# EDGAR Filing Document

**Accession Number:** 0000313212
**File Stem:** 0001099263-26-006567
**Filing Date:** 2026-5
**Character Count:** 289599
**Document Hash:** 622d42996feb037de1ef4e17c8179c4c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-006567.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0001099263-26-006567

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20261231

**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:** 261035182

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21231

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

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $9116386107.30

**Total Liabilities:** $99271076.66

**Net Assets:** $9017115030.64

**Delayed Delivery Securities:** $4411218.00

**Cash Not Reported:** $18558167.13

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -6623.906606 | **1-Year:** -113994.299212 | **5-Year:** -650498.776434 | **10-Year:** -180253.225577 | **30-Year:** -16945.870285

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

- **3-Month:** -1691.659359 | **1-Year:** -24489.548395 | **5-Year:** -127136.311858 | **10-Year:** -37779.693443 | **30-Year:** -3437.352927

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000191032 | 0.50%                | 0.82%                | -1.86%               |
| Class ID C000191033 | 0.49%                | 0.81%                | -1.88%               |
| Class ID C000191034 | 0.52%                | 0.84%                | -1.84%               |
| Class ID C000218089 | 0.45%                | 1.00%                | -1.91%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $17098742.43             | $60195695.83                               |
| Month 2  | $9047253.33              | $22610820.45                               |
| Month 3  | $-8747812.45             | $-321425690.49                             |

**Designated Index Information**

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

- **Index Identifier:** LG38TRUH

### Schedule of Portfolio Investments

| Name                                  | Title                                                                        | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |       Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABB FINANCE BV                        | ABB FINANCE BV                                                               | CUSIP: ZM3218702<br>LEI: 5493004JXXFB454B6L79 | Long             | DBT              | CORP              | NL        |       2400000 | PA      | $2782261.78   | 0.03%             | 2027-01-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ABB FINANCE BV                        | ABB FINANCE BV                                                               | CUSIP: ZM3218728<br>LEI: 5493004JXXFB454B6L79 | Long             | DBT              | CORP              | NL        |       4445000 | PA      | $5120259.68   | 0.06%             | 2031-01-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                            | ABBVIE INC                                                                   | CUSIP: 00287YDP1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       5967000 | PA      | $6797135.16   | 0.08%             | 2028-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                            | ABBVIE INC                                                                   | CUSIP: 00287YBB4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       2605000 | PA      | $2929470.64   | 0.03%             | 2028-11-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| HOLDING D'INFRASTRUCTURE              | ABERTIS FRANCE SAS                                                           | CUSIP: BT4316647<br>LEI: 9695004S3RCE0Q5V8G28 | Long             | DBT              | CORP              | FR        |       8600000 | PA      | $8945720.13   | 0.10%             | 2031-01-18      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| ADVANCED INFO SERVICE PC              | ADVANCED INFO SERVICE PCL                                                    | CUSIP: DF7669651<br>LEI: 529900DU2YW1NO5RMU78 | Long             | DBT              | CORP              | TH        |       4650000 | PA      | $4559220.31   | 0.05%             | 2031-03-04      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| AEGIS LUX 144A                        | AEGIS LUX 1A SARL                                                            | CUSIP: YJ4150837<br>LEI: 529900WB6L9XYCR8YT98 | Long             | DBT              | CORP              | LU        |        985000 | PA      | $1124087.32   | 0.01%             | 2031-10-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AEROPORTI DI ROMA SPA                 | AEROPORTI DI ROMA SPA                                                        | CUSIP: AN7387276<br>LEI: 8156007259ABDEA3F444 | Long             | DBT              | CORP              | IT        |       2575000 | PA      | $2925690.11   | 0.03%             | 2027-06-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                          | AES ANDES SA                                                                 | CUSIP: YQ3058100<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |       2902000 | PA      | $2972738.39   | 0.03%             | 2032-03-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                         | AIB GROUP PLC                                                                | CUSIP: YX0681750<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |       2656000 | PA      | $3111772.56   | 0.03%             | 2035-05-20      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                         | AIB GROUP PLC                                                                | CUSIP: YQ3908478<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |       5900000 | PA      | $6781685.60   | 0.08%             | 2033-03-20      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| ALBANIA 144A                          | ALBANIA GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: ZK8858829<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |      15580000 | PA      | $18626916.80  | 0.21%             | 2028-06-09      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ALBANIA                               | ALBANIA GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: ZK8858837<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |       8040000 | PA      | $9612349.87   | 0.11%             | 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        |       6196000 | PA      | $7177158.75   | 0.08%             | 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        |      10130000 | PA      | $9705679.71   | 0.11%             | 2055-04-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                      | ALLIED UNIVERSAL HOLDCO LLC/ALLIED UNIVERSAL FINANCE CORP/ATLAS LUXCO 4 SARL | CUSIP: BP3255414<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4610000 | PA      | $5193882.86   | 0.06%             | 2028-06-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                          | ALPHABET INC                                                                 | CUSIP: 02079KBD8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      13665000 | PA      | $15149516.86  | 0.17%             | 2034-11-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                          | ALPHABET INC                                                                 | CUSIP: YJ9415896<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      16080000 | PA      | $17620176.09  | 0.20%             | 2044-11-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA 144A                 | ALTICE FRANCE SA                                                             | CUSIP: YK2716966<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |        170732 | PA      | $186519.17    | 0.00%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA 144A                 | ALTICE FRANCE SA                                                             | CUSIP: YK2667375<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |        499238 | PA      | $572733.65    | 0.01%             | 2029-11-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                        | AMAZON.COM INC                                                               | CUSIP: DG5180303<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      10840000 | PA      | $12388342.37  | 0.14%             | 2035-03-16      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                        | AMAZON.COM INC                                                               | CUSIP: DG5180212<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      14831000 | PA      | $16844236.24  | 0.19%             | 2039-03-16      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV               | AMERICA MOVIL SAB DE CV                                                      | CUSIP: EI2982383<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |       6670000 | PA      | $9003906.98   | 0.10%             | 2030-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                | AMERICAN HONDA FINANCE CORP                                                  | CUSIP: BM6819999<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |       4097000 | PA      | $5283140.68   | 0.06%             | 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        |       7813000 | PA      | $9855350.45   | 0.11%             | 2029-03-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/              | ANHEUSER-BUSCH INBEV SA/NV                                                   | CUSIP: AQ6887428<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |       2600000 | PA      | $2966768.30   | 0.03%             | 2027-01-22      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/              | ANHEUSER-BUSCH INBEV SA/NV                                                   | CUSIP: AX8902105<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |       1465000 | PA      | $1548699.81   | 0.02%             | 2031-03-28      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                | APA INFRASTRUCTURE LTD                                                       | CUSIP: EK8055262<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |       5500000 | PA      | $6768068.84   | 0.08%             | 2030-03-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APT PIPELINES LTD                     | APA INFRASTRUCTURE LTD                                                       | CUSIP: BJ0850237<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |       6600000 | PA      | $7118910.27   | 0.08%             | 2030-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| APT PIPELINES LTD                     | APA INFRASTRUCTURE LTD                                                       | CUSIP: EK8055387<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |       2580000 | PA      | $2953637.98   | 0.03%             | 2027-03-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ARAMARK INTL FINANCE                  | ARAMARK INTERNATIONAL FINANCE SARL                                           | CUSIP: YQ0278909<br>LEI: 5493006HLPNGDDC12P30 | Long             | DBT              | CORP              | LU        |       2755000 | PA      | $3034223.46   | 0.03%             | 2033-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV              | ASIAN INFRASTRUCTURE INVESTMENT BANK/THE                                     | CUSIP: ZD2723355<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | N/A       |     514700000 | PA      | $5297404.40   | 0.06%             | 2029-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC               | ASTRAZENECA FINANCE LLC                                                      | CUSIP: YW7306486<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |       6000000 | PA      | $6864869.57   | 0.08%             | 2030-08-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AT&T INC                              | AT&T INC                                                                     | CUSIP: 00206RMR0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      13150000 | PA      | $15398762.40  | 0.17%             | 2031-04-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                 | ATHENE GLOBAL FUNDING                                                        | CUSIP: BT3337438<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |       6150000 | PA      | $6957703.63   | 0.08%             | 2027-01-08      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTL INC            | AUD/USD FWD 20260424 NOMAGB2L                                                | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | N/A              | DFE              | CORP              | AU        |             1 | NC      | $-539697.88   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES         | AUD/USD FWD 20260424 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | AU        |             1 | NC      | $158037.54    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSNET SERVICES HOLDINGS              | AUSNET SERVICES HOLDINGS PTY LTD                                             | CUSIP: EK7552160<br>LEI: TTMIG9TE1S0X3ZPDHD61 | Long             | DBT              | CORP              | AU        |       2615000 | PA      | $2984537.12   | 0.03%             | 2027-02-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| XMM6 AUST 10Y BOND FUT JUN26          | AUST 10Y BOND FUT JUN26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |           755 | NC      | $-492547.47   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| XMM6 AUST 10Y BOND FUT JUN26          | AUST 10Y BOND FUT JUN26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |             2 | NC      | $-1304.76     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| YMM6 AUST 3YR BOND FUT JUN26          | AUST 3YR BOND FUT JUN26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |           552 | NC      | $-200871.96   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIA                             | AUSTRALIA GOVERNMENT BOND                                                    | CUSIP: EJ9437272<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     149641000 | PA      | $101286733.89 | 1.12%             | 2033-04-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AUTOLIV INC                           | AUTOLIV INC                                                                  | CUSIP: ZL4428229<br>LEI: A23RUXWKASG834LTMK28 | Long             | DBT              | CORP              | US        |       2365000 | PA      | $2756093.84   | 0.03%             | 2028-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA               | AUTOSTRADE PER L'ITALIA SPA                                                  | CUSIP: BN4840177<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |       5620000 | PA      | $6118638.14   | 0.07%             | 2030-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA               | AUTOSTRADE PER L'ITALIA SPA                                                  | CUSIP: BM8534356<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |       6245000 | PA      | $6932651.74   | 0.08%             | 2028-12-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L ITALIA               | AUTOSTRADE PER L'ITALIA SPA                                                  | CUSIP: BT5739391<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |       2680000 | PA      | $3001918.35   | 0.03%             | 2028-01-25      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| AVINOR AS                             | AVINOR AS                                                                    | CUSIP: ZO6396162<br>LEI: 5967007LIEEXZX8ZW078 | Long             | DBT              | CORP              | NO        |       7202000 | PA      | $7457780.78   | 0.08%             | 2030-10-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AXIAN TELE HOLD 144A                  | AXIAN TELECOM HOLDING & MANAGEMENT PLC                                       | CUSIP: 05465QAA7<br>LEI: 984500B7DCD97EB04857 | Long             | DBT              | CORP              | AE        |       6640000 | PA      | $6581196.62   | 0.07%             | 2030-07-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL               | BAKER HUGHES HOLDINGS LLC / BAKER HUGHES CO-OBLIGOR INC                      | CUSIP: 05724BAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2890000 | PA      | $3307301.30   | 0.04%             | 2030-03-11      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL               | BAKER HUGHES HOLDINGS LLC / BAKER HUGHES CO-OBLIGOR INC                      | CUSIP: 05724BAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       3335000 | PA      | $3811187.95   | 0.04%             | 2034-03-11      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG              | BANCO BILBAO VIZCAYA ARGENTARIA SA                                           | CUSIP: YV3202772<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |       8900000 | PA      | $10333314.39  | 0.11%             | 2036-08-29      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG              | BANCO BILBAO VIZCAYA ARGENTARIA SA                                           | CUSIP: ZK9151877<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |       2700000 | PA      | $3231495.40   | 0.04%             | 2033-09-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG              | BANCO BILBAO VIZCAYA ARGENTARIA SA                                           | CUSIP: BY9992805<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |       7900000 | PA      | $9166824.20   | 0.10%             | 2027-09-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BANCO COMERC PORTUGUES                | BANCO COMERCIAL PORTUGUES SA                                                 | CUSIP: BR6434368<br>LEI: JU1U6S0DG9YLT7N8ZV32 | Long             | DBT              | CORP              | PT        |       3500000 | PA      | $3988921.47   | 0.04%             | 2028-04-07      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                  | BANCO DE SABADELL SA                                                         | CUSIP: ZN1277963<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |       5100000 | PA      | $6056682.57   | 0.07%             | 2028-11-10      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                  | BANCO DE SABADELL SA                                                         | CUSIP: BP9815211<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |       6600000 | PA      | $7424006.91   | 0.08%             | 2028-06-16      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                  | BANCO DE SABADELL SA                                                         | CUSIP: BS3554588<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |       4600000 | PA      | $5313312.92   | 0.06%             | N/A             | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                  | BANCO DE SABADELL SA                                                         | CUSIP: ZK8294942<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |       2300000 | PA      | $2748704.87   | 0.03%             | 2029-06-07      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                   | BANGKOK BANK PCL/HONG KONG                                                   | CUSIP: ZR6527587<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |       7545000 | PA      | $7135363.00   | 0.08%             | 2034-09-25      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | BANK OF AMERICA CORP                                                         | CUSIP: AS2798773<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       2610000 | PA      | $2970175.54   | 0.03%             | 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        |      13800000 | PA      | $16758956.39  | 0.19%             | 2033-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                | BANQUE FEDERATIVE DU CREDIT MUTUEL SA                                        | CUSIP: AT5188905<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       3100000 | PA      | $3445796.49   | 0.04%             | 2028-07-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                | BANQUE FEDERATIVE DU CREDIT MUTUEL SA                                        | CUSIP: AN6296759<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       3000000 | PA      | $3402676.19   | 0.04%             | 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        |       2400000 | PA      | $2796391.60   | 0.03%             | 2027-01-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                          | BARCLAYS PLC                                                                 | CUSIP: BT3324469<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       2695000 | PA      | $3060739.89   | 0.03%             | 2028-01-28      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                          | BARCLAYS PLC                                                                 | CUSIP: BQ8368673<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       5175000 | PA      | $5587858.21   | 0.06%             | 2029-08-09      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                          | BARCLAYS PLC                                                                 | CUSIP: ZM2318578<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       4650000 | PA      | $6324217.67   | 0.07%             | 2031-01-31      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                | BBVA MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO BBVA MEXICO/TX | CUSIP: AQ7459029<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |       8675000 | PA      | $8494160.82   | 0.09%             | 2033-01-18      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                 | BECTON DICKINSON & CO                                                        | CUSIP: ZF8249137<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |       3520000 | PA      | $4038268.80   | 0.04%             | 2031-02-08      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON EURO                 | BECTON DICKINSON EURO FINANCE SARL                                           | CUSIP: BN9906858<br>LEI: 549300W40NLZ25XUTH09 | Long             | DBT              | CORP              | LU        |       1874000 | PA      | $1649814.65   | 0.02%             | 2036-02-12      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| BELDEN INC 144A                       | BELDEN INC                                                                   | CUSIP: DC9413303<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | DBT              | CORP              | US        |       5505000 | PA      | $6137505.19   | 0.07%             | 2033-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                 | BELRON UK FINANCE PLC                                                        | CUSIP: YU1826921<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |       6196000 | PA      | $7175873.06   | 0.08%             | 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        |       6856000 | PA      | $6954848.93   | 0.08%             | 2035-01-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                | BERKSHIRE HATHAWAY FINANCE CORP                                              | CUSIP: BV0736157<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |       5119000 | PA      | $5567660.60   | 0.06%             | 2030-03-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| BETCLIC EVEREST GROUP SA 144A         | BETCLIC EVEREST GROUP SAS                                                    | CUSIP: YI1577190<br>LEI: 96950037FKVH5JOEKU82 | Long             | DBT              | CORP              | FR        |       4155000 | PA      | $4732049.10   | 0.05%             | 2031-12-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BIFFA GROUP HOLDINGS LTD              | BIFFA GROUP HOLDINGS LTD                                                     | CUSIP: DA9906227<br>LEI: 21380012LWLXNMXB8I44 | Long             | DBT              | CORP              | JE        |       1372000 | PA      | $1531618.13   | 0.02%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BIMBO BAKERIES USA INC 144A           | BIMBO BAKERIES USA INC                                                       | CUSIP: 09031WAC7<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |       6635000 | PA      | $6854653.20   | 0.08%             | 2029-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                | BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL                            | CUSIP: ZR4791987<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |       9970000 | PA      | $10875092.90  | 0.12%             | 2029-03-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                | BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL                            | CUSIP: BR8971862<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |       6700000 | PA      | $7036411.29   | 0.08%             | 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        |       4000000 | PA      | $4682016.98   | 0.05%             | 2031-01-10      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS 144A            | BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS                               | CUSIP: ZH7377901<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   40215000000 | PA      | $44120317.35  | 0.49%             | 2034-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BPCE SA                               | BPCE SA                                                                      | CUSIP: ZM4787788<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       5500000 | PA      | $6380630.89   | 0.07%             | 2028-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                               | BPCE SA                                                                      | CUSIP: BN3350699<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       7100000 | PA      | $7029139.59   | 0.08%             | 2031-01-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BRAMBLES FINANCE PLC                  | BRAMBLES FINANCE PLC                                                         | CUSIP: ZL5103201<br>LEI: 213800MBRRUVQIONAN53 | Long             | DBT              | CORP              | GB        |       7660000 | PA      | $9037717.71   | 0.10%             | 2031-03-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BRAMBLES USA INC                      | BRAMBLES USA INC                                                             | CUSIP: YQ6749820<br>LEI: 549300ELM3HO6HFZSW59 | Long             | DBT              | CORP              | US        |       8790000 | PA      | $9979829.58   | 0.11%             | 2033-04-02      | Fixed         | 3.62%                 | 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        |     339237000 | PA      | $57259107.13  | 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        |     807128000 | PA      | $126880565.23 | 1.41%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES         | BRL/USD FWD 20260602 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | BR        |             1 | NC      | $77004.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                      | BRL/USD FWD 20260602 SOGEFRPP                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | BR        |             1 | NC      | $74346.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO DOMINION SECURITIES           | BRL/USD FWD 20260602 TDOMCATT                                                | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | BR        |             1 | NC      | $-478591.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BULGARIA                              | BULGARIA GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: YO0398108<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      23245000 | PA      | $26385914.97  | 0.29%             | 2034-05-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BULGARIA                              | BULGARIA GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: YM3910432<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      29216000 | PA      | $32329205.66  | 0.36%             | 2035-07-18      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GERMANY                               | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE                                     | CUSIP: ZM1985385<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      43700000 | PA      | $48809813.92  | 0.54%             | 2033-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CA AUTOBANK SPA IE                    | CA AUTO BANK SPA/IRELAND                                                     | CUSIP: ZH5500348<br>LEI: 635400TMJSFWVKAJSI97 | Long             | DBT              | CORP              | IE        |       2395000 | PA      | $2806728.24   | 0.03%             | 2027-01-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | CAD/USD FWD 20260424 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | CA        |             1 | NC      | $-35310.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC          | CAD/USD FWD 20260424 MSLNGB2X                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | CA        |             1 | NC      | $-289415.59   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC           | CAD/USD FWD 20260424 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | CA        |             1 | NC      | $3356277.91   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                      | CAD/USD FWD 20260424 SOGEFRPP                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | CA        |             1 | NC      | $345077.55    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAIXABANK SA                          | CAIXABANK SA                                                                 | CUSIP: ZN4073278<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |       2600000 | PA      | $3118447.24   | 0.03%             | 2033-02-23      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                          | CAIXABANK SA                                                                 | CUSIP: BY7751344<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |       9300000 | PA      | $10876942.92  | 0.12%             | 2029-09-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI              | CALIFORNIA BUYER LTD / ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC              | CUSIP: YU6713868<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       4250000 | PA      | $4751613.58   | 0.05%             | 2032-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CNM6 CAN 10YR BOND FUT JUN26          | CAN 10YR BOND FUT JUN26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |          -234 | NC      | $403206.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADA                                | CANADIAN GOVERNMENT BOND                                                     | CUSIP: 135087Q98<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     170930000 | PA      | $126518079.64 | 1.40%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANADA                                | CANADIAN GOVERNMENT BOND                                                     | CUSIP: 135087D35<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      21706000 | PA      | $13060069.17  | 0.14%             | 2048-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CANADA INFL INDX                      | CANADIAN GOVERNMENT REAL RETURN BOND                                         | CUSIP: 135087WV2<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     182347544 | PA      | $153060421.94 | 1.70%             | 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        |      11300000 | PA      | $12232429.59  | 0.14%             | 2029-06-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CARLSBERG BREWERIES A/S               | CARLSBERG BREWERIES A/S                                                      | CUSIP: AZ1871062<br>LEI: 5493008YL42784DMWN61 | Long             | DBT              | CORP              | DK        |       3773000 | PA      | $4036444.13   | 0.04%             | 2029-07-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                   | CARRIER GLOBAL CORP                                                          | CUSIP: 14448CBF0<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |       2420000 | PA      | $2833471.33   | 0.03%             | 2028-05-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CELLNEX TELECOM SA                    | CELLNEX TELECOM SA                                                           | CUSIP: ZO9508185<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |      19600000 | PA      | $20733171.54  | 0.23%             | 2030-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CESKA SPORITELNA AS                   | CESKA SPORITELNA AS                                                          | CUSIP: YX9830838<br>LEI: 9KOGW2C2FCIOJQ7FF485 | Long             | DBT              | CORP              | CZ        |       4500000 | PA      | $5325414.53   | 0.06%             | 2031-07-03      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | CHF/USD FWD 20260424 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | CH        |             1 | NC      | $194453.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHILE                                 | CHILE GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: YS4476588<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       4780000 | PA      | $5488917.97   | 0.06%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHINA                                 | CHINA GOVERNMENT BOND                                                        | CUSIP: YX6039409<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      38700000 | PA      | $5682412.25   | 0.06%             | 2074-06-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                 | CHINA GOVERNMENT BOND                                                        | CUSIP: YL3550685<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     404030000 | PA      | $58557862.80  | 0.65%             | 2035-08-25      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| CHINA                                 | CHINA GOVERNMENT BOND                                                        | CUSIP: YJ7180609<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      22500000 | PA      | $3033958.04   | 0.03%             | 2075-11-06      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| CHINA                                 | CHINA GOVERNMENT BOND                                                        | CUSIP: DA2084857<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     160000000 | PA      | $23082935.46  | 0.26%             | 2035-11-15      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                 | CHINA GOVERNMENT BOND                                                        | CUSIP: YW4797141<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     145430000 | PA      | $21545113.30  | 0.24%             | 2054-07-25      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                 | CHINA GOVERNMENT BOND                                                        | CUSIP: YL3550065<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     453500000 | PA      | $63458729.19  | 0.70%             | 2055-08-25      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CHINA                                 | CHINA GOVERNMENT BOND                                                        | CUSIP: YL9297455<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     531700000 | PA      | $77594192.19  | 0.86%             | 2032-09-15      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| CHINA                                 | CHINA GOVERNMENT BOND                                                        | CUSIP: AZ1695297<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      64000000 | PA      | $12876512.20  | 0.14%             | 2069-06-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHINA                                 | CHINA GOVERNMENT BOND                                                        | CUSIP: BR8945304<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      10000000 | PA      | $1772616.97   | 0.02%             | 2051-10-18      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| CHINA                                 | CHINA GOVERNMENT BOND                                                        | CUSIP: DC8227878<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      45300000 | PA      | $6598810.02   | 0.07%             | 2056-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                 | CHINA GOVERNMENT BOND                                                        | CUSIP: DC4214433<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     122000000 | PA      | $17657505.40  | 0.20%             | 2032-12-25      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| CHORUS LTD                            | CHORUS LTD                                                                   | CUSIP: BY6622025<br>LEI: R7NJHU48LTCIOB9BVU57 | Long             | DBT              | CORP              | NZ        |       8130000 | PA      | $9397421.11   | 0.10%             | 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        |       5000000 | PA      | $5701967.20   | 0.06%             | 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        |       2500000 | PA      | $2850983.60   | 0.03%             | 2031-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                         | CITIGROUP INC                                                                | CUSIP: YM4305897<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      13216000 | PA      | $14980698.14  | 0.17%             | 2036-07-23      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.          | CLP/USD FWD 20260508 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | CL        |             1 | NC      | $-198412.11   | -0.00%            |  |  |  | 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      | $214577.23    | 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      | $-21204.06    | -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      | $-1287391.93  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | CME-CLP IRS 3/16/28 PAY FIX CHAS_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |             1 | NC      | $107526.24    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | CME-CLP IRS 3/16/31 PAY FIX GSIL_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |             1 | NC      | $112404.09    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | CME-CLP IRS 3/18/28 PAY FIX MRMD_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |             1 | NC      | $17752.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | CME-CLP IRS 3/18/31 PAY FIX GSIL_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |             1 | NC      | $-92117.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | CNH/USD FWD 20260612 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | CN        |             1 | NC      | $-33658.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTL INC            | CNH/USD FWD 20260612 NOMAGB2L                                                | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | N/A              | DFE              | CORP              | CN        |             1 | NC      | $-8361.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES         | CNH/USD FWD 20260612 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | CN        |             1 | NC      | $-1070500.97  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CLGIX 2022-1CAN A2 144A               | COLOGIX CANADIAN ISSUER LP                                                   | CUSIP: 19521DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |       8230000 | PA      | $5876483.86   | 0.07%             | 2052-01-25      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| COLOMBIA                              | COLOMBIA GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: YK0049725<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      28792000 | PA      | $32636973.86  | 0.36%             | 2028-09-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COLOMBIA BROWN                        | COLOMBIAN TES                                                                | CUSIP: BQ2333632<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   23388800000 | PA      | $4897064.22   | 0.05%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIA                              | COLOMBIAN TES                                                                | CUSIP: EJ5096460<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   79667000000 | PA      | $18750592.49  | 0.21%             | 2028-04-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                          | COMCAST CORP                                                                 | CUSIP: 20030NDX6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       3000000 | PA      | $3427866.85   | 0.04%             | 2026-09-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                          | COMCAST CORP                                                                 | CUSIP: ZP9018109<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       7200000 | PA      | $6988585.86   | 0.08%             | 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        |      21185127 | PA      | $14194034.77  | 0.16%             | 2043-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA              | COOPERATIEVE RABOBANK UA                                                     | CUSIP: EK2758630<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |        100000 | PA      | $129541.19    | 0.00%             | 2029-05-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | COP/USD FWD 20260605 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | CO        |             1 | NC      | $91025.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | COP/USD FWD 20260605 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | CO        |             1 | NC      | $91862.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.          | COP/USD FWD 20260605 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | CO        |             1 | NC      | $182907.39    | 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        |       5560000 | PA      | $5384798.09   | 0.06%             | 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        |      15250000 | PA      | $18043887.09  | 0.20%             | 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        |       6000000 | PA      | $6765807.91   | 0.08%             | 2048-01-29      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                    | CREDIT AGRICOLE SA                                                           | CUSIP: ZP3171193<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       1000000 | PA      | $981500.25    | 0.01%             | 2032-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                   | CRH SMW FINANCE DAC                                                          | CUSIP: ZJ5836185<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |       6000000 | PA      | $7029553.19   | 0.08%             | 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        |      13071000 | PA      | $13348306.84  | 0.15%             | 2032-01-20      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                        | CZECH REPUBLIC GOVERNMENT BOND                                               | CUSIP: BU6855664<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     530130000 | PA      | $22601533.28  | 0.25%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                        | CZECH REPUBLIC GOVERNMENT BOND                                               | CUSIP: BH2499433<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    3031560000 | PA      | $92357558.98  | 1.02%             | 2040-04-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CZECHOSLOVAK GROUP 144A               | CZECHOSLOVAK GROUP AS                                                        | CUSIP: YN6473220<br>LEI: 315700SWFD7G70AVG768 | Long             | DBT              | CORP              | CZ        |       3160000 | PA      | $3233933.47   | 0.04%             | 2031-01-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| HSBC SECURITIES INC                   | CZK/USD FWD 20260417 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | CZ        |             1 | NC      | $30579.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK INTL                    | DAIMLER TRUCK INTERNATIONAL FINANCE BV                                       | CUSIP: BV5718945<br>LEI: 724500G15MVL6UCWXF95 | Long             | DBT              | CORP              | NL        |       2600000 | PA      | $2964345.26   | 0.03%             | 2027-04-06      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| DANA FINANCING LUX SARL               | DANA FINANCING LUXEMBOURG SARL                                               | CUSIP: ZK5813264<br>LEI: 222100DKCE3D036DQU13 | Long             | DBT              | CORP              | LU        |       2623000 | PA      | $3168980.69   | 0.04%             | 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        |       2410000 | PA      | $2839625.41   | 0.03%             | 2028-11-09      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                       | DANSKE BANK A/S                                                              | CUSIP: BP8975669<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |       8420000 | PA      | $9199965.48   | 0.10%             | 2029-06-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| DEUCE FINCO                           | DEUCE FINCO PLC                                                              | CUSIP: DA2590358<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |       1189000 | PA      | $1545650.52   | 0.02%             | 2031-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GERMANY INFL INDX                     | DEUTSCHE BUNDESREPUBLIK INFLATION LINKED BOND                                | CUSIP: EK1581793<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     130418840 | PA      | $152447120.74 | 1.69%             | 2030-04-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                      | DP WORLD LTD/UNITED ARAB EMIRATES                                            | CUSIP: YS1306242<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |      17900000 | PA      | $17726926.57  | 0.20%             | 2029-12-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DS SMITH PLC                          | DS SMITH PLC                                                                 | CUSIP: ZJ8795719<br>LEI: 39RSBE4RCI4M15BLWH36 | Long             | DBT              | CORP              | GB        |       3640000 | PA      | $4298126.63   | 0.05%             | 2030-07-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DSV FINANCE BV                        | DSV FINANCE BV                                                               | CUSIP: YU7464842<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |       6000000 | PA      | $6845557.57   | 0.08%             | 2030-11-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                  | E.ON INTERNATIONAL FINANCE BV                                                | CUSIP: EC5705628<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |      15300000 | PA      | $21213622.07  | 0.24%             | 2032-06-07      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EDP SERVICIOS SAU                     | EDP SERVICIOS FINANCIEROS ESPANA SA                                          | CUSIP: ZH1579890<br>LEI: 5299003GHAFB78O1NU77 | Long             | DBT              | CORP              | ES        |      14193000 | PA      | $16954400.19  | 0.19%             | 2032-04-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EGYPT                                 | EGYPT GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: ZS0534033<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      20608000 | PA      | $22421550.31  | 0.25%             | 2031-04-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                   | EGYPT TREASURY BILLS                                                         | CUSIP: YL4837875<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     216125000 | PA      | $3597940.50   | 0.04%             | 2026-08-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EGYPT T BILL                          | EGYPT TREASURY BILLS                                                         | CUSIP: YK0420884<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     656400000 | PA      | $10784320.38  | 0.12%             | 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        |    1105525000 | PA      | $19166821.40  | 0.21%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EGYPT T BILL                          | EGYPT TREASURY BILLS                                                         | CUSIP: YL0575669<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     132350000 | PA      | $2222941.77   | 0.02%             | 2026-08-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EGYPT T BILL                          | EGYPT TREASURY BILLS                                                         | CUSIP: YL2600697<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      90875000 | PA      | $1519548.70   | 0.02%             | 2026-08-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA              | ELECTRICITE DE FRANCE SA                                                     | CUSIP: EH8406124<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       7200000 | PA      | $9536957.65   | 0.11%             | 2034-06-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA                | ENGIE ENERGIA CHILE SA                                                       | CUSIP: ZB3580162<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |       4000000 | PA      | $4165762.01   | 0.05%             | 2034-04-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                              | ENGIE SA                                                                     | CUSIP: ZI6606001<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       6000000 | PA      | $7036709.17   | 0.08%             | 2031-01-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C              | EQUINIX EUROPE 2 FINANCING CORP LLC                                          | CUSIP: YV4275165<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |       9575000 | PA      | $10668525.67  | 0.12%             | 2033-09-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE              | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                                      | CUSIP: BP9634109<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |       2805000 | PA      | $3015568.35   | 0.03%             | 2028-06-16      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| ESSENDI SA                            | ESSENDI SA                                                                   | CUSIP: YO2568351<br>LEI: 2221000MD2YP7WLTNC52 | Long             | DBT              | CORP              | LU        |       2004000 | PA      | $2243033.98   | 0.02%             | 2032-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ESSILORLUXOTTICA                      | ESSILORLUXOTTICA SA                                                          | CUSIP: ZQ7076396<br>LEI: 549300M3VH1A3ER1TB49 | Long             | DBT              | CORP              | FR        |       2700000 | PA      | $2991458.37   | 0.03%             | 2027-11-27      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ESTONIA                               | ESTONIA GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: ZF2399987<br>LEI: 254900EIG0O7C6C9R437 | Long             | DBT              | NUSS              | EE        |      45885000 | PA      | $52222961.96  | 0.58%             | 2034-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | EUR IRS OPT 1Y11M/10Y 3.154 2/7/28 PAY CITI                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |             1 | NC      | $682632.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | EUR IRS OPT 1Y11M/10Y 3.154 2/7/28 REC CITI                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |             1 | NC      | $616515.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | EUR IRS OPT 2Y/10Y 3.154 2/7/28 PAY CITI                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |             1 | NC      | $6794322.78   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | EUR IRS OPT 2Y/10Y 3.154 2/7/28 REC CITI                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |             1 | NC      | $6136252.79   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                         | EUR/USD FWD 20260424 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |             1 | NC      | $28848.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC          | EUR/USD FWD 20260424 MSLNGB2X                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |             1 | NC      | $11423.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO DOMINION SECURITIES           | EUR/USD FWD 20260424 TDOMCATT                                                | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-175608.71   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | EUR/USD FWD 20260522 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-35303.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | EUR/USD FWD 20260522 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |             1 | NC      | $47149.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                         | EUR/USD FWD 20260522 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-9985.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                   | EUR/USD FWD 20260522 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-51572.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTL INC            | EUR/USD FWD 20260522 NOMAGB2L                                                | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-22486.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES         | EUR/USD FWD 20260522 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |             1 | NC      | $3132.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                      | EUR/USD FWD 20260522 SOGEFRPP                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | US        |             1 | NC      | $692547.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | EUR/USD FWD 20260522 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |             1 | NC      | $2.90         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OEM6 EURO-BOBL FUTURE  JUN26          | EURO-BOBL FUTURE  JUN26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          -384 | NC      | $1030184.96   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OEM6 EURO-BOBL FUTURE  JUN26          | EURO-BOBL FUTURE  JUN26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         -4075 | NC      | $10932301.32  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| OEM6 EURO-BOBL FUTURE  JUN26          | EURO-BOBL FUTURE  JUN26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          -256 | NC      | $686789.97    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IKM6 EURO-BTP FUTURE   JUN26          | EURO-BTP FUTURE   JUN26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |            82 | NC      | $-444737.98   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| IKM6 EURO-BTP FUTURE   JUN26          | EURO-BTP FUTURE   JUN26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |           399 | NC      | $-2164029.91  | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| IKM6 EURO-BTP FUTURE   JUN26          | EURO-BTP FUTURE   JUN26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |            88 | NC      | $-477279.78   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| RXM6 EURO-BUND FUTURE  JUN26          | EURO-BUND FUTURE  JUN26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          -316 | NC      | $1067918.64   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RXM6 EURO-BUND FUTURE  JUN26          | EURO-BUND FUTURE  JUN26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          -733 | NC      | $2477165.72   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UBM6 EURO-BUXL 30Y BND JUN26          | EURO-BUXL 30Y BND JUN26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |           186 | NC      | $-525357.96   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| UBM6 EURO-BUXL 30Y BND JUN26          | EURO-BUXL 30Y BND JUN26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |           519 | NC      | $-1465918.17  | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| OATM6 EURO-OAT FUTURE   JUN26         | EURO-OAT FUTURE   JUN26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |           245 | NC      | $-1223208.24  | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| OATM6 EURO-OAT FUTURE   JUN26         | EURO-OAT FUTURE   JUN26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |           162 | NC      | $-808815.24   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| DUM6 EURO-SCHATZ FUT   JUN26          | EURO-SCHATZ FUT   JUN26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |           543 | NC      | $-403929.44   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DUM6 EURO-SCHATZ FUT   JUN26          | EURO-SCHATZ FUT   JUN26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |           207 | NC      | $-153984.15   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DUM6 EURO-SCHATZ FUT   JUN26          | EURO-SCHATZ FUT   JUN26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |           488 | NC      | $-363015.78   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUROBANK SA                           | EUROBANK SA                                                                  | CUSIP: YT7856818<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |      12450000 | PA      | $14168898.29  | 0.16%             | 2030-03-12      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                            | FEDEX CORP                                                                   | CUSIP: 31428XBL9<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |       2620000 | PA      | $3004496.70   | 0.03%             | 2027-01-11      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| FIBRA PROLOGIS 144A                   | FIBRA PROLOGIS                                                               | CUSIP: 31575KAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |       3070000 | PA      | $2968983.83   | 0.03%             | 2035-11-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                            | FISERV INC                                                                   | CUSIP: AZ1871211<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       9825000 | PA      | $11303316.18  | 0.13%             | 2031-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                            | FISERV INC                                                                   | CUSIP: ZK6853038<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      10825000 | PA      | $12668944.36  | 0.14%             | 2031-05-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                            | FISERV INC                                                                   | CUSIP: AZ1871195<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |        175000 | PA      | $183177.24    | 0.00%             | 2030-07-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC              | FORD MOTOR CREDIT CO LLC                                                     | CUSIP: ZM8874665<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       2390000 | PA      | $2795329.36   | 0.03%             | 2027-08-03      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC              | FORD MOTOR CREDIT CO LLC                                                     | CUSIP: 345397E41<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      11700000 | PA      | $13539310.52  | 0.15%             | 2030-02-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                 | FREEPORT INDONESIA PT                                                        | CUSIP: BV7716632<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |       9400000 | PA      | $9379100.29   | 0.10%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: —       |
| FREEPORT INDONESIA PT                 | FREEPORT INDONESIA PT                                                        | CUSIP: BV8019879<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |       1360000 | PA      | $1320339.64   | 0.01%             | 2052-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FRANCE                                | FRENCH REPUBLIC GOVERNMENT BOND OAT                                          | CUSIP: EK2432749<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      78759000 | PA      | $89131832.93  | 0.99%             | 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        |      83821000 | PA      | $76412441.91  | 0.85%             | 2036-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FRANCE                                | FRENCH REPUBLIC GOVERNMENT BOND OAT                                          | CUSIP: ZD3129685<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      35800000 | PA      | $33277829.64  | 0.37%             | 2055-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FRANCE 144A                           | FRENCH REPUBLIC GOVERNMENT BOND OAT                                          | CUSIP: ED8307479<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |       6676000 | PA      | $7169112.38   | 0.08%             | 2055-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FRESENIUS SE & CO KGAA                | FRESENIUS SE & CO KGAA                                                       | CUSIP: BH4726650<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | DBT              | CORP              | DE        |       2635000 | PA      | $2976721.33   | 0.03%             | 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        |       3500000 | PA      | $3462455.70   | 0.04%             | 2033-06-25      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | FXO USD CALL/BRL PUT  5.4 4/29/26 UBSW                                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-542453.48   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | FXO USD CALL/JPY PUT  163.16 5/28/26 BOFA                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-589530.79   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | GBP/USD FWD 20260522 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | GB        |             1 | NC      | $-94131.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC           | GBP/USD FWD 20260522 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | GB        |             1 | NC      | $-1129869.07  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GC TREASURY CENTRE CO 144A            | GC TREASURY CENTER CO LTD                                                    | CUSIP: 36830AAB3<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |       3240000 | PA      | $3148448.69   | 0.03%             | N/A             | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| GELF BOND ISSUER I SA                 | GELF BOND ISSUER I SA                                                        | CUSIP: YT3433166<br>LEI: 213800L6LMHEP8TLAY43 | Long             | DBT              | CORP              | LU        |       6000000 | PA      | $6757568.27   | 0.07%             | 2031-11-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | GOLDMAN SACHS GROUP INC/THE                                                  | CUSIP: BW0484871<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       3180000 | PA      | $4055678.54   | 0.04%             | 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        |       4137000 | PA      | $4766463.79   | 0.05%             | 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        |       4690000 | PA      | $5115404.20   | 0.06%             | 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      | $158205.29    | 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      | $158205.29    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GRUENENTHAL GMBH                      | GRUENENTHAL GMBH                                                             | CUSIP: YT5231865<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |        160000 | PA      | $181274.28    | 0.00%             | 2031-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GRUENENTHAL GMBH                      | GRUENENTHAL GMBH                                                             | CUSIP: ZK2439899<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |       3500000 | PA      | $4172299.15   | 0.05%             | 2030-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GRUENENTHAL GMBH 144A                 | GRUENENTHAL GMBH                                                             | CUSIP: ZK2439873<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |        530000 | PA      | $631805.30    | 0.01%             | 2030-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HANNOVER RE                           | HANNOVER RUECK SE                                                            | CUSIP: ZR8868088<br>LEI: 529900KIN5BE45V5KB18 | Long             | DBT              | CORP              | DE        |      11500000 | PA      | $12103145.73  | 0.13%             | 2039-10-09      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| HANNOVER RE                           | HANNOVER RUECK SE                                                            | CUSIP: BK2910671<br>LEI: 529900KIN5BE45V5KB18 | Long             | DBT              | CORP              | DE        |       4800000 | PA      | $5057208.09   | 0.06%             | 2040-10-08      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                  | HEATHROW FUNDING LTD                                                         | CUSIP: AO1482782<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |       6885000 | PA      | $7029135.29   | 0.08%             | 2032-07-12      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                  | HEATHROW FUNDING LTD                                                         | CUSIP: ZO8191934<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |       8360000 | PA      | $10134127.44  | 0.11%             | 2029-10-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HIGHLAND HOLDINGS SARL                | HIGHLAND HOLDINGS SARL                                                       | CUSIP: BS2119425<br>LEI: 549300WGY8GPJM4PQR36 | Long             | DBT              | CORP              | LU        |       3635000 | PA      | $4126955.58   | 0.05%             | 2026-12-15      | Fixed         | 0.32%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                     | HSBC HOLDINGS PLC                                                            | CUSIP: YX0681818<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      10715000 | PA      | $12454812.22  | 0.14%             | 2029-05-20      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| HTA GROUP LTD 144A                    | HTA GROUP LTD/MAURITIUS                                                      | CUSIP: 40435WAC4<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |       9465000 | PA      | $9628094.63   | 0.11%             | 2029-06-04      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP           | HUF/USD FWD 20260417 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | HU        |             1 | NC      | $-239866.99   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | HUF/USD FWD 20260417 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | HU        |             1 | NC      | $-5869.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY                               | HUNGARY GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: ZN3745520<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       5964000 | PA      | $7009453.03   | 0.08%             | 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      | $8908.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ICELAND                   | ICELAND GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: BN7922691<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |       5385000 | PA      | $5846960.36   | 0.06%             | 2028-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ICELAND                               | ICELAND GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: ZD6871499<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |       8096000 | PA      | $9371787.36   | 0.10%             | 2034-03-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                   | ICE_ITRX EUR CDSI S45 5Y 06/20/2031 BOFA                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | N/A       |             1 | NC      | $5415505.96   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | ICE_ITRX EUR SUBFIN CDSI S45 5Y 06/20/2031 CITI                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | N/A       |             1 | NC      | $-1999543.30  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | ICE_ITRX XOVER CDSI S45 5Y 06/20/2031 BARC                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | N/A       |             1 | NC      | $8289587.40   | 0.09%             |  |  |  | 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      | $415128.19    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | IDR/USD FWD 20260410 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | ID        |             1 | NC      | $-146071.40   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC           | IDR/USD FWD 20260410 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | ID        |             1 | NC      | $-295537.83   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                      | IDR/USD FWD 20260410 SOGEFRPP                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | ID        |             1 | NC      | $-98299.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.          | IDR/USD FWD 20260410 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | ID        |             1 | NC      | $-180432.90   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                     | ILIAD HOLDING SAS                                                            | CUSIP: YT3446697<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |       5330000 | PA      | $6226150.03   | 0.07%             | 2030-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| IMCD NV                               | IMCD NV                                                                      | CUSIP: YV4272758<br>LEI: 724500NSJPNFJPDAUP02 | Long             | DBT              | CORP              | NL        |       6100000 | PA      | $6959546.99   | 0.08%             | 2030-04-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| INDIA                                 | INDIA GOVERNMENT BOND                                                        | CUSIP: BY4725150<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    1279030000 | PA      | $13633662.77  | 0.15%             | 2032-08-22      | Fixed         | 7.26%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                 | INDONESIA GOVERNMENT INTERNATIONAL BOND                                      | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      55130000 | PA      | $7990472.24   | 0.09%             | 2031-03-04      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                 | INDONESIA GOVERNMENT INTERNATIONAL BOND                                      | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      57780000 | PA      | $8365698.90   | 0.09%             | 2036-03-04      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| INDONESIA                             | INDONESIA GOVERNMENT INTERNATIONAL BOND                                      | CUSIP: YM7647568<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       6190000 | PA      | $4214127.67   | 0.05%             | 2035-08-14      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| INDONESIA                             | INDONESIA GOVERNMENT INTERNATIONAL BOND                                      | CUSIP: LW3626055<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      61788000 | PA      | $72009458.82  | 0.80%             | 2028-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                 | INDONESIA GOVERNMENT INTERNATIONAL BOND                                      | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      48840000 | PA      | $7031424.03   | 0.08%             | 2035-10-31      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| INDONESIA                             | INDONESIA GOVERNMENT INTERNATIONAL BOND                                      | CUSIP: YM7647550<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      11040000 | PA      | $7379010.43   | 0.08%             | 2030-08-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                 | INDONESIA GOVERNMENT INTERNATIONAL BOND                                      | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      50550000 | PA      | $7277767.16   | 0.08%             | 2030-10-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA                             | INDONESIA TREASURY BOND                                                      | CUSIP: YS3288018<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   44199000000 | PA      | $2644394.07   | 0.03%             | 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        |  473000000000 | PA      | $27834271.85  | 0.31%             | 2026-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA                             | INDONESIA TREASURY BOND                                                      | CUSIP: ZH8062890<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  102083000000 | PA      | $6084948.27   | 0.07%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| INDONESIA                             | INDONESIA TREASURY BOND                                                      | CUSIP: BY4236745<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  153888000000 | PA      | $9086730.06   | 0.10%             | 2028-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA                             | INDONESIA TREASURY BOND                                                      | CUSIP: BY4236786<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  333060000000 | PA      | $19821574.89  | 0.22%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA                             | INDONESIA TREASURY BOND                                                      | CUSIP: BQ3772713<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 1320952000000 | PA      | $76578132.54  | 0.85%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INFRASTRUTTURE WIRELESS               | INFRASTRUTTURE WIRELESS ITALIANE SPA                                         | CUSIP: YK7914467<br>LEI: 81560066183FE361C071 | Long             | DBT              | CORP              | IT        |       6417000 | PA      | $6741957.29   | 0.07%             | 2032-10-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                          | ING GROEP NV                                                                 | CUSIP: ZK6504342<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       6000000 | PA      | $7243799.52   | 0.08%             | 2034-05-23      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                          | ING GROEP NV                                                                 | CUSIP: BU3958651<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       6500000 | PA      | $7003658.94   | 0.08%             | 2031-02-16      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                          | ING GROEP NV                                                                 | CUSIP: BR5783591<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       2800000 | PA      | $3099791.73   | 0.03%             | 2028-09-29      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | INR/USD FWD 20260410 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | IN        |             1 | NC      | $-1208135.64  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK               | INTER-AMERICAN DEVELOPMENT BANK                                              | CUSIP: ZH0461629<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |     805000000 | PA      | $8322414.67   | 0.09%             | 2030-10-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| INTERCHILE SA                         | INTERCHILE SA                                                                | CUSIP: BQ6100474<br>LEI: 549300Y105FQQX6RCE16 | Long             | DBT              | CORP              | CL        |       4563000 | PA      | $3738503.18   | 0.04%             | 2056-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP               | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT                          | CUSIP: ZK0871929<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    1010600000 | PA      | $10179253.04  | 0.11%             | 2030-04-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                   | INTESA SANPAOLO SPA                                                          | CUSIP: AZ3706928<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      12399000 | PA      | $13630561.75  | 0.15%             | 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        |       6196000 | PA      | $6730848.11   | 0.07%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IRELAND                               | IRELAND GOVERNMENT BOND                                                      | CUSIP: EK7325393<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |       5630000 | PA      | $5108894.78   | 0.06%             | 2045-02-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| IRISH TSY 1.5% 2050                   | IRELAND GOVERNMENT BOND                                                      | CUSIP: ZS5382107<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |       2696000 | PA      | $2060616.41   | 0.02%             | 2050-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ISRAEL                                | ISRAEL GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: AM0206418<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      17984000 | PA      | $20459129.59  | 0.23%             | 2027-01-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ITALGAS SPA                           | ITALGAS SPA                                                                  | CUSIP: AM1349407<br>LEI: 815600F25FF44EF1FA76 | Long             | DBT              | CORP              | IT        |       2570000 | PA      | $2944576.52   | 0.03%             | 2027-01-19      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| ITALY                                 | ITALY BUONI POLIENNALI DEL TESORO                                            | CUSIP: YV6828441<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      53146000 | PA      | $58994985.61  | 0.65%             | 2054-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ITALY                                 | ITALY BUONI POLIENNALI DEL TESORO                                            | CUSIP: ZF2130952<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      46199000 | PA      | $53950760.87  | 0.60%             | 2031-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES              | ITALY BUONI POLIENNALI DEL TESORO                                            | CUSIP: QZ7665156<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      32135000 | PA      | $25856399.74  | 0.29%             | 2067-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ITALY                                 | ITALY BUONI POLIENNALI DEL TESORO                                            | CUSIP: YR8122164<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      85613000 | PA      | $98066713.34  | 1.09%             | 2030-07-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ITALY INFL INDX                       | ITALY BUONI POLIENNALI DEL TESORO                                            | CUSIP: AM7652176<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      58065732 | PA      | $69009587.27  | 0.77%             | 2028-05-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| ITELYUM REGENERATION SPA 144A         | ITELYUM REGENERATION SPA                                                     | CUSIP: YQ6752717<br>LEI: 815600051FBC23AA8A45 | Long             | DBT              | CORP              | IT        |       3130000 | PA      | $3574387.97   | 0.04%             | 2030-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COTE D'IVOIR 144A         | IVORY COAST GOVERNMENT INTERNATIONAL BOND                                    | CUSIP: YQ7565134<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |   24736500000 | PA      | $44115587.32  | 0.49%             | 2028-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                           | IVORY COAST GOVERNMENT INTERNATIONAL BOND                                    | CUSIP: ZQ0630710<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |       6650000 | PA      | $7237839.17   | 0.08%             | 2040-10-17      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                           | IVORY COAST GOVERNMENT INTERNATIONAL BOND                                    | CUSIP: BM7280613<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |       1936000 | PA      | $2087243.85   | 0.02%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JAPAN                                 | JAPAN GOVERNMENT FIVE YEAR BOND                                              | CUSIP: YI0238562<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    8118350000 | PA      | $50753781.41  | 0.56%             | 2030-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| JAPAN                                 | JAPAN GOVERNMENT FORTY YEAR BOND                                             | CUSIP: YO9397408<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    2509750000 | PA      | $13831518.73  | 0.15%             | 2065-03-20      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                 | JAPAN GOVERNMENT TEN YEAR BOND                                               | CUSIP: YN9171771<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    9738150000 | PA      | $57433404.36  | 0.64%             | 2035-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JAPAN                                 | JAPAN GOVERNMENT TEN YEAR BOND                                               | CUSIP: ZK0398576<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    5738400000 | PA      | $32615170.47  | 0.36%             | 2033-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JAPAN                                 | JAPAN GOVERNMENT THIRTY YEAR BOND                                            | CUSIP: EK4826393<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   14076200000 | PA      | $70405249.66  | 0.78%             | 2044-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| JAPAN                                 | JAPAN GOVERNMENT THIRTY YEAR BOND                                            | CUSIP: BZ6879135<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    3100100000 | PA      | $12131770.38  | 0.13%             | 2052-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| JAPAN                                 | JAPAN GOVERNMENT THIRTY YEAR BOND                                            | CUSIP: BX7150259<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   10441250000 | PA      | $39913330.74  | 0.44%             | 2052-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| JAPAN                                 | JAPAN GOVERNMENT THIRTY YEAR BOND                                            | CUSIP: YN9906580<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    3272000000 | PA      | $17472882.79  | 0.19%             | 2055-06-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JAPAN                                 | JAPAN GOVERNMENT THIRTY YEAR BOND                                            | CUSIP: DC8411118<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   10973400000 | PA      | $66105870.34  | 0.73%             | 2055-12-20      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JAPAN                                 | JAPAN GOVERNMENT THIRTY YEAR BOND                                            | CUSIP: YW1926073<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    6220600000 | PA      | $29178395.78  | 0.32%             | 2054-06-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| JAPAN                                 | JAPAN GOVERNMENT THIRTY YEAR BOND                                            | CUSIP: BV8018210<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    9286400000 | PA      | $32746578.24  | 0.36%             | 2052-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JAPAN                                 | JAPAN GOVERNMENT TWENTY YEAR BOND                                            | CUSIP: YI1890825<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    2360000000 | PA      | $14734920.48  | 0.16%             | 2045-12-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| JAPAN T BILL                          | JAPAN TREASURY DISCOUNT BILL                                                 | CUSIP: DC5787999<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   28800000000 | PA      | $181450869.16 | 2.01%             | 2026-04-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN T BILL                          | JAPAN TREASURY DISCOUNT BILL                                                 | CUSIP: YI8413845<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   39000000000 | PA      | $245506002.54 | 2.72%             | 2026-05-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN 26 INFL INDX                    | JAPANESE GOVERNMENT CPI LINKED BOND                                          | CUSIP: BP5432623<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    8993560554 | PA      | $56867346.62  | 0.63%             | 2031-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN 28 INFL INDX                    | JAPANESE GOVERNMENT CPI LINKED BOND                                          | CUSIP: ZK7608597<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    3344314860 | PA      | $20864373.73  | 0.23%             | 2033-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN 27 INFL INDX                    | JAPANESE GOVERNMENT CPI LINKED BOND                                          | CUSIP: BW5966526<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    4525462330 | PA      | $28527257.56  | 0.32%             | 2032-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN 29 INFL INDX                    | JAPANESE GOVERNMENT CPI LINKED BOND                                          | CUSIP: YX2181320<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   18007376958 | PA      | $109606881.55 | 1.22%             | 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        |    6932688858 | PA      | $41810240.04  | 0.46%             | 2035-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JERROLD FINCO PLC 144A                | JERROLD FINCO PLC                                                            | CUSIP: YO7062657<br>LEI: 213800F7AYNHLL1BPR31 | Long             | DBT              | CORP              | GB        |       1195000 | PA      | $1558765.91   | 0.02%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JERROLD FINCO PLC 144A                | JERROLD FINCO PLC                                                            | CUSIP: ZB0044865<br>LEI: 213800F7AYNHLL1BPR31 | Long             | DBT              | CORP              | GB        |        345000 | PA      | $454146.39    | 0.01%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| JORDAN                                | JORDAN GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: ZK0192318<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |       7300000 | PA      | $7526736.22   | 0.08%             | 2029-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMORGAN CHASE & CO                                                          | CUSIP: AN5751838<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       2620000 | PA      | $2974882.57   | 0.03%             | 2028-05-18      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMORGAN CHASE & CO                                                          | CUSIP: ZH9735940<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       5700000 | PA      | $6797575.66   | 0.08%             | 2031-11-13      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| JBM6 JPN 10Y BOND(OSE) JUN26          | JPN 10Y BOND(OSE) JUN26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        |          -137 | NC      | $1168333.91   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JBM6 JPN 10Y BOND(OSE) JUN26          | JPN 10Y BOND(OSE) JUN26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        |            -5 | NC      | $42639.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP           | JPY/USD FWD 20260424 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | JP        |             1 | NC      | $96259.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | JPY/USD FWD 20260424 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | JP        |             1 | NC      | $-340362.01   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | JPY/USD FWD 20260424 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | JP        |             1 | NC      | $-518301.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | JPY/USD FWD 20260424 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | JP        |             1 | NC      | $-588131.05   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                         | JPY/USD FWD 20260424 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | JP        |             1 | NC      | $-304168.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                   | JPY/USD FWD 20260424 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | JP        |             1 | NC      | $-151810.60   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTL INC            | JPY/USD FWD 20260424 NOMAGB2L                                                | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | N/A              | DFE              | CORP              | JP        |             1 | NC      | $-1103229.31  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES         | JPY/USD FWD 20260424 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | JP        |             1 | NC      | $114395.64    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | JPY/USD FWD 20260424 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | JP        |             1 | NC      | $-70989.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.          | JPY/USD FWD 20260424 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | JP        |             1 | NC      | $-58855.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JSCB AGROBANK                         | JSCB AGROBANK                                                                | CUSIP: YU0186277<br>LEI: 254900JPMU0LFCP18673 | Long             | DBT              | CORP              | UZ        |       4700000 | PA      | $5033941.39   | 0.06%             | 2029-10-02      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| JSC KASPI.KZ                          | KASPI.KZ JSC                                                                 | CUSIP: YQ5182411<br>LEI: 2549003YU6FARG8OAZ13 | Long             | DBT              | CORP              | KZ        |       6870000 | PA      | $6914990.46   | 0.08%             | 2030-03-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                          | KBC GROUP NV                                                                 | CUSIP: DA5115609<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |        500000 | PA      | $557836.83    | 0.01%             | 2033-11-24      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                          | KBC GROUP NV                                                                 | CUSIP: DC8463820<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |       5100000 | PA      | $5760867.20   | 0.06%             | 2033-01-15      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| BELGIUM                               | KINGDOM OF BELGIUM GOVERNMENT BOND                                           | CUSIP: EK7448872<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     138038000 | PA      | $143917823.22 | 1.60%             | 2031-06-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KLABIN AUSTRIA GMBH                   | KLABIN AUSTRIA GMBH                                                          | CUSIP: AX9046282<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |       9300000 | PA      | $9371570.49   | 0.10%             | 2029-04-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KNORR-BREMSE AG                       | KNORR-BREMSE AG                                                              | CUSIP: BY9998059<br>LEI: 5299001GRRO0Z25YZT52 | Long             | DBT              | CORP              | DE        |       2500000 | PA      | $2892951.75   | 0.03%             | 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        |       6300000 | PA      | $7312973.92   | 0.08%             | 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        |       7630000 | NS      | $8883764.91   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV                    | KONINKLIJKE KPN NV                                                           | CUSIP: ZF8930983<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |      14000000 | PA      | $15890418.98  | 0.18%             | 2036-02-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KAAM6 KOREA 10YR BND FU JUN26         | KOREA 10YR BND FU JUN26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | KR        |          2317 | NC      | $-2350148.44  | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| KEM6 KOREA 3YR BND FUT JUN26          | KOREA 3YR BND FUT JUN26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | KR        |          2668 | NC      | $-1244113.32  | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| KOREA                                 | KOREA INTERNATIONAL BOND                                                     | CUSIP: YN5410082<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |      14640000 | PA      | $16771008.60  | 0.19%             | 2028-07-03      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KFW                                   | KREDITANSTALT FUER WIEDERAUFBAU                                              | CUSIP: 500769BQ6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |       5202000 | PA      | $3848267.08   | 0.04%             | 2037-06-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LATVIA                                | LATVIA GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: ZG1467213<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |      15752000 | PA      | $18634648.31  | 0.21%             | 2029-05-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LATVIA                                | LATVIA GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: QZ7335404<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |      86021000 | PA      | $98388625.92  | 1.09%             | 2026-10-07      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                   | LCH - CNY IRS 1/13/30 REC FIX CITI_C                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |             1 | NC      | $-643136.57   | -0.01%            |  |  |  | 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      | $-24654.88    | -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      | $-8550.93     | -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      | $125259.17    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH - CNY IRS 4/11/30 REC FIX_C                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |             1 | NC      | $-224212.39   | -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      | $52038.22     | 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      | $3530768.73   | 0.04%             |  |  |  | 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      | $1742725.27   | 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      | $1689857.45   | 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      | $-5238080.82  | -0.06%            |  |  |  | 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      | $-5734734.99  | -0.06%            |  |  |  | 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      | $-3311137.87  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH - EUR ZCIS 10/15/34 REC CPI CITI_C                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |             1 | NC      | $727368.02    | 0.01%             |  |  |  | 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      | $1227327.32   | 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      | $838448.15    | 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      | $-469885.04   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH-CNY IRS 3/6/31 REC FIX NOMA_C                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |             1 | NC      | $-57570.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH-CZK IRS 3/4/36 PAY FIX BARC_C                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |             1 | NC      | $2607958.35   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH-EUR IRS 2/9/36 PAY FIX MSLN_C                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |             1 | NC      | $697075.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH-GBP IRS 3/23/28 REC FIX BARC_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |             1 | NC      | $193001.78    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH-JPY IRS 1/23/31 REC FIX BNPA_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |             1 | NC      | $-127823.93   | -0.00%            |  |  |  | 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      | $1197714.83   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH-PLN IRS 3/4/33 PAY FIX SOGE_C                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |             1 | NC      | $991439.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH-PLN IRS 3/9/31 PAY FIX DEUT_C                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |             1 | NC      | $586105.92    | 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      | $-124744.03   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH-PLN IRS 6/12/30 PAY FIX BARC_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |             1 | NC      | $-470309.13   | -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      | $-308795.48   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH-PLN IRS 7/18/30 PAY FIX BOFA_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |             1 | NC      | $-323274.36   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH-PLN IRS 9/29/32 PAY FIX BARC_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |             1 | NC      | $-226908.50   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LITHUANIA                             | LITHUANIA GOVERNMENT INTERNATIONAL BOND                                      | CUSIP: ZK9039973<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      38084000 | PA      | $44741992.62  | 0.50%             | 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        |      24359000 | PA      | $27754955.91  | 0.31%             | 2034-02-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                | LOGICOR FINANCING SARL                                                       | CUSIP: BN4542633<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |       7100000 | PA      | $6991295.60   | 0.08%             | 2031-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                | LOGICOR FINANCING SARL                                                       | CUSIP: AV5251146<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |      10800000 | PA      | $12389917.33  | 0.14%             | 2028-11-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| G M6 LONG GILT FUTURE  JUN26          | LONG GILT FUTURE  JUN26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |            58 | NC      | $-209144.51   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| G M6 LONG GILT FUTURE  JUN26          | LONG GILT FUTURE  JUN26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |          1784 | NC      | $-6432996.70  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| G M6 LONG GILT FUTURE  JUN26          | LONG GILT FUTURE  JUN26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |           443 | NC      | $-1597431.36  | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ALTICE FRANCE LUXCO 3                 | LuxCo 3 Shares                                                               | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | EC               | CORP              | FR        |          4547 | NS      | $77389.45     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| MA'ADEN SUKUK LTD 144A                | MA'ADEN SUKUK LTD                                                            | CUSIP: 55407NAD4<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | NUSS              | KY        |       4400000 | PA      | $4277790.57   | 0.05%             | 2036-01-29      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC               | MAGNA INTERNATIONAL INC                                                      | CUSIP: AP0612121<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |       2620000 | PA      | $2957039.59   | 0.03%             | 2027-09-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MAGYAR EXPORT-IMPORT BAN              | MAGYAR EXPORT-IMPORT BANK ZRT                                                | CUSIP: ZH9750469<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |       4370000 | PA      | $5300692.55   | 0.06%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA                              | MALAYSIA GOVERNMENT BOND                                                     | CUSIP: YM2107501<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      66595000 | PA      | $15935038.02  | 0.18%             | 2055-07-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| MALAYSIA                              | MALAYSIA GOVERNMENT BOND                                                     | CUSIP: BJ9810216<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      79874000 | PA      | $19652663.71  | 0.22%             | 2050-06-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| MALAYSIA                              | MALAYSIA GOVERNMENT BOND                                                     | CUSIP: JK3819022<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     169879000 | PA      | $45974765.44  | 0.51%             | 2046-03-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| MALAYSIA                              | MALAYSIA GOVERNMENT BOND                                                     | CUSIP: ZL8877116<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      15000000 | PA      | $3915102.12   | 0.04%             | 2053-03-31      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| MALAYSIA                              | MALAYSIA GOVERNMENT BOND                                                     | CUSIP: AT4277287<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     134996000 | PA      | $37504621.43  | 0.42%             | 2048-07-06      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS              | MEDTRONIC GLOBAL HOLDINGS SCA                                                | CUSIP: ZO6400725<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |       2969000 | PA      | $3179457.00   | 0.04%             | 2028-10-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| EQUATE PETROCHEMICAL BV 144A          | MEGLOBAL BV                                                                  | CUSIP: 29441WAD7<br>LEI: 549300WBVLU2FILR7W19 | Long             | DBT              | CORP              | NL        |       9170000 | PA      | $8623302.54   | 0.10%             | 2028-04-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE 144A            | MELCO RESORTS FINANCE LTD                                                    | CUSIP: 58547DAJ8<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |       6650000 | PA      | $6398874.44   | 0.07%             | 2033-09-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I               | METROPOLITAN LIFE GLOBAL FUNDING I                                           | CUSIP: ZM1986599<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |        570000 | PA      | $753604.37    | 0.01%             | 2030-01-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| METSO OYJ                             | METSO OYJ                                                                    | CUSIP: BM6584874<br>LEI: 549300R0VN9C371W0E07 | Long             | DBT              | CORP              | FI        |       2775000 | PA      | $3054121.96   | 0.03%             | 2028-05-26      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| MEXICO                                | MEXICAN BONOS                                                                | CUSIP: EH6834517<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     304759000 | PA      | $17006575.87  | 0.19%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT               | MEXICAN BONOS                                                                | CUSIP: ZN7935812<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2071867000 | PA      | $106147263.99 | 1.18%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MEXICO UDI INFL INDX                  | MEXICAN UDIBONOS                                                             | CUSIP: ZD7734878<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     829706107 | PA      | $43233235.63  | 0.48%             | 2034-08-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LTD 144A           | MGM CHINA HOLDINGS LTD                                                       | CUSIP: 55300RAJ0<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |       5140000 | PA      | $5259656.93   | 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        |       3830000 | PA      | $4962853.30   | 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        |       3965000 | PA      | $3799544.03   | 0.04%             | 2037-08-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MKS INC 144A                          | MKS INC                                                                      | CUSIP: YI4245548<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |       2465000 | PA      | $2720035.18   | 0.03%             | 2034-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTL HLDINGS NE 144A         | MONDELEZ INTERNATIONAL HOLDINGS NETHERLANDS BV                               | CUSIP: BR2463874<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |       6160000 | PA      | $6394164.12   | 0.07%             | 2029-09-09      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                | MONDELEZ INTERNATIONAL INC                                                   | CUSIP: 609207AE5<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |       2575000 | PA      | $2943376.55   | 0.03%             | 2027-03-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                | MONDELEZ INTERNATIONAL INC                                                   | CUSIP: BO3832199<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |      10218000 | PA      | $11144799.87  | 0.12%             | 2028-03-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MONDI FINANCE EUROPE                  | MONDI FINANCE EUROPE GMBH                                                    | CUSIP: BH4248572<br>LEI: 2138004LSZE37TGO8788 | Long             | DBT              | CORP              | AT        |       2505000 | PA      | $2812112.89   | 0.03%             | 2028-04-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MONTENEGRO 144A                       | MONTENEGRO GOVERNMENT INTERNATIONAL BOND                                     | CUSIP: 857305AA4<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |       7755000 | PA      | $8070041.90   | 0.09%             | 2031-03-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MONTENEGRO 144A                       | MONTENEGRO GOVERNMENT INTERNATIONAL BOND                                     | CUSIP: YQ6749929<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |      22310000 | PA      | $25560035.17  | 0.28%             | 2032-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                        | MORGAN STANLEY                                                               | CUSIP: BP2887050<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       4931000 | PA      | $5621127.49   | 0.06%             | 2027-10-29      | Variable      | 0.41%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                        | MORGAN STANLEY                                                               | CUSIP: BZ8087133<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       2000000 | PA      | $2458921.74   | 0.03%             | 2034-01-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                        | MORGAN STANLEY                                                               | CUSIP: BM0594143<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      11660000 | PA      | $12493085.74  | 0.14%             | 2029-10-26      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| MOROCCO                               | MOROCCO GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: YQ5985326<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |       9343000 | PA      | $10743070.62  | 0.12%             | 2029-04-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MOROCCO 144A                          | MOROCCO GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: YQ5985318<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |      26140000 | PA      | $29859679.02  | 0.33%             | 2035-04-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MOROCCO 144A                          | MOROCCO GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: YQ5985300<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |      46139000 | PA      | $53053038.14  | 0.59%             | 2029-04-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | MXN/USD FWD 20260417 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | MX        |             1 | NC      | $-799428.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                    | MXN/USD FWD 20260417 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | MX        |             1 | NC      | $-389573.53   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | MXN/USD FWD 20260417 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | MX        |             1 | NC      | $-459307.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP           | MYR/USD FWD 20260605 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | MY        |             1 | NC      | $-326963.31   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NAT GRID ELECTY EM                    | NATIONAL GRID ELECTRICITY DISTRIBUTION EAST MIDLANDS PLC                     | CUSIP: BY9532213<br>LEI: 549300KXFU5Q7NZE9L79 | Long             | DBT              | CORP              | GB        |       2455000 | PA      | $2847579.04   | 0.03%             | 2028-09-20      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                     | NATWEST GROUP PLC                                                            | CUSIP: BR3367546<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       5075000 | PA      | $5662957.61   | 0.06%             | 2032-09-14      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                     | NATWEST GROUP PLC                                                            | CUSIP: BO2209423<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       2014000 | PA      | $2147868.14   | 0.02%             | 2030-02-26      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                     | NATWEST GROUP PLC                                                            | CUSIP: BR3767174<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       5250000 | PA      | $5667625.45   | 0.06%             | 2029-09-14      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                            | NBN CO LTD                                                                   | CUSIP: ZL1819172<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |      11070000 | PA      | $13110512.79  | 0.15%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                           | NETFLIX INC                                                                  | CUSIP: AN3034641<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |       2455000 | PA      | $2857228.87   | 0.03%             | 2027-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                           | NETFLIX INC                                                                  | CUSIP: ZS2938422<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |       5585000 | PA      | $6551939.40   | 0.07%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND                           | NEW ZEALAND GOVERNMENT BOND                                                  | CUSIP: YV1744767<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     171826000 | PA      | $94906610.59  | 1.05%             | 2036-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEXT PLC                              | NEXT GROUP PLC                                                               | CUSIP: LW0418464<br>LEI: 213800O8TRZCFJ9R5760 | Long             | DBT              | CORP              | GB        |       7491000 | PA      | $9611658.31   | 0.11%             | 2028-05-18      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NEXT PLC                              | NEXT GROUP PLC                                                               | CUSIP: EJ8437034<br>LEI: 213800O8TRZCFJ9R5760 | Long             | DBT              | CORP              | GB        |        982000 | PA      | $1298262.22   | 0.01%             | 2026-10-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                | NEXTERA ENERGY CAPITAL HOLDINGS INC                                          | CUSIP: 65339KDV9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       8820000 | PA      | $9811255.70   | 0.11%             | 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        |       7700000 | PA      | $8581692.21   | 0.10%             | 2056-05-15      | Variable      | 4.00%                 | 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      | $889610.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA T BILL                        | NIGERIA OMO BILL                                                             | CUSIP: DA6407633<br>LEI: 549300G1JG004Y3K8S97 | Long             | DBT              | NUSS              | NG        |   12000000000 | PA      | $8409370.81   | 0.09%             | 2026-05-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NIGERIA T- BILL                       | NIGERIA OMO BILL                                                             | CUSIP: YN1663296<br>LEI: 549300G1JG004Y3K8S97 | Long             | DBT              | NUSS              | NG        |    7312000000 | PA      | $5105930.75   | 0.06%             | 2026-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NIGERIA T BILL                        | NIGERIA OMO BILL                                                             | CUSIP: YJ4147502<br>LEI: 549300G1JG004Y3K8S97 | Long             | DBT              | NUSS              | NG        |    9290000000 | PA      | $6589118.67   | 0.07%             | 2026-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NIGERIA T  BILL                       | NIGERIA OMO BILL                                                             | CUSIP: YJ4147494<br>LEI: 549300G1JG004Y3K8S97 | Long             | DBT              | NUSS              | NG        |    3581196000 | PA      | $2463653.60   | 0.03%             | 2026-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NN GROUP NV                           | NN GROUP NV                                                                  | CUSIP: AN7382327<br>LEI: 724500OHYNDT9OY6Q215 | Long             | DBT              | CORP              | NL        |       2575000 | PA      | $2925253.78   | 0.03%             | 2027-06-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| NORDEA HYPOTEK AB                     | NORDEA HYPOTEK AB                                                            | CUSIP: YQ8698728<br>LEI: 5493000K2HPWIF6MFO29 | Long             | DBT              | CORP              | SE        |     494000000 | PA      | $51710685.61  | 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        |       5430000 | PA      | $6386532.92   | 0.07%             | 2027-03-13      | Fixed         | 6.96%                 | No            |                  2 | On Loan: No      |
| NORTH MACEDONIA                       | NORTH MACEDONIA GOVERNMENT INTERNATIONAL BOND                                | CUSIP: ZL4431215<br>LEI: 635400RD1N6RVNCE4958 | Long             | DBT              | NUSS              | MK        |       5900000 | PA      | $6939326.75   | 0.08%             | 2027-03-13      | Fixed         | 6.96%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE AMERICAS INC 4/2 CP       | NTT FINANCE AMERICAS INC                                                     | CUSIP: 67018DDW7<br>LEI: 5493002G2563PEW0DU90 | Long             | DBT              | CORP              | US        |      39245000 | PA      | $39117128.02  | 0.43%             | 2026-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC 144A          | OAK-EAGLE ACQUIRECO INC                                                      | CUSIP: DH2541703<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |       3810000 | PA      | $4493031.03   | 0.05%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                        | OPAL BIDCO SAS                                                               | CUSIP: YQ6351973<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |       7360000 | PA      | $8295075.50   | 0.09%             | 2032-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                             | ORANGE SA                                                                    | CUSIP: AW5684278<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      10700000 | PA      | $12675388.31  | 0.14%             | 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        |       6900000 | PA      | $6760942.25   | 0.07%             | 2030-05-13      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                            | ORSTED AS                                                                    | CUSIP: EI9440732<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |      16210000 | PA      | $20311481.69  | 0.23%             | 2032-01-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PAPREC HOLDING SA 144A                | PAPREC HOLDING SA                                                            | CUSIP: YN8738216<br>LEI: 969500ASAFSVN9KVC873 | Long             | DBT              | CORP              | FR        |        960000 | PA      | $1087608.49   | 0.01%             | 2030-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.          | PEN/USD FWD 20260410 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | PE        |             1 | NC      | $-554947.70   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE              | PERRIGO FINANCE UNLIMITED CO                                                 | CUSIP: YV6843382<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |       2001000 | PA      | $2160309.62   | 0.02%             | 2032-09-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                    | PERU GOVERNMENT BOND                                                         | CUSIP: AZ1761248<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      14318000 | PA      | $3909143.41   | 0.04%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PERU                                  | PERUVIAN GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: AZ1487935<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      23797000 | PA      | $6497128.49   | 0.07%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                   | PETROLEOS MEXICANOS                                                          | CUSIP: AS6869968<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       9023000 | PA      | $10380700.07  | 0.12%             | 2029-02-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                   | PETROLEOS MEXICANOS                                                          | CUSIP: EK8589716<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       7672000 | PA      | $8751851.45   | 0.10%             | 2027-04-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                    | PLN/USD FWD 20260515 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | PL        |             1 | NC      | $60987.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | PLN/USD FWD 20260515 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | PL        |             1 | NC      | $-331056.24   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRAEMIA HEALTHCARE SACA               | PRAEMIA HEALTHCARE SACA                                                      | CUSIP: ZO4361218<br>LEI: 96950067NFR9MWI0CJ45 | Long             | DBT              | CORP              | FR        |       2600000 | PA      | $2652916.57   | 0.03%             | 2030-09-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                           | PROLOGIS LP                                                                  | CUSIP: 74340XBF7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |       5048000 | PA      | $6146516.73   | 0.07%             | 2029-06-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ONTARIO                               | PROVINCE OF ONTARIO CANADA                                                   | CUSIP: 68323AAY0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |       2739000 | PA      | $1725817.01   | 0.02%             | 2043-06-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| QATAR PETROLEUM                       | QATARENERGY                                                                  | CUSIP: BQ3267193<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |       4280000 | PA      | $3112991.97   | 0.03%             | 2041-07-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                       | QNB FINANCE LTD                                                              | CUSIP: ZP9011815<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |       8200000 | PA      | $8052539.62   | 0.09%             | 2027-02-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                       | QNB FINANCE LTD                                                              | CUSIP: ZF5179832<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |       2175000 | PA      | $2167552.05   | 0.02%             | 2029-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE 144A             | RAIZEN FUELS FINANCE SA                                                      | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      12680000 | PA      | $6866959.56   | 0.08%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                  | RAIZEN FUELS FINANCE SA                                                      | CUSIP: ZD3788001<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |       2240000 | PA      | $1192374.32   | 0.01%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| REALT 2025-1A A2 144A                 | REAL ESTATE ASSET LIQUIDITY TRUST                                            | CUSIP: 75585RSU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |      31390000 | PA      | $22570743.58  | 0.25%             | 2060-01-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| REALT 2025-1A A1 144A                 | REAL ESTATE ASSET LIQUIDITY TRUST                                            | CUSIP: 75585RSS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |      19056065 | PA      | $13672668.45  | 0.15%             | 2060-01-12      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| REDE D'OR FINANCE SARL 144A           | REDE D'OR FINANCE SARL                                                       | CUSIP: 75735GAC2<br>LEI: 549300FDE772OLJUCP79 | Long             | DBT              | CORP              | LU        |       6970000 | PA      | $6982538.92   | 0.08%             | 2035-09-09      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| RENEW TREAS IFSC PVT LTD 144A         | RENEW TREASURY IFSC PVT LTD                                                  | CUSIP: 759963AA9<br>LEI: 335800IK4XWJ5637BW61 | Long             | DBT              | CORP              | IN        |       7350000 | PA      | $7134886.09   | 0.08%             | 2031-02-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AUSTRIA                               | REPUBLIC OF AUSTRIA GOVERNMENT BOND                                          | CUSIP: BH3926764<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      16898000 | PA      | $10064288.64  | 0.11%             | 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        |      15750000 | PA      | $16226966.63  | 0.18%             | 2053-10-20      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| POLAND                                | REPUBLIC OF POLAND GOVERNMENT INTERNATIONAL BOND                             | CUSIP: YN8736657<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      11418000 | PA      | $12958116.95  | 0.14%             | 2032-07-07      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| POLAND                                | REPUBLIC OF POLAND GOVERNMENT INTERNATIONAL BOND                             | CUSIP: DC8478513<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      19499000 | PA      | $21897619.22  | 0.24%             | 2036-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| POLAND                                | REPUBLIC OF POLAND GOVERNMENT INTERNATIONAL BOND                             | CUSIP: YU5018814<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       5250000 | PA      | $5830349.70   | 0.06%             | 2039-10-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA                               | ROMANIAN GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: YQ7562073<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      26159000 | PA      | $30671761.98  | 0.34%             | 2032-07-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA                               | ROMANIAN GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: YK6552771<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      13340000 | PA      | $15028187.10  | 0.17%             | 2033-06-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA 144A                          | ROMANIAN GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: YK6552730<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      12400000 | PA      | $13969229.39  | 0.15%             | 2033-06-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                  | ROYAL BANK OF CANADA                                                         | CUSIP: ZJ2436534<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       2385000 | PA      | $2805159.99   | 0.03%             | 2028-07-05      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT               | RTE RESEAU DE TRANSPORT D'ELECTRICITE SADIR                                  | CUSIP: BT3086084<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | CORP              | FR        |       7200000 | PA      | $6574643.53   | 0.07%             | 2034-01-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS              | SANTANDER UK GROUP HOLDINGS PLC                                              | CUSIP: BT4299181<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |       9920000 | PA      | $12489906.92  | 0.14%             | 2029-01-17      | Variable      | 2.42%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS              | SANTANDER UK GROUP HOLDINGS PLC                                              | CUSIP: BY5268937<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |       5300000 | PA      | $6125827.26   | 0.07%             | 2028-08-25      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS              | SANTANDER UK GROUP HOLDINGS PLC                                              | CUSIP: BR3172219<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |       6475000 | PA      | $6962073.52   | 0.08%             | 2029-09-13      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| SARTORIUS FINANCE BV                  | SARTORIUS FINANCE BV                                                         | CUSIP: ZI6854254<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |       8000000 | PA      | $9458946.13   | 0.10%             | 2032-09-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND 144A         | SAUDI GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: YR7975620<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      35390000 | PA      | $39674262.47  | 0.44%             | 2032-03-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SELP FINANCE SARL                     | SELP FINANCE SARL                                                            | CUSIP: YS4652691<br>LEI: 549300Y4VYEJE1MH6D45 | Long             | DBT              | CORP              | LU        |       4428000 | PA      | $5002217.30   | 0.06%             | 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        |      59506000 | PA      | $68093143.88  | 0.76%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SERBIA 144A                           | SERBIA INTERNATIONAL BOND                                                    | CUSIP: BR4452776<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      20505000 | PA      | $21910803.51  | 0.24%             | 2028-09-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SERBIA                                | SERBIA INTERNATIONAL BOND                                                    | CUSIP: AZ2286302<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      34049000 | PA      | $35948238.52  | 0.40%             | 2029-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SES SA                                | SES SA                                                                       | CUSIP: YN4662469<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |       3203000 | PA      | $3634941.25   | 0.04%             | 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        |       5970000 | PA      | $7260791.83   | 0.08%             | 2034-11-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN               | SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC                        | CUSIP: YO1565978<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4195000 | PA      | $4577382.58   | 0.05%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SHINHAN BANK 144A                     | SHINHAN BANK CO LTD                                                          | CUSIP: 82460CBF0<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |       7200000 | PA      | $7238943.46   | 0.08%             | 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        |     100102000 | PA      | $80373993.81  | 0.89%             | 2029-07-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SINGAPORE                             | SINGAPORE GOVERNMENT BOND                                                    | CUSIP: EI3830821<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |       7000000 | PA      | $5664187.66   | 0.06%             | 2030-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                  | SINGAPORE GOVERNMENT BOND                                                    | CUSIP: YQ5958273<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      23600000 | PA      | $18780299.21  | 0.21%             | 2030-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SINGAPORE                             | SINGAPORE GOVERNMENT BOND                                                    | CUSIP: LW9539104<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     171387000 | PA      | $132788434.39 | 1.47%             | 2036-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                | SKANDINAVISKA ENSKILDA BANKEN AB                                             | CUSIP: BQ0606138<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |       2865000 | PA      | $3105062.36   | 0.03%             | 2028-06-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                | SKANDINAVISKA ENSKILDA BANKEN AB                                             | CUSIP: YQ5710021<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |     218000000 | PA      | $22811065.75  | 0.25%             | 2030-12-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SLOVENIA                              | SLOVENIA GOVERNMENT BOND                                                     | CUSIP: BN3326814<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |       4975000 | PA      | $4992446.26   | 0.06%             | 2031-02-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SLOVENIA                              | SLOVENIA GOVERNMENT BOND                                                     | CUSIP: JK2522817<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |       7145000 | PA      | $7902248.08   | 0.09%             | 2032-03-03      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SLOVENIA                              | SLOVENIA GOVERNMENT BOND                                                     | CUSIP: EK8128572<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      14085000 | PA      | $13933225.58  | 0.15%             | 2035-03-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| SMITHS GROUP PLC                      | SMITHS GROUP PLC                                                             | CUSIP: AM5448155<br>LEI: 213800MJL6IPZS3ASA11 | Long             | DBT              | CORP              | GB        |       2535000 | PA      | $2903973.38   | 0.03%             | 2027-02-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                              | SNAM SPA                                                                     | CUSIP: QZ8441011<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |       6950000 | PA      | $7956810.70   | 0.09%             | 2026-10-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                      | SOCIETE GENERALE SA                                                          | CUSIP: ZG1630638<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       5700000 | PA      | $6872379.76   | 0.08%             | 2031-11-21      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| SPAIN                                 | SPAIN GOVERNMENT BOND                                                        | CUSIP: YW0791759<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      25410000 | PA      | $29492920.23  | 0.33%             | 2031-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SPAIN 144A                            | SPAIN GOVERNMENT BOND                                                        | CUSIP: YS8297204<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      42371000 | PA      | $47966701.66  | 0.53%             | 2035-04-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SPAIN                                 | SPAIN GOVERNMENT BOND                                                        | CUSIP: BU3617661<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     108110000 | PA      | $81024651.36  | 0.90%             | 2052-10-31      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| SPIE SA                               | SPIE SA                                                                      | CUSIP: YO6724141<br>LEI: 969500TJNS5GSFWJ8X85 | Long             | DBT              | CORP              | FR        |       5400000 | PA      | $6149233.92   | 0.07%             | 2030-05-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SRI LANKA                             | SRI LANKA GOVERNMENT BONDS                                                   | CUSIP: YM6937705<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     560000000 | PA      | $1758358.37   | 0.02%             | 2030-07-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| SRI LANKA                             | SRI LANKA GOVERNMENT BONDS                                                   | CUSIP: QZ0205885<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    1063000000 | PA      | $3407919.99   | 0.04%             | 2026-08-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                   | SRI LANKA GOVERNMENT BONDS                                                   | CUSIP: EK9359283<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     490000000 | PA      | $1625135.08   | 0.02%             | 2030-05-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                   | SRI LANKA GOVERNMENT BONDS                                                   | CUSIP: EJ5063106<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    1300000000 | PA      | $4068871.09   | 0.05%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                   | SRI LANKA GOVERNMENT BONDS                                                   | CUSIP: AW9839738<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    1227000000 | PA      | $3995065.30   | 0.04%             | 2027-01-15      | Fixed         | 11.40%                | No            |                  2 | On Loan: No      |
| SRI LANKA                             | SRI LANKA GOVERNMENT BONDS                                                   | CUSIP: ZM3476730<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    1544000000 | PA      | $5619791.36   | 0.06%             | 2027-09-15      | Fixed         | 20.00%                | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                       | STADSHYPOTEK AB                                                              | CUSIP: YV4085770<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |     510000000 | PA      | $52713940.48  | 0.58%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SWEDBANK HYPOTEK AB                   | SWEDBANK HYPOTEK AB                                                          | CUSIP: YR4115675<br>LEI: 549300TJREQ7GHIXWR36 | Long             | DBT              | CORP              | SE        |     514400000 | PA      | $53877963.45  | 0.60%             | 2030-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT                    | SWEDEN GOVERNMENT BOND                                                       | CUSIP: YO9530602<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |     230470000 | PA      | $23517911.34  | 0.26%             | 2036-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SWEDEN I/L BOND                       | SWEDEN INFLATION LINKED BOND                                                 | CUSIP: EK8767221<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |     382262782 | PA      | $38000336.39  | 0.42%             | 2032-06-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE                | SYDNEY AIRPORT FINANCE CO PTY LTD                                            | CUSIP: ZK1417490<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |      11947000 | PA      | $14124490.28  | 0.16%             | 2033-05-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE                | SYDNEY AIRPORT FINANCE CO PTY LTD                                            | CUSIP: AS2413480<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |       2630000 | PA      | $2941204.21   | 0.03%             | 2028-04-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| T. Rowe Price Government Reserve Fund | T. Rowe Price Government Reserve Fund                                        | CUSIP: 76105Y109<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |     864121030 | NS      | $864121029.89 | 9.58%             |  |  |  | No            |                  1 | On Loan: No      |
| TDC NET AS                            | TDC NET A/S                                                                  | CUSIP: BW6420671<br>LEI: 549300SH2G3R15Y3FX20 | Long             | DBT              | CORP              | DK        |       2310000 | PA      | $2736771.68   | 0.03%             | 2028-05-31      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| TDC NET AS                            | TDC NET A/S                                                                  | CUSIP: ZM6549871<br>LEI: 549300SH2G3R15Y3FX20 | Long             | DBT              | CORP              | DK        |      13970000 | PA      | $16964574.00  | 0.19%             | 2030-02-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TECHEM VERWALTUNGSGESELL              | TECHEM VERWALTUNGSGESELLSCHAFT 675 MBH                                       | CUSIP: YN6842291<br>LEI: 529900N0M7FQHNAV1A41 | Long             | DBT              | CORP              | DE        |       3070000 | PA      | $3438234.27   | 0.04%             | 2032-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU              | TELEFONICA EMISIONES SA                                                      | CUSIP: YS7120415<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      12000000 | PA      | $13433474.06  | 0.15%             | 2034-01-23      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN              | TENGIZCHEVROIL FINANCE CO INTERNATIONAL LTD                                  | CUSIP: BK5401421<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |      12400000 | PA      | $11459830.00  | 0.13%             | 2030-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| TESCO CORP TREASURY SERV              | TESCO CORPORATE TREASURY SERVICES PLC                                        | CUSIP: BH9923674<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |       4850000 | PA      | $5830597.45   | 0.06%             | 2030-04-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TESCO CORP TREASURY SERV              | TESCO CORPORATE TREASURY SERVICES PLC                                        | CUSIP: ZQ7670032<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |       5250000 | PA      | $6052050.79   | 0.07%             | 2026-05-29      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU              | TEVA PHARMACEUTICAL FINANCE NETHERLANDS II BV                                | CUSIP: BS1759429<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |       6196000 | PA      | $7164647.90   | 0.08%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| THAIOIL TRSRY CENTER 144A             | THAIOIL TREASURY CENTER CO LTD                                               | CUSIP: 88323RAC9<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |       1610000 | PA      | $1555644.89   | 0.02%             | N/A             | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                    | THB/USD FWD 20260605 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | TH        |             1 | NC      | $-3314728.83  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC              | THERMO FISHER SCIENTIFIC FINANCE I BV                                        | CUSIP: BR7759565<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |       1890000 | PA      | $1947078.13   | 0.02%             | 2030-10-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC              | THERMO FISHER SCIENTIFIC INC                                                 | CUSIP: BH4498748<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |        842000 | PA      | $912511.82    | 0.01%             | 2032-04-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC              | THERMO FISHER SCIENTIFIC INC                                                 | CUSIP: ZR7668893<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       5170000 | PA      | $5207696.88   | 0.06%             | 2031-10-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TOYOTA FINANCE AUSTRALIA              | TOYOTA FINANCE AUSTRALIA LTD                                                 | CUSIP: ZD6398410<br>LEI: 3UKPTDP5PGQRH8AUK042 | Long             | DBT              | CORP              | AU        |       6100000 | PA      | $7023072.83   | 0.08%             | 2030-03-18      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                     | TRANSCANADA TRUST                                                            | CUSIP: 89356BAD0<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |      27134000 | PA      | $19615355.25  | 0.22%             | 2077-05-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO                 | TRANSURBAN FINANCE CO PTY LTD                                                | CUSIP: AO9539849<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |       2620000 | PA      | $2953630.32   | 0.03%             | 2028-03-29      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO                 | TRANSURBAN FINANCE CO PTY LTD                                                | CUSIP: BH4962032<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |      11250000 | PA      | $12724273.60  | 0.14%             | 2030-04-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GRS - SECURITY LENDING COLLATERAL     | TREASURY RESERVE FUND - Collateral                                           | CUSIP: 000000000<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | STIV             | RF                | US        |       6336753 | NS      | $6336752.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIVIUM PACKAGING FIN                 | TRIVIUM PACKAGING FINANCE BV                                                 | CUSIP: YO6702360<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |       4780000 | PA      | $5569617.47   | 0.06%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)  | TRY/USD FWD 20260416 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | TR        |             1 | NC      | $396735.91    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | TRY/USD FWD 20260416 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | TR        |             1 | NC      | $-15764.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | TRY/USD FWD 20260416 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | TR        |             1 | NC      | $-115898.07   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.          | TRY/USD FWD 20260416 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | TR        |             1 | NC      | $157961.29    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TUI CRUISES GMBH                      | TUI CRUISES GMBH                                                             | CUSIP: YT3431608<br>LEI: 529900SVD83QUUIZYY18 | Long             | DBT              | CORP              | DE        |       4485000 | PA      | $5050706.91   | 0.06%             | 2030-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TURKEY                                | TURKIYE GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: YI6861383<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      14630000 | PA      | $16311571.34  | 0.18%             | 2034-03-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TURKIYE IS BANKASI A.S                | TURKIYE IS BANKASI AS                                                        | CUSIP: DF6579778<br>LEI: 789000FIRX9MDN0KTM91 | Long             | DBT              | CORP              | TR        |     993075000 | PA      | $18771893.56  | 0.21%             | 2026-08-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                | UBS GROUP AG                                                                 | CUSIP: BV3327780<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       7050000 | PA      | $7823799.15   | 0.09%             | 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        |       6929000 | PA      | $8634364.37   | 0.10%             | 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        |       3105000 | PA      | $3586744.54   | 0.04%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM                        | UNITED KINGDOM GILT                                                          | CUSIP: ZF2680865<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      14752000 | PA      | $16257388.39  | 0.18%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM                        | UNITED KINGDOM GILT                                                          | CUSIP: ZP4466964<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      69338000 | PA      | $52831707.68  | 0.59%             | 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        |      81695000 | PA      | $107521139.39 | 1.19%             | 2027-03-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM                        | UNITED KINGDOM GILT                                                          | CUSIP: EJ4073072<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      42577000 | PA      | $42346656.33  | 0.47%             | 2044-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM                        | UNITED KINGDOM GILT                                                          | CUSIP: YS3109495<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      49920000 | PA      | $65959745.61  | 0.73%             | 2030-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                   | UNITED KINGDOM GILT                                                          | CUSIP: YJ4793008<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     109500000 | PA      | $140339887.34 | 1.56%             | 2033-03-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| U S TREASURY BILL                     | UNITED STATES TREASURY BILL                                                  | CUSIP: 912797TR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     168000000 | PA      | $167305673.99 | 1.86%             | 2026-05-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                         | UNITED STATES TREASURY BILL                                                  | CUSIP: 912797SD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      62000000 | PA      | $61993779.94  | 0.69%             | 2026-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL MUSIC GROUP NV              | UNIVERSAL MUSIC GROUP NV                                                     | CUSIP: BX3045891<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | DBT              | CORP              | NL        |       2470000 | PA      | $2849852.78   | 0.03%             | 2027-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UPJOHN FINANCE BV                     | UPJOHN FINANCE BV                                                            | CUSIP: BK1183700<br>LEI: 254900OG32E8F3XO5O83 | Long             | DBT              | CORP              | NL        |       2670000 | PA      | $3019783.90   | 0.03%             | 2027-06-23      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| UXYM6 US 10YR ULTRA FUT JUN26         | US 10YR ULTRA FUT JUN26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          -819 | NC      | $2123118.27   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FVM6 US 5YR NOTE (CBT) JUN26          | US 5YR NOTE (CBT) JUN26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          -747 | NC      | $1225192.05   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                            | US BANCORP                                                                   | CUSIP: 902973BE5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |       9145000 | PA      | $10622301.84  | 0.12%             | 2032-05-21      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | USD/AUD FWD 20260424 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |             1 | NC      | $88239.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | USD/AUD FWD 20260424 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |             1 | NC      | $929738.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTL INC            | USD/AUD FWD 20260424 NOMAGB2L                                                | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | N/A              | DFE              | CORP              | US        |             1 | NC      | $2054419.22   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST BANK PLC                      | USD/AUD FWD 20260424 RBOSGB2R                                                | CUSIP: 000000000<br>LEI: 213800IBT39XQ9C4CP71 | N/A              | DFE              | CORP              | US        |             1 | NC      | $275773.62    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | USD/AUD FWD 20260424 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-2968082.19  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | USD/BRL FWD 20260602 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |             1 | NC      | $7748.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | USD/BRL FWD 20260602 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-34261.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | USD/BRL FWD 20260602 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |             1 | NC      | $103110.64    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES         | USD/BRL FWD 20260602 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-286187.99   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | USD/BRL FWD 20260602 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-977227.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP           | USD/CAD FWD 20260424 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |             1 | NC      | $110411.95    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | USD/CAD FWD 20260424 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-649068.03   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | USD/CAD FWD 20260424 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |             1 | NC      | $144310.13    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP           | USD/CHF FWD 20260424 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |             1 | NC      | $155930.62    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | USD/CHF FWD 20260424 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |             1 | NC      | $1149108.33   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                    | USD/CHF FWD 20260424 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |             1 | NC      | $155772.47    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTL INC            | USD/CHF FWD 20260424 NOMAGB2L                                                | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | N/A              | DFE              | CORP              | US        |             1 | NC      | $492390.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                    | USD/CLP FWD 20260508 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-11548.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                   | USD/CLP FWD 20260508 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-595658.42   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC           | USD/CLP FWD 20260508 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-1440111.24  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                      | USD/CLP FWD 20260508 SOGEFRPP                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-479104.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO DOMINION SECURITIES           | USD/CLP FWD 20260508 TDOMCATT                                                | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-242232.07   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                         | USD/CNH FWD 20260612 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-17224.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | USD/CNH FWD 20260612 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-16358.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)  | USD/COP FWD 20260605 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |             1 | NC      | $133049.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | USD/CZK FWD 20260417 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |             1 | NC      | $513142.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | USD/CZK FWD 20260417 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |             1 | NC      | $200890.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | USD/CZK FWD 20260417 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-1744221.48  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                         | USD/CZK FWD 20260417 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-827282.57   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC       | USD/CZK FWD 20260417 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |             1 | NC      | $3746198.77   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | USD/EGP FWD 20260512 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-4748916.44  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)  | USD/EUR FWD 20260424 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-1045.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP           | USD/EUR FWD 20260424 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |             1 | NC      | $5323097.56   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | USD/EUR FWD 20260424 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-446.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                   | USD/EUR FWD 20260424 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |             1 | NC      | $10733304.79  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC           | USD/EUR FWD 20260424 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-904074.64   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO DOMINION SECURITIES           | USD/EUR FWD 20260424 TDOMCATT                                                | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | US        |             1 | NC      | $19520.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | USD/EUR FWD 20260424 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |             1 | NC      | $5355646.80   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP           | USD/EUR FWD 20260522 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |             1 | NC      | $441794.70    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | USD/EUR FWD 20260522 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-12453.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                         | USD/EUR FWD 20260522 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |             1 | NC      | $997261.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| THE BANK OF NEW YORK MELLON           | USD/EUR FWD 20260522 IRVTGB2X                                                | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |             1 | NC      | $109783.47    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                   | USD/EUR FWD 20260522 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-106102.09   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC          | USD/EUR FWD 20260522 MSLNGB2X                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |             1 | NC      | $27956156.43  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC           | USD/EUR FWD 20260522 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |             1 | NC      | $235149.85    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC           | USD/EUR FWD 20260522 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-204277.80   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC       | USD/EUR FWD 20260522 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |             1 | NC      | $340330.08    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | USD/EUR FWD 20260522 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |             1 | NC      | $93962.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP           | USD/GBP FWD 20260522 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |             1 | NC      | $13223009.50  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | USD/GBP FWD 20260522 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-763558.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | USD/GBP FWD 20260522 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |             1 | NC      | $430187.07    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE    | USD/GBP FWD 20260522 CIBCCATT                                                | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              | CORP              | US        |             1 | NC      | $41407.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | USD/GBP FWD 20260522 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |             1 | NC      | $40853.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                         | USD/GBP FWD 20260522 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |             1 | NC      | $968981.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| THE BANK OF NEW YORK MELLON           | USD/GBP FWD 20260522 IRVTGB2X                                                | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |             1 | NC      | $92705.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                   | USD/GBP FWD 20260522 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |             1 | NC      | $1290677.25   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC          | USD/GBP FWD 20260522 MSLNGB2X                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |             1 | NC      | $83321.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES         | USD/GBP FWD 20260522 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |             1 | NC      | $48204.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP           | USD/HUF FWD 20260417 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |             1 | NC      | $962189.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | USD/HUF FWD 20260417 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-171250.40   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                   | USD/HUF FWD 20260417 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-31498.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP           | USD/IDR FWD 20260410 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |             1 | NC      | $243960.05    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | USD/IDR FWD 20260410 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |             1 | NC      | $455730.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                    | USD/IDR FWD 20260410 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-71557.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC           | USD/IDR FWD 20260410 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |             1 | NC      | $414189.27    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES         | USD/IDR FWD 20260410 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |             1 | NC      | $357182.25    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.          | USD/IDR FWD 20260410 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |             1 | NC      | $33528.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP           | USD/IDR FWD 20260710 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |             1 | NC      | $42603.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | USD/IDR FWD 20260710 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |             1 | NC      | $146.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | USD/IDR FWD 20260710 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |             1 | NC      | $93107.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                    | USD/IDR FWD 20260710 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |             1 | NC      | $36035.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC           | USD/IDR FWD 20260710 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |             1 | NC      | $245678.44    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | USD/INR FWD 20260410 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |             1 | NC      | $1557981.52   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                    | USD/INR FWD 20260410 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-169056.82   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | USD/INR FWD 20260410 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |             1 | NC      | $2127392.23   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.          | USD/INR FWD 20260410 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-196569.26   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)  | USD/JPY FWD 20260424 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |             1 | NC      | $1800016.54   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | USD/JPY FWD 20260424 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |             1 | NC      | $3315615.14   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE    | USD/JPY FWD 20260424 CIBCCATT                                                | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              | CORP              | US        |             1 | NC      | $20725.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | USD/JPY FWD 20260424 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |             1 | NC      | $893799.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                   | USD/JPY FWD 20260424 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |             1 | NC      | $2198131.70   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC          | USD/JPY FWD 20260424 MSLNGB2X                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |             1 | NC      | $133528.17    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTL INC            | USD/JPY FWD 20260424 NOMAGB2L                                                | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | N/A              | DFE              | CORP              | US        |             1 | NC      | $3347918.88   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC       | USD/JPY FWD 20260424 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |             1 | NC      | $174619.76    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                      | USD/JPY FWD 20260424 SOGEFRPP                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | US        |             1 | NC      | $507600.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP           | USD/KRW FWD 20260410 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |             1 | NC      | $348992.75    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                         | USD/KRW FWD 20260410 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-4388642.38  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                    | USD/KRW FWD 20260410 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |             1 | NC      | $692892.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                   | USD/KRW FWD 20260410 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-240924.80   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.          | USD/KRW FWD 20260410 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-230716.99   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | USD/MXN FWD 20260417 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-434935.75   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | USD/MXN FWD 20260417 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |             1 | NC      | $635046.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                   | USD/MXN FWD 20260417 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |             1 | NC      | $105012.96    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC           | USD/MXN FWD 20260417 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-756003.04   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP           | USD/MYR FWD 20260605 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |             1 | NC      | $412909.22    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | USD/MYR FWD 20260605 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |             1 | NC      | $1488072.95   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                   | USD/MYR FWD 20260605 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |             1 | NC      | $216210.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES         | USD/MYR FWD 20260605 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |             1 | NC      | $146125.62    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                    | USD/NGN FWD 20260410 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-95123.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP           | USD/NZD FWD 20260424 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |             1 | NC      | $314633.89    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | USD/NZD FWD 20260424 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |             1 | NC      | $180553.77    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | USD/NZD FWD 20260424 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-195407.31   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                   | USD/NZD FWD 20260424 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |             1 | NC      | $126341.66    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC          | USD/NZD FWD 20260424 MSLNGB2X                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-92258.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES         | USD/NZD FWD 20260424 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-1256363.73  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO DOMINION SECURITIES           | USD/NZD FWD 20260424 TDOMCATT                                                | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | US        |             1 | NC      | $87539.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | USD/NZD FWD 20260424 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-80434.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.          | USD/PEN FWD 20260410 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |             1 | NC      | $202638.54    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | USD/RON FWD 20260417 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-249445.63   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP           | USD/SEK FWD 20260529 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |             1 | NC      | $147498.90    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | USD/SEK FWD 20260529 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |             1 | NC      | $16210541.78  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | USD/SEK FWD 20260529 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |             1 | NC      | $226137.44    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC           | USD/SEK FWD 20260529 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |             1 | NC      | $585910.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC       | USD/SEK FWD 20260529 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-2567025.71  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.          | USD/SEK FWD 20260529 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |             1 | NC      | $226471.03    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP           | USD/SGD FWD 20260612 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |             1 | NC      | $156730.38    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | USD/SGD FWD 20260612 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |             1 | NC      | $714012.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                         | USD/SGD FWD 20260612 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |             1 | NC      | $50024.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                    | USD/SGD FWD 20260612 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |             1 | NC      | $111598.33    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO DOMINION SECURITIES           | USD/SGD FWD 20260612 TDOMCATT                                                | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | US        |             1 | NC      | $18898.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | USD/THB FWD 20260605 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |             1 | NC      | $5044.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                    | USD/THB FWD 20260605 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |             1 | NC      | $1758097.24   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                   | USD/THB FWD 20260605 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-224560.67   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                  | UTAH ACQUISITION SUB INC                                                     | CUSIP: AL2804121<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |       5630000 | PA      | $6431517.13   | 0.07%             | 2028-11-22      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UZBEK INDUSTRIAL AND CON              | UZBEK INDUSTRIAL AND CONSTRUCTION BANK ATB                                   | CUSIP: YW3916635<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        |       2218000 | PA      | $2352029.30   | 0.03%             | 2029-07-24      | Fixed         | 8.95%                 | No            |                  2 | On Loan: —       |
| P&P SYNERGY SEC 1 S.a.r.l. PP         | VACA MUERTA SUR FRN PP                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AR        |       3173000 | PA      | $3175855.70   | 0.04%             | 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        |       5700000 | PA      | $6211946.13   | 0.07%             | 2030-01-07      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA               | VEOLIA ENVIRONNEMENT SA                                                      | CUSIP: BH3926186<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |       2000000 | PA      | $2274217.83   | 0.03%             | 2027-04-02      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| VEON HOLDINGS BV                      | VEON MIDCO BV                                                                | CUSIP: YX4775913<br>LEI: 213800GOFSH7EPKBRE50 | Long             | DBT              | CORP              | NL        |       7880000 | PA      | $7474658.07   | 0.08%             | 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        |       5270000 | PA      | $5121510.87   | 0.06%             | 2033-05-18      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                | VERIZON COMMUNICATIONS INC                                                   | CUSIP: 92343VCT9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       4715000 | PA      | $5156140.45   | 0.06%             | 2031-12-01      | Fixed         | 2.62%                 | 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      | $38372.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN 144A                 | VMED O2 UK FINANCING I PLC                                                   | CUSIP: BQ1812974<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |       5145000 | PA      | $5727811.17   | 0.06%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                      | VMED O2 UK FINANCING I PLC                                                   | CUSIP: BQ1812982<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |       5630000 | PA      | $6267750.61   | 0.07%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                  | VOLKSWAGEN BANK GMBH                                                         | CUSIP: ZK3696398<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |       2400000 | PA      | $2812356.53   | 0.03%             | 2028-05-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                  | VOLKSWAGEN BANK GMBH                                                         | CUSIP: ZK3696463<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |       5900000 | PA      | $6962291.14   | 0.08%             | 2031-05-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FIN SERV AG                | VOLKSWAGEN FINANCIAL SERVICES AG                                             | CUSIP: BQ8993702<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |      10300000 | PA      | $10479197.73  | 0.12%             | 2030-02-12      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                | VOLKSWAGEN INTERNATIONAL FINANCE NV                                          | CUSIP: AM9628026<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |       1300000 | PA      | $1485475.86   | 0.02%             | 2027-03-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN LEASING GMBH               | VOLKSWAGEN LEASING GMBH                                                      | CUSIP: AZ1285495<br>LEI: 5299004GLEUX88BSNB74 | Long             | DBT              | CORP              | DE        |       5135000 | PA      | $5923500.37   | 0.07%             | 2026-06-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV               | VZ SECURED FINANCING BV                                                      | CUSIP: YL9750487<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |       3900000 | PA      | $4161221.30   | 0.05%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                 | WELLS FARGO & CO                                                             | CUSIP: QZ0190533<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       2660000 | PA      | $3026622.59   | 0.03%             | 2027-02-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CHEMICAL CORP                | WESTLAKE CORP                                                                | CUSIP: AZ5984929<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |       9435000 | PA      | $10124878.86  | 0.11%             | 2029-07-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| WINTERSHALL DEA FINANCE               | WINTERSHALL DEA FINANCE BV                                                   | CUSIP: YV9582045<br>LEI: 529900SUC9JUI6M74U66 | Long             | DBT              | CORP              | NL        |       6150000 | PA      | $7033845.29   | 0.08%             | 2032-10-03      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| ZHONGSHENG GROUP                      | ZHONGSHENG GROUP HOLDINGS LTD                                                | CUSIP: YW5935302<br>LEI: 3003005VYMEBAJNJ2Y26 | Long             | DBT              | CORP              | KY        |       2073000 | PA      | $1979544.85   | 0.02%             | 2028-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                              | ZIGGO BV                                                                     | CUSIP: ZQ1506224<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |       2720000 | PA      | $2890093.11   | 0.03%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-05

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

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President