANK A/S                                                              | CUSIP: BP8975669<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |       560000 | PA      | $626648.94    | 0.07%             | 2029-06-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| GERMANY INFL INDX                     | DEUTSCHE BUNDESREPUBLIK INFLATION LINKED BOND                                | CUSIP: EK1581793<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     14559250 | PA      | $16911229.57  | 1.91%             | 2030-04-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | DKK/USD FWD 20260116 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | DK        |            1 | NC      | $3149.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                         | DKK/USD FWD 20260116 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | DK        |            1 | NC      | $34686.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                      | DP WORLD LTD/UNITED ARAB EMIRATES                                            | CUSIP: YS1306242<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |      2100000 | PA      | $2148321.64   | 0.24%             | 2029-12-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DS SMITH PLC                          | DS SMITH PLC                                                                 | CUSIP: ZJ8795719<br>LEI: 39RSBE4RCI4M15BLWH36 | Long             | DBT              | CORP              | GB        |       401000 | PA      | $493685.55    | 0.06%             | 2030-07-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DSV FINANCE BV                        | DSV FINANCE BV                                                               | CUSIP: YU7464842<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |       700000 | PA      | $828693.04    | 0.09%             | 2030-11-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                  | E.ON INTERNATIONAL FINANCE BV                                                | CUSIP: EC5568042<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |      1865000 | PA      | $2686115.38   | 0.30%             | 2030-06-03      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EDP SERVICIOS SAU                     | EDP SERVICIOS FINANCIEROS ESPANA SA                                          | CUSIP: ZH1579890<br>LEI: 5299003GHAFB78O1NU77 | Long             | DBT              | CORP              | ES        |      1610000 | PA      | $1995538.11   | 0.23%             | 2032-04-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)  | EGP/USD FWD 20260211 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | EG        |            1 | NC      | $1556.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | EGP/USD FWD 20260211 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | EG        |            1 | NC      | $50313.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EGYPT                                 | EGYPT GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: ZS0534033<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      2310000 | PA      | $2793670.36   | 0.32%             | 2031-04-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EGYPT T BILL                          | EGYPT TREASURY BILLS                                                         | CUSIP: YQ3569791<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     67600000 | PA      | $1349575.58   | 0.15%             | 2026-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EGYPT T BILL                          | EGYPT TREASURY BILLS                                                         | CUSIP: YK0420884<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     74800000 | PA      | $1336247.85   | 0.15%             | 2026-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                   | EGYPT TREASURY BILLS                                                         | CUSIP: YN5446565<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     71600000 | PA      | $1342583.60   | 0.15%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA              | ELECTRICITE DE FRANCE SA                                                     | CUSIP: EH8406124<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      1200000 | PA      | $1681372.86   | 0.19%             | 2034-06-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA                | ENGIE ENERGIA CHILE SA                                                       | CUSIP: ZB3580162<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |       460000 | PA      | $491371.79    | 0.06%             | 2034-04-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                              | ENGIE SA                                                                     | CUSIP: ZI6606001<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       700000 | PA      | $848755.88    | 0.10%             | 2031-01-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C              | EQUINIX EUROPE 2 FINANCING CORP LLC                                          | CUSIP: YV4275165<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |      1245000 | PA      | $1440257.76   | 0.16%             | 2033-09-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ESTONIA                               | ESTONIA GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: ZF2399987<br>LEI: 254900EIG0O7C6C9R437 | Long             | DBT              | NUSS              | EE        |      5288000 | PA      | $6168170.32   | 0.70%             | 2034-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)  | EUR/USD FWD 20260220 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |            1 | NC      | $1536.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP           | EUR/USD FWD 20260220 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $5075.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | EUR/USD FWD 20260220 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $102348.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | EUR/USD FWD 20260220 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $89503.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                         | EUR/USD FWD 20260220 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |            1 | NC      | $83823.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                   | EUR/USD FWD 20260220 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-2725.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC          | EUR/USD FWD 20260220 MSLNGB2X                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |            1 | NC      | $198035.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC           | EUR/USD FWD 20260220 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-15621.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                      | EUR/USD FWD 20260220 SOGEFRPP                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | US        |            1 | NC      | $16880.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO DOMINION SECURITIES           | EUR/USD FWD 20260220 TDOMCATT                                                | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | US        |            1 | NC      | $108584.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OEH6 EURO-BOBL FUTURE  MAR26          | EURO-BOBL FUTURE  MAR26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         -495 | NC      | $139326.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OEH6 EURO-BOBL FUTURE  MAR26          | EURO-BOBL FUTURE  MAR26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          -70 | NC      | $19702.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IKH6 EURO-BTP FUTURE   MAR26          | EURO-BTP FUTURE   MAR26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |           47 | NC      | $-15532.87    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| RXH6 EURO-BUND FUTURE  MAR26          | EURO-BUND FUTURE  MAR26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          -84 | NC      | $30415.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RXH6 EURO-BUND FUTURE  MAR26          | EURO-BUND FUTURE  MAR26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          -69 | NC      | $24984.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBH6 EURO-BUXL 30Y BND MAR26          | EURO-BUXL 30Y BND MAR26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          103 | NC      | $-47835.38    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| OATH6 EURO-OAT FUTURE   MAR26         | EURO-OAT FUTURE   MAR26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |           -6 | NC      | $3599.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DUH6 EURO-SCHATZ FUT   MAR26          | EURO-SCHATZ FUT   MAR26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |           89 | NC      | $-13201.41    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUROBANK SA                           | EUROBANK SA                                                                  | CUSIP: YT7856818<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |      1450000 | PA      | $1709096.43   | 0.19%             | 2030-03-12      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| FIBRA PROLOGIS 144A                   | FIBRA PROLOGIS                                                               | CUSIP: 31575KAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |       350000 | PA      | $351697.29    | 0.04%             | 2035-11-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| FISERV INC                            | FISERV INC                                                                   | CUSIP: ZK6853038<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      1760000 | PA      | $2136518.13   | 0.24%             | 2031-05-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                            | FISERV INC                                                                   | CUSIP: AZ1871195<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       100000 | PA      | $108281.63    | 0.01%             | 2030-07-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| FISERV INC                            | FISERV INC                                                                   | CUSIP: AZ1871211<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1209416.32   | 0.14%             | 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        |      1450000 | PA      | $1786521.36   | 0.20%             | 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        |       375000 | PA      | $453611.68    | 0.05%             | 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        |      1430000 | PA      | $1434738.52   | 0.16%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| FRANCE 144A                           | FRENCH REPUBLIC GOVERNMENT BOND OAT                                          | CUSIP: ED8307479<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |       762000 | PA      | $832479.94    | 0.09%             | 2055-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FRANCE                                | FRENCH REPUBLIC GOVERNMENT BOND OAT                                          | CUSIP: EK2432749<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      8406000 | PA      | $9796519.42   | 1.11%             | 2030-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FRANCE                                | FRENCH REPUBLIC GOVERNMENT BOND OAT                                          | CUSIP: JK7596303<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      7665000 | PA      | $7175197.06   | 0.81%             | 2036-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FRESENIUS SE & CO KGAA                | FRESENIUS SE & CO KGAA                                                       | CUSIP: BH4726650<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | DBT              | CORP              | DE        |       415000 | PA      | $480321.91    | 0.05%             | 2027-10-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                    | FS LUXEMBOURG SARL                                                           | CUSIP: YN3863779<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |       400000 | PA      | $413050.84    | 0.05%             | 2033-06-25      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE    | FXO USD CALL/CAD PUT 1.386 01/29/2026 CIBC                                   | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              | CORP              | US        |            1 | NC      | $20893.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | FXO USD PUT/INR CALL AT 89.5575 2/24/26 CITI                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $13771.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTL INC            | FXO USD PUT/JPY CALL 152.4 02/19/2026 NOMA                                   | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | N/A              | DFE              | CORP              | US        |            1 | NC      | $63359.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                   | FXO USD PUT/KRW CALL 1438 02/12/2026 MRMD                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $93030.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | GBP/USD FWD 20260220 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | GB        |            1 | NC      | $43968.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GC TREASURY CENTRE CO 144A            | GC TREASURY CENTER CO LTD                                                    | CUSIP: 36830AAB3<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |       370000 | PA      | $373896.38    | 0.04%             | N/A             | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTRE CO 144A            | GC TREASURY CENTER CO LTD                                                    | CUSIP: 36830AAD9<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |       290000 | PA      | $296351.95    | 0.03%             | N/A             | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| GELF BOND ISSUER I SA                 | GELF BOND ISSUER I SA                                                        | CUSIP: YT3433166<br>LEI: 213800L6LMHEP8TLAY43 | Long             | DBT              | CORP              | LU        |       700000 | PA      | $822061.16    | 0.09%             | 2031-11-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                | GENERAL MOTORS FINANCIAL CO INC                                              | CUSIP: BG1643058<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1172547.93   | 0.13%             | 2026-02-26      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | GOLDMAN SACHS GROUP INC/THE                                                  | CUSIP: BW0484871<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       545000 | PA      | $718949.35    | 0.08%             | 2029-10-29      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | GOLDMAN SACHS GROUP INC/THE                                                  | CUSIP: LW9531713<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      1204000 | PA      | $1409813.97   | 0.16%             | 2026-07-27      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN              | GRAPHIC PACKAGING INTERNATIONAL LLC                                          | CUSIP: BS3572465<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |       520000 | PA      | $591115.97    | 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      | $23791.20     | 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      | $23791.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GRUENENTHAL GMBH 144A                 | GRUENENTHAL GMBH                                                             | CUSIP: ZK2439873<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $122902.51    | 0.01%             | 2030-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GRUENENTHAL GMBH                      | GRUENENTHAL GMBH                                                             | CUSIP: ZK2439899<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |       600000 | PA      | $737415.06    | 0.08%             | 2030-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GRUENENTHAL GMBH 144A                 | GRUENENTHAL GMBH                                                             | CUSIP: YT5231840<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $118722.11    | 0.01%             | 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        |       900000 | PA      | $980447.97    | 0.11%             | 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        |       900000 | PA      | $978083.07    | 0.11%             | 2039-10-09      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                  | HEATHROW FUNDING LTD                                                         | CUSIP: ZO8191934<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      1390000 | PA      | $1752020.03   | 0.20%             | 2029-10-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                  | HEATHROW FUNDING LTD                                                         | CUSIP: AO1482782<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |       774000 | PA      | $824874.26    | 0.09%             | 2032-07-12      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HIGHLAND HOLDINGS SARL                | HIGHLAND HOLDINGS SARL                                                       | CUSIP: BS2119425<br>LEI: 549300WGY8GPJM4PQR36 | Long             | DBT              | CORP              | LU        |       765000 | PA      | $881015.06    | 0.10%             | 2026-12-15      | Fixed         | 0.32%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                     | HSBC HOLDINGS PLC                                                            | CUSIP: YX0681818<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       830000 | PA      | $994958.43    | 0.11%             | 2029-05-20      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| HTA GROUP LTD 144A                    | HTA GROUP LTD/MAURITIUS                                                      | CUSIP: 40435WAC4<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |      1275000 | PA      | $1321043.62   | 0.15%             | 2029-06-04      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | HUF/USD FWD 20260116 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | HU        |            1 | NC      | $30738.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                         | HUF/USD FWD 20260116 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | HU        |            1 | NC      | $-140487.89   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC          | HUF/USD FWD 20260116 MSLNGB2X                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | HU        |            1 | NC      | $22174.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | HUF/USD FWD 20260213 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | HU        |            1 | NC      | $-191261.70   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | HUF/USD FWD 20260213 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | HU        |            1 | NC      | $781.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY                               | HUNGARY GOVERNMENT BOND                                                      | CUSIP: BK0602569<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   2250000000 | PA      | $6013039.61   | 0.68%             | 2029-05-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY                               | HUNGARY GOVERNMENT BOND                                                      | CUSIP: EK8567308<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1579000000 | PA      | $4106337.11   | 0.46%             | 2031-10-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY                               | HUNGARY GOVERNMENT BOND                                                      | CUSIP: BT4396433<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    375330000 | PA      | $1035301.99   | 0.12%             | 2032-11-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY                               | HUNGARY GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: ZN3745520<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      1557000 | PA      | $1887238.21   | 0.21%             | 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      | $7617.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICELAND                               | ICELAND GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: ZD6871499<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |      1283000 | PA      | $1531016.65   | 0.17%             | 2034-03-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ICELAND                   | ICELAND GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: BN7922691<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |      2249000 | PA      | $2492228.64   | 0.28%             | 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      | $-55203.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | ICE_ITRX EUR SUBFIN CDSI S44 5Y 12/20/2030 DEUT                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | N/A       |            1 | NC      | $56193.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | ICE_ITRX XOVER CDSI S44 5Y 12/20/2030 CHAS                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | N/A       |            1 | NC      | $1662536.26   | 0.19%             |  |  |  | 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      | $53506.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | IDR/USD FWD 20260115 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | ID        |            1 | NC      | $-660.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | IDR/USD FWD 20260115 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | ID        |            1 | NC      | $-4799.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                         | IDR/USD FWD 20260115 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | ID        |            1 | NC      | $-4107.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                    | IDR/USD FWD 20260115 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | ID        |            1 | NC      | $-6415.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                   | IDR/USD FWD 20260115 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | ID        |            1 | NC      | $-2507.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES         | IDR/USD FWD 20260115 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | ID        |            1 | NC      | $-14013.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE    | ILS/USD FWD 20260115 CIBCCATT                                                | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              | CORP              | IL        |            1 | NC      | $44388.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOFIMA HOLDING S.P.A                  | IMA INDUSTRIA MACCHINE AUTOMATICHE SPA                                       | CUSIP: BM9457516<br>LEI: 815600D86992FDA7B908 | Long             | DBT              | CORP              | IT        |       500000 | PA      | $587097.91    | 0.07%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| IMCD NV                               | IMCD NV                                                                      | CUSIP: YV4272758<br>LEI: 724500NSJPNFJPDAUP02 | Long             | DBT              | CORP              | NL        |       700000 | PA      | $825552.29    | 0.09%             | 2030-04-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| INDIA                                 | INDIA GOVERNMENT BOND                                                        | CUSIP: BY4725150<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    119200000 | PA      | $1372772.32   | 0.16%             | 2032-08-22      | Fixed         | 7.26%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                 | INDIA GOVERNMENT BOND                                                        | CUSIP: YO0526393<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    163000000 | PA      | $1782450.99   | 0.20%             | 2035-05-05      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| INDONESIA                             | INDONESIA GOVERNMENT INTERNATIONAL BOND                                      | CUSIP: YM7647568<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       690000 | PA      | $454876.08    | 0.05%             | 2035-08-14      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                 | INDONESIA GOVERNMENT INTERNATIONAL BOND                                      | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      5590000 | PA      | $802738.10    | 0.09%             | 2035-10-31      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                 | INDONESIA GOVERNMENT INTERNATIONAL BOND                                      | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      5790000 | PA      | $831886.57    | 0.09%             | 2030-10-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA                             | INDONESIA GOVERNMENT INTERNATIONAL BOND                                      | CUSIP: YM7647550<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      1820000 | PA      | $1185533.57   | 0.13%             | 2030-08-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| INDONESIA                             | INDONESIA GOVERNMENT INTERNATIONAL BOND                                      | CUSIP: LW3626055<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      6942000 | PA      | $8362655.56   | 0.95%             | 2028-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA                             | INDONESIA TREASURY BOND                                                      | CUSIP: BQ3772713<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 134878000000 | PA      | $8300074.93   | 0.94%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA                             | INDONESIA TREASURY BOND                                                      | CUSIP: YW8260831<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  18616000000 | PA      | $1175391.75   | 0.13%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA                             | INDONESIA TREASURY BOND                                                      | CUSIP: YS3288018<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  36159000000 | PA      | $2328647.27   | 0.26%             | 2040-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                  | INDONESIA TREASURY BOND                                                      | CUSIP: BK8407029<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  50160000000 | PA      | $3015147.44   | 0.34%             | 2026-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA                             | INDONESIA TREASURY BOND                                                      | CUSIP: ZH8062890<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  14452000000 | PA      | $909536.84    | 0.10%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| INDONESIA                             | INDONESIA TREASURY BOND                                                      | CUSIP: BY4236745<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  20302000000 | PA      | $1253538.31   | 0.14%             | 2028-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INFRASTRUTTURE WIRELESS               | INFRASTRUTTURE WIRELESS ITALIANE SPA                                         | CUSIP: YK7914467<br>LEI: 81560066183FE361C071 | Long             | DBT              | CORP              | IT        |       722000 | PA      | $836586.68    | 0.09%             | 2032-10-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                          | ING GROEP NV                                                                 | CUSIP: BU3958651<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       700000 | PA      | $777990.75    | 0.09%             | 2031-02-16      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                          | ING GROEP NV                                                                 | CUSIP: BU3958644<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      1500000 | PA      | $1760562.83   | 0.20%             | 2027-02-16      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                          | ING GROEP NV                                                                 | CUSIP: BR5783591<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $452107.34    | 0.05%             | 2028-09-29      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | INR/USD FWD 20260109 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | IN        |            1 | NC      | $8550.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC          | INR/USD FWD 20260109 MSLNGB2X                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | IN        |            1 | NC      | $8796.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES         | INR/USD FWD 20260109 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | IN        |            1 | NC      | $15775.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | INR/USD FWD 20260109 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | IN        |            1 | NC      | $580.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | INR/USD FWD 20260410 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | IN        |            1 | NC      | $-1786.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK               | INTER-AMERICAN DEVELOPMENT BANK                                              | CUSIP: ZH0461629<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |     96000000 | PA      | $1090419.59   | 0.12%             | 2030-10-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| INTERCHILE SA                         | INTERCHILE SA                                                                | CUSIP: BQ6100474<br>LEI: 549300Y105FQQX6RCE16 | Long             | DBT              | CORP              | CL        |       500000 | PA      | $430869.70    | 0.05%             | 2056-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP               | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT                          | CUSIP: ZK0871929<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    119100000 | PA      | $1311782.85   | 0.15%             | 2030-04-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                   | INTESA SANPAOLO SPA                                                          | CUSIP: AZ3706928<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      1515000 | PA      | $1714195.77   | 0.19%             | 2029-07-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                              | IPD 3 BV                                                                     | CUSIP: YO0442815<br>LEI: 724500RBP2J59JMQB629 | Long             | DBT              | CORP              | NL        |       698000 | PA      | $830543.22    | 0.09%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IRISH TSY 1.5% 2050                   | IRELAND GOVERNMENT BOND                                                      | CUSIP: ZS5382107<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |       252000 | PA      | $194311.70    | 0.02%             | 2050-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| IRELAND                               | IRELAND GOVERNMENT BOND                                                      | CUSIP: EK7325393<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |       687000 | PA      | $637339.00    | 0.07%             | 2045-02-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ISRAEL                                | ISRAEL GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: AM0206418<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      3044000 | PA      | $3527728.56   | 0.40%             | 2027-01-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ITALY                                 | ITALY BUONI POLIENNALI DEL TESORO                                            | CUSIP: YR8122164<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      8037000 | PA      | $9528639.27   | 1.08%             | 2030-07-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES              | ITALY BUONI POLIENNALI DEL TESORO                                            | CUSIP: QZ7665156<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      3254000 | PA      | $2720855.10   | 0.31%             | 2067-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ITALY INFL INDX                       | ITALY BUONI POLIENNALI DEL TESORO                                            | CUSIP: AM7652176<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      6388113 | PA      | $7575637.58   | 0.86%             | 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        |       986000 | PA      | $1148892.30   | 0.13%             | 2054-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES              | ITALY BUONI POLIENNALI DEL TESORO                                            | CUSIP: ZL1063680<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       768000 | PA      | $925132.84    | 0.10%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ITELYUM REGENERATION SPA 144A         | ITELYUM REGENERATION SPA                                                     | CUSIP: YQ6752717<br>LEI: 815600051FBC23AA8A45 | Long             | DBT              | CORP              | IT        |       350000 | PA      | $411320.00    | 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      | $-2599.43     | -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      | $-2718.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IVORY COAST                           | IVORY COAST GOVERNMENT INTERNATIONAL BOND                                    | CUSIP: ZQ0748892<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |       915000 | PA      | $1084068.21   | 0.12%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                           | IVORY COAST GOVERNMENT INTERNATIONAL BOND                                    | CUSIP: BM7280613<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |       142000 | PA      | $161990.75    | 0.02%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                 | JAPAN GOVERNMENT TEN YEAR BOND                                               | CUSIP: YN9171771<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1030350000 | PA      | $6284159.45   | 0.71%             | 2035-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JAPAN                                 | JAPAN GOVERNMENT THIRTY YEAR BOND                                            | CUSIP: BZ6879135<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    398950000 | PA      | $1663582.60   | 0.19%             | 2052-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| JAPAN                                 | JAPAN GOVERNMENT THIRTY YEAR BOND                                            | CUSIP: YN9906580<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    732500000 | PA      | $4185098.83   | 0.47%             | 2055-06-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JAPAN                                 | JAPAN GOVERNMENT THIRTY YEAR BOND                                            | CUSIP: BV8018210<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1514150000 | PA      | $5693616.37   | 0.64%             | 2052-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JAPAN                                 | JAPAN GOVERNMENT THIRTY YEAR BOND                                            | CUSIP: BX7150259<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1095500000 | PA      | $4462969.95   | 0.50%             | 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        |    995700000 | PA      | $5275356.61   | 0.60%             | 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        |    494900000 | PA      | $2481939.84   | 0.28%             | 2054-06-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| JAPAN 28 INFL INDX                    | JAPANESE GOVERNMENT CPI LINKED BOND                                          | CUSIP: ZK7608597<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    311781900 | PA      | $1989142.75   | 0.23%             | 2033-03-10      | 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        |   1780921097 | PA      | $11156401.97  | 1.26%             | 2034-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN 30 INFL INDX                    | JAPANESE GOVERNMENT CPI LINKED BOND                                          | CUSIP: YO7824296<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    720938960 | PA      | $4506293.37   | 0.51%             | 2035-03-10      | 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        |    963011139 | PA      | $6339406.99   | 0.72%             | 2031-03-10      | 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        |    418912817 | PA      | $2693093.06   | 0.30%             | 2032-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JERROLD FINCO PLC 144A                | JERROLD FINCO PLC                                                            | CUSIP: YO7062657<br>LEI: 213800F7AYNHLL1BPR31 | Long             | DBT              | CORP              | GB        |       145000 | PA      | $198944.37    | 0.02%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                     | JORDAN GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: QJ6143706<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      1733000 | PA      | $1735664.58   | 0.20%             | 2026-01-29      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JORDAN                                | JORDAN GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: ZK0192318<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |       840000 | PA      | $884558.45    | 0.10%             | 2029-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMORGAN CHASE & CO                                                          | CUSIP: JK9071131<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      1300000 | PA      | $1518589.91   | 0.17%             | 2026-10-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMORGAN CHASE & CO                                                          | CUSIP: ZH9735940<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       650000 | PA      | $806323.81    | 0.09%             | 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        |       415000 | PA      | $481683.31    | 0.05%             | 2028-05-18      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| JBH6 JPN 10Y BOND(OSE) MAR26          | JPN 10Y BOND(OSE) MAR26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        |          -15 | NC      | $87094.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC          | JPY/USD FWD 20260123 MSLNGB2X                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-1798690.00  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | JPY/USD FWD 20260123 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-1009474.53  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| JSCB AGROBANK                         | JSCB AGROBANK                                                                | CUSIP: YU0186277<br>LEI: 254900JPMU0LFCP18673 | Long             | DBT              | CORP              | UZ        |       540000 | PA      | $582695.66    | 0.07%             | 2029-10-02      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| JSC KASPI.KZ                          | KASPI.KZ JSC                                                                 | CUSIP: YQ5182411<br>LEI: 2549003YU6FARG8OAZ13 | Long             | DBT              | CORP              | KZ        |       780000 | PA      | $799157.13    | 0.09%             | 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        |     12921000 | PA      | $13816021.24  | 1.56%             | 2031-06-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KLABIN AUSTRIA GMBH                   | KLABIN AUSTRIA GMBH                                                          | CUSIP: AX9046282<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |       660000 | PA      | $669995.80    | 0.08%             | 2029-04-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KNORR-BREMSE AG                       | KNORR-BREMSE AG                                                              | CUSIP: BY9998059<br>LEI: 5299001GRRO0Z25YZT52 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $474290.69    | 0.05%             | 2027-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KONA SPC LTD 144A                     | KONA SPC LTD                                                                 | CUSIP: DC2967016<br>LEI: 254900UKS4SVVOMZWX26 | Long             | DBT              | CORP              | KY        |      2000000 | PA      | $2362619.94   | 0.27%             | 2026-12-29      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| KONA SPC LTD 144A                     | KONA SPC LTD                                                                 | CUSIP: YL2902424<br>LEI: 254900UKS4SVVOMZWX26 | Long             | EP               | CORP              | KY        |      1400000 | NS      | $1661621.82   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| KAAH6 KOREA 10YR BND FU MAR26         | KOREA 10YR BND FU MAR26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | KR        |          426 | NC      | $123231.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KEH6 KOREA 3YR BND FUT MAR26          | KOREA 3YR BND FUT MAR26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | KR        |          170 | NC      | $23968.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KOREA                                 | KOREA INTERNATIONAL BOND                                                     | CUSIP: YN5410082<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |      1720000 | PA      | $2015130.32   | 0.23%             | 2028-07-03      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KFW                                   | KREDITANSTALT FUER WIEDERAUFBAU                                              | CUSIP: 500769BQ6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |       924000 | PA      | $698931.38    | 0.08%             | 2037-06-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | KRW/USD FWD 20260114 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | KR        |            1 | NC      | $-431469.66   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| THE BANK OF NEW YORK MELLON           | KRW/USD FWD 20260114 IRVTGB2X                                                | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | KR        |            1 | NC      | $8784.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LATVIA                                | LATVIA GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: ZG1467213<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |      2070000 | PA      | $2524260.03   | 0.29%             | 2029-05-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LATVIA                                | LATVIA GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: QZ7335404<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |      8433000 | PA      | $9778652.08   | 1.11%             | 2026-10-07      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                   | LCH - CNY IRS 10/23/30 REC FIX_C                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-1825.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH - CNY IRS 10/24/30 REC FIX_C                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-178.57      | -0.00%            |  |  |  | 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      | $84786.05     | 0.01%             |  |  |  | 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      | $-26196.69    | -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      | $10601.50     | 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      | $404787.02    | 0.05%             |  |  |  | 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      | $199302.79    | 0.02%             |  |  |  | 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      | $139090.45    | 0.02%             |  |  |  | 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      | $125428.38    | 0.01%             |  |  |  | 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      | $-707065.64   | -0.08%            |  |  |  | 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      | $-499755.46   | -0.06%            |  |  |  | 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      | $-33305.46    | -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      | $-55725.67    | -0.01%            |  |  |  | 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      | $93406.08     | 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      | $84744.65     | 0.01%             |  |  |  | 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      | $-223211.08   | -0.03%            |  |  |  | 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      | $-4776.95     | -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      | $-37407.42    | -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      | $-16796.12    | -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      | $88514.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH-JPY IRS 6/18/32 PAY FIX NOMA_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $152506.04    | 0.02%             |  |  |  | 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      | $88256.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH-PLN IRS 12/17/32 PAY FIX BARC_C                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-66479.17    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH-PLN IRS 6/11/30 PAY FIX GSIL_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-57279.20    | -0.01%            |  |  |  | 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      | $-183843.17   | -0.02%            |  |  |  | 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      | $-72029.05    | -0.01%            |  |  |  | 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      | $-70389.81    | -0.01%            |  |  |  | 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      | $-185144.76   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LITHUANIA                             | LITHUANIA GOVERNMENT INTERNATIONAL BOND                                      | CUSIP: ZK9039973<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      5040000 | PA      | $6120172.47   | 0.69%             | 2033-06-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LITHUANIA                             | LITHUANIA GOVERNMENT INTERNATIONAL BOND                                      | CUSIP: ZF8314725<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      1565000 | PA      | $1847234.42   | 0.21%             | 2034-02-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                | LOGICOR FINANCING SARL                                                       | CUSIP: AV5251146<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |       950000 | PA      | $1126471.53   | 0.13%             | 2028-11-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                | LOGICOR FINANCING SARL                                                       | CUSIP: BN4542633<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |      1115000 | PA      | $1151532.58   | 0.13%             | 2031-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| G H6 LONG GILT FUTURE  MAR26          | LONG GILT FUTURE  MAR26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |           66 | NC      | $50996.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LORCA TELECOM BONDCO                  | LORCA TELECOM BONDCO SA                                                      | CUSIP: ZO5675947<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |       178723 | PA      | $210109.03    | 0.02%             | 2027-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOXAM SAS                             | LOXAM SAS                                                                    | CUSIP: ZK3486816<br>LEI: 969500BNA2YRNE1R5K91 | Long             | DBT              | CORP              | FR        |       645000 | PA      | $781059.60    | 0.09%             | 2028-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE LUXCO 3                 | LuxCo 3 Shares                                                               | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | EC               | CORP              | FR        |          956 | NS      | $17217.28     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| MAGYAR EXPORT-IMPORT BAN              | MAGYAR EXPORT-IMPORT BANK ZRT                                                | CUSIP: ZH9750469<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |       670000 | PA      | $844188.59    | 0.10%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA                              | MALAYSIA GOVERNMENT BOND                                                     | CUSIP: JK3819022<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     41106000 | PA      | $11293991.69  | 1.28%             | 2046-03-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| MALAYSIA                              | MALAYSIA GOVERNMENT BOND                                                     | CUSIP: BJ9810216<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      8407000 | PA      | $2102674.88   | 0.24%             | 2050-06-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS              | MEDTRONIC GLOBAL HOLDINGS SCA                                                | CUSIP: ZO6400725<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |       554000 | PA      | $611350.80    | 0.07%             | 2028-10-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| EQUATE PETROCHEMICAL BV 144A          | MEGLOBAL BV                                                                  | CUSIP: 29441WAD7<br>LEI: 549300WBVLU2FILR7W19 | Long             | DBT              | CORP              | NL        |      1160000 | PA      | $1114664.40   | 0.13%             | 2028-04-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: —       |
| MELCO RESORTS FINANCE 144A            | MELCO RESORTS FINANCE LTD                                                    | CUSIP: 58547DAJ8<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |       760000 | PA      | $762554.02    | 0.09%             | 2033-09-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| MERCADOLIBRE INC                      | MERCADOLIBRE INC                                                             | CUSIP: 58733RAF9<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |       250000 | PA      | $231148.53    | 0.03%             | 2031-01-14      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I               | METROPOLITAN LIFE GLOBAL FUNDING I                                           | CUSIP: ZM1986599<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |       650000 | PA      | $895509.87    | 0.10%             | 2030-01-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT               | MEXICAN BONOS                                                                | CUSIP: ZN7935812<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     52499000 | PA      | $2712231.57   | 0.31%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MEXICO                                | MEXICAN BONOS                                                                | CUSIP: EH6834517<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     32983000 | PA      | $1848789.03   | 0.21%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MEXICO UDI INFL INDX                  | MEXICAN UDIBONOS                                                             | CUSIP: ZD7734878<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     86385883 | PA      | $4588703.61   | 0.52%             | 2034-08-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LTD 144A           | MGM CHINA HOLDINGS LTD                                                       | CUSIP: 55300RAJ0<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |       490000 | PA      | $518866.11    | 0.06%             | 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        |       420000 | PA      | $569987.45    | 0.06%             | 2029-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                   | MINEJESA CAPITAL BV                                                          | CUSIP: AO6253857<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $397031.16    | 0.04%             | 2037-08-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTL HLDINGS NE 144A         | MONDELEZ INTERNATIONAL HOLDINGS NETHERLANDS BV                               | CUSIP: BR2463874<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |       389000 | PA      | $415850.35    | 0.05%             | 2029-09-09      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MONTENEGRO 144A                       | MONTENEGRO GOVERNMENT INTERNATIONAL BOND                                     | CUSIP: YQ6749929<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |      2020000 | PA      | $2399311.83   | 0.27%             | 2032-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MONTENEGRO 144A                       | MONTENEGRO GOVERNMENT INTERNATIONAL BOND                                     | CUSIP: 857305AA4<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |      2370000 | PA      | $2529508.17   | 0.29%             | 2031-03-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                        | MORGAN STANLEY                                                               | CUSIP: BZ8087133<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       400000 | PA      | $513853.07    | 0.06%             | 2034-01-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| MOROCCO                               | MOROCCO GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: YQ5985326<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |       972000 | PA      | $1157566.93   | 0.13%             | 2029-04-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MOROCCO                               | MOROCCO GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: ZO6408280<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |      1937000 | PA      | $2265724.88   | 0.26%             | 2026-03-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: —       |
| MOROCCO 144A                          | MOROCCO GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: YQ5985318<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |      2820000 | PA      | $3383839.32   | 0.38%             | 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        |      5374000 | PA      | $6399963.67   | 0.72%             | 2029-04-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | MXN/USD FWD 20260116 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | MX        |            1 | NC      | $47650.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | MXN/USD FWD 20260116 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | MX        |            1 | NC      | $-163401.73   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP           | MYR/USD FWD 20260309 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | MY        |            1 | NC      | $-61318.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | MYR/USD FWD 20260309 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | MY        |            1 | NC      | $-9534.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | MYR/USD FWD 20260309 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | MY        |            1 | NC      | $45748.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                   | MYR/USD FWD 20260309 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | MY        |            1 | NC      | $15349.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES         | MYR/USD FWD 20260309 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | MY        |            1 | NC      | $-93470.66    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NAT GRID ELECTY EM                    | NATIONAL GRID ELECTRICITY DISTRIBUTION EAST MIDLANDS PLC                     | CUSIP: BY9532213<br>LEI: 549300KXFU5Q7NZE9L79 | Long             | DBT              | CORP              | GB        |       390000 | PA      | $467462.52    | 0.05%             | 2028-09-20      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                     | NATWEST GROUP PLC                                                            | CUSIP: BR3767174<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       850000 | PA      | $942893.52    | 0.11%             | 2029-09-14      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                     | NATWEST GROUP PLC                                                            | CUSIP: BR3367546<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       850000 | PA      | $970271.01    | 0.11%             | 2032-09-14      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                           | NETFLIX INC                                                                  | CUSIP: AN3034641<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |       390000 | PA      | $465199.19    | 0.05%             | 2027-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                           | NETFLIX INC                                                                  | CUSIP: ZS2938422<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |       975000 | PA      | $1182128.72   | 0.13%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP              | NEW SOUTH WALES TREASURY CORP                                                | CUSIP: EK4579513<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      9397400 | PA      | $6274462.22   | 0.71%             | 2026-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND                           | NEW ZEALAND GOVERNMENT BOND                                                  | CUSIP: YV1744767<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     16100000 | PA      | $9072210.62   | 1.03%             | 2036-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEXT PLC                              | NEXT GROUP PLC                                                               | CUSIP: EJ8437034<br>LEI: 213800O8TRZCFJ9R5760 | Long             | DBT              | CORP              | GB        |       540000 | PA      | $730094.02    | 0.08%             | 2026-10-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NEXT PLC                              | NEXT GROUP PLC                                                               | CUSIP: LW0418464<br>LEI: 213800O8TRZCFJ9R5760 | Long             | DBT              | CORP              | GB        |      1787000 | PA      | $2377152.96   | 0.27%             | 2028-05-18      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                | NEXTERA ENERGY CAPITAL HOLDINGS INC                                          | CUSIP: 65339KDV9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       990000 | PA      | $1158983.10   | 0.13%             | 2056-05-15      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                | NEXTERA ENERGY CAPITAL HOLDINGS INC                                          | CUSIP: 65339KDU1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       900000 | PA      | $1053902.66   | 0.12%             | 2056-05-15      | Variable      | 4.00%                 | 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      | $125253.10    | 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      | $251782.90    | 0.03%             |  |  |  | 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      | $45924.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA T BILL                        | NIGERIA OMO BILL                                                             | CUSIP: YJ4147502<br>LEI: 549300G1JG004Y3K8S97 | Long             | DBT              | NUSS              | NG        |   1387000000 | PA      | $898950.49    | 0.10%             | 2026-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NORDEA HYPOTEK AB                     | NORDEA HYPOTEK AB                                                            | CUSIP: YQ8698728<br>LEI: 5493000K2HPWIF6MFO29 | Long             | DBT              | CORP              | SE        |     46000000 | PA      | $5028821.15   | 0.57%             | 2030-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORTH MACEDONIA 144A                  | NORTH MACEDONIA GOVERNMENT INTERNATIONAL BOND                                | CUSIP: ZL4431231<br>LEI: 635400RD1N6RVNCE4958 | Long             | DBT              | NUSS              | MK        |       860000 | PA      | $1048144.18   | 0.12%             | 2027-03-13      | Fixed         | 6.96%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP           | NZD/USD FWD 20260123 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $-5200.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | NZD/USD FWD 20260123 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $-1215.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                        | OPAL BIDCO SAS                                                               | CUSIP: YQ6351973<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |       840000 | PA      | $1019282.90   | 0.12%             | 2032-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                             | ORANGE SA                                                                    | CUSIP: AW5684278<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1370790.84   | 0.16%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                | ORBIA ADVANCE CORP SAB DE CV                                                 | CUSIP: YO1276816<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |       780000 | PA      | $771987.69    | 0.09%             | 2030-05-13      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                            | ORSTED AS                                                                    | CUSIP: EI9440732<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |      1825000 | PA      | $2399995.97   | 0.27%             | 2032-01-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PAPREC HOLDING SA 144A                | PAPREC HOLDING SA                                                            | CUSIP: YN8738216<br>LEI: 969500ASAFSVN9KVC873 | Long             | DBT              | CORP              | FR        |       115000 | PA      | $136009.45    | 0.02%             | 2030-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                    | PERU GOVERNMENT BOND                                                         | CUSIP: AZ1761248<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      3413000 | PA      | $1013163.90   | 0.11%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                   | PETROLEOS MEXICANOS                                                          | CUSIP: AS6869968<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      1021000 | PA      | $1208252.40   | 0.14%             | 2029-02-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                   | PETROLEOS MEXICANOS                                                          | CUSIP: EK8589716<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       867000 | PA      | $1006798.80   | 0.11%             | 2027-04-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | PHP/USD FWD 20260306 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | PH        |            1 | NC      | $-2913.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | PHP/USD FWD 20260306 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | PH        |            1 | NC      | $-6186.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                         | PHP/USD FWD 20260306 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | PH        |            1 | NC      | $-3079.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES         | PHP/USD FWD 20260306 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | PH        |            1 | NC      | $-21757.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | PLN/USD FWD 20260213 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | PL        |            1 | NC      | $48323.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE    | PLN/USD FWD 20260213 CIBCCATT                                                | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              | CORP              | PL        |            1 | NC      | $1076.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC           | PLN/USD FWD 20260213 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | PL        |            1 | NC      | $10844.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRAEMIA HEALTHCARE SACA               | PRAEMIA HEALTHCARE SACA                                                      | CUSIP: ZO4361218<br>LEI: 96950067NFR9MWI0CJ45 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $425499.66    | 0.05%             | 2030-09-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                           | PROLOGIS LP                                                                  | CUSIP: 74340XBF7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      1252000 | PA      | $1579829.31   | 0.18%             | 2029-06-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ONTARIO                               | PROVINCE OF ONTARIO CANADA                                                   | CUSIP: 68323AAY0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |       496000 | PA      | $319662.97    | 0.04%             | 2043-06-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| QATAR PETROLEUM                       | QATARENERGY                                                                  | CUSIP: BQ3267193<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |       850000 | PA      | $654830.62    | 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        |       765000 | PA      | $752990.88    | 0.09%             | 2027-02-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                  | RAIZEN FUELS FINANCE SA                                                      | CUSIP: ZD3788001<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |       340000 | PA      | $258454.32    | 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        |      1380000 | PA      | $1128039.73   | 0.13%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| REALT 2025-1A A1 144A                 | REAL ESTATE ASSET LIQUIDITY TRUST                                            | CUSIP: 75585RSS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |      2608095 | PA      | $1907193.67   | 0.22%             | 2060-01-12      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| REALT 2025-1A A2 144A                 | REAL ESTATE ASSET LIQUIDITY TRUST                                            | CUSIP: 75585RSU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |      3295000 | PA      | $2420998.58   | 0.27%             | 2060-01-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| REDE D'OR FINANCE SARL 144A           | REDE D'OR FINANCE SARL                                                       | CUSIP: 75735GAC2<br>LEI: 549300FDE772OLJUCP79 | Long             | DBT              | CORP              | LU        |       785000 | PA      | $806417.36    | 0.09%             | 2035-09-09      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| AUSTRIA                               | REPUBLIC OF AUSTRIA GOVERNMENT BOND                                          | CUSIP: BH3926764<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      2080000 | PA      | $1254427.40   | 0.14%             | 2051-03-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AUSTRIA 144A                          | REPUBLIC OF AUSTRIA GOVERNMENT BOND                                          | CUSIP: ZK2454153<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      1476000 | PA      | $1535827.79   | 0.17%             | 2053-10-20      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COTE D'IVOIR 144A         | REPUBLIC OF COTE D'IVOIRE                                                    | CUSIP: YQ7565134<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |   1832500000 | PA      | $3332317.81   | 0.38%             | 2028-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| POLAND                                | REPUBLIC OF POLAND GOVERNMENT INTERNATIONAL BOND                             | CUSIP: YU5018814<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       643000 | PA      | $738063.45    | 0.08%             | 2039-10-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| POLAND                                | REPUBLIC OF POLAND GOVERNMENT INTERNATIONAL BOND                             | CUSIP: ZF1455764<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      1986000 | PA      | $2371913.36   | 0.27%             | 2034-01-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| POLAND                                | REPUBLIC OF POLAND GOVERNMENT INTERNATIONAL BOND                             | CUSIP: YN8736657<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       528000 | PA      | $616863.45    | 0.07%             | 2032-07-07      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ROMANIA                               | ROMANIAN GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: YQ7562073<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      3420000 | PA      | $4194765.66   | 0.47%             | 2032-07-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA 144A                          | ROMANIAN GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: YK6552730<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1717000 | PA      | $2039688.18   | 0.23%             | 2033-06-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                               | ROMANIAN GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: YK6552771<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1620000 | PA      | $1924458.27   | 0.22%             | 2033-06-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | RON/USD FWD 20260113 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | RO        |            1 | NC      | $31706.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT               | RTE RESEAU DE TRANSPORT D'ELECTRICITE SADIR                                  | CUSIP: BT3086084<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1040341.28   | 0.12%             | 2034-01-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                       | SANDS CHINA LTD                                                              | CUSIP: 80007RAK1<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |       855000 | PA      | $854936.85    | 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        |      1050000 | PA      | $1161443.36   | 0.13%             | 2029-09-13      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS              | SANTANDER UK GROUP HOLDINGS PLC                                              | CUSIP: BY5268937<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |       800000 | PA      | $952922.04    | 0.11%             | 2028-08-25      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS              | SANTANDER UK GROUP HOLDINGS PLC                                              | CUSIP: BT4299181<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |       530000 | PA      | $687009.06    | 0.08%             | 2029-01-17      | Variable      | 2.42%                 | No            |                  2 | On Loan: No      |
| SARTORIUS FINANCE BV                  | SARTORIUS FINANCE BV                                                         | CUSIP: ZI6854254<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |       600000 | PA      | $737757.30    | 0.08%             | 2032-09-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND 144A         | SAUDI GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: YR7975620<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      3850000 | PA      | $4549643.87   | 0.51%             | 2032-03-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | SEK/USD FWD 20260227 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | SE        |            1 | NC      | $-15914.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | SEK/USD FWD 20260227 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | SE        |            1 | NC      | $9045.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                   | SEK/USD FWD 20260227 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | SE        |            1 | NC      | $-389543.82   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SELP FINANCE SARL                     | SELP FINANCE SARL                                                            | CUSIP: YS4652691<br>LEI: 549300Y4VYEJE1MH6D45 | Long             | DBT              | CORP              | LU        |       507000 | PA      | $598443.27    | 0.07%             | 2032-01-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                    | SERBIA INTERNATIONAL BOND                                                    | CUSIP: BJ4188725<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      5094000 | PA      | $5963194.56   | 0.67%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SERBIA                                | SERBIA INTERNATIONAL BOND                                                    | CUSIP: AZ2286302<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      1791000 | PA      | $1954793.77   | 0.22%             | 2029-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SERBIA 144A                           | SERBIA INTERNATIONAL BOND                                                    | CUSIP: BR4452776<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      4900000 | PA      | $5378808.76   | 0.61%             | 2028-09-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SES SA                                | SES SA                                                                       | CUSIP: YN4662469<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |       893000 | PA      | $1049292.10   | 0.12%             | 2033-06-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| SEVERN TRENT WATER UTIL               | SEVERN TRENT UTILITIES FINANCE PLC                                           | CUSIP: ZN5947595<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |       960000 | PA      | $1234426.67   | 0.14%             | 2034-11-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | SGD/USD FWD 20260313 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | SG        |            1 | NC      | $-10653.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SHINHAN BANK 144A                     | SHINHAN BANK CO LTD                                                          | CUSIP: 82460CBF0<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |       465000 | PA      | $471045.93    | 0.05%             | 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        |      6694000 | PA      | $5405049.41   | 0.61%             | 2029-07-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SLOVENIA                              | SLOVENIA GOVERNMENT BOND                                                     | CUSIP: EK8128572<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      1625000 | PA      | $1662440.56   | 0.19%             | 2035-03-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| SLOVENIA                              | SLOVENIA GOVERNMENT BOND                                                     | CUSIP: BN3326814<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |       955000 | PA      | $986343.73    | 0.11%             | 2031-02-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SLOVENIA                              | SLOVENIA GOVERNMENT BOND                                                     | CUSIP: JK2522817<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |       900000 | PA      | $1028332.66   | 0.12%             | 2032-03-03      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                              | SNAM SPA                                                                     | CUSIP: QZ8441011<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |      1165000 | PA      | $1353469.31   | 0.15%             | 2026-10-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                      | SOCIETE GENERALE SA                                                          | CUSIP: ZG1630638<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $748334.90    | 0.08%             | 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        |      4421000 | PA      | $5159111.17   | 0.58%             | 2035-04-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SPAIN                                 | SPAIN GOVERNMENT BOND                                                        | CUSIP: YW0791759<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      2980000 | PA      | $3563507.59   | 0.40%             | 2031-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SPAIN                                 | SPAIN GOVERNMENT BOND                                                        | CUSIP: BU3617661<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     10445000 | PA      | $8021903.91   | 0.91%             | 2052-10-31      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                   | SRI LANKA GOVERNMENT BONDS                                                   | CUSIP: EK9359283<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     46000000 | PA      | $155624.39    | 0.02%             | 2030-05-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                   | SRI LANKA GOVERNMENT BONDS                                                   | CUSIP: AW9839738<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    185000000 | PA      | $619898.12    | 0.07%             | 2027-01-15      | Fixed         | 11.40%                | No            |                  2 | On Loan: No      |
| SRI LANKA                             | SRI LANKA GOVERNMENT BONDS                                                   | CUSIP: YM6937705<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     54000000 | PA      | $173996.03    | 0.02%             | 2030-07-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| SRI LANKA                             | SRI LANKA GOVERNMENT BONDS                                                   | CUSIP: ZM3476730<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    235000000 | PA      | $888557.26    | 0.10%             | 2027-09-15      | Fixed         | 20.00%                | No            |                  2 | On Loan: No      |
| SRI LANKA                             | SRI LANKA GOVERNMENT BONDS                                                   | CUSIP: QZ0205885<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    129000000 | PA      | $424039.45    | 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        |     50000000 | PA      | $5383904.81   | 0.61%             | 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      | $1535590.27   | 0.17%             |  |  |  | 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      | $43717.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWEDBANK HYPOTEK AB                   | SWEDBANK HYPOTEK AB                                                          | CUSIP: YR4115675<br>LEI: 549300TJREQ7GHIXWR36 | Long             | DBT              | CORP              | SE        |     52400000 | PA      | $5731312.56   | 0.65%             | 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        |     40472673 | PA      | $4145716.63   | 0.47%             | 2032-06-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE                | SYDNEY AIRPORT FINANCE CO PTY LTD                                            | CUSIP: ZK1417490<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |      1620000 | PA      | $1991065.04   | 0.23%             | 2033-05-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| T. Rowe Price Government Reserve Fund | T. Rowe Price Government Reserve Fund                                        | CUSIP: 76105Y109<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |    106014286 | NS      | $106014285.63 | 11.99%            |  |  |  | No            |                  1 | On Loan: No      |
| TDC NET AS                            | TDC NET A/S                                                                  | CUSIP: ZM6549871<br>LEI: 549300SH2G3R15Y3FX20 | Long             | DBT              | CORP              | DK        |       645000 | PA      | $808975.29    | 0.09%             | 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        |       365000 | PA      | $446782.96    | 0.05%             | 2028-05-31      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU              | TELEFONICA EMISIONES SA                                                      | CUSIP: YS7120415<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |       700000 | PA      | $812248.35    | 0.09%             | 2034-01-23      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN              | TENGIZCHEVROIL FINANCE CO INTERNATIONAL LTD                                  | CUSIP: BK5401421<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |      1450000 | PA      | $1343873.66   | 0.15%             | 2030-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TESCO CORP TREASURY SERV              | TESCO CORPORATE TREASURY SERVICES PLC                                        | CUSIP: BH9923674<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |       950000 | PA      | $1191811.40   | 0.13%             | 2030-04-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU              | TEVA PHARMACEUTICAL FINANCE NETHERLANDS II BV                                | CUSIP: BS1759429<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |       697000 | PA      | $841640.05    | 0.10%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND              | THAILAND GOVERNMENT BOND                                                     | CUSIP: YT1847805<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     66900000 | PA      | $2314537.36   | 0.26%             | 2040-06-17      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| THAILAND                              | THAILAND GOVERNMENT BOND                                                     | CUSIP: ZF0235696<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     38000000 | PA      | $1326806.94   | 0.15%             | 2034-06-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| THAILAND                              | THAILAND GOVERNMENT BOND                                                     | CUSIP: YS5614815<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    109900000 | PA      | $3560477.79   | 0.40%             | 2028-04-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| THAILAND                              | THAILAND GOVERNMENT BOND                                                     | CUSIP: YW0745359<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    245466000 | PA      | $8173308.01   | 0.92%             | 2029-11-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND              | THAILAND GOVERNMENT BOND                                                     | CUSIP: YU3100713<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     26300000 | PA      | $928791.67    | 0.11%             | 2045-06-17      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                    | THB/USD FWD 20260306 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | TH        |            1 | NC      | $-282163.10   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                   | THB/USD FWD 20260306 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | TH        |            1 | NC      | $12426.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC              | THERMO FISHER SCIENTIFIC FINANCE I BV                                        | CUSIP: BR7759565<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |       593000 | PA      | $630300.45    | 0.07%             | 2030-10-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC              | THERMO FISHER SCIENTIFIC INC                                                 | CUSIP: ZR7668893<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       955000 | PA      | $989601.65    | 0.11%             | 2031-10-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC              | THERMO FISHER SCIENTIFIC INC                                                 | CUSIP: BH4498748<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       156000 | PA      | $174372.06    | 0.02%             | 2032-04-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| VERTICAL MIDCO GMBH 144A              | TK ELEVATOR MIDCO GMBH                                                       | CUSIP: BK2987372<br>LEI: 254900K869UN2ZWVB351 | Long             | DBT              | CORP              | DE        |       490000 | PA      | $577428.08    | 0.07%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| TOYOTA FINANCE AUSTRALIA              | TOYOTA FINANCE AUSTRALIA LTD                                                 | CUSIP: ZD6398410<br>LEI: 3UKPTDP5PGQRH8AUK042 | Long             | DBT              | CORP              | AU        |       700000 | PA      | $834724.46    | 0.09%             | 2030-03-18      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES 4/2 144A CP     | TRANSCANADA PIPELINES LTD                                                    | CUSIP: 89355QAW6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      1175000 | PA      | $1171200.87   | 0.13%             | 2026-01-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                     | TRANSCANADA TRUST                                                            | CUSIP: 89356BAD0<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |      4481000 | PA      | $3296908.79   | 0.37%             | 2077-05-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| GRS - SECURITY LENDING COLLATERAL     | TREASURY RESERVE FUND - Collateral                                           | CUSIP: 000000000<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | STIV             | RF                | US        |      4013285 | NS      | $4013284.80   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIVIUM PACKAGING FIN                 | TRIVIUM PACKAGING FINANCE BV                                                 | CUSIP: YO6702360<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |       540000 | PA      | $667406.42    | 0.08%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)  | TRY/USD FWD 20260115 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | TR        |            1 | NC      | $156527.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TUI CRUISES GMBH                      | TUI CRUISES GMBH                                                             | CUSIP: YT3431608<br>LEI: 529900SVD83QUUIZYY18 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $602658.98    | 0.07%             | 2030-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TURKIYE IS BANKASI A.S                | TURKIYE IS BANKASI AS                                                        | CUSIP: DA4231027<br>LEI: 789000FIRX9MDN0KTM91 | Long             | DBT              | CORP              | TR        |     94000000 | PA      | $2095684.03   | 0.24%             | 2026-02-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP           | TWD/USD FWD 20260114 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | TW        |            1 | NC      | $-36168.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | TWD/USD FWD 20260114 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | TW        |            1 | NC      | $19140.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | UAH/USD FWD 20260209 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | UA        |            1 | NC      | $21958.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                | UBS GROUP AG                                                                 | CUSIP: BV3327780<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       515000 | PA      | $590202.02    | 0.07%             | 2032-04-02      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                | UBS GROUP AG                                                                 | CUSIP: ZN2761189<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      1200000 | PA      | $1553458.16   | 0.18%             | 2029-03-01      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV 144A                  | UNITED GROUP BV                                                              | CUSIP: BQ6035274<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |       650000 | PA      | $766269.28    | 0.09%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM                        | UNITED KINGDOM GILT                                                          | CUSIP: EJ4073072<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      4868000 | PA      | $5145943.19   | 0.58%             | 2044-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM                        | UNITED KINGDOM GILT                                                          | CUSIP: ZP4466964<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      6908000 | PA      | $5576651.70   | 0.63%             | 2041-10-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                   | UNITED KINGDOM GILT                                                          | CUSIP: ZF1280766<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      6727000 | PA      | $9071500.76   | 1.03%             | 2027-03-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM                        | UNITED KINGDOM GILT                                                          | CUSIP: ZF2680865<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       309000 | PA      | $365559.73    | 0.04%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UPJOHN FINANCE BV                     | UPJOHN FINANCE BV                                                            | CUSIP: BK1183700<br>LEI: 254900OG32E8F3XO5O83 | Long             | DBT              | CORP              | NL        |       420000 | PA      | $484440.73    | 0.05%             | 2027-06-23      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| UXYH6 US 10YR ULTRA FUT MAR26         | US 10YR ULTRA FUT MAR26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          -97 | NC      | $77158.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FVH6 US 5YR NOTE (CBT) MAR26          | US 5YR NOTE (CBT) MAR26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         -100 | NC      | $39702.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                            | US BANCORP                                                                   | CUSIP: 902973BE5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      1175000 | PA      | $1416827.83   | 0.16%             | 2032-05-21      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC          | USD/AUD FWD 20260123 MSLNGB2X                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |            1 | NC      | $106479.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| THE BANK OF NEW YORK MELLON           | USD/BRL FWD 20260303 IRVTGB2X                                                | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |            1 | NC      | $8295.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES         | USD/BRL FWD 20260303 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |            1 | NC      | $29953.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                      | USD/BRL FWD 20260303 SOGEFRPP                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | US        |            1 | NC      | $19676.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | USD/CAD FWD 20260126 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-98694.17    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES         | USD/CAD FWD 20260126 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-158955.02   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | USD/CHF FWD 20260123 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $11939.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | USD/CNH FWD 20260313 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-43256.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)  | USD/COP FWD 20260306 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |            1 | NC      | $22003.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                    | USD/COP FWD 20260306 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-6908.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC           | USD/COP FWD 20260306 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |            1 | NC      | $94390.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | USD/COP FWD 20260306 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $13451.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.          | USD/COP FWD 20260306 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |            1 | NC      | $35060.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | USD/CZK FWD 20260116 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-10869.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | USD/EUR FWD 20260220 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-11699.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | USD/EUR FWD 20260220 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-56018.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | USD/EUR FWD 20260220 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-3123.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                         | USD/EUR FWD 20260220 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-7331.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                    | USD/EUR FWD 20260220 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-5463.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC          | USD/EUR FWD 20260220 MSLNGB2X                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-43372.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO DOMINION SECURITIES           | USD/EUR FWD 20260220 TDOMCATT                                                | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-417580.67   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | USD/EUR FWD 20260220 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-33491.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP           | USD/GBP FWD 20260220 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $24083.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | USD/GBP FWD 20260220 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-12977.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC           | USD/GBP FWD 20260220 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |            1 | NC      | $8144.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | USD/HUF FWD 20260116 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $10365.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP           | USD/INR FWD 20260109 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-24891.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | USD/INR FWD 20260109 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1471.86     | -0.00%            |  |  |  | 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      | $46624.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                   | USD/INR FWD 20260109 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $22680.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC           | USD/INR FWD 20260109 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |            1 | NC      | $4608.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | USD/INR FWD 20260127 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-405.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | USD/JPY FWD 20260123 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-223841.84   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | USD/JPY FWD 20260123 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-118948.18   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                   | USD/JPY FWD 20260123 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-25565.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC          | USD/JPY FWD 20260123 MSLNGB2X                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |            1 | NC      | $10345.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC           | USD/JPY FWD 20260123 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-11211.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES         | USD/JPY FWD 20260123 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-73150.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                      | USD/JPY FWD 20260123 SOGEFRPP                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-160311.42   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.          | USD/JPY FWD 20260123 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-205451.11   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | USD/KRW FWD 20260114 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-19129.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | USD/MXN FWD 20260116 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-11158.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | USD/NGN FWD 20260107 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-60942.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | USD/NOK FWD 20260123 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-924.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP           | USD/NZD FWD 20260123 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-210782.17   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES         | USD/PHP FWD 20260306 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-3568.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                         | USD/PLN FWD 20260213 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-2496.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES         | USD/THB FWD 20260306 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1939.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | USD/TRY FWD 20260115 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-40796.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP           | USD/TWD FWD 20260114 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $10216.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | USD/TWD FWD 20260114 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $1775.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | USD/TWD FWD 20260114 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $142033.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                    | USD/TWD FWD 20260114 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $411216.18    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                  | UTAH ACQUISITION SUB INC                                                     | CUSIP: AL2804121<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |       995000 | PA      | $1172216.41   | 0.13%             | 2028-11-22      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UZBEK INDUSTRIAL AND CON              | UZBEK INDUSTRIAL AND CONSTRUCTION BANK ATB                                   | CUSIP: YW3916635<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        |       254000 | PA      | $272794.88    | 0.03%             | 2029-07-24      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| VACA MUERTA SUR FRN PP                | VACA MUERTA SUR FRN PP                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AR        |       500000 | PA      | $499600.00    | 0.06%             | 2030-07-08      | Variable      | 9.34%                 | Yes           |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA               | VEOLIA ENVIRONNEMENT SA                                                      | CUSIP: AV9235723<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $563121.65    | 0.06%             | 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        |       640000 | PA      | $607490.60    | 0.07%             | 2027-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                | VERIZON COMMUNICATIONS INC                                                   | CUSIP: 92343VFJ8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       835000 | PA      | $838435.96    | 0.09%             | 2033-05-18      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| VF CORP                               | VF CORP                                                                      | CUSIP: ZL2092415<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |       669000 | PA      | $786890.38    | 0.09%             | 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      | $11661.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN 144A                 | VMED O2 UK FINANCING I PLC                                                   | CUSIP: BQ1812974<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      1095000 | PA      | $1312607.39   | 0.15%             | 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        |       400000 | PA      | $485471.96    | 0.05%             | 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        |       700000 | PA      | $862022.52    | 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        |       825000 | PA      | $866177.60    | 0.10%             | 2030-02-12      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                | VOLKSWAGEN INTERNATIONAL FINANCE NV                                          | CUSIP: AM9628026<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $232702.00    | 0.03%             | 2027-03-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV               | VZ SECURED FINANCING BV                                                      | CUSIP: BT3367799<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |       600000 | PA      | $657645.96    | 0.07%             | 2032-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                 | WELLS FARGO & CO                                                             | CUSIP: QZ0190533<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       420000 | PA      | $485894.32    | 0.05%             | 2027-02-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CHEMICAL CORP                | WESTLAKE CORP                                                                | CUSIP: AZ5984929<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |       880000 | PA      | $977947.10    | 0.11%             | 2029-07-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)  | ZAR/USD FWD 20260116 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | ZA        |            1 | NC      | $-494967.44   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | ZAR/USD FWD 20260116 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | ZA        |            1 | NC      | $485357.86    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ZHONGSHENG GROUP                      | ZHONGSHENG GROUP HOLDINGS LTD                                                | CUSIP: YW5935302<br>LEI: 3003005VYMEBAJNJ2Y26 | Long             | DBT              | CORP              | KY        |       600000 | PA      | $605580.27    | 0.07%             | 2028-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                              | ZIGGO BV                                                                     | CUSIP: ZQ1506224<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |       510000 | PA      | $566602.91    | 0.06%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-04

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

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President